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# Untitled Document

Macroscopic Evolution of Particle Systems

with Short and Long Range Interactions

Giambattista Giacomin 1 Dipartimento di Matematica, Università di Milano, via C. Saldini 50, 20133 MI, Italy. E–mail: giambattista.giacomin@mat.unimi.it, Joel L. Lebowitz 2 Departments of Mathematics and Physics, Hill Center. 110 Frelinghuysen Rd, Rutgers University, Piscataway, NJ 088954–8019, USA. E–mail: lebowitz@math.rutgers.edu  and Rossana Marra 3 Dipartimento di Fisica and Unità INFM, Università di Roma Tor Vergata, Via della Ricerca Scientifica, 00133 Roma, Italy. E–mail: rossana.marra@roma2.infn.it

Abstract: We consider a lattice gas with general short range interactions and a Kac potential $`J_\gamma (r)`$ of range $`\gamma ^1`$, $`\gamma >0`$, evolving via particles hopping to nearest neighbor empty sites with rates which satisfy detailed balance with respect to the equilibrium measure. Scaling space like $`\gamma ^1`$ and time like $`\gamma ^2`$, we prove that in the limit $`\gamma 0`$ the macroscopic density profile $`\rho (r,t)`$ satisfies the equation

$$\frac{}{t}\rho (r,t)=[\sigma _s\left(\rho \right)\frac{\delta \left(\rho \right)}{\delta \rho \left(r\right)}].()$$

Here $`\sigma _s(\rho )`$ is the mobility of the reference system, the one with $`J0`$, and $`(\rho )=[f_s(\rho (r))\frac{1}{2}\rho (r)J(rr^{})\rho (r^{})drdr^{}]`$, where $`f_s(\rho )`$ is the (strictly convex) free energy density of the reference system. Beside a regularity condition on $`J`$, the only requirement for this result is that the reference system satisfy the hypotheses of the Varadhan–Yau Theorem \[VY\] leading to ($``$) for $`J0`$. Therefore ($``$) holds also if $``$ achieves its minimum on non constant density profiles and this includes the cases in which phase segregation occurs. Using the same techniques we also derive hydrodynamic equations for the densities of a two component A-B mixture with long range repulsive interactions between A and B particles. The equations for the densities $`\rho _A`$ and $`\rho _B`$ are of the form ($``$). They describe, at low temperatures, the demixing transition in which segregation takes place via vacancies, i.e. jumps to empty sites. In the limit of very few vacancies the problem becomes similar to phase segregation in a continuum system in the so called incompressible limit \[EP\], \[DG\].

2000 MSC: 82C22, 60K35

Key Words: Interacting particle systems, Kac potential, hydrodynamic limits, phase segregation, non–gradient particle models, Einstein relation, vacancy dynamics.

The state of a (one component) macroscopic system in equilibrium can be characterized by two numbers, the temperature $`T(=\beta ^1)`$ and the chemical potential $`\lambda `$. When $`T`$ and $`\lambda `$ correspond to a single phase (i.e. there is a unique Gibbs measure) then the particle density $`\overline{\rho }(T,\lambda )`$ is constant, i.e. spatially uniform. Given a microscopic dynamics for which this Gibbs measure is attractive, a disturbance in this uniform density corresponding to a profile $`\rho _0(r)`$, $`r`$ the space coordinate, at some time $`t_0`$ is expected to relax towards the uniform density $`\overline{\rho }`$. In certain types of systems (when the variations in temperature and hydrodynamical flows can be neglected, see below) the relaxation of the density profile $`\rho (t,r)`$ will occur via the diffusion equation

$$\frac{\rho }{t}=\left[D\rho \right],t>t_0,$$
$`(1.1)`$
where the bulk diffusion constant $`D=D(\rho )`$ will generally depend also on the temperature $`T`$, assumed constant and therefore omitted in the notation.

Equation (1.1) is a continuity equation for $`\rho `$ corresponding to a mass current given by Fick’s law

$$j=D(\rho )\rho .$$
$`(1.2)`$
To derive (1.1) from microscopic models it is most convenient to write Fick’s law in its Onsagerian form,

$$j=\sigma \lambda ,$$
$`(1.3)`$
where $`\sigma `$ is the conductivity, or mobility, and $`\lambda (\rho )`$ is the local chemical potential; $`\lambda `$ and $`\rho `$ are related as in the uniform equilibrium system, i.e. we are in a situation of local equilibrium. Comparing (1.2) and (1.3) gives

$$D=\sigma /\chi $$
$`(1.4),`$
where

$$\chi (\rho )=\left(\frac{\lambda }{\rho }\right)^1=\rho \frac{\rho }{p}$$
$`(1.5)`$
is the compressibility ($`p`$ being the pressure). In (1.5) we have expressed the chemical potential at equilibrium as a function of the density $`\rho `$. The relation (1.4) is sometimes referred to as the Einstein relation who first used it to relate the diffusion constant of a Brownian particle to its steady state mobility in an external field \[E, Sp\].

Mathematically rigorous derivations of (1.2) – (1.5), with $`\sigma `$ given by a Green–Kubo formula, have been achieved, via the use of the hydrodynamical (diffusive) scaling limit for a variety of microscopic models with fixed short (microscopic) range interactions evolving via stochastic dynamics (in which particle number is the only conserved quantity), see \[KL\](1) There also exists a derivation for one system with a Hamiltonian evolution, namely a non–interacting gas of point particles moving among fixed periodic scatterers – the Sinai billiard with finite horizons \[BS\], \[ Sp\].. In all these cases the temperature $`T`$ is in the uniqueness region of the phase diagram, i.e. there is a unique phase for all values of $`\lambda `$ (or $`\rho `$).

The situation becomes much trickier when we consider temperatures where there is, for some value of $`\lambda `$, a coexistence of phases with two (or more) different densities, $`\rho _1`$ and $`\rho _2`$, corresponding to liquid and vapor or to fluid and solid. In such cases the macroscopic equilibrium system, with a fixed total number of particles corresponding to an average density in the interval $`(\rho _1,\rho _2)`$, will not have a uniform density. Instead it will be segregated into macroscopic regions of density $`\rho _1`$ and $`\rho _2`$ with shapes minimizing the free energy of the surface between them. An equation of form (1.1) is clearly not appropriate now, in fact, for any density $`\rho (\rho _1,\rho _2)`$, $`\chi (\rho )`$ in (1.4) will be infinite and therefore $`D`$ is formally zero (unless $`\sigma `$ is also infinite, which can be proven in some cases not to happen). Results in these directions have been proven for very particular systems, see the remarkable result in \[R\] where degenerate diffusion in the coexistence region is proven, but the general case of the evolution of phase domains for systems with interactions is a real challenge for the moment.

To get around this obstacle and derive macroscopic equations for a system undergoing phase segregation, some authors studied the time evolution of the macroscopic density profile in particle systems interacting via long range (compared to the interparticle spacing) Kac potentials, \[LOP\], \[GL1\]. The microscopic model considered in \[GL1\] is a lattice gas evolving under a particles hopping (Kawasaki exchange) dynamics which satisfies detailed balance (is reversible) with respect to the Gibbs canonical (fixed particle number) equilibrium measure with Hamiltonian $`H`$ at temperature $`\beta ^1`$. $`H`$ consisted of a sum of two terms, a short range part $`H_s`$ which may be thought of as a nearest neighbor interaction and a Kac potential $`H_\gamma `$ characterized by a range parameter $`\gamma ^1`$, namely

$$H_\gamma =\frac{1}{2}\underset{x,y}{}\gamma ^dJ(\gamma |xy|)\eta (x)\eta (y),$$
$`(1.6)`$
where $`x,y\mathrm{\Lambda }_\gamma Z^d`$ (say a torus of diameter $`[\gamma ^1]`$) and $`\eta (x)=0,1`$ specifies the occupancy of site $`x`$. They argued that in the diffusive hydrodynamical scaling limit, corresponding to $`\gamma 0`$ with space and time scaling like $`\gamma ^1`$ and $`\gamma ^2`$ respectively, the density profile $`\rho (r,t)`$ would satisfy a parabolic integro–differential equation of the form,

$$\frac{\rho }{t}=\left[\sigma _s(\rho )\frac{\delta (\rho )}{\delta \rho }\right]\left[\sigma _s(\rho )\lambda (\rho )\right],$$
$`(1.7)`$
where

$$=f_s(\rho (r))𝑑r\frac{1}{2}J(rr^{})\rho (r)\rho (r^{})𝑑r𝑑r^{}$$
$`(1.8)`$
$`f_s`$ is the free energy density and $`\sigma _s`$ is the mobility of the system with only short range interactions.

Equations (1.5) and (1.7) were proven in \[GL1\] for the case where the short range interactions $`H_s`$ consisted only of the hard core exclusion, i.e. no more than one particle per site, in which case $`f_s`$ and $`\sigma _s`$ reduce to $`f_s^0`$ and $`\sigma _s^0`$, with

$$f_s^0(\rho )=\beta [\rho \mathrm{log}\rho +(1\rho )\mathrm{log}(1\rho )],$$
$`(1.9)`$
and

$$\sigma _s^0(\rho )=\beta \rho (1\rho ).$$
$`(1.10)`$
The validity of (1.7) and (1.8) for the case of nontrivial short range interactions was conjectured in \[§3,GL1\] for values of $`\beta ^1`$ above the critical temperature of the reference (short range) system, when $`f_s(\rho )`$ is a strictly convex function of $`\rho `$. They gave heuristic arguments for the validity of (1.7) with $`\lambda `$ the local chemical potential of the system with the Kac potential, but with the mobility $`\sigma `$ being the same as what it would be in the system without the slowly varying Kac potential. This generalized a similar conjecture by Spohn \[Sp\] for the case of an external long range interaction. Besides the case in \[GL1\], the conjecture was shown to be valid also for some other special cases \[BL\],\[MM\],\[AX\]. In this paper we prove these conjectures for the general short range interactions in the case of Ising spins, that is in the case of a system with Hamiltonian $`H^\gamma =H_s+H_\gamma `$. In fact the methods we use here extend in a straightforward manner to general systems for which a diffusion equation can be proven in the absence of $`H_\gamma `$. We illustrate this by deriving in Section 5 integro–differential equations for a binary mixture which may undergo a demixing transition. Our results extend to the case of a system on which a weak external force is acting, characterized by the Hamiltonian

$$H_s(\eta )+\underset{x}{}V(\gamma x)\eta (x)$$

and also to the case of a weak (of order $`\gamma `$) external force which is not the gradient of a potential, like a costant force in a torus.

