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# Optical chaos in nonlinear photonic crystals

## Abstract

We examine a spatial evolution of lightwaves in a nonlinear photonic crystal with a quadratic nonlinearity when simultaneously a second harmonic and a sum-frequency generation are quasi-phase-matched. We find the conditions of a transition to Hamiltonian chaos for different amplitudes of lightwaves at the boundary of the crystal.

PACS: 42.65.Sf,05.45.Ac,42.70.Mp,42.65.Ky

Wave mixing in nonlinear optical materials is a basis of modern optical sciences and technologies. Cascading several wave-mixing processes in the same low-loss material one can in principle achieve a high efficiency using a large value of the lowest-order optical nonlinearity. The theoretical investigations of cascading of several scalar optical three-wave-mixing processes in the bulk materials with $`\chi ^{(2)}`$ nonlinearity has a long history . In particular, Akhmanov and co-workers have found the efficiency of a third harmonic generation (THG) via cascading of a second harmonic generation (SHG) and a sum-frequency mixing (SFM) in a quadratic medium , while Komissarova and Sukhorukov have described an efficient parametric amplification at a high-frequency pump in the same system . Obviously, the observation of these nonlinear effects demands a simultaneous satisfaction of phase-matching conditions for several parametric processes as perfectly as possible. On other hand, it has been shown later that the systems, for which several optical wave-mixing processes can be simultaneously phase-matched, are in general nonintegrable; therefore a competition of two (or more) parametric processes can often result in a chaotic spatial evolution of lightwaves . However, until nowadays it was unclear how to achieve a phase-matching for several processes in homogeneous medium employing traditional techniques, such as using a birefringence in ferroelectric crystals.

The solution of this problem has been found rather recently ; it consists in an introduction of the different types of artificial periodicity of a nonlinear medium resulting in a formation of nonlinear 1D and 2D superstructures termed optical superlattices  or nonlinear photonic crystals (NPCs) . In NPCs there is a periodic (or quasiperiodic) spatial variation of a nonlinear susceptibility tensor while a linear susceptibility tensor is constant.

In these engineering nonlinear materials a phase mismatch between the interacting lightwaves could be compensated by the Bragg vector of NPC. The idea of such kind of quasi-phase-matching (QPM) was introduced by Bloembergen and co-workers many years ago . However, only recently the rapid progress in a fabrication of high quality ferroelectric crystals with a periodic domain inversion made the QPM method very popular . We should stress that the conditions for QPM may be fulfilled for several wave-mixing processes simultaneously; the QPM also has an advantage as using of largest nonlinear coefficient.

Nowadays there are several experiments on an observation of third and fourth harmonics in different periodically or quasiperiodically poled ferroelectric crystals with $`\chi ^{(2)}`$ nonlinearity , which clearly demonstrate an importance of multiple-mixing in NPCs for the potential applications. Modern theoretical activities on the nonlinear lightwaves interactions in NPCs are mainly focused on the studies of strong energy interchange between the waves  (this is a development of the earlier activities ), as well as on the formation of spatial optical solitons .

In this work we describe a novel for the physics of NPCs effect of Hamiltonian optical chaos. Namely, we show that spatial evolution of three light waves, participating simultaneously in SHG and SFM in the conditions of QPM, is chaotic for many values of complex amplitude of the waves at the boundary of $`\chi ^{(2)}`$-NPC. There also exists an integrable limit when the evolution of waves is always regular regardless of absolute values of their complex amplitudes. The integrable limit corresponds to the particular values of two combinations of wave phases at the boundary of nonlinear medium. In particular, the problem of THG belongs to the integrable limit, therefore in the conditions of recent experiments , nonlinear light dynamics should be always regular. However, even a rather small change in amplitudes and phases of waves at the boundary of crystal, in respect to those considered in , should result in a transition to chaos.

We consider a spatial evolution of three co-propagating plane waves

$$E=\frac{1}{2}\underset{j=1}{\overset{3}{}}A_j\mathrm{exp}[i(j\omega tk_jz)]+\text{c.c.},k_j=k(j\omega )$$

in a periodically poled crystal in the conditions when simultaneously SHG, $`\omega +\omega 2\omega `$, and SFM, $`\omega +2\omega 3\omega `$ take place. Equations of motion for the slowly varying complex amplitudes $`A_l`$ ($`l=1,2,3)`$ of the waves are

$`{\displaystyle \frac{dA_1}{dz}}`$ $`=`$ $`i\beta _3g(z)A_3A_2^{}e^{i\mathrm{\Delta }k_3z}i\beta _2g(z)A_2A_1^{}e^{i\mathrm{\Delta }k_2z},`$
$`{\displaystyle \frac{dA_2}{dz}}`$ $`=`$ $`i2\beta _3g(z)A_3A_1^{}e^{i\mathrm{\Delta }k_3z}i\beta _2g(z)A_1^2e^{i\mathrm{\Delta }k_2z},`$ (1)
$`{\displaystyle \frac{dA_3}{dz}}`$ $`=`$ $`i3\beta _3g(z)A_1A_2e^{i\mathrm{\Delta }k_3z},`$
where $`g(z)`$ is a function that equals to +1 (or -1) in a single positive (negative) polarization domain of the ferroelectric crystal. In this work for the sake of simplicity, we consider only a periodic alternative domain superlattice with a spatial period $`\mathrm{\Lambda }`$. However, $`g(z)`$ can be a quasiperiodic function in the case of nonlinear quasicrystals . Note that we consider a typical situation $`\lambda \mathrm{\Lambda }`$, where $`\lambda `$ is a wavelength .

The coupling constants between waves, $`\beta _2`$ and $`\beta _3`$, are defined as

$$\beta _{2,3}=\frac{\omega d_{eff}}{cn},$$

where $`d_{eff}=2\pi \chi ^{(2)}`$ and $`n`$ is a refractive index. The refractive indexes for the different waves are different due to a light dispersion. However, it may be shown that $`\mathrm{\Delta }n/n\lambda /\mathrm{\Lambda }1`$ in the conditions of QPM, therefore in what follows we will take $`\beta _2=\beta _3\beta `$. Finally, the phase mismatches involved in Eqs. (Optical chaos in nonlinear photonic crystals) are $`\mathrm{\Delta }k_2=k_22k_1`$ and $`\mathrm{\Delta }k_3=k_3k_2k_1`$. Let both these mismatches be compensated by a reciprocal lattice vector of NPC, that is

$$\mathrm{\Delta }k_2=2\pi m_1/\mathrm{\Lambda },\mathrm{\Delta }k_3=2\pi m_2/\mathrm{\Lambda },$$
(2)
where $`m_j=\pm 1,\pm 3,\pm 5,\mathrm{}`$. The methods of achievement of QPM for several parametric processes in a single NPC have been recently discussed in Refs.  (theory) and Refs.  (experiment).

The dynamical system (Optical chaos in nonlinear photonic crystals) together with initial conditions, which in our case are the values of complex amplitudes at the boundary of NPC, $`A_j(z=0)`$, completely determine the nonlinear spatial evolution of waves. Before specification of these initial conditions, we can further simplify the equations of motion. First, we introduce new scaled amplitudes $`a_l=A_l/(\sqrt{l}A_0)`$, where $`l=1,2,3`$ and $`A_0\mathrm{max}(|A_1(0)|,|A_2(0)|,|A_3(0)|)`$. Second, we make the Fourier expansion of the function $`g(z)`$

$$g(z)=\underset{n=1}{\overset{\mathrm{}}{}}\frac{4}{\pi n}\mathrm{sin}\left(\frac{2\pi nz}{\mathrm{\Lambda }}\right),$$

where index $`n`$ takes only odd values. Now we substitute this expansion into Eqs. (Optical chaos in nonlinear photonic crystals), take into account the QPM conditions (2) and make an averaging of resulting motion equations over “the short characteristic spatial scale” $`2\pi /\mathrm{\Lambda }`$. We have the following basic equations

$`\dot{a}_1`$ $`=`$ $`a_2a_1^{}\xi a_3a_2^{},`$
$`\dot{a}_2`$ $`=`$ $`0.5a_1^2\xi a_3a_1^{},`$ (3)
$`\dot{a}_3`$ $`=`$ $`\xi a_1a_2,`$
where $`\xi =\sqrt{3}m_2/m_3`$ ($`m_j`$ are the quasi-phase matching orders, see Eq. (2); we assume that $`m_3m_2`$). The overdots in Eqs. (Optical chaos in nonlinear photonic crystals) mean the derivatives in respect to $`z/l_{nl}`$, and a characteristic nonlinear length $`l_{nl}`$ is defined as

$$l_{nl}=\frac{\pi m_2}{2\sqrt{2}}\frac{1}{\beta A_0}.$$
(4)
In the derivation of motion equations (Optical chaos in nonlinear photonic crystals) we removed all fast varying terms performing averaging over $`2\pi /\mathrm{\Lambda }`$. It can be shown that such a procedure is correct if $`l_{nl}\mathrm{\Lambda }`$ .

The equations (Optical chaos in nonlinear photonic crystals) can be presented in the canonical form with the Hamiltonian function

$`H`$ $`=`$ $`\left[i\left(\xi a_1^{}a_2^{}a_3+{\displaystyle \frac{1}{2}}a_1^2a_2\right)\right]+\text{c.c.},`$
$`i\dot{a}_l={\displaystyle \frac{H}{a_l^{}}},i\dot{a}_l^{}={\displaystyle \frac{H}{a_l}}.`$
Additionally to the energy of wave interaction $`EH`$, (Eq. (Optical chaos in nonlinear photonic crystals)), the dynamical system (Optical chaos in nonlinear photonic crystals) has the integral of motion

$$|a_1|^2+2|a_2|^2+3|a_3|^2=1$$
(6)
corresponding to the conservation of energy of noninteracting waves. In a general case the system (Optical chaos in nonlinear photonic crystals) does not have other global integrals of motion, thus it is nonintegrable and should demonstrate chaotic dynamics for many initial conditions $`a_l(0)`$ . However, for some values of $`\xi `$ and some specific initial conditions, an additional local integral of motion can arise. Let us list these cases because they include the physically important situations.

First, if one of the parametric processes, either SHG or SFM, is dominant ($`\xi 1`$ or $`\xi 1`$), then an additional integral of motion arises, which is of the Manley-Rowe type . Second, nonlinear dynamics is strongly dependent on the initial values of two “resonant phases” $`\psi _2(0)`$ and $`\psi _3(0)`$, where

$$\psi _2=2\theta _1\theta _2,\psi _3=\theta _1+\theta _2\theta _3$$
(7)
and $`\theta _j`$ ($`j=1,2,3`$) are the lightwave phases, i.e. $`a_j=|a_j|\mathrm{exp}(i\theta _j)`$. We found that for $`\psi _2(0)=\psi _3(0)=0`$ dynamics is always regular. Moreover, using approaches of Refs. , it is possible to show that an additional local motion integral exists in this case . In particular, the problem of THG ($`a_1(0)=1`$, $`a_2(0)=a_3(0)=0`$) belongs to this class of initial conditions. Therefore, the spatial dynamics of lightwaves at THG is regular (cf Ref. , where an analytic solution has been found).

We have performed an intensive search of chaotic trajectories solving the equations of motion (Optical chaos in nonlinear photonic crystals) numerically for two characteristic values of control parameter $`\xi `$ that correspond to the experimental situations described in works  and , correspondingly:

“Set I”: The QPMs of first order for both processes, $`m_1=m_3=1`$, $`\xi =\sqrt{3}1.73`$.

“Set II”: The QPMs of ninth and 33d orders, $`m_1=9`$, $`m_3=33`$, $`\xi =(3\sqrt{3})/110.472`$.

We consider several types of initial conditions, which cover practically all physically interesting cases (note that all these initial conditions satisfy to the restriction arising from the integral of motion (6)):

“Problem 1”: $`a_1(0)=\alpha `$, $`a_2(0)=\left[1\alpha ^2\right]^{1/2}2^{1/2}\mathrm{exp}(i\varphi )`$, $`a_3(0)=0`$, where the real parameters $`\varphi `$ and $`\alpha `$ vary in the ranges $`\pi \varphi <\pi `$ and $`0\alpha 1`$, correspondingly. Obviously here $`|\psi _2(0)|=|\psi _3(0)|=|\varphi |`$.

“Problem 2”: $`a_1(0)=\left[13\alpha ^2\right]^{1/2}3^{1/2}\mathrm{exp}(i\theta _1)`$, $`a_2(0)=\left[13\alpha ^2\right]^{1/2}3^{1/2}\mathrm{exp}(i\theta _2)`$, $`a_3(0)=\alpha \mathrm{exp}(i\theta _3)`$, where $`\pi \theta _j<\pi `$ ($`j=1,2,3`$) and $`0\alpha 3^{1/2}0.57735`$.

“Problem 3”: $`a_1(0)=\alpha \mathrm{exp}(i\theta _1)`$, $`a_2(0)=0`$, $`a_3(0)=\left[1\alpha ^2\right]^{1/2}3^{1/2}\mathrm{exp}(i\theta _3)`$, $`\pi \theta _j<\pi `$ ($`j=1,3`$) and $`0\alpha 1`$.

