Scaling limits for interacting diffusions
The article studies the hydrodynamic limit, as \(N\to \infty\), of a system of N particles diffusing on a circle S and drifting under the influence of a potential arising from their pairwise interactions. The pair potential between a particle at x and a particle at y is of the form V(N(x-y)), where V has bounded support and is such that the interaction is repulsive. The author considers the evolution in time of the empirical measure of particle positions and shows that, under explicitly stated conditions, the distribution of the process of empirical measures converges weakly, as \(N\to \infty\), to a degenerate distribution concentrated on a single trajectory in the space of probability measures on S. At time t the trajectory is at a probability measure with density \(\rho\) (\(\theta\),t), \(\theta\in S\), where \(\rho\) (\(\theta\),t) is a solution of the nonlinear bulk diffusion equation \[ \partial \rho (\theta,t)/\partial t=[P(\rho (\theta,t))]_{\theta \theta}, \] P being the ``pressure of the corresponding grand canonical thermodynamic system on R. The method of proof is similar to the one used by \textit{M. Z. Guo}, \textit{G. C. Papanicolaou} and the author [ibid. 118, No.1, 31-59 (1988; Zbl 0652.60107)].
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