We note that solutions to (1.7) corresponding to interface dynamics are considered in \[GL2\]. There is also a review of various results about these models, including the case in which there is no conservation law (Glauber dynamics) \[GLP\].

Informal Description of Model. To be concrete, we restrict ourselves to the case $`H_s(\eta )=K_{x,y:|xy|=1}\eta (x)\eta (y)`$. The Kawasaki dynamics is defined in terms of Poisson jump rates depending on the energy differences. An example of such rates is

$$c_{(x,y)}^\gamma (\eta )=\mathrm{exp}\left(\beta \left[H^\gamma (\eta ^{x,y})H^\gamma (\eta )\right]/2\right),$$
$`(1.11)`$
where $`x,y`$ are nearest neighbor sites and $`\eta ^{x,y}`$ is the configuration in which the sites $`x`$ and $`y`$ exchange their occupation numbers. The microscopic current $`w_{x,y}`$ through the bond $`(x,y)`$ is the rate at which a particle jumps from $`x`$ to $`y`$ minus the rate at which a particle jumps from $`y`$ to $`x`$, namely

$$w_{x,y}^\gamma (\eta )=\left[\eta (x)c_{(x,y)}^\gamma (\eta )\eta (y)c_{(x,y)}^\gamma (\eta )\right].$$
$`(1.12)`$
Equation (1.12) will determine the form of the macroscopic current in the hydrodynamic equation.

A key ingredient in our analysis is that the dynamics with $`J0`$ is a weak perturbation of the $`J0`$ dynamics. This can be seen both at the level of the rates and of the current. In particular for the current some straightforward expansions with respect to the small parameter $`\gamma `$ (see Section 4) lead to

$$\begin{array}{cc}\hfill w_{x,x+e_i}^\gamma (\eta )=& c_{x,x+e_i}^0(\eta )\left[\eta (x)\eta (x+e_i)\right]\hfill \\ & +\frac{\gamma \beta }{2}c_{x,x+e_i}^0\left[\eta (x)\eta (x+e_i)\right]^2\left(_iJ\eta \right)(x)+O(\gamma ^2),\hfill \end{array}$$
$`(1.13)`$
where $`e_i`$ is the unit vector on the lattice in the direction $`i`$, $``$ denotes spatial discrete convolution and the superscript $`0`$ on $`c`$ and $`w`$ denotes the case in which there is no long range force ($`J0`$). Equation (1.13) indicates clearly that the dynamics with $`J0`$ is a weak perturbation of the reference ($`J0`$) dynamics. The case studied in \[GL1\] corresponds to $`c_{x,y}^0=1`$ in (1.13). The local equilibrium expectation of $`w_{x,x+e_i}^0`$ gives the macroscopic flux $`j`$ for this simplified model in the form of a term due to the exclusion dynamics and one due to the mean field force:

$$j=\rho +\sigma (\rho )J\rho ,$$
$`(1.14)`$
where $``$ denotes the (standard) spatial convolution, $`J\rho (r)=J(rr^{})\rho (r^{})dr^{}`$, and the mobility $`\sigma (\rho =\beta \rho (1\rho )`$ is just the expectation of $`(\beta /2)\left[\eta (x)\eta (x+e_i)\right]^2`$.

The naive extension of the above argument to the general case, i.e. just applying local equilibrium to (1.13), would give a macroscopic current of the form

$$j=D\rho +\stackrel{~}{\sigma }(\rho )J\rho ,$$
$`(1.15)`$
where $`D`$ is, as before, the diffusion coefficient found in \[VY\], but $`\stackrel{~}{\sigma }`$ would not satisfy the Einstein relation (1.4). This apparent contradiction is explained by the fact that the microscopic current of the reference system in the general case, i.e. the first term in the right–hand side of (1.13), is in not a lattice gradient of a function of the configuration, i.e. there is no function $`h`$ such that $`w_{x,y}^0(\eta )=h(\tau _y\eta )h(\tau _x\eta )`$, where $`\tau _x`$ is the translation in configuration space, unless $`K=0`$ (i.e. $`H_s0`$). The non gradient nature of the dynamics is responsible for the presence in (1.15) of a third term which, combined with the second term, gives the correct expression for the macroscopic current.

The main ingredient in our derivation is the recent work of Varadhan and Yau \[VY\] who proved (1.1) for a lattice gas with general short range interactions at small $`\beta `$. This is a major achievement since previous derivations all required that the dynamics be either of gradient type, or that the invariant measure be of product type, i.e. independent occupation values at different sites, see \[KL\] for a complete treatment and extended bibliography on this topic. The class of non–gradient models with invariant measures of product type includes the $`n`$–color simple exclusion process, which is a standard simple exclusion process but each particle is colored with one of $`n`$ possible colors. Exchanges only occur between occupied and empty sites, so that two sites with different colors cannot exchange. Our arguments do apply to this case too. This can be viewed as a multi–species system and the effect of long range interactions is of interest in its own right and we discuss it in Section 5 of this paper, limiting ourselves to the $`n=2`$ case, corresponding to a binary alloy in which exchanges take place only through vacancies.

The paper is organized as follows: in section 2 we give the precise definition of our model and we state the main results. In section 3 we recall some important results of \[VY\] that we need for our proof. Section 4 contains the proofs which are based on the control of the Radon-Nykodim derivative of the full process with respect to the reference process and on the \[GPV\]–\[V\] method. Finally in section 5 we consider the example, that we just mentioned, of a dynamics with two conservation laws, for which we prove a result analogous to the one in section 2. Moreover, in this case we get a stronger convergence result, since uniqueness of the weak solution for the limit equation does hold, under suitable hypotheses.

2. The model and the main result.

We work in the discrete torus of dimension $`d`$ and diameter $`\gamma ^1`$, $`\gamma >0`$, that we denote by $`\mathrm{\Lambda }_\gamma `$. Associated to $`\mathrm{\Lambda }_\gamma `$ there is a natural notion of $`\mathrm{\Lambda }_\gamma ^{}`$, the set of (non directed) bonds, i.e. the couples of nearest neighbor points of $`\mathrm{\Lambda }_\gamma `$. The configuration space on $`\mathrm{\Lambda }_\gamma `$ is $`\{0,1\}^{\mathrm{\Lambda }_\gamma }\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }`$. All these spaces are endowed with the discrete topology: when later we will deal with $`\{0,1\}^\mathrm{\Lambda }`$, $`\mathrm{\Lambda }`$ countable, we will use the product topology.

2.1 The Gibbsian reference measure. Let $`F`$ be a local isotropic function from $`\mathrm{\Omega }_{\mathrm{ZZ}^d}`$ to $`\mathrm{IR}`$. By isotropic we mean that $`F(\theta \eta )=F(\eta )`$ for every reflection $`\theta `$ with respect of an axis as well any lattice rotation $`\theta `$. For any $`x\mathrm{ZZ}^d`$ set $`F_x(\eta )=F(\tau _x\eta )`$, where $`\tau _x`$ is the translation of $`x\mathrm{ZZ}^d`$ in $`\mathrm{\Omega }_{\mathrm{ZZ}^d}`$:

$$\tau _x\eta (y)=\eta (x+y),\mathrm{for}\mathrm{every}y\mathrm{ZZ}^d.$$

And $`\tau `$ will also be the translation operator acting on functions $`F`$ of the configuration: $`\tau _xF(\eta )=F(\tau _x\eta )`$.

Let us consider the formal Hamiltonian

$$H(\eta )=\underset{x}{}F_x(\eta ).$$
$`(2.1)`$
It is well know that if the inverse temperature $`\kappa `$ is sufficiently small, given any chemical potential $`\lambda `$, there exists a unique extremal Gibbs measure $`\mu ^\rho `$, $`\rho [0,1]`$, which satisfies $`\rho =\mathrm{IE}^{\mu ^\rho }[\eta (x)]`$ for every $`x\mathrm{ZZ}^d`$. We will always work in this uniqueness regime: this guaranties also that $`\mu ^\rho `$ is translation invariant and that it has some mixing properties. However in some proofs in \[VY\] the authors require a stronger mixing condition (exponential mixing condition, \[Assumption A, VY\]), given in terms of finite volume grand–canonical measures. Since we are using this assumption only indirectly we do not give it explicitly: we just stress that our results are proven only if $`\kappa `$ is smaller then a certain $`\kappa _0>0`$, which depends on the dimension $`d`$ and on the interaction $`F`$. In some cases it can be shown that $`\kappa _0=\kappa _c`$, the inverse of the critical temperature of the reference system.

We will deal with the $`F`$–interaction also in the case of $`\mathrm{\Lambda }_\gamma `$: for $`\gamma `$ sufficiently small we can keep the very same infinite volume definitions by lifting $`\mathrm{\Lambda }_\gamma `$ to the whole of $`\mathrm{ZZ}^d`$ in the natural way. This way the notion of translation $`\tau _x`$ is unchanged. It is however often more natural to look at the periodic case as a finite volume case, and that’s what we will do. The same applies to every local function on $`\mathrm{\Omega }_{𝐙^d}`$, which will be viewed as a function on $`\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }`$ without notational changes.

2.2 The equilibrium measure for the full system. We consider a the probability measure on $`\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }`$ defined by

$$\mu _\gamma ^{\beta ,\kappa ,\lambda }(\eta )=\frac{1}{Z_\gamma (\beta ,\kappa ,\lambda )}\mathrm{exp}\left\{\kappa \underset{x}{}F_x\frac{\beta }{2}\underset{x,y}{}J_\gamma (x,y)\eta (x)\eta (y)+\lambda \underset{x}{}\eta (x)\right\},$$
$`(2.2)`$
$$\beta >0,\gamma >0,\lambda 𝐑,$$

where $`J_\gamma (x,y)=\gamma ^dJ(\gamma (xy))`$, $`JC^2(\mathrm{IT}^d)\mathrm{IR}`$ ($`\mathrm{IT}^d`$ is the d-dimensional torus of diameter $`1`$) such that

$$J(r)=J(r),_{\mathrm{IT}^d}J(r)dr=1,$$
$`(2.3)`$
and $`Z_\gamma (\beta ,\kappa ,\lambda )`$ is the normalization factor.