We start our analysis with “Problem 1”. This set of initial conditions describes, in particular, the THG at $`\alpha =1`$ ($`\varphi =0`$) and the parametric amplification with a low-frequency pump at $`\alpha 1`$ . In order to increase an efficiency of energy transformation from a basic wave of frequency $`\omega `$ to a wave of frequency $`3\omega `$, it was suggested recently to mix some nonzero signal at the frequency $`2\omega `$ with a basic beam . Such kind of initial conditions correspond to $`\alpha 1`$ (but $`\alpha 1`$) with different values of phase $`\varphi `$.

To distinguish regular and chaotic dynamics we compute the maximal Lyapunov exponent $`\lambda _{max}`$ for the different values of initial lightwave’s amplitudes, $`\alpha `$, and phases, $`\varphi `$. For chaos $`\lambda _{max}>0`$, in contrast $`\lambda _{max}=0`$ for a regular motion . The dependence of $`\lambda _{max}`$ on $`\alpha `$ for the first order QPMs (set I) is depicted in Fig. 1. For $`\varphi =0`$ the initial values of resonant phases, $`\psi _2(0)`$ and $`\psi _3(0)`$, are zero corresponding to the integrable limit with $`\lambda _{max}=0`$ independently on the value of $`\alpha `$ (not shown in Fig. 1).

However, even a small deviation from the integrable limit, $`|\psi _2(0)|=|\psi _3(0)|=|\varphi |=0.01`$, results in a chaotic motion for a quite wide range of initial conditions (dashed line). Further increase in the value of $`|\varphi |`$ makes chaos more strong (dotted line, $`|\varphi |=0.1`$); the most strong chaos arises for $`|\varphi |=\pi /2`$ (solid line) corresponding to the initial values of resonant phases $`|\psi _{2,3}(0)|`$ most distant from the integrable limit.

The motion is always regular for the standard THG ($`\alpha =1`$), as well as for some range of $`\alpha `$ in the vicinity of $`\alpha =1`$ (see the right hand side of Fig. 1). A regular spatial evolution of lightwaves for $`\alpha =1`$ is shown in the upper subplot of Fig. 2. However, for $`|\varphi |=\pi /2`$ a strong chaos exists already for $`\alpha 0.95`$, i.e. for $`a_1(0)=0.95`$, $`a_2(0)0.22i`$, $`a_3(0)=0`$, see lower subplot of Fig. 2.

Thus, the possibility of transition to chaos must be taken into account in the application of an additional pump of frequency $`2\omega `$ in order to increase an efficiency of THG .

We consider now the situation corresponding to the left hand side of Fig. 1 with $`\alpha 1`$. This is the parametric amplification with a low-frequency pump . In this case our analysis demonstrates that the evolution of waves is weakly chaotic for $`|\psi _{2,3}(0)|`$ distant from the integrable limit. In this regime, the Lyapunov exponent has some very small but yet positive value, therefore it is very difficult to distinguish a weak chaos from a regular motion. In practical terms, it means that one needs to have a very long sample to see the differences between regular and weakly chaotic spatial evolutions of light waves.

Now we turn to the consideration of nonlinear dynamics using the second set of QPM parameters but same set of initial conditions (“Set II, Problem 1”). Main results on the transition to chaos are depicted in Fig. 3.

Again, as in Fig. 1, $`|\psi _2(0)|=|\psi _3(0)|=|\varphi |=0`$ results in a regular motion, while a motion is chaotic for many initial conditions if $`|\varphi |>0`$. However, the absolute values of Lyapunov exponent are small: Really, $`\mathrm{max}\lambda _{max}0.1`$ in Fig. 1, but $`\mathrm{max}\lambda _{max}0.01`$ in Fig. 3. Therefore, we conclude that multiple interaction of waves employing high order QPMs is more stable against a transition to chaos in comparison with the case of first order QPMs.

We consider now a nonlinear dynamics in the case when some portion of energy is presented at $`z=0`$ in each of interacting waves (“Problem 2”). We present our findings in Fig. 4.

A strong chaos arises as soon as one of the resonant phases becomes different from the integrable limit $`|\psi _{2,3}(0)|=0`$ ($`|\psi _2(0)|=\pi `$ and $`|\psi _3(0)|=\pi /2`$ for a solid line, $`|\psi _2(0)|=\pi /2`$ and $`|\psi _3(0)|=0`$ for a dashed line). We should note that for the parameters corresponding to a solid curve in Fig. 4 strong chaos exists for almost all values of initial wave amplitudes $`\alpha `$. Chaos is sufficiently weaker for the high order QPMs in comparison with the case of first order QPMs: cf a dashed line with a dashed and dotted line that correspond to the same values of phases $`\theta _j`$ but to the different sets of QPM-parameters.

Finally, we analyze the set of initial conditions termed as “Problem 3”. In particular, it includes the down conversion  or, in other words the fractional conversion $`\omega (2/3)\omega `$ , in the case $`\alpha 1`$. For this set of initial conditions we did not find visible regions of chaotic dynamics.

In order to reliably distinguish regular and chaotic spatial evolutions of lightwaves in conditions of an experiment, one needs to have many enough characteristic nonlinear lengths, $`l_{nl}`$, on the total length of the crystal $`L`$: $`L/l_{nl}10`$ . Importantly, it appears possible to meet this condition in the typical NPCs. Really, for periodically poled lithium niobate with a period $`\mathrm{\Lambda }=30`$ $`\mu `$m, a crystal length $`L1`$ cm, a nonlinear coefficient $`d_{33}=34`$ pm/V  and a light intensity $`A_0^2=0.76`$ GW/cm2 ($`\lambda =1.064`$ $`\mu `$m) , we have $`L/l_{nl}100`$. Moreover, chaos should be easier observable in the GaAs optical superlattice with $`d_{14}90`$ pm/V .

In summary, we have shown that a simultaneous multiwavelength generation in typical nonlinear photonic crystals is often chaotic. This fact must be taken into an account in realization of compact laser multicolor sources for printers, scanners, and color displays based on the quasi-phase-matched harmonics generation.

We should distinguish our results from a recent paper , where nonlinear spatial field dynamics and chaos have been studied in a quadratic media with a periodic Bragg grating.

We thank Andreas Buchleitner for discussions and support, Martin Fejer for useful comments, and Pekka Pietiläinen for critical reading of the manuscript. KNA is also grateful to co-authors of his works  for a creative cooperation. This research was partially supported by the Academy of Finland (grant 100487) and the MPI PKS.


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# Theoretical Study of Magnetism and Superconductivity in 3𝑑 Transition -Metal-𝑀𝑔𝐵₂ Alloys

## I. Introduction

The nature of interaction responsible for superconductivity in $`MgB_2`$ nag ; bud ; hin ; tak ; rev ; yil ; kor ; an1 ; kon ; boh ; pps1 ; med ; sat ; bel ; liu ; cho  suggests a gradual decrease in the superconducting transition temperature, $`T_c`$, upon addition of impurities xia ; zha ; kaz ; mor  with increasing *electron/atom* ratio. A systematic increase in the number of available electrons is expected to fill up the $`\sigma `$ holes in $`MgB_2`$, which are coupled strongly to the in-plane bond-stretching mode of $`B`$, and thereby reduce the strength of the electron-phonon coupling resulting in a decrease in $`T_c`$. The observed variation in $`T_c`$ of alloys of $`Al`$ with $`MgB_2`$ and its understanding in terms of a gradual filling up of $`\sigma `$ holes provides a good example of this picture pps2 ; bar .

Since the *electron/atom* ratio increases as one goes from $`Sc`$ to $`Zn,`$ based upon the above argument one expects the $`T_c`$ to systematically decrease as the different elements from the $`3d`$ row are added to $`MgB_2.`$ However, the experimentally observed changes in $`T_c`$ of $`3d`$ transition-metal-$`MgB_2`$ alloys mor  do not seem to follow the expected trend of a systematic decrease in $`T_c`$ as one goes from $`Sc`$ to $`Zn.`$ For example, a $`3\%`$ $`Mn`$-doped $`MgB_2`$ $`(Mg_{0.97}Mn_{0.03}B_2)`$ has a $`T_c`$ of only $`33.1K,`$ while $`MgB_2`$ doped similarly with $`Fe,Co`$ and $`Ni`$ show $`T_c`$’s of $`37.8,\mathrm{\hspace{0.17em}35.7}`$ and $`37.8K,`$ respectively mor . Surprisingly, $`Zn`$doped $`MgB_2`$ shows the highest $`T_c`$ $`(=38.4K)`$ of all the transition-metal-$`MgB_2`$ alloys investigated so far kaz ; mor . The observed changes in $`T_c`$ of transition-metal-doped $`MgB_2`$ alloys, especially as one goes from $`Fe`$ to $`Zn,`$ are unexpected even after making allowances for magnetic effects all1 ; all2 .

To understand the changes in the electronic structure and the superconducting properties of $`MgB_2`$ alloys upon addition of $`3d`$ transition-metal impurities, we have carried out $`abinitio`$ studies of $`Mg_{0.97}TM_{0.03}B_2`$ $`(TMSc,Ti,V,CrMn,Fe,Co,Ni,Cu,Zn)`$ alloys using density-functional-based methods. We have used Korringa-Kohn-Rostoker coherent-potential approximation method fau  in the atomic-sphere approximation (KKR-ASA CPA) pps\_cpa  for taking into account the effects of disorder, Gaspari-Gyorffy formalism gas  for calculating the electron-phonon coupling constant $`\lambda `$, and Allen-Dynes equation all1 ; all2  for calculating $`T_c`$ in $`Mg_{0.97}TM_{0.03}B_2`$ alloys. For understanding the variation in $`T_c`$ as one goes from $`Sc`$ to $`Zn`$, we have analyzed our results in terms of the changes in the spectral function fau  along $`\mathrm{\Gamma }`$ to $`A`$ pps2 ; pps\_high  and the densities of states (DOS), in particular, the changes in the $`B`$ $`p`$ and the transition-metal $`d`$ contributions to the total DOS. The changes in the magnetic alloys are described in terms of spin-resolved densities of states and the local magnetic moments. Before we describe our results, we outline some of the computational details of our calculation.

## II. Computational Details

The charge self-consistent electronic structure of unpolarized as well as spin-polarized $`Mg_{0.97}TM_{0.03}B_2`$ alloys has been calculated using the KKR-ASA CPA method. We have used the CPA successfully to describe the electronic structure of $`Al`$doped $`MgB_2`$ alloys pps2 . We parametrized the exchange-correlation potential as suggested by Perdew-Wang within the generalized gradient approximation perdew . The Brillouin zone (BZ) integration was carried out using $`1215`$ k-points in the irreducible part of the BZ. For DOS calculations, we added a small imaginary component of $`1`$ $`mRy`$ to the energy and used $`4900`$ k-points in the irreducible part of the BZ. The lattice constants for $`Mg_{0.97}TM_{0.03}B_2`$ were fixed at the $`MgB_2`$ values. The Wigner-Seitz radius for $`Mg`$ was slightly larger than that of $`B`$, while the Wigner-Seitz radii of the impurities were equal to their bulk value as given in Ref. skriver . The maximum $`l`$ used was $`l_{max}`$ = $`3`$.

As indicated above, the electron-phonon coupling constant $`\lambda `$ was calculated using Gaspari-Gyorffy formalism with the charge self-consistent potentials of unpolarized $`Mg_{0.97}TM_{0.03}B_2`$ alloys obtained with the KKR-ASA CPA method. Subsequently, the variation of $`T_c`$ was calculated using Allen-Dynes equation. The average value of phonon frequency$`\omega _{ln}`$ for $`MgB_2`$ was taken from Ref. kon  and $`\mu ^{}=0.09`$.

## III. Results and Discussion

In this section we present the results of our self-consistent electronic structure calculations for $`Mg_{0.97}TM_{0.03}B_2`$ alloys. We first describe the results of the *unpolarized* calculations in terms of the total and the sub-lattice resolved DOS, including the local DOS due to the $`3d`$ transition-metal impurity. From our *spin-polarized* calculations, described next, we find only the alloys of $`V,Cr,Mn,Fe`$ and $`Co`$ with $`MgB_2`$ to be magnetic of all the $`3d`$ elements. These results are discussed using the spin-resolved DOS and the local moments. Finally, the calculated variation in $`T_c`$ for $`Mg_{0.97}TM_{0.03}B_2`$ alloys is compared with the available experimental data, and analyzed in terms of the DOS and the spectral function along $`\mathrm{\Gamma }`$ to $`A`$.

