Abstract
The long time behavior of a couple of interacting asymmetric exclusion processes of opposite velocities is investigated in one space dimension. We do not allow two particles at the same site, and a collision effect (exchange) takes place when particles of opposite velocities meet at neighboring sites. There are two conserved quantities, and the model admits hyperbolic (Euler) scaling; the hydrodynamic limit results in the classical Leroux system of conservation laws, even beyond the appearance of shocks. Actually, we prove convergence to the set of entropy solutions, the question of uniqueness is left open. To control rapid oscillations of Lax entropies via logarithmic Sobolev inequality estimates, the symmetric part of the process is speeded up in a suitable way, thus a slowly vanishing viscosity is obtained at the macroscopic level. Following [4, 5], the stochastic version of Tartar–Murat theory of compensated compactness is extended to two-component stochastic models.
Similar content being viewed by others
References
Bressan, A.: Hyperbolic Systems of Conservation Laws: The One Dimensional Cauchy Problem. Oxford Lecture Series in Math. Appl. 20. Oxford: Oxford Univ. Press, 2000
DiPerna, R.J.: Convergence of approximate solutions to conservation laws. Arch. Rat. Mech. Anal. 82, 27–70 (1983)
Ethier, S.N., Kurtz, T.G.: Markov Processes: Characterization and Convergence. New York: J. Wiley, 1986
Fritz, J.: An Introduction to the Theory of Hydrodynamic Limits. Lectures in Mathematical Sciences 18. Graduate School of Mathematics, Univ. Tokyo, 2001
Fritz, J.: Entropy pairs and compensated compactness for weakly asymmetric systems. Advanced Studies in Pure Mathematics 39, 143–172 (2004)
Fritz, J., Tóth, B.: In preparation, 2003
Guo, M.Z., Papanicolaou, G.C., Varadhan, S.R.S.: Nonlinear diffusion limit for a system with nearest neighbour interactions. Commun. Math. Phys. 118, 31–59 (1988)
John, F.: Partial Differential Equations. Applied Mathematical Sciences, Vol. 1, New York-Heidelberg-Berlin: Springer, 1971
Kipnis, C., Landim, C.: Scaling Limits of Interacting Particle Systems. Berlin: Springer, 1999
Lax, P.: Shock waves and entropy. In: Contributions to Nonlinear Functional Analysis, ed. E.A. Zarantonello. London-New York: Academic Press, 1971, pp. 606–634
Lax, P.: Hyperbolic Systems of Conservation Laws and the Mathematical Theory of Shock Waves. CBMS-NSF 11, Philadelphia, PA: SIAM 1973
Lee, T.-Y., Yau, H.-T.: Logarithmic Sobolev inequality for some models of random walks. Ann. Probab. 26, 1855–1873 (1998)
Murat, F.: Compacité par compensation. Ann. Sci. Scuola Norm. Sup. Pisa 5, 489–507 (1978)
Olla, S., Varadhan, S.R.S., Yau, H.-T.: Hydrodynamic limit for a Hamiltonian system with weak noise. Commun. Math. Phys. 155, 523–560 (1993)
Quastel, J., Yau, H.-T.: Lattice gases, large deviations, and the incompressible Navier–Stokes equation. Ann. Math. 148, 51–108, (1998)
Rezakhanlou, F.: Hydrodynamic limit for attractive particle systems on ℤd. Commun. Math. Phys. 140, 417–448 (1991)
Serre, D.: Systems of Conservation Laws. Vol. 1–2. Cambridge: Cambridge University Press, 2000
Smoller, J.: Shock Waves and Reaction Diffusion Equations. Second Edition, New York: Springer, 1994
Tartar, L.: Compensated compactness and applications to partial differential equations. In: Nonlinear Analysis and Mechanics, Heriot-Watt Symposium Vol. IV ed. R.J. Knops, Pitman Research Notes in Mathematics 39, London: Pitman, 136–212, 1979, pp. 136–212
Tartar, L.: The compensated compactness method applied to systems of conservation laws. In: Systems of Nonlinear PDEs, ed. J.B. Ball, NATO ASI Series C/Math. and Phys. Sci., Vol. 111, Dordrecht: Reidel, 1983, pp. 263–285
Tóth, B., Valkó, B.: Onsager relations and Eulerian hydrodynamic limit for systems with several conservation laws. J. Stat. Phys. 112, 497–521 (2003)
Tóth, B., Valkó, B.: Perturbation of singular equilibria of hyperbolic two-component systems: a universal hydrodynamic limit. Preprint 2003, http://www.arXiv.org/abs/math.PR/0312256
Varadhan, S.R.S.: Nonlinear diffusion limit for a system with nearest neighbor interactions II. In: Asymptotic Problems in Probability Theory, Sanda/Kyoto 1990, Harlow: Longman, 1993, pp. 75–128
Yau, H.T.: Relative entropy and hydrodynamics of Ginzburg-Landau models. Lett. Math. Phys. 22, 63–80 (1991)
Yau, H.T.: Logarithmic Sobolev inequality for generalized simple exclusion processes. Probability Theory and Related Fields 109, 507–538 (1997)
Yau, H.T.: Scaling limit of particle systems, incompressible Navier-Stokes equations and Boltzmann equation. In: Proceedings of the International Congress of Mathematics, Berlin 1998, Vol. 3, Basel-Boston: Birkhäuser (1999), pp. 193–205
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by H.-T. Yau
Supported in part by the Hungarian Science Foundation (OTKA), grants T26176 and T037685.
Rights and permissions
About this article
Cite this article
Fritz, J., Tóth, B. Derivation of the Leroux System as the Hydrodynamic Limit of a Two-Component Lattice Gas. Commun. Math. Phys. 249, 1–27 (2004). https://doi.org/10.1007/s00220-004-1103-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-004-1103-x