2.3 The dynamics. This will be introduced, for the reference system, both in the case $`\mathrm{\Lambda }=\mathrm{\Lambda }_\gamma `$ and in the case $`\mathrm{\Lambda }=𝐙^d`$. Let $`\mathrm{\Phi }C^2(\mathrm{IR};\mathrm{IR}^+)`$ be of the form1 This is equivalent to the more customary \[p. 163, Sp\] detailed balance condition $`\mathrm{\Phi }(E)=\mathrm{\Phi }(E)\mathrm{exp}(E)`$, $`E\mathrm{IR}`$.

$$\begin{array}{cc}& \mathrm{\Phi }(E)=\mathrm{exp}(E/2)\varphi (E),\hfill \\ \hfill \varphi :\mathrm{IR}\mathrm{IR}^+,& \varphi (E)=\varphi (E)\mathrm{for}\mathrm{every}E\mathrm{IR}\mathrm{and}\varphi (0)=1.\hfill \end{array}$$
$`(2.4)`$
For $`b=(x,y)\mathrm{\Lambda }^{}`$ we define

$$c_b^0(\eta )=\mathrm{\Phi }(\kappa \mathrm{\Delta }_bH(\eta )),$$
$`(2.5)`$
where $`\mathrm{\Delta }_bH(\eta )=H(\eta ^b)H(\eta )`$ and

$$\eta ^b(z)=\{\begin{array}{cc}\eta (x),\hfill & \text{if }z=y\text{,}\hfill \\ \eta (y),\hfill & \text{if }z=x\text{,}\hfill \\ \eta (z),\hfill & \text{otherwise.}\hfill \end{array}$$
$`(2.6)`$
In the infinite volume case $`H`$ is not well defined, but $`\mathrm{\Delta }_bH`$ is taken, by definition, to be equal to $`lim_R\mathrm{}\mathrm{\Delta }_b_{|x|R}F_x(\eta )`$. To make the notation a bit lighter, if $`b=(x,y)`$ appears as a subscript, we will often drop the brackets. Given $`f:\mathrm{\Omega }_\mathrm{\Lambda }\mathrm{IR}`$ for $`b=(x,y)`$ we set

$$_b^0=c_b^0(\eta )\left[f(\eta ^b)f(\eta )\right].$$
$`(2.7)`$
A Markov pregenerator is then defined by setting

$$^0f(\eta )=\underset{b\mathrm{\Lambda }^{}}{}_b^0f(\eta ),$$
$`(2.8)`$
where $`f`$ is assumed to be local in the case $`\mathrm{\Lambda }=\mathrm{ZZ}^d`$. If $`\mathrm{\Lambda }=\mathrm{\Lambda }_\gamma `$, $`^0`$ is actually a generator and it is easy to construct a unique process in Skorohod space $`\{\eta _t\}_{t\mathrm{IR}^+}D(\mathrm{IR}^+;\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma })`$ associated to it, once an initial condition is given. The law of this process will be denoted by $`𝐏^{\gamma ,0}`$ or $`𝐏_{\mu _\gamma }^{\gamma ,0}`$ if there is the need to stress the initial condition $`\mu _\gamma `$. It is immediate to verify that, by (2.4), $`^0`$ viewed as an operator in $`L^2(\mu _\gamma ^{0,\kappa ,\lambda })`$ is self–adjoint for every $`\lambda \mathrm{IR}`$. In the infinite volume setting the construction of the process is more delicate. We refer to \[Li\] for this construction: there the process $`\{\eta _t\}_{t\mathrm{IR}^+}D(\mathrm{IR}^+;\mathrm{\Omega }_{\mathrm{ZZ}^d})`$ associated to $`^0`$ is constructed. We remark also that, for every $`\rho [0,1]`$, $`^0`$ can be extended to a self–adjoint operator on $`L^2(\mu ^\rho )`$. The law of the process $`\{\eta _t\}_{t\mathrm{IR}^+}`$ will be denoted by $`𝐏^0`$. We will sometimes stress the chosen initial condition, say $`\mu 𝒫_1(\mathrm{\Omega }_\mathrm{\Lambda })`$, by writing $`𝐏_\mu ^0`$. Here we used $`𝒫_1()`$ to denote the probability measures on $``$.

The full dynamics is considered only in the case $`\mathrm{\Lambda }=\mathrm{\Lambda }_\gamma `$. We define

$$c_b^\gamma (\eta )=\mathrm{\Phi }\left(\mathrm{\Delta }_b\left[\kappa \underset{x}{}F_x\beta \underset{x,y}{}J_\gamma (x,y)\eta (x)\eta (y)\right]\right),$$
$`(2.9)`$
and

$$_\gamma f(\eta )=\underset{b\mathrm{\Lambda }^{}}{}c_b^\gamma (\eta )\left[f(\eta ^b)f(\eta )\right].$$
$`(2.10)`$
As before, associated to the finite dimensional operator $`_\gamma `$ there is a process with trajectories in $`D(\mathrm{IR}^+;\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma })`$. $`_\gamma `$ is self–adjoint in $`L^2(\mu _\gamma ^{\beta ,\kappa ,\lambda })`$ for every $`\lambda \mathrm{IR}^+`$. The law of this process will be denoted by $`𝐏^\gamma =𝐏_{\mu _\gamma }^\gamma `$, where $`\mu _\gamma 𝒫(\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma })`$ is the initial condition.

2.4 The main result. The compressibility $`\chi `$ for the system is defined as

$$\chi (\rho )=\underset{x\mathrm{ZZ}^d}{}\mathrm{cov}^{\mu ^\rho }(\eta (0),\eta (x)),$$
$`(2.11)`$
in terms of the local interaction alone. The corresponding diffusion matrix $`D`$ can be expressed via a variational formula. It is the $`\rho `$ dependent symmetric matrix defined by

$$v,Dv_{\mathrm{IR}^d}=\frac{1}{2\chi (\rho )}\underset{g}{inf}\mathrm{IE}^{\mu ^\rho }\left[\underset{i=1}{\overset{d}{}}c_{e_i}^0(\eta )\left(v_i(\eta (e_i)\eta (0))\underset{x\mathrm{ZZ}^d}{}\mathrm{\Delta }_{(0,e_i)}g\left(\tau _x\eta \right)\right)^2\right],$$
$`(2.12)`$
for every $`v\mathrm{IR}^d`$. In (2.12) $`e_i`$ denotes the unit vector in the $`i`$ direction, $`,_{\mathrm{IR}^d}`$ is the scalar product in $`\mathrm{IR}^d`$ and the infimum is taken over all local functions $`g`$. We will take the freedom of using both the notation $`v_i`$ and the notation $`v_{e_i}`$. Moreover for $`e`$ a unit vector, $`v_e=\pm v_{e_i}`$ if $`e=\pm e_i`$.

A number of facts are known about $`D`$: first of all it is a continuous function of $`\rho `$, cf. \[VY\], and there exists a constant $`c`$ such that in the sense of matrices

$$\frac{I}{c\chi (\rho )}D(\rho )cI,$$
$`(2.13)`$
where $`I`$ is the $`d\times d`$ identity matrix. While the upper bound is an immediate consequence of (2.12), the lower bound is much more subtle and it has been established in \[SY\]. In \[VY, Lemma 8.3\] it is shown moreover that in our isotropic set up, $`D(\rho )`$ is a multiple of $`I`$. We will keep the notation $`D(\rho )`$ also to denote the scalar proportionality factor between $`I`$ and the matrix $`D(\rho )`$.

We are going to consider initial particle configurations associated to a density profile $`\rho _0:\mathrm{IT}[0,1]`$, in the following sense: if we define the the empirical density field

$$\nu ^\gamma (t,x)=\gamma ^d\underset{y\mathrm{\Lambda }}{}\delta (x\gamma y)\eta _{\gamma ^2t}(y),$$
$`(2.14)`$
we require that for any smooth test function $`G`$ from $`\mathrm{IT}^d`$ to $`\mathrm{IR}`$ and $`\delta >0`$

$$\underset{\gamma 0}{lim}𝐏_{\mu _\gamma }^\gamma \left(\left|_{\mathrm{IT}^d}\nu ^\gamma (x,0)G(x)𝑑x_{\mathrm{IT}^d}\rho _0(x)G(x)dx\right|>\delta \right)=0.$$
$`(2.15)`$
Denote by $`𝐐^\gamma `$ the law of the process $`\{\nu ^\gamma (t)\}_{t[0,T]}`$ on the space $`D([0,T],)`$, induced by $`𝐏_{\mu _\gamma }^\gamma `$, where $`=(\mathrm{IT}^d)`$ is the space of nonnegative measures on the torus with total mass bounded by $`1`$: this space is endowed with the weak topology weakened by the continuous functions. We consider also the subspace $`_1=_1(\mathrm{IT}^d)`$ of $``$ consisting of absolutely continuous measures with density bounded above by one. Our notation for the gradient in $`d`$–dimensional Euclidean space is $``$.

Theorem 2.1  Consider an initial datum satisfying (2.15). Then, the sequence of probability measures $`𝐐^\gamma `$ is tight and all its limit points $`𝐐`$ are concentrated on absolutely continuous paths whose densities $`\rho C^0([0,T];_1(\mathrm{IT}^d))L^2([0,T],H_1(\mathrm{IT}^d))`$ are weak solutions of the equation

$$\{\begin{array}{cc}& _t\rho =\left\{D(\rho )\left[\rho \beta \chi (\rho )\left(J\rho \right)\right]\right\},\hfill \\ & \rho (0,)=\rho _0().\hfill \end{array}$$
$`(2.16)`$
Moreover if the diffusion coefficient $`D`$ is Lipschitz continuous, then $`𝐐^\gamma `$ converges and the limit point $`𝐐`$ is the unique weak solution of (2.16).

Throughout the text $`\mathrm{\Phi }`$, $`J`$, $`\kappa `$ and $`\beta `$ will be considered fixed. We will be often interested in getting estimates which are uniform on the configuration $`\eta `$ or on the history of the process $`\{\eta _t\}_{t0}`$. We therefore introduce the notation $`o_u()`$ and $`O_u()`$ in the standard sense of $`o()`$ and $`O()`$ but uniformly with respect to the configuration or to the history of the process.