### *A. Unpolarized Total and Local Densities of States*

In Fig. 1 we show the calculated densities of states of $`Mg_{0.97}TM_{0.03}B_2`$ alloys from $`Sc`$ to $`Zn`$, including the total DOS, $`N(E),`$ and the concentration-weighted, sub-lattice resolved DOS for the two inequivalent sub-lattices $`(N^{sub}(E))`$ in $`MgB_2`$. The two inequivalent sub-lattices consist of the $`Mg`$ and the transition-metal on one sub-lattice $`(N_1^{sub}(E)=0.97N_{Mg}^{sub}(E)+0.03N_{TM}^{sub}(E))`$ and $`B`$ on the other two sub-lattices $`(N_2^{sub}(E)=2N_B^{sub}(E))`$. As we go from $`Sc`$ to $`Zn`$, the increase in the *electron/atom* ratio moves the Fermi energy, $`E_F`$, as well as increases the hybridization of the host $`sp`$ bands with the impurity $`d`$band. The change in $`E_F`$ has important consequences for the superconducting properties of these alloys, as discussed later. The inward movement of the $`d`$-band as we go from $`Sc`$ to $`Zn`$ is clearly manifested in the total DOS as well as the concentration-weighted DOS of $`Mg`$ sub-lattice. However, we find that the DOS at the $`B`$ sub-lattice remains largely unaffected due to the transition-metal impurity, although the movement of $`E_F`$ changes the $`B`$ contribution to the total DOS at $`E_F`$.

To be able to examine the changes in the DOS of the transition-metal impurities and to show the movement of the $`d`$band as we go from $`Sc`$ to $`Zn`$, we show in Fig. 2 the DOS of the transition metal impurity $`N_{TM}^{sub}(E)`$ on the $`Mg`$ sub-lattice in $`Mg_{0.97}TM_{0.03}B_2`$ alloys. We find that the $`d`$level crosses $`E_F`$ between $`Cr`$ and $`Mn`$, resulting in a very high density of states at $`E_F`$ for these alloys. The relatively high DOS for $`N_{Cr}^{sub}(E_F)`$ and $`N_{Mn}^{sub}(E_F)`$ points to the possibility of local magnetic moment formation at the impurity sites. By the time we come to $`Zn`$ impurity, the $`d`$level is well inside $`E_F`$ and the impurity contribution to the total DOS has reduced significantly. We also find that the lowering of $`d`$level with increasing $`d`$electrons is accompanied by the narrowing of the $`d`$band. For example, in the case of $`Zn`$ impurity the width of the $`d`$band is the narrowest, indicating almost an atomic-like behavior of these $`d`$electrons. It is interesting to note that these results are qualitatively similar to our results on $`3d`$ transition-metal impurities in $`Al`$ pps\_rec ; pps\_dil

### B. Spin-Polarized Total and Local Densities of States

The results of our spin-polarized calculations for $`Mg_{0.97}TM_{0.03}B_2`$ alloys are shown in Figs. 3-5. Our calculations show that the alloys of $`V,Cr,Mn,Fe`$ and $`Co`$ in $`MgB_2`$ are exchange-split, as can be seen in Fig. 3 where we have plotted the spin-polarized total and the concentration-weighted, sub-lattice resolved DOS for $`V,Cr,Mn,Fe`$ and $`Co`$ in $`MgB_2`$. Once again, we find that the $`B`$ sub-lattice remains unaffected due to magnetic moment formation at the impurity site on the $`Mg`$ sub-lattice. To clearly show the changes in the majority and the minority spin DOS of the $`Mg`$ sub-lattice due to exchange-splitting in the DOS of the impurity atom, we show in Fig. 4 the spin-resolved total DOS due to the impurity atom. As expected from the unpolarized calculations, the exchange splitting is the largest for $`Cr`$ and $`Mn`$ alloys. The exchange-splitting in the DOS due to the impurity atom leads to local moment formation at these sites with $`Cr`$ and $`Mn`$ having local moments of $`2.43\mu _B`$ and $`2.87\mu _B`$, respectively. The local moment on $`Co`$ is very small ($`0.01\mu _B`$). Note that the total DOS of the impurity is dominated by the $`d`$ contribution and the local moments arise almost entirely due to the impurity $`d`$ electrons.

It must be pointed out that the calculation of local moments in alloys is sensitive to the volume that one associates with the impurity atom. Given the availability of electrons around $`Mg`$ sub-lattice in $`MgB_2`$ alloys, a judicious choice of the impurity-atom volume is essential for a reliable description of the local moments. In our calculations, we have chosen the impurity atomic volume to be equal to the observed bulk value as given in Ref. \[skriver \]. However, it is clear that $`Cr`$ and $`Mn`$ will show large local moments in $`MgB_2`$.

### C. Superconducting Transition Temperature

We have studied the electronic structure of $`Mg_{0.97}TM_{0.03}B_2`$ alloys as a prelude to understanding the superconducting properties, especially the superconducting transition temperature $`T_c`$, of these alloys. In Fig. 6 we show our calculated $`T_c`$ as well as the observed $`T_c`$ kaz ; mor  for $`Mg_{0.97}TM_{0.03}B_2`$ alloys. The calculated variation in $`T_c`$ across the $`3d`$ row is similar to the one observed experimentally for $`Mn`$ to $`Zn`$ in $`MgB_2`$ kaz ; mor . Note that our calculated $`T_c`$ for $`MgB_2`$ is equal to $`30K`$, which is consistent with the results of other works kor ; kon ; boh  with similar approximations.

The total DOS and the spectral function along $`\mathrm{\Gamma }`$ to $`A`$ at $`E_F`$ are expected to play an important role in deciding the $`T_c`$ of $`Mg_{0.97}TM_{0.03}B_2`$ alloys. Thus, in the following we examine the changes in these two quantities in $`Mg_{0.97}TM_{0.03}B_2`$ alloys as we go from $`Sc`$ to $`Zn`$. In Fig. 7 we show the total DOS, $`N(E_F)`$, the $`Bp`$ contribution to $`N_B^{sub}(E_F)`$ and the impurity $`d`$ contribution to $`N_{TM}^{sub}(E_F)`$ at the Fermi energy. Our calculations show $`Mg_{0.097}Cr_{0.03}B_2`$ to have the lowest $`T_c`$ of all the $`3d`$ alloys, which coincides with the highest $`N(E_F)`$ of $`11.93st/(Rycell)`$ as well as the highest $`d`$ contribution to the $`N_{Cr}^{sub}(E_F)`$ of $`66.15st/(Ryatom)`$, as can be seen in Fig. 7. In contrast, the $`Bp`$ contribution is not enhanced resulting in the lowest $`T_c`$ for $`Mg_{0.97}Cr_{0.03}B_2`$ within our approach. Similarly, the $`T_c`$ for $`Mg_{0.97}Mn_{0.03}B_2`$ is also small in comparison with other alloys. Here, we like to point out that the exchange-splitting will reduce $`N_{TM}^{sub}(E_F)`$, leading to a smaller $`N(E_F)`$ in the case of magnetic alloys. Thus, within our approach, it would have led to an increase in $`T_c`$. However, the inclusion of magnetism with its pair-breaking effects all1 ; all2  will further reduce the $`T_c`$. The gradual increase in $`T_c`$ from $`Mn`$ to $`Zn`$ is due to enhanced $`Bp`$ contribution to $`N_B^{sub}(E_F)`$ as well as a substantial decrease in the impurity $`d`$ contribution to $`N_{TM}^{sub}(E_F)`$ as shown in Fig. 7.

To further clarify the reasons for the changes in $`T_c`$ in $`Mg_{0.97}TM_{0.03}B_2`$ alloys, as we go from $`Sc`$ to $`Zn`$, we show in Fig. 8(a)-(d) the spectral function, $`A(`$k,$`E_F)`$, calculated along $`\mathrm{\Gamma }`$ to $`A`$ direction in $`Mg_{0.97}TM_{0.03}B_2`$ alloys. For comparison we have also plotted $`A(`$k,$`E_F)`$ for $`MgB_2`$ in Figs. 8(a) and (d). As described in Ref. pps2 , the additional states created along $`\mathrm{\Gamma }`$ to $`A`$ direction reduce the coupling between the hole-like cylindrical Fermi sheets with the phonons which, in turn, reduces the $`T_c`$. Thus an alloy with $`A(`$k,$`E_F)`$ similar to that of $`MgB_2`$ will show a $`T_c`$ close to that of $`MgB_2`$. Carrying out such a comparison in Fig. 8, we find that $`Mg_{0.97}Zn_{0.03}B_2`$ will have a $`T_c`$ close to that of $`MgB_2`$, while $`Mg_{0.97}V_{0.03}B_2`$ will show the lowest $`T_c`$ of them all. The fact that our calculation shows $`Mg_{0.97}Cr_{0.03}B_2`$ to have a lower $`T_c`$ than $`Mg_{0.97}V_{0.03}B_2`$ is due to the relatively high impurity DOS at $`E_F`$. In addition, in the case of $`Cr`$ and $`Mn`$ impurity in $`MgB_2`$, the magnetic effects will further reduce the $`T_c`$ all2 . These results reinforce the observation made in Ref. pps2  that the way $`T_c`$ changes in $`MgB_2`$ upon alloying depends dramatically on the location of the added/modified k-resolved states on the Fermi surface.

## IV. Summary

We have studied the electronic structure of $`3d`$ transition-metal-$`MgB_2`$ alloys using Korringa-Kohn-Rostoker coherent-potential approximation method in the atomic-sphere approximation. Our results for the *unpolarized* calculations are similar to that of $`3d`$ impurities in other $`s`$ and $`sp`$ metals. From *spin-polarized* calculations we find that only alloys of $`V,Cr,Mn,Fe`$ and $`Co`$ in $`MgB_2`$ are magnetic, with $`Cr`$ and $`Mn`$ having the largest local magnetic moment of $`2.43\mu _B`$ and $`2.87\mu _B`$, respectively. We have used the *unpolarized*, self-consistent potentials of $`Mg_{0.97}TM_{0.03}B_2`$ alloys, obtained within the coherent-potential approximation, to calculate the electron-phonon coupling constant $`\lambda `$ using the Gaspari-Georffy formalism. Then, with the help of Allen-Dynes equation we have calculated the superconducting transition temperature $`T_c`$ of these alloys. We find that the calculated $`T_c`$ is the lowest for $`Mg_{0.97}Cr_{0.03}B_2`$ and the highest for $`Mg_{0.97}Zn_{0.03}B_2`$, in qualitative agreement with experiment. The trend in variation of $`T_c`$ from $`Mn`$ to $`Zn`$ is also similar to the available experimental data.


text:
# Hydrodynamics of a driven lattice gas with open boundaries: the asymmetric simple exclusion.

## 1. Introduction

A driven lattice gas with open boundaries is a system of particles jumping at random on a lattice, subject to the action of an external field and exchanging matter with a reservoir at his boundary. The combined action of the force field and the density gradient induced by the boundary conditions forces the system to reach a stationary non-equilibrium state. Systems of this kind show a complex behavior exhibiting non-equilibrium phase transitions \[K\], \[SZ\]. The simplest example of driven lattice gas is the asymmetric simple exclusion (ASEP). In the one-dimensional totally asymmetric case an explicit stationary solution is known \[D\] showing a very reach phase diagram with different behavior of the steady current depending on the values of the fixed densities on the boundaries.

In this paper we study the time-dependent measure of the ASEP with open boundaries in $`d3`$ in the macroscopic limit. The system is contained in a finite cylinder $`\mathrm{\Lambda }_\epsilon =[\epsilon ^1,\epsilon ^1]\times \pi _\epsilon ^{d1}`$, with $`\pi _\epsilon ^{d1}`$ the $`(d1)`$-dimensional microscopic torus of size $`2\epsilon ^1+1`$ with the axes in the direction $`x_1`$, namely we impose periodic boundary conditions in all the directions but $`x_1`$. In the bulk particles jump to one of the nearest neighbors if empty with jump rate $`p_{e_i}`$ ($`p_{e_i}`$) in the direction $`e_i`$ ($`e_i`$). We assume that the vector of components $`\delta _i=p_{e_i}p_{e_i}`$ is such that $`\delta _1>0`$. On the boundaries $`x_1=\epsilon ^1,\epsilon ^1`$ we allow for production and destruction of particles in the following way. Let $`b(u)`$ be smooth functions on $`[1,1]\times \pi _1^{d1}`$. A particle is added independently in each site of $`x_1=\epsilon ^1`$, when the site is empty, with rate $`\delta _1(1/2+\epsilon b(\epsilon x))`$ and removed independently in each site of $`x_1=\epsilon ^1`$, when the site is occupied, with rate $`\delta _1(1/2\epsilon b(\epsilon x))`$. If $`b(u)`$ has constant values $`b_\pm `$, this choice of the jump rates corresponds to coupling the system to reservoirs of constant densities $`1/2+\epsilon b_{}`$ and $`1/2+\epsilon b_+`$ respectively. In the paper we write the computations for this cylinder geometry, but the proof could be extended to a more general convex domain. The initial measure is the local equilibrium corresponding to a density profile which is a perturbation of order $`\epsilon `$ of a constant profile: $`\rho _0(\epsilon x)=1/2+\epsilon m_0(\epsilon x)`$.

