From Fluctuating Kinetics to Fluctuating Hydrodynamics: A $$\Gamma $$-Convergence of Large Deviations Functionals Approach

Abstract

We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow variable from the time scale of the fast variable. Its atypical behavior is encapsulated in a large N Large Deviation Principle (LDP) with a rate functional. We study the $\Gamma$-convergence of as $\rightarrow$ 0 and show it converges to the rate functional appearing in the Macroscopic Fluctuations Theory (MFT) for diffusive systems.