3. The fluctuation–dissipation equation.

In this section we recall the fundamental result proven in \[VY\]: the approximate decomposition of the current in a gradient term and a fluctuation term.

Let us recall the definition of current in the general $`J`$–dependent case. The current is defined for every $`x`$, every unit vector $`e`$ and every $`\eta `$ as

$$w_{x,x+e}^\gamma (\eta )=c_{x,x+e}^\gamma (\eta )[\eta (x)\eta (x+e)].$$
$`(3.1)`$
It has the property that

$$_\gamma \eta (x)=\underset{j=1}{\overset{d}{}}\left[w_{x,x+e_j}^\gamma (\eta )w_{xe_j,x}^\gamma (\eta )\right].$$
$`(3.2)`$
The analogous definitions in the case of the unperturbed dynamics generated by $`^0`$ are just obtained by setting $`\gamma =0`$.

We follow very closely \[VY\]. For $`\zeta \mathrm{\Omega }_{𝐙^d}`$ or $`\zeta :𝐙^d𝐑`$ and $`\mathrm{}\mathrm{IR}^+`$ we set

$$\mathrm{Av}_{\mathrm{}}\zeta (x)=\frac{1}{(2\mathrm{}+1)^d}\underset{y:|yx|\mathrm{}}{}\zeta (y).$$
$`(3.3)`$
We also set $`\mathrm{\Lambda }_{\mathrm{}}^{}=\{x𝐙^d:|x|\mathrm{}\}`$. We define the $`\sigma `$–algebra $`_{x,s}`$ generated by $`\{\mathrm{Av}_s\eta (x)\}\{\eta (y):|yx|>s\}`$ and the space $`𝒢`$ of local functions $`h:\mathrm{\Omega }_{\mathrm{ZZ}^d}\mathrm{IR}`$ with the property $`\mathrm{IE}^\mu [h|_s]=0`$ for some $`s`$. To any $`h𝒢`$ and any $`\eta \mathrm{\Omega }_{\mathrm{ZZ}^d}`$ we associate an element (still denoted by $`h`$) of $`\mathrm{\Omega }_{\mathrm{ZZ}^d}`$ by setting $`h(x)=\tau _xh(\eta )`$. We call $`\mathrm{\Omega }_𝒢`$ the subset of $`\mathrm{\Omega }_{\mathrm{ZZ}^d}`$ obtained from $`𝒢`$ with this procedure. We then introduce the finite volume variance

$$V_{\mathrm{}}(h,\rho ,\xi )=\mathrm{}^d\mathrm{Av}_\mathrm{}_1h,(_\mathrm{\Lambda }_{\mathrm{}}^{}^0)^1\mathrm{Av}_\mathrm{}_1h_{\mu _\mathrm{\Lambda }_{\mathrm{}}^{},\rho ,\xi },$$
$`(3.4)`$
where $`\mathrm{}_1=\mathrm{}\sqrt{\mathrm{}}`$, $`_\mathrm{\Lambda }^0=_{b\mathrm{\Lambda }^{}}_b^0`$ for any finite set $`\mathrm{\Lambda }𝐙^d`$ and $`\mu _{\mathrm{\Lambda }_{\mathrm{}}^{},\rho ,\xi }`$ is the canonical Gibbs measure with interaction $`F`$ on $`\mathrm{\Lambda }_{\mathrm{}}^{}`$ with boundary condition $`\xi \mathrm{\Omega }_{\mathrm{ZZ}^d}`$ and density $`\rho [0,1]`$. Two observations are in order for canonical measures. The first is that we view $`\mu _{\mathrm{\Lambda }_{\mathrm{}}^{},\rho ,\xi }`$ as an element of the probability measures over $`\mathrm{\Omega }_{\mathrm{ZZ}^d}`$: the extension is made in the natural way obtaining a measure concentrated on $`\{\eta :\eta (y)=\xi (y)`$ for every $`y\mathrm{\Lambda }_{\mathrm{}}^{}{}_{}{}^{c}\}`$. Second, if $`\rho `$ is not an integer multiple of $`1/|\mathrm{\Lambda }_{\mathrm{}}^{}|`$, the density of the canonical Gibbs measure is taken to be $`\mathrm{max}\{k/|\mathrm{\Lambda }_{\mathrm{}}^{}|:k\mathrm{ZZ},k\rho |\mathrm{\Lambda }_{\mathrm{}}^{}|\}`$. We observe then that if $`x\mathrm{\Lambda }_\mathrm{}_1^{}`$, $`h(x)`$ depends only on $`\eta (y)`$, $`y\mathrm{\Lambda }_{\mathrm{}}^{}`$, for sufficiently large $`\mathrm{}`$. Moreover $`V_{\mathrm{}}(h,\rho ,\xi )`$ is an $`_{\mathrm{}}`$–measurable function of $`\xi \mathrm{\Omega }`$. Given $`\mu ^\rho `$, the infinite volume Gibbs measure with density $`\rho `$, we define $`V:\mathrm{\Omega }_𝒢\times [0,1]\mathrm{IR}^+`$ by

$$V(h,\rho )=\underset{\mathrm{}\mathrm{}}{lim\; sup}\left(V_{\mathrm{}}(h,\rho ,\xi )\mathrm{d}\mu ^\rho (\xi )\right).$$
$`(3.5)`$
Finally we extend this definition to every local function $`h`$ by setting $`h_k(x)=h(x)\mathrm{IE}^{\mu _{\mathrm{\Lambda }_{\mathrm{}}^{},\rho ,\xi }}[h(x)|_{x,k}]`$ and taking the limit

$$\underset{k\mathrm{}}{lim\; sup}V(h_k,\rho ).$$
$`(3.6)`$
Below we use the notation

$$_{e_j}\eta (x)=\eta (x+e_j)\eta (x).$$
$`(3.7)`$
We are now ready to state the Fluctuation–Dissipation Theorem \[VY, Theorem 3.4\].

Theorem 3.2  The symmetric, in fact diagonal, density dependent matrix $`D`$ defined in (2.12) coincides with the following Green–Kubo formula:

$$\chi (\rho )D_{i,j}(\rho )=\delta _{i,j}\frac{1}{2}\mathrm{IE}^{\mu ^\rho }\left[c_{(0,e_j)}^0\right]_0^{\mathrm{}}\underset{x}{}\mathrm{IE}^{\mu ^\rho }\left[w_{0,e_i}^0\mathrm{exp}\left(^0t\right)\tau _xw_{0,e_j}^0\right]\mathrm{d}t,$$
$`(3.8)`$
where $`\chi `$ is the compressibility defined in (2.11) and $`\delta _{i,j}`$ is the Kronecker delta. Then for any $`\alpha \mathrm{IR}^d`$

$$\underset{h𝒢^d}{inf}V(\underset{j=1}{\overset{d}{}}\alpha _j\left[w_{0,e_j}^0(\eta )+(D(\rho )\eta (0))_j+^0h_j(\eta )\right],\rho )=0.$$
$`(3.9)`$
Moreover, for any $`\delta >0`$ there exists $`g^\delta :[0,1]\times \mathrm{\Omega }_{\mathrm{ZZ}^d}\mathrm{IR}^d`$, $`g^\delta (\rho ,)𝒢^d`$ for every $`\rho `$ and $`g^\delta (,\eta )`$ is smooth for every $`\eta `$, such that

$$\underset{\rho [0,1]}{sup}V(\underset{j}{}\alpha _j\left[w_{0,e_j}^0(\eta )+(D(\rho )\eta (0))_j+^0g_j^\delta \right],\rho )\delta .$$
$`(3.10)`$
We observe that, by polarization, from the bilinear functional $`V(,\rho )`$ we can define a scalar product (covariance) that will be denoted by $`f,g(\rho )`$, defined for $`f`$ and $`g`$ local function on $`\{0,1\}^{\mathrm{ZZ}^d}`$. This covariance is carefully analyzed in Section 8 of \[VY\]. We collect here two properties that will be crucial for us. First, formula (8.7) in \[VY\] tells us that

$$w_{0,e_i}^0,w_{0,e_j}^0(\rho )=\frac{1}{2}\delta _{i,j}𝐄^{\mu ^\rho }\left[c_{0,e_j}(\eta )(_{e_j}\eta (0))^2\right].$$
$`(3.11)`$
Moreover formula (8.13) in \[VY\]) tells us that

$$w_{0,e_i}^0,_{e_j}\eta (0)(\rho )=\delta _{i,j}\chi (\rho ).$$
$`(3.12)`$
4. Proof of Theorem 2.1

4.1. Preliminary lemmas. We will repeatedly need the expansion (in powers of $`\gamma `$) of the jump rates: we take advantage of the fact that an exchange of two particles changes the long–range energy of $`O_u(\gamma )`$. We will use the following notation for discrete convolution

$$(f\eta )(x)=\gamma ^d\underset{z\mathrm{\Lambda }_\gamma }{}f\left(\gamma (xz)\right)\eta (z),$$
$`(4.1)`$
where $`f`$ is a function from $`\mathrm{IT}^d`$ to $`\mathrm{IR}`$ and $`x\mathrm{\Lambda }_\gamma `$.

Lemma 4.3  For every $`\mathrm{\Phi }`$ and $`J`$, there exists $`C`$ such that for every $`b\mathrm{\Lambda }_{\gamma }^{}{}_{}{}^{}`$, every $`\eta \mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }`$ and every $`\gamma (0,1)`$

$$\left|\mathrm{\Delta }_b\left(\underset{x,y}{}J_\gamma (x,y)\eta (x)\eta (y)\right)\right|C\gamma ,$$
$`(4.2)`$
and

$$\left|c_b^\gamma (\eta )c_b^0(\eta )\gamma \beta \mathrm{\Phi }^{}\left(\kappa \mathrm{\Delta }_bH(\eta )\right)\left[\eta (x+e)\eta (x)\right]e\left(J\eta \right)(x)\right|C\gamma ^2,$$
$`(4.3)`$
where $`b=(x,x+e)`$.

Proof. The proof follows immediately from the expansion in Taylor series of $`\mathrm{\Phi }`$ (2.4).