We prove a law of large numbers stating the weak convergence of the rescaled empirical field ($`\eta _t(x)=0,1`$ is the occupation number in the site $`x`$ at time $`t`$)

$$\epsilon ^{d1}\underset{x\mathrm{\Lambda }_\epsilon }{}\left(\eta _{\epsilon ^2t}(x)\frac{1}{2}\right)\delta (\epsilon x)$$

with $`\delta ()`$ the Dirac measure, to the solution of the viscous Burgers equation in the domain $`\mathrm{\Lambda }_1`$ with density $`b(u)`$ on the boundary $`\mathrm{\Gamma }`$

$$\{\begin{array}{ccc}_tm(t,u)\hfill & =\delta _u\left(m(t,u)\right)^2+_{i,j=1}^dD_{i,j}_{u_i,u_j}^2m(t,u)\hfill & \\ m(0,)\hfill & =m_0()\hfill & \\ m(t,)|_\mathrm{\Gamma }\hfill & =b()\text{for}t0,\hfill & \end{array}$$

where $`D`$ is a positive definite diffusion matrix whose expression is given by the Green-Kubo formula for this model. We remind here that the transport matrix is supposed to be infinite in $`d2`$ \[Sp\].

This special choice of the initial condition as well as of the boundary conditions (the difference between the top and the bottom densities is of order $`\epsilon `$) is forced by the fact that we want to study the behavior of the system on the diffusive time scale $`\epsilon ^2`$ to see the effect of a finite dissipation. On this time scale the transport term, which involves first order time derivatives, is enhanced by a factor of order $`\epsilon ^1`$ so that if it is of order $`\epsilon `$ at time $`0`$ its contribution stays finite in the limit. This is also called incompressible limit \[EMY1\] in analogy with the Navier-Stokes case \[EMY2\].

There are few rigorous results on the hydrodynamic limit for interacting particle systems in a bounded domain. In \[ELS\] it is proved the hydrodynamic limit for one-dimensional gradient systems both in the time-dependent and stationary case. In \[KLO\] the analogous result has been obtained in the stationary case for one-dimensional non-gradient models. Finally, in \[LMS\] the latter result has been extended to the $`d`$-dimensional case. All these papers deal with bulk reversible dynamics. If the lattice gas is driven by the boundary conditions, in general the stationary measure does not coincide with the invariant measure of the dynamics in the infinite volume, so that even if the generator of the bulk dynamics is reversible versus its invariant measure, the total dynamics is not. The asymmetric simple exclusion is an example of a lattice gas driven by an external field and it is not reversible w.r.t. his invariant measure in the infinite volume, which is a product measure. The case we consider in this paper is an example of a lattice gas driven by both external field and boundary conditions, so that there are two sources of non-reversibility. The effect of the asymmetry is seen in the macroscopic current as the term $`\delta _im^2`$ which gives rise to the transport term in the macroscopic equation. We have to face the difficulty of non reversibility in the bulk and the fact that the stationary measure is not explicitly known.

The first problem has been solved in \[EMY1\] where it is proved the law of large numbers in the incompressible limit for the system without reservoirs. The method used there is based on the use of relative entropy of the true measure with respect to some suitable local equilibrium measure and the main point is to prove that this relative entropy vanishes in the limit $`\epsilon 0`$. In this case it is natural to assume for the local equilibrium measure a product measure because this is the invariant measure of the generator. However, for the open system it is not clear which is the good candidate for describing the system for $`\epsilon `$ small. We introduce a measure $`\mu _\epsilon `$ which is a product measure with chemical potential $`\epsilon \lambda (t,\epsilon x)`$ such that $`E^{\mu _\epsilon }[\eta _x]=1/2+\epsilon m(t,x)`$, with $`m`$ solution of the macroscopic equation. We prove that the relative entropy $`s(\mu |\mu _\epsilon )`$ of the non-equilibrium measure $`\mu `$ w.r.t. $`\mu _\epsilon `$ satisfy

$$\underset{\epsilon 0}{lim}\epsilon ^2s(\mu |\mu _\epsilon )=0$$
(1.1)
which implies the law of large numbers. One can understand the factor $`\epsilon ^2`$ noting that the specific entropy of $`\mu _\epsilon `$ is of order $`\epsilon ^2`$. To get this result, we introduce an auxiliary measure $`\stackrel{~}{\mu }_\epsilon `$ which differs from $`\mu _\epsilon `$ near the boundary and prove the previous limit for the relative entropy w.r.t $`\stackrel{~}{\mu }_\epsilon `$. Then, the result easily follows from the fact that $`lim_{\epsilon 0}\epsilon ^2s(\mu _\epsilon |\stackrel{~}{\mu }_\epsilon )=0`$.

The method used in proving the hydrodynamic limit in the papers quoted above is different from ours because it is based on the martingale approach. However, in both methods it is needed an a priori estimate of the entropy (which assures also the control of the Dirichlet form) of the state of the process with respect to the invariant state of the full dynamics. Since this is not known, one uses some trial reference measure which is not invariant and as a result this entropy does not decrease in time. The difficulty to get an entropy bound in the asymmetric case is due to a diverging contribution to the flux of entropy due to the asymmetric part of the generator. This flux has to be controlled by the boundary generator. The choice of this generator is different from the one used in the case of reversible bulk dynamics, where the boundary death and birth process is required to satisfy a detailed balance condition. Our generator is a generalization of the one used by Derrida \[D\]. Our method would also provide the results for a reversible boundary generator, but then we have to speed it up much more than $`\epsilon ^2`$.

One technical remark: the control of the terms in the bulk is done by using the replacement Lemma and the non gradient result in \[EMY1\]. This requires a localization procedure for the currents, which generates, in an open system, boundary terms. These terms are dealt with, in a reversible non-gradient case \[LMS\], by a simple use of integration by part and Schwartz inequality. The version of the integration by parts for the asymmetric case (Lemma 6.1 in \[EMY1\]) involves a function which is not bounded but just summable and as a consequence we need rather to use a modified version of the replacement Lemma to control these boundary terms.

We conclude this section by noticing that the extension to the stationary problem of the convergence result in the macroscopic limit could give some insight on the structure of the non-stationary states. Recent papers \[DLS\], \[BDGJL\], focus on the problem of characterizing the stationary non-equilibrium measures in terms of large deviation functional. Unfortunately, the relative entropy method does not seem to be useful for the stationary problem, because it relies on estimating the time derivative of the relative entropy in terms of the entropy production which is expressed back again in terms of the relative entropy, so that one gets a closed differential inequality for the relative entropy. We think that the usual martingale approach could be more suited for the stationary case. We plan to refer on that in a future paper.

The plan of the paper is the following: in Section 2 we state the results. Section 3 is devoted to the strategy of the proof of the entropy bounds and to the control of the bulk terms while in Section 4 we have collected the estimates of the boundary terms. Finally, in Section 5 we discuss extensions to different geometries and different boundary conditions.

## 2. Notations and results

Let $`\epsilon >0`$ such that $`\epsilon ^1`$ is integer and $`\mathrm{\Lambda }_\epsilon =\{\epsilon ^1,\mathrm{},\epsilon ^1\}\times \pi _\epsilon ^{d1}`$ be the cylinder in $`^d`$, $`d3`$, of length $`2\epsilon ^1+1`$ with basis $`\pi _\epsilon ^{d1}`$, the $`(d1)`$-dimensional microscopic torus of size $`2\epsilon ^1+1`$. We denote by $`\mathrm{\Gamma }_\epsilon =\{x\mathrm{\Lambda }_\epsilon |x_1=\pm \epsilon ^1\}`$ the boundary of $`\mathrm{\Lambda }_\epsilon `$. The elements of $`\mathrm{\Lambda }_\epsilon `$ will be denoted by letters $`x,y,\mathrm{}`$

A particle configuration is described as an element $`\eta X_\epsilon =\{0,1\}^{\mathrm{\Lambda }_\epsilon }`$, where $`\eta (x)=1,0`$ means that the site $`x`$ is occupied by a particle or is empty. In this paper we are interested in the asymmetric simple exclusion process (ASEP) on $`\mathrm{\Lambda }_\epsilon `$ with stochastic reservoirs at the boundary of $`\mathrm{\Lambda }_\epsilon `$. This Markov process is defined through its infinitesimal generator

$$_\epsilon =_{\epsilon ,0}+_{\epsilon ,b}.$$
(2.2)
The generator $`_{\epsilon ,0}`$ is the nearest neighbor ASEP. Its action on functions $`f:X_\epsilon `$ is

$$_{\epsilon ,0}f(\eta )=\underset{i=1}{\overset{d}{}}\underset{x,x+e_i\mathrm{\Lambda }_\epsilon }{}r_{x,x+e_i}(\eta )\left[f(\eta ^{x,x+e_i})f(\eta )\right],$$

where $`(e_1,\mathrm{},e_d)`$ is the canonical basis of $`^d`$ and the rate functions $`r_{x,x+e_i}(\eta )`$ are given by

$$r_{x,x+e_i}(\eta )=p_{e_i}\eta (x)(1\eta (x+e_i))+p_{e_i}\eta (x+e_i)(1\eta (x))$$

and $`\eta ^{x,y}`$ is the configuration obtained by exchanging the occupations of sites $`x`$ and $`y`$:

$$\eta ^{x,y}(z)=\{\begin{array}{ccc}\eta (y)\hfill & \text{if}z=x,\hfill & \\ \eta (x)\hfill & \text{if}z=y,\hfill & \\ \eta (z)\hfill & \text{if}zx,y.\hfill & \end{array}$$

For $`1id`$, $`p_{e_i}`$ ($`p_{e_i}`$) is the jump probability of a particle in the direction $`e_i`$ ($`e_i`$). For convenience we normalize the $`p_e`$’s so that, for $`i=1,\mathrm{},d`$, $`p_{e_i}+p_{e_i}=2`$. We call $`\delta _i:=p_{e_i}p_{e_i},i=1,\mathrm{},d`$, and we suppose that $`\delta _1`$ is non vanishing. We assume it positive without loss of generality.

The currents $`W_{x,i}`$ are defined as

$$\begin{array}{cc}\hfill W_{x,i}(\eta )& =W_{x,i}^{(s)}+W_{x,i}^{(a)}\hfill \\ & :=\left[\eta (x+e_i)\eta (x)\right]+\delta _i\left[\eta (x+e_i)\eta (x)\frac{\eta (x)+\eta (x+e_i)}{2}\right].\hfill \end{array}$$

Let $`\mathrm{\Lambda }`$ be the set $`[1,1]\times \pi ^{d1}`$, where $`\pi ^{d1}`$ is the $`(d1)`$-dimensional torus with length 2, whose elements are denoted by $`u,v,\mathrm{}`$ We will consider as reference laws the Bernoulli product measures $`\nu _\rho `$ on $`X_\epsilon `$ which are defined, for any smooth function $`0<\rho <1`$ on $`\mathrm{\Lambda }`$, by $`\nu _\rho (\eta (x)=1)=\rho (\epsilon x)`$. It is well known that, in infinite volume, the product measure of Bernoulli laws with any constant parameter is invariant for the ASEP, but this is no longer valid in finite volume.

The generator $`_{\epsilon ,b}`$ in (2.2) is the infinitesimal generator of a birth and death process which creates particles on the “left” of $`\mathrm{\Lambda }_\epsilon `$ and destroys them on the “right”. For any function $`f`$ on $`X_\epsilon `$

$$\left(_{\epsilon ,b}f\right)(\eta )=\underset{x\mathrm{\Gamma }_\epsilon }{}C^b(\epsilon x,\eta )\left[f(\eta ^x)f(\eta )\right],$$

where $`\eta ^x`$ is the configuration obtained from $`\eta `$ by flipping the occupation number at site $`x`$

$$\eta ^x(z)=\{\begin{array}{cc}\eta (z)\hfill & \text{if}zx\hfill \\ 1\eta (x)\hfill & \text{if}z=x.\hfill \end{array}$$

The rate functions are designed to fix the value of the particle density at the boundary of $`\mathrm{\Lambda }_\epsilon `$. Let $`\mathrm{\Gamma }_{\epsilon ,+}`$ (resp. $`\mathrm{\Gamma }_{\epsilon ,}`$) be the “left” (resp. “right”) side of $`\mathrm{\Gamma }_\epsilon `$:

$$\begin{array}{cc}\hfill \mathrm{\Gamma }_{\epsilon ,+}& =\left\{(\epsilon ^1,x_2,\mathrm{},x_d),(x_2,\mathrm{},x_d)\pi _\epsilon ^{d1}\right\},\hfill \\ \hfill \mathrm{\Gamma }_{\epsilon ,}& =\left\{(\epsilon ^1,x_2,\mathrm{},x_d),(x_2,\mathrm{},x_d)\pi _\epsilon ^{d1}\right\}.\hfill \end{array}$$

For a smooth function $`b`$ on the boundary $`\mathrm{\Gamma }`$ of $`\mathrm{\Lambda }`$ that we fix from now on, we choose $`C^b(\epsilon x,\eta )`$ such that a particle is added on $`x\mathrm{\Gamma }_{\epsilon ,+}`$, when the site is empty, with rate $`\delta _1(1/2+\epsilon b(\epsilon x))`$ and removed in $`\mathrm{\Gamma }_{\epsilon ,}`$, when the site is occupied, with rate $`\delta _1(1/2\epsilon b(\epsilon x))`$:

$$C^b(\epsilon x,\eta )=\delta _1\left(1/2+\epsilon b(\epsilon x)\right)(1\eta (x))\text{1}1\{x\mathrm{\Gamma }_{\epsilon ,+}\}+\delta _1\left(1/2\epsilon b(\epsilon x)\right)\eta (x)\text{1}1\{x\mathrm{\Gamma }_{\epsilon ,}\}.$$

To understand this choice, remark that if we take $`b=0`$ then the density $`1/2`$ is stationary for the full dynamics $`_\epsilon `$, therefore the leading coefficient $`1/2`$ in the rate is necessary for the incompressible limit to make sense. The term $`\epsilon b`$ will fix the value at the boundary of the density perturbation with respect to the stationary value $`1/2`$.