A first application of Lemma 4.3 is in proving that the concept of superexponentially small event coincides for perturbed and unperturbed processes. As usual, $`\beta `$ and $`\kappa `$ are fixed, but recall that we denote by $`𝐏^{\gamma ,0}`$ the law of the process in the box $`\mathrm{\Lambda }_\gamma `$ with $`\beta =0`$, that is the reference process in the periodic box.

Lemma 4.4  Let $`T`$ be a fixed positive number, $`\mathrm{\Lambda }=\mathrm{\Lambda }_\gamma `$ and let $`_{\gamma ,𝐪}`$ be a bounded functional of the process $`\{\eta _s\}_{s[0,T\gamma ^2]}`$ which depends on $`\gamma >0`$ and on a vector parameter $`𝐪`$. Furthermore let $`\mu =\mu _\gamma ^{0,\kappa ,\lambda }`$ (recall (2.2)) and let $`\mu ^{}`$ be any probability measure on $`\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }`$. If for every $`p\mathrm{IR}`$

$$\underset{𝐪}{lim}\underset{\gamma 0}{lim\; sup}\gamma ^d\mathrm{log}𝐄_\mu ^{\gamma ,0}\left(\mathrm{exp}\left(p\gamma ^d_{\gamma ,𝐪}\right)\right)=0,$$
$`(4.4)`$
then the same is true with $`𝐄_\mu ^{\gamma ,0}`$ replaced by $`𝐄_\mu ^{}^\gamma `$. Analogously if $`\{E_{\gamma ,𝐪}\}_{\gamma ,𝐪}`$ is a family of $`_{T\gamma ^2}`$ measurable events which are superexponentially small under $`𝐏_\mu ^{\gamma ,0}`$, that is

$$\underset{𝐪}{lim}\underset{\gamma 0}{lim\; sup}\gamma ^d\mathrm{log}𝐏_\mu ^{\gamma ,0}\left(E_{\gamma ,𝐪}\right)=\mathrm{},$$
$`(4.5)`$
then they are superexponentially small also under $`𝐏_\mu ^{}^\gamma `$.

Proof. First we observe that, since for some $`c=c(F,\kappa ,\lambda )𝐑`$ we have that $`sup_{\mu ^{},\eta }(\mathrm{d}\mu ^{}/\mathrm{d}\mu )(\eta )e^{c|\mathrm{\Lambda }_\gamma |}`$, it is sufficient to prove the statements in the case $`\mu ^{}=\mu `$. We therefore omit the subscript $`\mu `$ in this proof.

For $`b=(x,y)`$ and $`t0`$, let $`N_b(t)`$ denote the number of jumps between $`x`$ and $`y`$ in the time span $`[0,t]`$. The Radon–Nikodym derivative of $`𝐏^\gamma `$ with respect to $`𝐏^{\gamma ,0}`$, both restricted to $`_{t\gamma ^2}`$ will be denoted by $`M_t`$ and it is given by

$$M_t=\mathrm{exp}\left(_0^{t\gamma ^2}\underset{b}{}\left[c_b^\gamma (\eta _s)c_b^0(\eta _s)\right]\mathrm{d}s+_0^{t\gamma ^2}\underset{b}{}\mathrm{log}\left(\frac{c_b^\gamma (\eta _s^{})}{c_b^0(\eta _s^{})}\right)\mathrm{d}N_b(s)\right),$$
$`(4.6)`$
c.f. \[Prop. 2.6, App. 1, KL\]. With respect to the measure $`𝐏^{\gamma ,0}`$ and the filtration $`\{_t\}_{t0}`$, the process $`\{M_t\}_{t0}`$ is a martingale. Therefore, for $`p>1`$, $`\{M_t^p\}_{t0}`$ is a submartingale. If we define

$$A_t=$$
$`(4.7)`$
$$_0^{t\gamma ^2}pM_s^p\underset{b}{}\left[c_b^\gamma (\eta _s)c_b^0(\eta _s)\right]\mathrm{d}s+_0^{t\gamma ^2}M_s^p\underset{b}{}c_b^0(\eta _s)\left[e^{p\mathrm{log}\left(\frac{c_b^\gamma (\eta _s)}{c_b^0(\eta _s)}\right)}1\right]\mathrm{d}s,$$
$`(4.8)`$
we have that $`\stackrel{~}{M}_t=M_t^pA_t`$ is a martingale with $`\stackrel{~}{M}_0=1`$. We now expand the expression in the right–hand side of (4.8) by taking advantage of the fact that $`(c_b^\gamma (\eta _s)/c_b^0(\eta _s))1=O_u(\gamma )`$. Precisely, by Lemma 4.3,

$$\mathrm{exp}\left(p\mathrm{log}\left(\frac{c_b^\gamma (\eta _s)}{c_b^0(\eta _s)}\right)\right)1=p\left(\frac{c_b^\gamma (\eta _s)}{c_b^0(\eta _s)}1\right)+\frac{p(p1)}{2}\left(\frac{c_b^\gamma (\eta _s)}{c_b^0(\eta _s)}1\right)^2+O_u(\gamma ^3),$$
$`(4.9)`$
where we have assumed $`p`$ bounded, say $`p2`$, for the last term. Therefore we obtain that there exists $`C`$ such that

$$\begin{array}{cc}\hfill A_t& =_0^{t\gamma ^2}M_s^p\underset{b}{}\left[c_b^0(\eta _s)\frac{p(p1)}{2}\left(\frac{c_b^\gamma (\eta _s)}{c_b^0(\eta _s)}1\right)^2+O_u(\gamma ^3)\right]\mathrm{d}s\hfill \\ & C(p(p1)\gamma ^{d+2}+\gamma ^{d+3})_0^tM_s^pds,\hfill \end{array}$$
$`(4.10)`$
where in the last step we have used the fact that $`c_b^0(\eta )`$ is uniformly bounded as well as the positivity of $`M_t`$. By taking the expectation of this last expression, recalling that $`𝐄^{\gamma ,0}[\stackrel{~}{M}_t]=1`$, by Gronwall’s Lemma we obtain

$$𝐄^{\gamma ,0}\left[M_t^p\right]\mathrm{exp}\left(Ct\left(p(p1)\gamma ^d+\gamma ^{d+1}\right)\right).$$
$`(4.11)`$
This suffices for our purposes since, by applying Hölder inequality, we obtain that for every $`p>1`$ and $`q=p/(p1)`$

$$\begin{array}{cc}\hfill \underset{𝐪}{lim\; sup}\underset{\gamma 0}{lim\; sup}\gamma ^d& \mathrm{log}𝐄^\gamma (\mathrm{exp}(p\gamma ^d_{\gamma ,𝐪})\hfill \\ & \underset{\gamma 0}{lim\; sup}\frac{\gamma ^d}{p}\mathrm{log}𝐄^{\gamma ,0}\left(M_T^p\right)+\underset{𝐪}{lim}\underset{\gamma 0}{lim\; sup}\frac{\gamma ^d}{q}\mathrm{log}𝐄^{\gamma ,0}(\mathrm{exp}(q\gamma ^d_{\gamma ,𝐪})\hfill \\ & Ct(p1).\hfill \end{array}$$
$`(4.12)`$
By letting $`p1`$ the first statement is proven. The proof of the second statement runs in the same way.

If $`h`$ is a local function, we define $`\stackrel{~}{h}(\rho )=\mathrm{IE}^{\mu ^\rho }[h]`$ for $`\rho [0,1]`$. Here is the first application of Lemma 4.4.

Lemma 4.5 (Replacement Lemma). Let $`h`$ be a local function and

$$_{b\gamma ^1}(\eta )=\left|\frac{1}{(2b\gamma ^1+1)^d}\underset{|y|b\gamma ^1}{}\left[h(\tau _y\eta )\stackrel{~}{h}\left(\mathrm{Av}_{[b\gamma ^1]}\eta (0)\right)\right]\right|,$$
$`(4.13)`$
for $`b>0`$. Then, for any $`\delta >0`$

$$\underset{b0}{lim\; sup}\underset{\epsilon 0}{lim}𝐏^\gamma \left[_0^T\gamma ^d\underset{x}{}_{b\gamma ^1}\left(\tau _x\eta _{\gamma ^2t}\right)\mathrm{d}t\delta \right]=0.$$
$`(4.14)`$
Proof. This goes through the by now classical one block and two blocks estimates. These can be found in \[VY\] (Lemma 5.2 and Theorem 6.2) for the unperturbed process and these estimates are superexponential. The extension is therefore just Lemma 4.4.

We conclude this subsection with a computation that is very relevant for us to identify the limit equation.

Lemma 4.6 . For any bounded local function $`f:\mathrm{\Omega }_{\mathrm{ZZ}^d}\mathrm{IR}`$ we have that

$$\mathrm{IE}^{\mu ^\rho }\left[\mathrm{\Phi }^{}(\kappa \mathrm{\Delta }_{0,e}H)_e\eta (0)\mathrm{\Delta }_{0,e}f(\eta )\right]=\frac{1}{2}\mathrm{IE}^{\mu ^\rho }\left[\mathrm{\Phi }(\kappa \mathrm{\Delta }_{0,e}H)_e\eta (0)\mathrm{\Delta }_{0,e}f(\eta )\right].$$
$`(4.15)`$
Proof. By differentiating both sides of (2.4), we reduce (4.15) to proving that

$$E^{\mu ^\rho }\left[\mathrm{exp}\left(\kappa \mathrm{\Delta }_{0,e}H/2\right)\varphi ^{}(\kappa \mathrm{\Delta }_{0,e}H)\left(\eta (e)\eta (0)\right)\mathrm{\Delta }_{0,e}f(\eta )\right]=0.$$
$`(4.16)`$
Let us now approximate $`\mu ^\rho `$ with a sequence of finite volume grand–canonical Gibbs measures on $`\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }`$. The result follows because

$$\begin{array}{cc}& =\underset{\eta \mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }}{}e^{\kappa \mathrm{\Delta }_{0,e}H(\eta )/2}\varphi ^{}(\kappa \mathrm{\Delta }_{0,e}H(\eta ))\left(\eta (e)\eta (0)\right)\mathrm{\Delta }_{0,e}f(\eta )e^{\kappa H(\eta )}e^{\lambda _x\eta (x)}\hfill \\ & =\underset{\eta \mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }}{}\left(\eta (e)\eta (0)\right)\mathrm{\Delta }_{0,e}f(\eta )e^{\kappa [H(\eta )+H(\eta ^{0,e})]/2}\varphi ^{}(\kappa \mathrm{\Delta }_{0,e}H(\eta ))e^{\lambda _x\eta (x)}\hfill \\ & =\underset{\eta \mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }}{}\left(\eta (e)\eta (0)\right)\mathrm{\Delta }_{0,e}f(\eta )e^{\kappa [H(\eta ^{0,e})+H(\eta )]/2}\varphi ^{}(\kappa \mathrm{\Delta }_{0,e}H(\eta ))e^{\lambda _x\eta (x)},\hfill \end{array}$$
$`(4.17)`$
where in the last step we used the fact that $`(\eta (e)\eta (0))\mathrm{\Delta }_{0,e}f(\eta )`$ is invariant under the transformation $`\eta \eta ^{0,e}`$. Recall now that $`\varphi ^{}`$ is odd and the proof of (4.15) is complete.