We will study the dynamics defined by the generator $`_\epsilon `$ under the diffusive space-time scaling $`(\epsilon x,\epsilon ^2t)`$. We denote by $`\eta _t`$ the particle configuration at time $`t`$ of the associated Markov process. When the process starts from the product measure $`\mu _\epsilon =\nu _{1/2+\epsilon m(.)}`$, $`m`$ a smooth function on $`\mathrm{\Lambda }`$ such that $`m|_\mathrm{\Gamma }=b`$, its law is denoted by $`_\epsilon ^{b,m}`$.

As in \[Y\] and \[EMY1\], the proof is based on the study of the relative entropy. Given two measures $`\mu _1`$ and $`\mu _2`$ on $`X_\epsilon `$ (with $`\mu _1`$ absolutely continuous w.r.t. $`\mu _2`$), the entropy of $`\mu _1`$ with respect to $`\mu _2`$ is defined as

$$H(\mu _1|\mu _2)=\frac{d\mu _1}{d\mu _2}\mathrm{log}\frac{d\mu _1}{d\mu _2}d\mu _2.$$

We also introduce the relative entropy $`s(\mu _1|\mu _2):=\epsilon ^dH(\mu _1|\mu _2)`$.

For simplicity we call $`\nu :=\nu _{1/2}`$ the reference measure. Notice that the measure $`\mu _\epsilon `$ has a density $`\mathrm{\Psi }`$ with respect to $`\nu `$ given by

$$\mathrm{\Psi }(\eta )=\frac{1}{Z}\mathrm{exp}\left\{\underset{x\mathrm{\Lambda }_\epsilon }{}\epsilon \phi (m(\epsilon x))\eta (x)\right\}\nu (\eta ),$$

where

$$\phi (u)=\epsilon ^1\mathrm{log}\left\{\frac{1+2\epsilon m(u)}{12\epsilon m(u)}\right\}$$
(2.3)
and $`Z`$ is a normalization constant. Then the relative entropy of the measure $`f\nu `$ (where $`f`$ is some probability density) w.r.t. $`\mu _\epsilon `$ can be written as:

$$s(f|\mathrm{\Psi }):=s(f\nu |\mu _\epsilon )=\epsilon ^df\mathrm{log}\frac{f}{\mathrm{\Psi }}d\nu .$$

The probability $`\mu _\epsilon (t)`$ is the law of $`\eta _t`$ when the initial distribution of the process is $`\mu _\epsilon `$. Its density with respect to $`\nu `$ is denoted by $`f_t`$. We now consider the solution $`m(t,u)`$ of the following partial differential equation

$$\{\begin{array}{ccc}_tm(t,u)\hfill & =_{i=1}^d\delta _i_{u_i}\left(m(t,u)\right)^2+_{1i,jd}D_{i,j}_{u_i,u_j}^2m(t,u)\hfill & \\ m(0,.)\hfill & =m\hfill & \\ m(t,.)|_\mathrm{\Gamma }\hfill & =b(.)\text{for}t0,\hfill & \end{array}$$
(2.4)
where the diffusion coefficients $`D_{i,j}`$ will be defined later on.

We introduce the measure $`\nu _{1/2+\epsilon m(t,.)}`$ whose density w.r.t. $`\nu `$ is given by

$$\mathrm{\Psi }_t(\eta )=\frac{1}{Z_t}\mathrm{exp}\left\{\underset{x\mathrm{\Lambda }_\epsilon }{}\epsilon \phi (m(t,\epsilon x))\eta (x)\right\},$$

with $`Z_t`$ a normalization constant.

Our main result is:

###### Theorem 2.1.

Let $`s(t)=s(f_t|\mathrm{\Psi }_t)`$. Then, for any $`t>0`$,

$$\underset{\epsilon 0}{lim}\epsilon ^2s(t)=0.$$

Using standard arguments based on the entropy inequality (see e.g. \[Y\] and \[EMY1\]), we get as a corollary of the previous theorem the incompressible limit of ASEP with stochastic reservoirs:

###### Theorem 2.2.

Let $`\pi _t^\epsilon `$ be the empirical measure

$$\pi _t^\epsilon (\eta )=\frac{1}{|\mathrm{\Lambda }_\epsilon |}\underset{x\mathrm{\Lambda }_\epsilon }{}\left(\eta _t(x)\frac{1}{2}\right)\delta (\epsilon x).$$

Then $`\pi _t^\epsilon `$ converges weakly in $`_\epsilon ^{b,m}`$-probability to the solution $`m(t,u)`$ to (2.4).

## 3. Bounds on the entropy

The strategy in proving Theorem 2.1. is based on the study of the time evolution of the relative entropy. Here the difficulty relies on the fact that the invariant measure for the full dynamics is unknown.

Actually, we will not work directly with the entropy $`s(t)`$ but with some approximation of $`s(t)`$ obtained by a modification of the density $`\mathrm{\Psi }_t`$. Let $`m`$ be the solution of the equation (2.4) and $`\gamma `$ be a smooth function defined on a neighborhood of $`\mathrm{\Lambda }`$ such that $`_{u_1}\gamma `$ has a compact support included in $`]1,1[\times \pi ^{(d1)}`$ with $`\gamma (.)|_\mathrm{\Gamma }=b`$. We introduce a new parameter $`0<\theta <1`$ which will go to 0 after $`\epsilon `$, we denote by $`\mathrm{\Omega }_\theta `$ the set

$$\mathrm{\Omega }_\theta :=[1+\theta ,1\theta ]\times \pi ^{(d1)}$$
(3.5)
and we choose a smooth function $`\chi ^\theta `$ in a neighborhood of $`\mathrm{\Lambda }`$ such that $`\chi ^\theta |_{\mathrm{\Omega }_{2\theta }}=1`$ and $`\chi ^\theta =0`$ outside $`\mathrm{\Omega }_\theta `$. Then we define

$$\rho (t,u)=m(t,u)\chi ^\theta (u)+\gamma (u)\left(1\chi ^\theta (u)\right).$$

Notice that $`\rho (t,.)`$ is identically equal to $`m(t,.)`$ in $`\mathrm{\Omega }_{2\theta }`$ and equal to $`\gamma `$ on $`\mathrm{\Omega }\mathrm{\Omega }_\theta `$.

Recalling that $`\phi `$ was defined in (2.3), we denote by $`\lambda (t,u)`$ the function

$$\lambda (t,u)=\phi \left(\rho (t,u)\right),$$

then it is easy to check that, for $`u\mathrm{\Omega }_{2\theta }`$,

$$_t\lambda (t,u)\underset{i=1}{\overset{d}{}}\delta _i_{u_i}\left(\lambda (t,u)\right)^2\underset{1i,jd}{}D_{i,j}_{u_i,u_j}^2\lambda (t,u)=o(\epsilon ),$$
(3.6)
where $`\epsilon ^1o(\epsilon )`$ is a bounded function. Moreover, with a suitable choice of $`\chi ^\theta `$, we may assume that the derivative $`_{u_i}\lambda `$ , $`i=1,\mathrm{},d`$ are bounded, uniformly in $`\theta `$.

Following \[EMY1\], we modify suitably the density $`\mathrm{\Psi }_t`$ in the definition of the relative entropy $`s(t)`$: for an integer $`\mathrm{}`$, we set $`k=\mathrm{}\epsilon ^{2/d}`$ and $`\mathrm{\Lambda }_k=\{k,\mathrm{},k\}^d`$. The normalized indicator function $`\omega `$ is defined as

$$\omega (x)=|\mathrm{\Lambda }_k|^1\text{1}1\{x\mathrm{\Lambda }_k\}.$$

Let $`\{F_n\}`$ be a family of local functions (i.e. which depend on the particle configuration only through a finite number of sites) on $`X_\epsilon `$ and

$$\mathrm{\Phi }_n(\eta )=\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^{2k}}{}\left(_{u_i}\lambda \right)(t,\epsilon x)\left(\tau _xF_n\omega \right),$$

for $`x^d`$, where $`\tau _{}`$ is the shift operator on $`𝕏=\{0,1\}^^d`$, $`\mathrm{\Lambda }_\epsilon ^{2k}=\{\epsilon ^1+2k,\epsilon ^12k\}\times \pi ^{d1}`$ and $``$ is the convolution product. We will work with $`n`$ fixed and will take the limit $`n\mathrm{}`$ after the limit $`\epsilon 0`$. Therefore the index $`n`$ will be omitted for sake of shortness. The modified density $`\stackrel{~}{\mathrm{\Psi }}_t^F`$ is defined as in \[EMY1\] by

$$\stackrel{~}{\mathrm{\Psi }}_t^F(\eta )=\frac{1}{\stackrel{~}{Z}_t^F}\mathrm{exp}\left\{\underset{x\mathrm{\Lambda }_\epsilon }{}\epsilon \left(\lambda \omega \right)(t,\epsilon x)\eta (x)+\epsilon ^2\mathrm{\Phi }(\eta )\right\},$$

where $`\stackrel{~}{Z}_t^F`$ is the normalization constant.

Moreover, we define

$$s_1(t):=s(f_t|\stackrel{~}{\mathrm{\Psi }}_t^F),h_t^F=\frac{f_t}{\stackrel{~}{\mathrm{\Psi }}_t^F},h_t=\frac{f_t}{\stackrel{~}{\mathrm{\Psi }}_t},$$

and $`\stackrel{~}{\mathrm{\Psi }}_t`$ the density

$$\stackrel{~}{\mathrm{\Psi }}_t(\eta )=\frac{1}{\stackrel{~}{Z}_t}\mathrm{exp}\left\{\underset{x\mathrm{\Lambda }_\epsilon }{}\epsilon \left(\lambda \omega \right)(t,\epsilon x)\eta (x)\right\}.$$

We finally introduce the functionals $`D_0`$, $`D_b`$ which are closely related to the Dirichlet forms. For any non negative function $`h`$ and any measure $`\mu `$ on $`X_\epsilon `$,

$$\begin{array}{cc}\hfill D_0(h,\mu )& =\underset{i=1}{\overset{d}{}}\underset{x,x+e_i\mathrm{\Lambda }_\epsilon }{}r_{x,x+e_i}(\eta )\left(h(\eta ^{x,x+e_i})h(\eta )\right)^2𝑑\mu ,\hfill \\ \hfill D_b(h,\mu )& =\frac{\delta _1}{2}\underset{x\mathrm{\Gamma }_\epsilon }{}\left(h(\eta ^x)h(\eta )\right)^2𝑑\mu .\hfill \end{array}$$
(3.7)
Then we have

###### Proposition 3.1.

There exists some constant $`K>0`$ such that for every $`t>0`$,

$$\underset{\theta 0}{lim}\underset{n\mathrm{}}{\overline{\text{lim}}}\underset{\mathrm{}\mathrm{}}{\overline{\text{lim}}}\underset{\epsilon 0}{\overline{\text{lim}}}\left\{\epsilon ^2s_1(t)+K\epsilon ^{d4}_0^t𝑑s\left(D_0(\sqrt{h_s^F},\stackrel{~}{\mathrm{\Psi }}_s^F\nu )+D_b(\sqrt{h_s},\stackrel{~}{\mathrm{\Psi }}_s\nu )\right)\right\}=0.$$

Remark. Since the Dirichlet forms $`D_0`$ and $`D_b`$ are positive, Theorem 2.1 will follow from Proposition 3.1 if we can show that

$$\underset{\theta 0}{\overline{\text{lim}}}\underset{\mathrm{}\mathrm{}}{\overline{\text{lim}}}\underset{\epsilon 0}{\overline{\text{lim}}}\epsilon ^2\left[s(t)s_1(t)\right]0.$$
(3.8)
Consider the density $`\mathrm{\Psi }_t^1`$ with respect to $`\nu `$ given by

$$\mathrm{\Psi }_t^1(\eta )=\frac{1}{Z_t^1}\mathrm{exp}\left\{\underset{x\mathrm{\Lambda }_\epsilon }{}\epsilon \lambda (t,\epsilon x)\eta (x)\right\}.$$
(3.9)
with $`Z_t^1`$ the normalization constant. It is proved in Lemma 3.2 of \[EMY1\] that for any $`0<\theta <1`$

$$\underset{\epsilon 0}{lim}\epsilon ^2\left[s\left(f_t|\mathrm{\Psi }_t^1\right)s_1(t)\right]=0.$$
(3.10)
Moreover a straightforward generalization of the proof of this lemma together with the entropy inequality leads to the following estimate: for any $`\alpha >0`$, there exists a constant $`c(\alpha )`$ such that

$$\epsilon ^2\left[s(t)s\left(f_t|\mathrm{\Psi }_t^1\right)\right]\alpha \epsilon ^2s\left(f_t|\mathrm{\Psi }_t^1\right)+c(\alpha )\theta $$
(3.11)
where we have used the fact that $`\lambda (t,u)=\phi (m(t,u))`$ for any $`t>0`$ and $`u\mathrm{\Omega }_{2\theta }`$. Then (3.10) and (3.11) imply (3.8).