4.2. Tightness and energy estimate.

We go now to the set up of Theorem 2.1. Recall that $`𝐐^\gamma `$ is the law of the empirical process $`\{\nu ^\gamma (t)\}_{t[0,T]}`$, cf. (2.14), on the Skorohod space $`D([0,T],)`$.

Lemma 4.7  The sequence $`\{𝐐^\gamma \}_{\gamma >0}`$ is tight and every limit point $`𝐐`$ is concentrated on absolutely continuous paths whose densities belong to

$`C^0([0,T];_1(\mathrm{IT}^d))L^2([0,T],H_1(\mathrm{IT}^d))`$.

Proof. This is standard. One way to prove tightness in $`D([0,T],)`$ is to repeat the proof in \[§4, VY\]: Lemma 4.1 in \[VY\] depends only on the uniform boundedness of the jump rates and Lemma 4.2, still in \[VY\], is easily upgraded to our situation via Lemma 4.4. The limit points actually lie in a smaller space: by the exclusion rule it is immediate to verify that the limit is in $`_1`$ for every $`t`$ and, since every jump produces a discontinuity $`O_u(\gamma ^d)`$, we can substitute $`D`$ with $`C^0`$. The energy estimate, that is the existence of a constant $`C`$ such that any limit point $`𝐐`$ satisfies

$$\mathrm{IE}^𝐐\left[_0^T_{\mathrm{IT}^d}(\rho (s,r))dr\mathrm{ds}\right]<C,$$
$`(4.18)`$
requires a more sophisticated argument. Once again most of the work has been done in \[VY\], Section 5: it is sufficient to upgrade (5.25) and (5.28)–(5.30) in \[VY\] to our situation. One way would be to get a volume order estimate on the relative entropy of $`𝐏^\gamma `$ with respect to $`𝐏^0`$, both measures restricted to $`[0,T\gamma ^2]`$, but we choose to stick to $`L^p`$ estimates on the Radon–Nicodym derivative $`M_T`$ of the process. We will be as close as possible to the notations of Lemma 4.4 and, like in its proof, we will omit the dependence on the initial condition: the only difference is that we will not need any extra parameter $`𝐪`$ and we will therefore omit the subscript $`𝐪`$ from the notation. We choose, with $`GC^1(𝐑^+,\mathrm{IT}^d;𝐑)`$ and $`C_1>0`$,

$$_{\gamma ,𝐪}=_\gamma =\gamma ^{d1}_0^T\underset{x}{}G(t,x\gamma )_e\eta _{t\gamma ^2}(x)\mathrm{d}t\frac{C_1}{2}\gamma ^d_0^T\underset{x}{}\left|G(t,x/N)\right|^2\mathrm{d}t.$$
$`(4.19)`$
In the proof of Lemma 3.2 in \[VY\] it is shown that for some $`C_1`$ (4.4) holds for $`p=1`$, that is

$$\underset{\gamma 0}{lim}\gamma ^d\mathrm{log}𝐄^{\gamma ,0}\left[\mathrm{exp}\left(\gamma ^d_\gamma \right)\right]=0.$$
$`(4.20)`$
Using (4.20) we will show that there exists $`C_2`$ such that

$$\underset{\gamma 0}{lim\; sup}𝐄^\gamma \left[_\gamma \right]C_2.$$
$`(4.21)`$
We refer the reader to \[Section 5,VY\] for a proof of the fact that (4.21), with the choice (4.19), implies (4.18) with $`C=\mathrm{max}(C_1,C_2)`$. Here we prove (4.21); it is just an application of Jensen’s inequality and Cauchy–Schwarz:

$$\begin{array}{cc}\hfill 𝐄^\gamma \left[_\gamma \right]& 2\gamma ^d\mathrm{log}𝐄^{\gamma ,0}\left[M_T\mathrm{exp}\left(\frac{\gamma ^d}{2}_\gamma \right)\right]\hfill \\ & \gamma ^d\mathrm{log}𝐄^{\gamma ,0}\left[M_T^2\right]+\gamma ^d\mathrm{log}𝐄^{\gamma ,0}\left[\mathrm{exp}\left(\gamma ^d_\gamma \right)\right],\hfill \end{array}$$
$`(4.22)`$
and, recalling (4.20), (4.21) follows from (4.12) with $`p=2`$.

4.3. The (partial) identification of the limit. By the definition of the process, for every $`GC^1(\mathrm{IT}^d;\mathrm{IR})`$ we can write

$$\begin{array}{cc}\hfill \gamma ^d\underset{x}{}G(\gamma x)\eta _{t\gamma ^2}(x)& \gamma ^d\underset{x}{}G(\gamma x)\eta _0(x)=\hfill \\ & \gamma ^d_0^{t\gamma ^2}\underset{x,e}{}\left[G(\gamma (x+e))G(\gamma x)\right]w_{x,x+e}^\gamma (\eta _s)\mathrm{d}s+M_\gamma ^G(t)\hfill \end{array}$$
$`(4.23)`$
in which $`M_\gamma ^G=\{M_\gamma ^G(t)\}_{r\mathrm{IR}^+}`$ is a $`𝐏^\gamma `$–martingale with respect to the filtration associated to $`\{\eta _t\}_{t\mathrm{IR}^+}`$. The quadratic variation of $`M_\gamma ^G`$ is easily computed and estimated: if we set $`X_\gamma (\eta )=\gamma ^d_xG(\gamma x)\eta (x)`$ it is immediate to see that there exists a constant $`c=c(d,G)`$ such that for every $`\gamma >0`$

$$M_\gamma ^G,M_\gamma ^G(t)=_0^{t\gamma ^2}\left(_\gamma X_\gamma ^22X_\gamma _\gamma X_\gamma \right)(\eta _s)dsc\gamma ^d,$$
$`(4.24)`$
and thus, by Doob’s inequality, for every $`T>0`$ and every $`\delta >0`$

$$\underset{\gamma 0}{lim}𝐏^\gamma \left(\underset{t[0,T]}{sup}\left|M_\gamma ^G(t)\right|>\delta \right)=0.$$
$`(4.25)`$
We now split the current:

$$w^\gamma =[w^0]+[w^\gamma w^0].$$
$`(4.26)`$
The non gradient difficulties come from the first term. Below we use the convention that $`_e`$ is the sum over the unit vectors $`\{e_j\}_{j=1,2,\mathrm{},d}`$.

We first have a fast look at the easy second term. By Lemma 4.3, for every $`x`$ and every unit vector $`e`$

$$[w^\gamma w^0]_{x,x+e}(\eta )=\beta \gamma \mathrm{\Phi }^{}\left(\mathrm{\Delta }_{x,x+e}H(\eta )\right)[_e\eta ]^2(x)e(J\eta )(x)+O_u(\gamma ^2).$$
$`(4.27)`$
If we define

$$\begin{array}{cc}\hfill _{b,\gamma }\left(\left\{\eta _s\right\}_{s0}\right)& =|_0^{\gamma ^2T}\gamma ^d\underset{x,e}{}[G(\gamma (x+e))G(\gamma x)][w_{x,x+e}^\gamma (\eta _t)w_{x,x+e}^0(\eta _t)]\mathrm{d}t\hfill \\ \hfill +\beta _0^{\gamma ^2T}& \gamma ^{d+2}\underset{x,e}{}\left(_eG\right)(\gamma x)(_eJ\eta _t)(x)\frac{1}{(2b\gamma ^1+1)^d}\underset{|y|b\gamma ^1}{}h_e\left(\tau _{x+y}\eta _t\right)\mathrm{d}t|,\hfill \end{array}$$
$`(4.28)`$
where $`h_e(\eta )=\mathrm{\Phi }^{}(\mathrm{\Delta }_{0,e}H(\eta ))(\eta (e)\eta (0))^2`$, and therefore

$$\stackrel{~}{h}_e(\rho )=\mathrm{IE}^{\mu ^\rho }\left[\mathrm{\Phi }^{}\left(\kappa \mathrm{\Delta }_{0,e}H(\eta )\right)(\eta (e)\eta (0))^2\right].$$
$`(4.29)`$
Note that, by applying Lemma 4.6, with $`f1`$, we can immediately rewrite

$$\stackrel{~}{h}_e(\rho )=\frac{1}{2}\mathrm{IE}^{\mu ^\rho }\left[c_{0,e}^0(\eta )(\eta (e)\eta (0))^2\right].$$
$`(4.30)`$
By the smoothness of $`G`$ and $`J`$ it is immediate to obtain that

$$\underset{b0}{lim}\underset{\gamma 0}{lim\; sup}\underset{\left\{\eta _s\right\}_{s0}}{sup}_{b,\gamma }\left(\left\{\eta _s\right\}_{s0}\right)=0.$$
$`(4.31)`$
This, together with Lemma 4.5 applied to the spatial average of $`h`$, immediately implies that

$$\begin{array}{cc}\hfill |_0^{\gamma ^2T}\gamma ^d\underset{x,e}{}[G(\gamma (x+e))G(\gamma x)]& \left[w_{x,x+e}^\gamma (\eta _t)w_{x,x+e}^0(\eta _t)\right]\mathrm{d}t\hfill \\ \hfill _0^T_{\mathrm{IT}^d}G(r)& (J\nu ^\gamma )(t,r)\stackrel{~}{h}(\mathrm{𝟏}_{(b,b)^d}\nu ^\gamma )(t,r)\left)\mathrm{d}r\mathrm{d}t\right|\hfill \end{array}$$
$`(4.32)`$
tends to zero in $`𝐏^\gamma `$–probability as $`\gamma 0`$ and then $`b0`$.