Proof of Proposition 3.1. A simple computation shows that

$$\begin{array}{cc}\hfill \epsilon ^2\frac{d}{dt}s_1(t)& =\epsilon ^{d4}f_t_\epsilon \mathrm{log}h_t^Fd\nu \epsilon ^{d2}\frac{_t\stackrel{~}{\mathrm{\Psi }}_t^F}{\stackrel{~}{\mathrm{\Psi }}_t^F}f_t𝑑\nu \hfill \end{array}$$

Since the function $`\mathrm{\Phi }(\eta )`$ depends on the configuration $`\eta `$ only through the variables $`\left\{\eta (x_1,\mathrm{},x_d),|x_1|(\epsilon ^1k)+s_F\right\}`$, with $`s_F`$ the support of $`F`$, then

$$\epsilon ^{d4}f_t_\epsilon \mathrm{log}h_t^Fd\nu =\epsilon ^{d4}f_t_{\epsilon ,0}\mathrm{log}h_t^Fd\nu +\epsilon ^{d4}f_t_{\epsilon ,b}\mathrm{log}h_td\nu .$$

We use the basic inequality

$$a\mathrm{log}\frac{a}{b}\left(\sqrt{a}\sqrt{b}\right)^2+ab$$

for $`a`$ and $`b`$ positive numbers. It is applied with $`a=h_t^F(\eta ^{x,x+e_i})`$ and $`b=h_t^F(\eta )`$ to manage with $`_{\epsilon ,0}`$ and with $`a=h_t(\eta ^x)`$ and $`b=h_t(\eta )`$ to manage with $`_{\epsilon ,0}`$, We get

$$\begin{array}{cc}\hfill \epsilon ^2\frac{d}{dt}s_1(t)& E(\epsilon ,t)\epsilon ^{d4}D_0(\sqrt{h_t^F},\stackrel{~}{\mathrm{\Psi }}_t^F\nu )\hfill \\ & +\epsilon ^{d4}\left(_{\epsilon ,b}h_t\right)\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu \frac{1}{2}\epsilon ^{d4}D_b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu )\hfill \end{array}$$
(3.12)
with $`E(\epsilon ,t):=E_1+E_2`$, where

$$\begin{array}{cc}\hfill E_1& :=\epsilon ^{d4}\frac{_{\epsilon ,0}^{}\stackrel{~}{\mathrm{\Psi }}_t^F}{\stackrel{~}{\mathrm{\Psi }}_t^F}f_t𝑑\nu =\epsilon ^{d4}\frac{_{\epsilon ,0}^{}\stackrel{~}{\mathrm{\Psi }}_t^F}{\stackrel{~}{\mathrm{\Psi }}_t^F}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)𝑑\nu \hfill \\ \hfill E_2& :=\epsilon ^{d2}\frac{_t\stackrel{~}{\mathrm{\Psi }}_t^F}{\stackrel{~}{\mathrm{\Psi }}_t^F}f_t𝑑\nu \hfill \end{array}$$

and $`_{\epsilon ,0}^{}`$ denotes the adjoint operator of $`_{\epsilon ,0}`$ in $`L^2\left(\nu \right)`$. After a change of variables the term $`E_1`$ can be rewritten as

$$\begin{array}{cc}\hfill E_1& =\epsilon ^{d4}\underset{i=1}{\overset{d}{}}\underset{x,x+e_i\mathrm{\Lambda }_\epsilon }{}r_{x,x+e_i}^{}(\eta )\left\{\frac{\stackrel{~}{\mathrm{\Psi }}_t^F(\eta ^{x,x+e_i})}{\stackrel{~}{\mathrm{\Psi }}_t^F(\eta )}1\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +\epsilon ^{d4}\underset{i=1}{\overset{d}{}}\underset{x,x+e_i\mathrm{\Lambda }\epsilon }{}\delta _i\left(\eta (x+e_i)\eta (x)\right)\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & :=E_1^1+E_1^2,\hfill \end{array}$$
(3.13)
where

$$r_{x,x+e_i}^{}(\eta )=p_{e_i}\eta (x+e_i)\left(1\eta (x)\right)+p_{e_i}\eta (x)\left(1\eta (x+e_i)\right).$$

Using again a change of variables at the boundary, the second term of $`E_1`$ is equal to

$$\begin{array}{cc}\hfill E_1^2& =\epsilon ^{d4}\underset{x\mathrm{\Gamma }_\epsilon }{}\delta _1\left(\eta (x)<\eta (x)>_{\stackrel{~}{\mathrm{\Psi }}_t^F}\right)n_1(\epsilon x)f_t(\eta )𝑑\nu \hfill \\ & =\epsilon ^{d4}\underset{x\mathrm{\Gamma }_\epsilon }{}\delta _1\left(\eta (x)<\eta (x)>_{\stackrel{~}{\mathrm{\Psi }}_t}\right)n_1(\epsilon x)f_t(\eta )𝑑\nu ,\hfill \end{array}$$
(3.14)
where $`n=(n_1,0,\mathrm{},0)`$ is the outward unit normal vector to the boundary surface $`\mathrm{\Gamma }`$, and by standard manipulations can be bounded by the Dirichlet form and the generator at the boundary:

###### Lemma 3.1.

For all $`a>0`$,

$$\begin{array}{cc}& \epsilon ^{d4}\underset{x\mathrm{\Gamma }_\epsilon }{}\delta _1\left(\eta (x)<\eta (x)>_{\stackrel{~}{\mathrm{\Psi }}_t}\right)n_1(\epsilon x)f_t(\eta )𝑑\nu \hfill \\ & \epsilon ^{d4}\left(_{\epsilon ,b}h_t\right)\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu +\epsilon ^{d4}\frac{a}{2}D_b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu )+\epsilon ^3k^4\frac{C_1}{a},\hfill \end{array}$$

for some positive constant $`C_1`$.

###### Proof.

For $`\epsilon >0`$, denote by $`\stackrel{~}{}_{\epsilon ,b}^k`$ the following generator at the boundary

$$\begin{array}{cc}\hfill \left(\stackrel{~}{}_{\epsilon ,b}^kf\right)(\eta )& =\delta _1\underset{x\mathrm{\Gamma }_{\epsilon ,+}}{}\stackrel{~}{C}_+^b(\epsilon x,\eta )\left[f(\eta ^x)f(\eta )\right]\hfill \\ & +\delta _1\underset{x\mathrm{\Gamma }_{\epsilon ,}}{}\stackrel{~}{C}_{}^b(\epsilon x,\eta )\left[f(\eta ^x)f(\eta )\right],\hfill \end{array}$$

where

$$\begin{array}{cc}\hfill \stackrel{~}{C}_+^b(\epsilon x,\eta )& =\left(1/2+\epsilon \left(\lambda \omega \right)(t,\epsilon x)\right)(1\eta (x))\hfill \\ \hfill \stackrel{~}{C}_{}^b(\epsilon x,\eta )& =\left(1/2\epsilon \left(\lambda \omega \right)(t,\epsilon x)\right)\eta (x)\hfill \end{array}$$

Remark that the replacement of $`_{\epsilon ,b}`$ by $`\stackrel{~}{}_{\epsilon ,b}^k`$ in the derivative of the entropy produces a term that we can bound by the Dirichlet form. Indeed, we have

$$\begin{array}{cc}& \epsilon ^{d4}\left(\left(_{\epsilon ,b}\stackrel{~}{}_{\epsilon ,b}^k\right)h_t\right)\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu =\hfill \\ & =\epsilon ^{d3}\underset{x\mathrm{\Gamma }_{\epsilon ,+}}{}\left(b(\epsilon x)(\lambda \omega )(t,\epsilon )\right)(1\eta (x))\left[h_t(\eta ^x)h_t(\eta )\right]\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu \hfill \\ & +\epsilon ^{d3}\underset{x\mathrm{\Gamma }_{\epsilon ,}}{}\left((\lambda \omega )(t,\epsilon )b(\epsilon x)\right)\eta (x)\left[h_t(\eta ^x)h_t(\eta )\right]\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu ,\hfill \end{array}$$

by Taylor expansion at the second order, this last quantity is equal to

$$\begin{array}{cc}& \epsilon ^{d1}k^2\underset{x\mathrm{\Gamma }_{\epsilon ,+}}{}G(t,\epsilon x)(1\eta (x))\left[h_t(\eta ^x)h_t(\eta )\right]\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu \hfill \\ & +\epsilon ^{d1}k^2\underset{x\mathrm{\Gamma }_{\epsilon ,}}{}G(t,\epsilon x)\eta (x)\left[h_t(\eta ^x)h_t(\eta )\right]\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu \hfill \\ & \epsilon ^{d4}\frac{a}{2}D_b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu )+\epsilon ^3k^4\frac{C_1}{a}\hfill \end{array}$$

for all $`a>0`$ and some constant $`C_1`$, where $`G(t,\epsilon x)`$ is bounded and proportional to the second derivative of $`\lambda (t,.)`$. We have used, in the last inequality, Schwartz inequality and the fact that $`h_t`$ is a probability density with respect to $`\stackrel{~}{\mathrm{\Psi }}_t\nu `$.

To conclude the proof of the lemma, it is easy to check that the left hand side of the inequality in Lemma 3.1 can be rewritten as $`\epsilon ^{d4}\left(\stackrel{~}{}_{\epsilon ,b}^kh_t\right)\stackrel{~}{\mathrm{\Psi }}_t𝑑\nu `$, by using the change of variable formulas valid for any measure $`\nu _g`$

$$\begin{array}{cc}\hfill \left(1\eta _x\right)f(\eta ^{x,+})𝑑\nu _g(\eta )& =\frac{1g(\epsilon x)}{g(\epsilon x)}\eta (x)f(\eta )𝑑\nu _g(\eta )\hfill \\ \hfill \eta _xf(\eta ^{x,})𝑑\nu _g(\eta )& =\frac{g(\epsilon x)}{1g(\epsilon x)}\left(1\eta (x)\right)f_\eta 𝑑\nu _g(\eta )\hfill \end{array}$$

where $`\eta ^{x,+}`$ and $`\eta ^{x,}`$ are the configurations obtained from $`\eta `$ by adding or removing a particle at the site $`x`$. ∎

The term $`E_1^1`$ is shown, by using Taylor expansion and Schwarz inequality, to be less or equal to

$$\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon }{}\left(^{\epsilon ,i}\lambda \omega \right)(t,\epsilon x)\widehat{W}_{x,i}_0^{}\mathrm{\Phi }\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu +R_\epsilon (t)+o_\epsilon (1).$$
(3.15)
where $`W_{x,i}`$ is the current defined in section 2, $`^{\epsilon ,i}\lambda `$ is the discrete gradient of $`\lambda `$

$$^{\epsilon ,i}\lambda (t,u)=\epsilon ^1\left[\lambda (t,u+\epsilon e_i)\lambda (t,u)\right]$$

and for any function $`g`$ on $`X_\epsilon `$, we denote by $`\widehat{g}=g<g>_\nu `$. The operator $`_0`$ is the generator of the ASEP in infinite volume space $`X=\times \pi _\epsilon ^{d1}`$ and $`_0^{}`$ is its adjoint in $`L^2(\nu )`$, given for any local function $`f`$ by

$$\left(_0^{}f\right)(\eta )=\underset{i=1}{\overset{d}{}}\underset{x\times \pi _\epsilon ^{d1}}{}r_{x,x+e_i}^{}(\eta )\left[f(\eta ^{x,x+e_i})f(\eta )\right].$$

In equation (3.15) as in the sequel, $`R_\epsilon (t)`$ is real sequence of the form

$$R_\epsilon (t)=\epsilon ^d\underset{x\mathrm{\Lambda }\epsilon }{}G(t,\epsilon x)\tau _x\widehat{g}(\eta )\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu $$
(3.16)
with some bounded functions $`G(t,.)`$ defined on $`\mathrm{\Lambda }`$ and $`g`$ on $`X_\epsilon `$. Observe that, for such sequences, one can use the entropy inequality and obtain, for any $`A>0`$,

$$R_\epsilon (t)A\epsilon ^{d2}s_1(t)+A^1o_\epsilon (1),$$
(3.17)
for a real sequence $`o_\epsilon (1)`$ which is bounded in absolute value by a constant that converges to 0 as $`\epsilon 0`$.