Now we turn to the non gradient term. Given $`a`$, $`b`$, $`\delta `$ and $`\delta _1>0`$, we define

$$\begin{array}{cc}\hfill _{a,b,\delta }=\{& \underset{t[0,T]}{sup}|\gamma ^{d+1}_0^{\gamma ^2t}\underset{x}{}\underset{e}{}_eG(\gamma x)w_{x,x+e}^0(\eta _t)\mathrm{d}t+\hfill \\ \hfill \gamma ^{d+1}_0^{\gamma ^2T}(2b)^1\underset{x,e,e^{}}{}& \left[\eta _s(x+b\gamma ^1e)\eta _s(xb\gamma ^1e)\right]D_{e,e^{}}\left(\mathrm{Av}_{[a\gamma ^1]}\eta _s(x)\right)_eG(\gamma x)+\hfill \\ & \gamma ^{d+1}_0^{\gamma ^2T}\underset{x,e}{}_eG(\gamma x)^0g_e^\delta \left(\tau _x\eta _t\right)|\delta _1\}.\hfill \end{array}$$
$`(4.33)`$
The following result follows from Theorem 3.3 in \[VY\] and Lemma 4.4, with the only observation that in the statement in \[VY\] the term $`^0g^\delta `$ does not appear: in their case it is irrelevant (see Section 3 of \[VY\]).

Lemma 4.8  For every $`\delta _1>0`$

$$\underset{a0}{lim}\underset{b0}{lim\; sup}\underset{\delta 0}{lim\; sup}\underset{\gamma 0}{lim\; sup}𝐏^\gamma \left(_{a,b,\delta }\right)=0.$$
$`(4.34)`$
We now observe that in (4.33) we can replace $`^0g^\delta `$ with $`(^0_\gamma )g^\delta `$ and Lemma 4.8 still holds since

$$\begin{array}{cc}& \gamma ^{d+1}_0^{\gamma ^2T}\underset{x,e}{}_eG(\gamma x)_\gamma g_e^\delta \left(\tau _x\eta _t\right)\hfill \\ \hfill =\gamma & \left[\gamma ^d\underset{x,e}{}_eG(\gamma x)\left(g_e^\delta \left(\tau _x\eta _{\gamma ^2T}\right)g_e^\delta \left(\tau _x\eta _0\right)\right)\right]+\gamma \stackrel{~}{M}_\gamma (T)+E_\gamma (T).\hfill \end{array}$$
$`(4.35)`$
where $`\{\stackrel{~}{M}^\gamma (t)\}_{t0}`$ with respect to the natural filtration is a $`𝐏^\gamma `$–martingale and $`E_\gamma (T)`$ is the error we made by considering $`g^\delta `$ independent of $`\{\mathrm{Av}_\mathrm{}_\delta \eta (x)\}_x`$, $`\mathrm{}_\delta `$ the range of $`g^\delta `$. The first term in the second line of (4.35) is $`O_u(\gamma )`$, the martingale $`\stackrel{~}{M}_\gamma `$ has a quadratic variation $`O(\gamma ^d)`$ and $`sup_{t[0,T]}|E_\gamma (t)|`$ tends to zero in probability as $`\gamma 0`$ and $`\delta 0`$. The last claim follows from the argument in \[VY\], formulas (3.26)–(3.27), and Lemma 4.4.

We are therefore left with evaluating

$$\gamma _0^{\gamma ^2T}\gamma ^d\underset{x,e}{}_eG(\gamma x)\left[^0_\gamma \right]g_e^\delta \left(\tau _x\eta _t\right)\mathrm{d}t.$$
$`(4.36)`$
By using Lemma 4.3 to express $`^0_\gamma `$, recalling that $`g_e^\delta `$ is a local function and repeating exactly the same steps, i.e. smearing  and using the replacement lemma, as in (4.28)–(4.32), we obtain that, up to a negligible error term, this term can be replaced by

$$\beta \underset{e,e^{}}{}_0^T_{\mathrm{IT}^d}_eG(r)\theta _{e,e^{}}^\delta \left(\chi _{[\delta ,\delta ]^d}\nu ^\gamma (t,r)\right)_e^{}J\nu ^\gamma (t,r)\mathrm{d}r\mathrm{d}t,$$
$`(4.37)`$
where

$$\theta _{e,e^{}}^\delta (\rho )=𝐄^{\mu ^\rho }\left[\underset{z}{}\left(\eta (z+e^{})\eta (z)\right)\mathrm{\Phi }^{}\left(\kappa \mathrm{\Delta }_{z,z+e^{}}H_0(\eta )\right)\left[g_e^\delta (\eta ^{z,z+e^{}})g_e^\delta (\eta )\right]\right].$$
$`(4.38)`$
Let us define $`\theta (\rho )=lim\; sup_{\delta 0}\theta ^\delta (\rho )`$ for every $`\rho [0,1]`$. By Lemma 4.7 and collecting the results (4.23), (4.25), (4.31) and Lemma 4.8, under the hypothesis that $`\theta ^\delta `$ converges uniformly as $`\delta 0`$, we obtain that every limit of the sequence $`\{\nu ^\gamma \}_{\gamma >0}`$ concentrates on trajectories $`\rho `$ which solve weakly the PDE

$$\{\begin{array}{cc}& _t\rho =\underset{i,j}{}_i\left\{D_{i,j}(\rho )_j\rho \beta \left(\delta _{i,j}\stackrel{~}{h}_j(\rho )+\theta _{i,j}(\rho )\right)\left(_jJ\rho \right)\right\},\hfill \\ & \rho (0,)=\rho _0().\hfill \end{array}$$
$`(4.39).`$
We are therefore left with showing that

Lemma 4.9  The sequence $`\theta ^\delta `$ converges uniformly and for every $`\rho [0,1]`$, every $`i`$ and every $`j=1,2,\mathrm{},d`$ we have that

$$\delta _{i,j}\stackrel{~}{h}_j(\rho )+\theta _{i,j}(\rho )=\chi (\rho )D_{i,j}(\rho ).$$
$`(4.40)`$
Proof. We divide this algebraic computations in steps

Step 1. We start by rewriting $`\theta `$ in a more convenient form, using Lemma 4.6 with $`f=g_{e_j}^\delta `$. We obtain that

$$\theta _{i,j}^\delta (\rho )=\frac{1}{2}\mathrm{IE}^{\mu ^\rho }\left[\underset{z}{}c_{z,z+e_j}(\eta )\left(\eta (z+e_j)\eta (z)\right)\mathrm{\Delta }_{z,z+e_j}g_{e_i}^\delta (\eta )\right].$$
$`(4.41)`$
Step 2. Reversibility and summation by parts on (4.41) imply

$$\theta _{i,j}^\delta (\rho )=\mathrm{IE}^{\mu ^\rho }\left[\underset{z}{}c_{z,z+e_j}(\eta )\left(\eta (z+e_j)\eta (z)\right)g_{e_i}^\delta (\tau _z\eta )\right]=w_{0,e_j}^0,g_{e_i}^\delta _0(\rho ),$$
$`(4.42)`$
where in the last step we used the notation

$$f,g_0(\rho )=\underset{x}{}\mathrm{IE}^{\mu ^\rho }\left[f(\eta )g(\tau _x\eta )\right],$$
$`(4.43)`$
for $`f`$ and $`g`$ local functions. It is not too difficult to show \[Section 8, VY\] that

$$f,g_0=f,_0g,$$
$`(4.44)`$
and we recall that the covariance $`,`$ is defined right after Theorem 3.2. Therefore

$$\theta _{i,j}^\delta =w_{0,e_j}^0,_0g_{e_i}^\delta .$$
$`(4.45)`$
Step 3. We now use the decomposition induced by (3.9) to express $`_0g_{e_j}^\delta `$ obtaining that $`\theta _{i,j}^\delta `$ is equal to

$$w_{0,e_j}^0,_0g_{e_i}^\delta (\rho )=w_{0,e_i}^0,w_{0,e_i}^0(\rho )w_{0,e_j}^0,(D\eta )_{e_i}(0)(\rho )+R(\rho ,\delta ),$$
$`(4.46)`$
where $`lim_{\delta 0}sup_\rho |R(\rho ,\delta )|=0`$.

Completing the proof of (4.40) is now just a matter of applying (3.11), note the cancellation with the term $`\stackrel{~}{h}`$, c.f. (4.30), and (3.12) and the proof is complete.

Lemma 4.9 leads us to the weak formulation of the PDE (2.16), that is that every limit measure $`𝐐`$ is concentrated on trajectories $`\rho C^0([0,T];_1(\mathrm{IT}^d))L^2([0,T],H_1(\mathrm{IT}^d))`$ which solve

$$\begin{array}{cc}\hfill _{\mathrm{IT}^d}G(r)\rho (T,r)dr& _{\mathrm{IT}^d}G(r)\rho (0,r)dr=\hfill \\ & _0^T_{\mathrm{IT}^d}G(r)\left(D(\rho (t,r))\chi (\rho (t,r))J\rho D(\rho )\rho (t,r)\right)\mathrm{d}r\mathrm{d}t,\hfill \end{array}$$
$`(4.47)`$
for every $`GC^1(\mathrm{IT}^d)`$ and every $`T>0`$. Therefore the proof of Theorem 2.1 is complete modulo discussing the uniqueness issue. This is considered in the next subsection.

4.4. Uniqueness. A proof of uniqueness is available if $`D`$ is a uniformly Lipschitz continuous function. This follows from the control of $`H^1`$ norm. In \[GL2\] this result is proven under an additional condition on the time derivative, in the sense of distributions, of $`\rho `$. This condition can be removed if one replaces the kernel of the $`H^1`$ norm with a smoothened kernel, as it is done in \[Appendix A, KL\]. Note that the weak formulation (4.47) is in this set up equivalent to the formulation that we get by multiplying both sides of (2.16) by $`\stackrel{~}{G}C^1(\mathrm{IR}^+\times \mathrm{IT}^d;\mathrm{IR})`$ and formally integrating by parts.

5. Multispecies systems

The scheme of proof of Section 3 and Section 4 can be applied to several other systems. Of particular interest for applications is the case of systems with several types of particles. One (apparently) simple system in this class is the $`n`$–color exclusion process: take a simple exclusion process and distinguish the particles by painting them with $`n`$ colors ($`n`$ is kept fix). The hydrodynamics of this system has been done in \[Q\]: here we would like to consider the case in which the particles interact via long range potentials that distinguish between colors.

From the technical viewpoint this case has essentially been already considered in \[QRV\], where a Large Deviation principle for a $`n`$–color exclusion system is proven as a step to prove a process Large Deviation for the simple exclusion. The lower bound of the Large Deviations depends on the standard change of measure argument which entails studying the $`n`$–color system driven by a weak external force. This is also our case: the weak driving force is however configuration dependent, but since it depends on the configuration only via an empirical average, the changes with respect to \[QRV\] are minimal. We will therefore simply state the result and make some observations on the proof.

To simplify the notation and the statement of the result we restrict our attention to the case of two species (A and B) and to the case in which A and B interact with each other, but A does not interact with any A and the same for B particles.

5.1 The A–B model. As in the previous sections $`\mathrm{\Lambda }_\gamma `$ will denote the lattice torus with diameter $`[\gamma ^1]`$. We are looking at a $`d`$–dimensional system of A and B particles evolving via a Kawasaki dynamics with Kac Hamiltonian

$$H_\gamma (\eta )=\frac{1}{2}\underset{x,y\mathrm{\Lambda }_\gamma }{}J_\gamma (x,y)\eta ^A(x)\eta ^B(y)$$
$`(5.1)`$
where as usual $`\gamma >0`$ and $`\eta ^A`$ and $`\eta ^B`$ are elements of $`\{0,1\}^{\mathrm{\Lambda }_\gamma }`$ with the hard core restriction that there can be at most one particle per site

$$\eta ^A+\eta ^B1.$$
$`(5.2)`$
$`J_\gamma (x,y)=\gamma ^dJ(\gamma (xy))`$, where $`J`$ is a smooth function from the $`d`$–dimensional unit torus to $`\mathrm{IR}`$. The particle configuration can be alternatively described by

$$\eta \{0,A,B\}^{\mathrm{\Lambda }_\gamma },$$
$`(5.3)`$
and we will identify $`\eta `$ with $`(\eta ^A,\eta ^B)`$. The dynamics which conserves both $`A`$ and $`B`$ particles (or interchanging with) are specified by $`A`$ and $`B`$ particles hopping to nearest neighbor empty sites at a rate $`Dc_b^{\gamma ,AB}(\eta )`$ but no direct exchanges between $`A`$ and $`B`$ particles are permitted. This models the physical situation of polymers in a fluid considered in \[WD\]. The generator of the dynamics is

$$L_\gamma f(\eta )=$$
$`(5.4)`$
$$D\underset{b=(x,y)\mathrm{\Lambda }_\gamma ^{}}{}c_b^{\gamma ,AB}(\eta )\left[(\eta ^A(x)\eta ^B(y))^2+(\eta ^B(x)\eta ^A(y))^2\right]\left[f(\eta ^{x,y})f(\eta )\right],$$

where $`D>0`$, $`f`$ is a real valued function defined in $`\{0,A,B\}^{\mathrm{\Lambda }_\gamma }`$ and $`\eta ^{x,y}`$ is $`\eta `$ with the occupation of the sites $`x`$ and $`y`$ exchanged. As before, the rates $`c_b^{\gamma ,AB}`$ are such that the dynamics satisfies the detailed balance condition with respect to the Gibbs measure with Hamiltonian (5.1) at inverse temperature $`\beta >0`$:

$$c_{(x,y)}^{\gamma ,AB}(\eta )=\mathrm{\Phi }\left(\beta \left[H_\gamma (\eta ^{x,y})H_\gamma (\eta )\right]\right),$$
$`(5.5)`$
$`\mathrm{\Phi }`$ as in (2.4). To denote the process we keep the same notation of the previous sections.

5.2 The hydrodynamics of the A–B model. For the hydrodynamic limit we look at the empirical measure

$$\nu _\alpha ^\gamma (t,x)=\gamma ^d\underset{y\mathrm{\Lambda }_\gamma }{}\delta (x\gamma y)\eta _{\gamma ^2t}^\alpha (y),$$
$`(5.6)`$
for $`\alpha \{A,B\}`$, $`x\mathrm{IT}^d`$ and $`\eta ^\alpha (x,s)`$ specifies the presence or absence of an $`\alpha `$-particle on site $`x`$ at time $`s`$.

For the initial datum we assume $`\nu _\alpha ^\gamma (0,)`$ to be close to $`\rho ^\alpha ()`$ in the sense of (2.15). In this case we have to make further assumptions on $`\rho ^\alpha `$, precisely that there exists $`\delta >0`$ such that for every $`x`$ and every $`\alpha `$

$$\delta \rho ^\alpha (x)1\delta ,$$
$`(5.7)`$
and that $`\rho ^\alpha `$ is differentiable with bounded derivatives

$$\underset{x,\alpha }{sup}\left|\rho ^\alpha (x)\right|<\mathrm{}.$$
$`(5.8)`$
For the moment let us set $`J=0`$. In \[Q\] it is shown that $`\nu _\alpha ^\gamma `$ converges weakly in probability, that is in the sense of (2.15) for every $`t0`$, to $`\rho ^\alpha :\mathrm{IR}^+\times \mathrm{IT}^d[0,1]`$ and the couple $`(\rho ^A,\rho ^B)`$ solves

$$_t\left(\begin{array}{c}\rho ^A\\ \rho ^B\end{array}\right)=\left[\left(\begin{array}{cc}\frac{\rho ^B}{\rho }D_s+\frac{\rho ^A}{\rho }D& \frac{\rho ^A}{\rho }(DD_s)\\ \frac{\rho ^B}{\rho }(DD_s)& \frac{\rho ^A}{\rho }D_s+\frac{\rho ^B}{\rho }D\end{array}\right)\left(\begin{array}{c}\rho ^A\\ \rho ^B\end{array}\right)\right],$$
$`(5.9)`$
with initial condition $`(\rho ^A(0,),\rho ^B(0,))=(\rho ^A(),\rho ^B())`$. In (5.9) $`\rho =\rho ^A+\rho ^B`$ and $`D_s=D_s(\rho )`$ is the self diffusion coefficient. The expression for the diffusion matrix $`D`$ in (5.9) can be derived from elementary considerations on the microscopic system from which it is derived \[LS\]. We observe that, as expected, the evolution equation for $`\rho `$ is simply

$$_t\rho =D\mathrm{\Delta }\rho .$$
$`(5.10)`$
This follows from the observation that if we ignore the distinction between $`A`$ and $`B`$ particles then, in the absence of interactions, we are just dealing with the one component simple symmetric exclusion process \[Sp\].

We can rewrite the system (5.9) as

$$_t\underset{¯}{\rho }=\left[𝒟\underset{¯}{\rho }\right]=\left[𝐌\frac{\delta _0}{\delta \underset{¯}{\rho }}\right]$$
$`(5.11)`$
in which $`\underset{¯}{\rho }=(\rho ^A,\rho ^B)^t`$, and

$$_0(\rho ^A,\rho ^B)=\frac{1}{\beta }s(\rho ^A,\rho ^B)dx,$$
$`(5.12)`$
with

$$s(\rho ^A,\rho ^B)=\left[\rho ^A\mathrm{log}\rho ^A+\rho ^B\mathrm{log}\rho ^B+(1\rho ^A\rho ^B)\mathrm{log}(1\rho ^A\rho ^B)\right]$$
$`(5.13)`$
and

$$𝐌=\beta 𝒟(\mathrm{𝐇𝐞𝐬𝐬}(s))^1.$$
$`(5.14)`$
Explicitely

$$\mathrm{𝐇𝐞𝐬𝐬}(s)^1=\left(\begin{array}{cc}\rho ^A(1\rho ^A)& \rho ^A\rho ^B\\ \rho ^A\rho ^B& \rho ^B(1\rho ^B)\end{array}\right),$$
$`(5.15)`$
and

$$𝐌=\beta \left(\begin{array}{cc}D_s\frac{\rho ^A\rho ^B}{\rho }+D\frac{(\rho ^A)^2(1\rho )}{\rho }& D_s\frac{\rho ^A\rho ^B}{\rho }+D\frac{\rho ^A\rho ^B(1\rho )}{\rho }\\ D\frac{\rho ^B\rho ^A(1\rho )}{\rho }D_s\frac{\rho ^A\rho ^B}{\rho }& D\frac{(\rho ^B)^2(1\rho )}{\rho }+D_s\frac{\rho ^A\rho ^B}{\rho }\end{array}\right).$$
$`(5.16)`$
We now claim that, in the case in which $`J`$ is not zero, the limit equation (5.11) has to be changed by replacing $`_0`$ with

$$=_0+\frac{1}{2}J(xx^{})\rho ^A(x)\rho ^B(x^{})dxdx^{}.$$
$`(5.17)`$
Proposition 5.10  Set $`d3`$. For every $`t0`$ the empirical field $`(\nu _a^\gamma (t,),\nu _B^\gamma (t,))`$ converges weakly in probability, i.e. in the sense of (2.15), to the unique weak solution of

$$_t\underset{¯}{\rho }=\left[𝒟\underset{¯}{\rho }+𝐌J\underset{¯}{\rho }\right].$$
$`(5.18)`$
The restriction to $`d3`$ is due to the fact that only under this restriction $`D_s`$ is known to be a Lipschitz function and uniqueness of the weak solution holds.

Acknowledgments. R. M. would like to thank R. Esposito and E. Presutti for useful discussions. Research supported by NSF Grant DMR-9813268, AFOSR Grant F49620-98-1-0207, and DIMACS and its supporting agencies the NSF under contract STC–91–19999 and the NJ Commission on Science and Technology. G.G. acknowledges the support of MURST (cofin99) and of GNAFA and R. M. the support of MURST (cofin98).

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