At this point, we would like to replace the currents $`W_{x,i}`$ appearing in the first term of the right hand side of (3.15) by its convolution with $`\omega `$. In order to do it we need some notation. For a local function $`g`$ denote by $`g^k`$ the convolution

$$\left(\tau _xg\right)^k(\eta )=\frac{1}{|\mathrm{\Lambda }_k|}\underset{y\mathrm{\Lambda }_k}{}\left(\tau _{x+y}\widehat{g}\right)(\eta ),$$

when $`g(\eta )=\eta (0)1/2`$, we shall denote $`\left(\tau _xg\right)^k`$ simply by $`\eta ^k(x)`$. Observe that, $`\eta ^k(0)+1/2`$ is precisely the empirical density in $`\mathrm{\Lambda }_k`$. Furthermore, for $`\epsilon >0`$, let $`\mathrm{\Lambda }_\epsilon ^k=\{\epsilon ^1+k,\epsilon ^1k\}\times \pi ^{d1}`$ and $`\mathrm{\Gamma }_\epsilon ^k=\mathrm{\Lambda }_\epsilon \mathrm{\Lambda }_\epsilon ^k`$. For $`xX=\times \pi ^{d1}`$ denote by $`\overline{W}_{x,i}`$ the current defined on $`𝕏=\{0,1\}^X`$ by

$$\overline{W}_{x,i}(\eta )=\{\begin{array}{cc}W_{x,i}(\eta )\hfill & \text{if}x,x+e_i\mathrm{\Lambda }_\epsilon \hfill \\ 0\hfill & \text{if}x\text{or}x+e_i\mathrm{\Lambda }_\epsilon \hfill \end{array}$$

with this notation we have

$$\begin{array}{cc}\hfill E_1^1& =\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\left(\tau _x\widehat{W}_{0,i}\right)^k_0^{}\mathrm{\Phi }\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Gamma }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\left(\widehat{\overline{W}}_{x,i}\right)^k\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & :=E_1^3+E_1^4.\hfill \end{array}$$
(3.18)
Let us summarize what we have done so far: for any fixed $`A>0`$ and $`a>0`$, we got the following bound for the entropy derivative

$$\begin{array}{cc}\hfill \frac{d}{dt}\epsilon ^{d2}s_1(t)& A\epsilon ^{d2}s_1(t)+E_2+E_1^3+E_1^4\hfill \\ & \epsilon ^{d4}\left\{D_0(\sqrt{h_t^F},\stackrel{~}{\mathrm{\Psi }}_t^F\nu _{1/2})+\frac{1a}{2}D_b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu _{1/2})\right\}\hfill \\ & +o_\epsilon (1).\hfill \end{array}$$
(3.19)
¿From the fact that $`^{\epsilon ,1}\lambda (t,\epsilon x)`$ has a compact support, Taylor expansion and (3.17), the term $`E_1^3`$ can be written as

$$\begin{array}{cc}\hfill E_1^3& =\epsilon ^{d1}\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}_{u_i}^2\lambda (t,\epsilon x)\eta ^k(x)\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\left(\widehat{W}_{x,i}^{(a)}\right)^k_0^{}\mathrm{\Phi }\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +o_\epsilon (1).\hfill \end{array}$$
(3.20)
Following the method of \[EMY1\] we now replace the currents $`\left(\widehat{W}_{0,i}^{(a)}\right)^k`$ in the bulk by a linear combination of the gradients $`\left(\eta (e_j)\eta (0)\right)^k`$, $`j=1,\mathrm{},d`$. This requires some notation. For $`x\mathrm{\Lambda }_\epsilon ^k`$ and $`1id`$, denote by $`M_{x,i}^k`$ the conditional expectation of $`W_{x,i}^{(a)}`$ given the density of particles on $`\mathrm{\Lambda }_{x,k}`$:

$$M_{x,i}^k(\eta )=𝔼\left[W_{x,i}^{(a)}|\eta ^k(x)\right],$$

where $`\mathrm{\Lambda }_{x,k}=\{x+y:y\mathrm{\Lambda }_k\}`$. One can compute $`M_{x,i}^k(\eta )`$ easily. It is given by

$$\delta _i\left(1+\frac{1}{(2k+1)^d1}\right)\eta ^k(x)\left(\eta ^k(x)1\right).$$

Furthermore, for $`\epsilon >0`$, $`1id`$ and $`\eta X_\epsilon `$, let

$$𝕍_i^k(\eta )=\left(\left(\widehat{W}_{0,i}^{(a)}\right)^kM_{0,i}^k\right)(\eta )\left(_0^{}F\right)^k+\underset{j=1}{\overset{d}{}}\stackrel{~}{D}_{i,j}\times \left(\eta ^k(e_j)\eta ^k(0)\right),$$

where $`\stackrel{~}{D}_{i,j}=D_{i,j}\delta _{i,j}`$ and the diffusion matrix $`D_{i,j}`$ is defined in Section 2.

The next result is the main step towards the proof of the bounds of the entropy.

###### Theorem 3.1.

For all $`A>0`$ and any probability density $`f`$ with respect to $`\nu `$,

$$\underset{n\mathrm{}}{\overline{\text{lim}}}\underset{\mathrm{}\mathrm{}}{\overline{\text{lim}}}\underset{\epsilon 0}{\overline{\text{lim}}}\left\{\epsilon ^{d2}\left(\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\tau _x𝕍_i^k(\eta )\right)f(\eta )𝑑\nu A\epsilon ^{d4}D_0(\sqrt{f},\nu )\right\}0.$$

This Theorem was proved in \[EMY1\], \[LY\]. The next lemma takes care of the terms close to the boundary ($`E_1^4`$)

###### Lemma 3.2.

For all $`A>0`$ and any probability density $`f`$ with respect to $`\nu `$,

$$\underset{\mathrm{}\mathrm{}}{\overline{\text{lim}}}\underset{\epsilon 0}{\overline{\text{lim}}}\left\{\epsilon ^{d2}\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Gamma }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\left(\widehat{\overline{W}}_{x,i}\right)^kfd\nu A\epsilon ^{d4}D_0(\sqrt{f},\nu )\right\}0.$$

The proof of this Lemma will be given in next section.

Notice that, in the previous results, the Dirichlet form $`D_0(\sqrt{f_t},\nu )`$ appeared while, in the derivative of the entropy, we got $`D_0(\sqrt{h_t^F},\stackrel{~}{\mathrm{\Psi }}_t^F\nu )`$. The next lemma allows us to replace the one by the other. Moreover we will also need some estimate about $`D_0(\sqrt{\stackrel{~}{\mathrm{\Psi }}_t^F},\nu )`$.

###### Lemma 3.3.

There exist two constants $`C_0`$ and $`C_0^{}`$ such that

$$\begin{array}{cc}\hfill \epsilon ^{d4}D_0(\sqrt{h_t^F},\stackrel{~}{\mathrm{\Psi }}_t^F\nu )& \frac{1}{2}\epsilon ^{d4}D_0(\sqrt{f_t},\nu )+C_0,\hfill \\ \hfill \epsilon ^{d4}D_0(\sqrt{\stackrel{~}{\mathrm{\Psi }}_t^F},\nu )& C_0^{}\hfill \end{array}$$

###### Proof.

The second inequality follows by inspection. For two nearest neighbor sites $`x,y`$ in $`\mathrm{\Lambda }_\epsilon `$, denote by $`S_{x,y}`$ the operator defined by

$$\left(S_{s,y}f\right)(\eta )=f(\eta ^{x,y})f(\eta ).$$

and write the Dirichlet form $`D_0(\sqrt{f_t},\nu )`$ as

$$\begin{array}{cc}\hfill D_0(\sqrt{f_t},\nu )=\underset{i=1}{\overset{d}{}}\underset{x,x+e_i\mathrm{\Lambda }_\epsilon }{}r_{x,x+e_i}& \{\left(S_{x,x+e_i}\left(\stackrel{~}{\mathrm{\Psi }}_t^F\right)^{\frac{1}{2}}\right)(\eta )\sqrt{f_t}(\eta ^{x,x+e_i})\hfill \\ & +\left(S_{x,x+e_i}\sqrt{h_t^F}\right)(\eta )\}^2\stackrel{~}{\mathrm{\Psi }}_t^F(\eta )d\nu .\hfill \end{array}$$

The elementary inequality $`(a+b)^22\left(a^2+b^2\right)`$ and a change of variables give that

$$\begin{array}{cc}\hfill \epsilon ^{d4}D_0(\sqrt{f_t},\nu )& 2\epsilon ^{d4}D_0(\sqrt{h_t^F},\stackrel{~}{\mathrm{\Psi }}_t^F\nu )\hfill \\ & +2\epsilon ^{d4}\underset{i=1}{\overset{d}{}}\underset{x,x+e_i\mathrm{\Lambda }_\epsilon }{}r_{x,x+e_i}^{}(\eta )\left(\sqrt{\frac{\stackrel{~}{\mathrm{\Psi }}_t^F(\eta ^{x,x+e_i})}{\stackrel{~}{\mathrm{\Psi }}_t^F(\eta )}}1\right)^2f_t(\eta )𝑑\nu .\hfill \end{array}$$

Applying Lemma (3.2) with densities $`f_t`$ then $`\stackrel{~}{\mathrm{\Psi }}_t^F`$ and using Lemma 3.3, we obtain the following bound for $`E_1^4`$: for any $`A>0`$

$$E_1^4A\epsilon ^{d4}D_0(\sqrt{f_t},\nu )+AC_0^{}+r(\epsilon ,k,A)$$
(3.21)
where

$$\underset{\mathrm{}\mathrm{}}{\overline{\text{lim}}}\underset{\epsilon 0}{\overline{\text{lim}}}r(\epsilon ,k,A)0.$$

With the notations introduced before Theorem 3.1, a summation by parts and a Taylor expansion permit to rewrite the quantity $`E_1^3`$ as

$$\begin{array}{cc}\hfill E_1^3& =\epsilon ^{d1}\left\{\underset{1i,jd}{}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}_{u_i,u_j}^2\lambda (t,\epsilon x)D_{i,j}\eta ^k(x)\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)M_{x,i}^k(\eta )\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\tau _x𝕍_i^\epsilon (\eta )\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)(t,\epsilon x)\eta ^k(x)n_1(\epsilon x)\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & +R_\epsilon (t)+o_\epsilon (1),\hfill \end{array}$$
(3.22)
where $`\mathrm{\Lambda }_\epsilon ^k`$ stands for the boundary of $`\mathrm{\Lambda }_\epsilon ^k`$, $`n(\epsilon x)=(n_1(\epsilon x),0,\mathrm{},0)`$ for the outward unit normal vector to $`\epsilon (\mathrm{\Lambda }_\epsilon ^k)`$ at $`\epsilon x`$ and $`R_\epsilon (t)`$ has been defined in (3.16).

We first estimate the third line in the formula above. Using Theorem 3.1 and Lemma 3.3, we get, for any $`A>0`$,

$$\begin{array}{cc}& \epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\tau _x𝕍_i^\epsilon (\eta )\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu \hfill \\ & A\epsilon ^{d4}D_0(\sqrt{f_t},\nu )+A\left(C_0^{}+C_0\right)+r(\epsilon ,k,n,A)\hfill \end{array}$$
(3.23)
where

$$\underset{n\mathrm{}}{\overline{\text{lim}}}\underset{\mathrm{}\mathrm{}}{\overline{\text{lim}}}\underset{\epsilon 0}{\overline{\text{lim}}}r(\epsilon ,k,n,A)0.$$

We now examine the second line in (3.22). We can write $`M_{x,i}^k`$ as

$$\delta _iQ_{k,\epsilon }(x)+2\epsilon \delta _i\lambda (t,\epsilon x)\eta ^k(x)+const+O(k^d)+O(\epsilon ^3k^2),$$

where

$$Q_{k,\epsilon }(\eta ,x)=\left(\eta ^k(x)\epsilon \lambda (t,\epsilon x)\right)^2$$

and const stands for a term independent of the configuration. By the entropy inequality, for any bounded function $`G:\times \pi ^{d1}`$, for all $`q>0`$

$$\begin{array}{cc}\hfill \epsilon ^{d2}& \underset{x\mathrm{\Lambda }_\epsilon ^k}{}G(\epsilon x)\widehat{Q}_{k,\epsilon }(\eta ,x)\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )d\nu \hfill \\ & q^1\epsilon ^{d2}s_1(t)+q^1\epsilon ^{d2}\mathrm{log}E^{\stackrel{~}{\mathrm{\Psi }}_t^F}\left[\mathrm{exp}q\underset{x\mathrm{\Lambda }_\epsilon ^k}{}\widehat{Q}_{k,\epsilon }(\eta ,x)\right]\hfill \end{array}$$

with

$$\widehat{Q}_{k,\epsilon }(\eta ,x):=Q_{k,\epsilon }(\eta ,x)E^{\stackrel{~}{\mathrm{\Psi }}_t^F}[Q_{k,\epsilon }(\eta ,x)].$$

¿From large deviations estimate (Lemma 3.1.in \[EMY1\]) there exists $`q_0>0`$, such that, for all $`q<q_0`$,

$$\underset{\mathrm{}\mathrm{}}{lim}\underset{\epsilon 0}{\overline{\text{lim}}}\epsilon ^{d2}\mathrm{log}E^{\stackrel{~}{\mathrm{\Psi }}_t^F}[\mathrm{exp}q\underset{x\mathrm{\Lambda }_\epsilon ^k}{}\widehat{Q}_{k,\epsilon }(\eta ,x)]=0.$$

In conclusion, we got the following inequality for the second line in (3.22)

$$\begin{array}{cc}& \epsilon ^{d2}\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)M_{x,i}^k(\eta )\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )d\nu \hfill \\ & \epsilon ^{d1}\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Lambda }_\epsilon ^k}{}^{\epsilon ,i}\lambda (t,\epsilon x)\left(2\lambda (t,\epsilon x)\right)\eta ^k(x)\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )d\nu \hfill \\ & +q^1\epsilon ^{d2}s_1(t)+r_{\epsilon ,k}(q),\hfill \end{array}$$

where, for all $`q<\frac{q_0}{2}`$, $`r_{\epsilon ,k}(q)`$ converges to 0 when $`\epsilon 0`$ and $`\mathrm{}\mathrm{}`$.

To deal with the fourth line in (3.22) (boundary term), we need the following lemma

###### Lemma 3.4.

Fix a bounded function $`G:\times \pi ^{d1}`$ and $`x_1[\epsilon ^1+k,\epsilon ^1+2k][\epsilon ^12k,\epsilon ^1k]`$. Then there exists some constant $`C>0`$ such that for all $`A>0`$,

$$\begin{array}{cc}& \epsilon ^{d2}\underset{y\pi _\epsilon ^{d1}}{}G(\epsilon (x_1,y))\eta ^k(x_1,y)\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )d\nu \hfill \\ & \epsilon ^{d4}\frac{A}{2}\left(D_b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu )+D_0(\sqrt{f_t},\nu )\right)+\epsilon kCG_{\mathrm{}}\left(\frac{G_{\mathrm{}}}{A}+1\right).\hfill \end{array}$$

The proof of this lemma is postponed to the next section.

We now turn to the proof of Proposition 3.1 and we first consider the term $`E_2`$. Since the function $`(_t\lambda )`$ is equal to 0 outside $`\mathrm{\Omega }_\theta `$ (cf. formula (3.5) and below), a simple computation shows that

$$\begin{array}{cc}\hfill E_2& =\epsilon ^{d2}\frac{_t\stackrel{~}{\mathrm{\Psi }}_t^F}{\stackrel{~}{\mathrm{\Psi }}_t^F}f_t𝑑\nu \hfill \\ & =\epsilon ^{d1}\underset{x\mathrm{\Lambda }_\epsilon }{}_t(\lambda \omega )(t,\epsilon x)\eta (x)\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )d\nu \hfill \\ & =\epsilon ^{d1}\underset{x:\epsilon x\mathrm{\Omega }_\theta }{}_t\lambda (t,\epsilon x)\eta ^k(x)\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )d\nu .\hfill \end{array}$$

To conclude the proof of proposition 3.1, we integrate the inequality (3.19) from 0 to $`t`$. Combining with the above estimates, we obtain that there exist constants $`K_1>0`$, $`K_2>0`$, $`K_3>0`$ and $`c>0`$ such that, for all small enough $`A>0`$,

$$\begin{array}{cc}\hfill \epsilon ^2s_1(t)& K_1\epsilon ^2_0^ts_1(u)𝑑u\hfill \\ & K_2\epsilon ^{d4}_0^t𝑑s\left\{D_0(\sqrt{h_s^F},\stackrel{~}{\mathrm{\Psi }}_s^F\nu )+D_b(\sqrt{h_s},\stackrel{~}{\mathrm{\Psi }}_s\nu )\right\}\hfill \\ & +\epsilon ^{d1}_0^t𝑑s\left\{\underset{x\mathrm{\Omega }_{\epsilon k}}{}H(s,\epsilon x)\eta ^k(x)(f_s\stackrel{~}{\mathrm{\Psi }}_s^F)𝑑\nu \right\}\hfill \\ & +AK_3\epsilon ^{d4}_0^tD_0(\sqrt{f_s},\nu )𝑑s+r(\epsilon ,k,n,A)+cA,\hfill \end{array}$$
(3.24)
where $`\underset{n\mathrm{}}{\overline{\text{lim}}}\underset{\mathrm{}\mathrm{}}{\overline{\text{lim}}}\underset{\epsilon 0}{\overline{\text{lim}}}r(\epsilon ,k,n,A)0`$ for all $`A>0`$, and the function $`H`$ is given by

$$H(s,\epsilon x)=\underset{i=1}{\overset{d}{}}\delta _i_{e_i}\left(\lambda (s,\epsilon x)\right)^2+\underset{1i,jd}{}D_{i,j}_{u_i,u_j}^2\lambda (s,\epsilon x)_s\lambda (s,\epsilon x).$$

Recalling that $`\lambda (t,u)`$ satisfies (3.6) in $`\mathrm{\Omega }_{2\theta }`$ and using the notation $`R_\epsilon `$ defined in (3.16), we have

$$\epsilon ^{d1}\underset{x\mathrm{\Omega }_{\epsilon k}}{}H(s,\epsilon x)\eta ^k(x)(f_s\stackrel{~}{\mathrm{\Psi }}_s^F)𝑑\nu =\epsilon ^{d1}\underset{x\mathrm{\Omega }_{\epsilon k}\mathrm{\Omega }_{2\theta }}{}H(s,\epsilon x)\eta ^k(x)(f_s\stackrel{~}{\mathrm{\Psi }}_s^F)𝑑\nu +R_\epsilon (s).$$

We will prove in the next section:

###### Lemma 3.5.

For any bounded function $`G`$ defined on $`\mathrm{\Lambda }`$ and for any density $`f`$ with respect to $`\nu `$, we have for any $`A>0`$

$$\begin{array}{cc}& \epsilon ^{d1}\underset{\epsilon x\mathrm{\Omega }_{\epsilon k}\mathrm{\Omega }_{2\theta }}{}G(\epsilon x)\eta ^k(x)\left(f_s\stackrel{~}{\mathrm{\Psi }}_s^F\right)(\eta )𝑑\nu \hfill \\ & A\epsilon ^{d4}\left\{D_b(\sqrt{h_s},\stackrel{~}{\psi }_s\nu )+D_0(\sqrt{f_s},\nu )\right\}+C\theta ^3G_{\mathrm{}}\left(\frac{G_{\mathrm{}}}{A}+1\right)\hfill \end{array}$$

for some positive constant $`C`$.

Therefore, noticing that $`H_{\mathrm{}}\mathrm{const}\theta ^2`$, we get for any small enough $`A>0`$

$$\begin{array}{cc}\hfill \epsilon ^2s_1(t)& K_1\epsilon ^2_0^ts_1(u)𝑑u\hfill \\ & K_2\epsilon ^{d4}_0^t𝑑s\left\{D_0(\sqrt{h_s^F},\stackrel{~}{\mathrm{\Psi }}_s^F\nu )+D_b(\sqrt{h_s},\stackrel{~}{\mathrm{\Psi }}_s\nu )\right\}\hfill \\ & +AK_3\epsilon ^{d4}_0^t𝑑sD_0(\sqrt{f_s},\nu )+r(\epsilon ,k,n,A)+c\left(A+\frac{\theta }{A}\right),\hfill \end{array}$$
(3.25)
where the constants previously defined may have changed their values.

To conclude, we use Lemma 3.3 to control the Dirichlet form $`\epsilon ^{d4}D_0(\sqrt{f_s},\nu )`$ with $`\epsilon ^{d4}D_0(\sqrt{h_s^F},\stackrel{~}{\mathrm{\Psi }}_s^F\nu )`$. The error obtained from this replacement is a constant but we notice that there is the small factor $`A`$ in front of this term. Therefore there exists a constant $`c^{}>0`$ such that for any small enough $`A>0`$,

$$\begin{array}{cc}\hfill \epsilon ^2s_1(t)& K_1\epsilon ^2_0^ts_1(u)𝑑u\hfill \\ & K_2\epsilon ^{d4}_0^t𝑑s\left\{D_0(\sqrt{h_s^F},\stackrel{~}{\mathrm{\Psi }}_s^F\nu )+D_b(\sqrt{h_s},\stackrel{~}{\mathrm{\Psi }}_s\nu )\right\}\hfill \\ & +r(\epsilon ,k,n,A)+c^{}\left(A+\frac{\theta }{A}\right),\hfill \end{array}$$

then we choose $`A=A(\theta )`$ vanishing with $`\theta `$ in such a way that $`\underset{\theta 0}{lim}\theta A^1(\theta )=0`$ (e.g. $`A(\theta )=\sqrt{\theta }`$). Finally we consider the successive limits $`\epsilon 0`$, $`\mathrm{}\mathrm{}`$, $`n\mathrm{}`$, $`\theta 0`$ and we apply Gronwall lemma.

## 4. Estimates on boundary terms

Proof of Lemma 3.2. From the definition of $`\widehat{W}_{x,i}`$ we have that the term $`E_1^4`$ in (3.18) can be written as

$$\epsilon ^{d2}\left\{\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Gamma }_\epsilon ^k}{}H^{\epsilon ,i}(t,\epsilon x)\frac{1}{|\mathrm{\Lambda }_k|}\underset{y\overline{\mathrm{\Lambda }}_k(x)}{}\widehat{W}_{y,i}\right\}\left(f_t\stackrel{~}{\mathrm{\Psi }}_t^F\right)(\eta )𝑑\nu $$

where $`\overline{\mathrm{\Lambda }}_k(x)`$ is the block of rectangular shape which is the set of $`y\mathrm{\Lambda }_k(x)`$ (cube centered in $`x`$) such that $`y`$ and $`y+e_1`$ belong to $`\mathrm{\Lambda }_\epsilon `$. Let $`\overline{M}_{x,i}^k(\eta )`$ be the conditional expectation of $`W_{x,i},x\mathrm{\Lambda }_\epsilon `$ given the density of particles on $`\overline{\mathrm{\Lambda }}_k(x)`$. Repeating the argument given in the paragraph following inequality (3.23), it suffices to prove that, for all $`A>0`$, for any bounded function $`J`$ and any probability density $`f`$ with respect to $`\nu `$,

$$\begin{array}{cc}\hfill \underset{n\mathrm{}}{lim}\underset{\epsilon 0}{lim}\{\epsilon ^{d2}(\underset{i=1}{\overset{d}{}}\underset{x\mathrm{\Gamma }_\epsilon ^k}{}J(\epsilon x)[(\widehat{\overline{W}}_{0,i}\omega )(x)& \overline{M}_{x,i}^k(\eta )])fd\nu \hfill \\ & A\epsilon ^{d4}D_0(\sqrt{f})\}=0.\hfill \end{array}$$

We need the following definition:

Let $`\mu _{\mathrm{}}`$ be the canonical measure in the block $`\mathrm{\Lambda }_{\mathrm{}}`$ with given density $`\eta ^{\mathrm{}}`$. For any $`\{x,y\}\mathrm{\Lambda }_{\mathrm{}}`$, we introduce the Dirichlet form $`D_0^b(h)`$ as

$$D_0^{\{x,y\}}(h)=r_{\{x,y\}}(\eta )\left(h(\eta ^{\{x,y\}})h(\eta )\right)^2𝑑\mu _{\mathrm{}}$$

and we define the finite volume variance

$$V_{\mathrm{}}(G,\eta ^{\mathrm{}})=(2\mathrm{}+1)^d\underset{|x|\mathrm{}}{}(\tau _xGE[G|\eta ^{\mathrm{}}])(_{\mathrm{}}^{(s)})^1\underset{|x|\mathrm{}}{}(\tau _xGE[G|\eta ^{\mathrm{}}])_\mu _{\mathrm{}}.$$

where $`_{\mathrm{}}^{(s)}`$ is the symmetric part of the generator $`_{\epsilon ,0}`$ restricted to the box $`\mathrm{\Lambda }_{\mathrm{}}`$. The proof of Theorem 4.6 in \[EMY1\] is based on the following result:

###### Lemma 4.1.

For any cylinder function $`h`$ there exist a constant $`C`$ and a function $`C(h,\mathrm{})`$ vanishing for $`\mathrm{}\mathrm{}`$ such that for any positive $`A`$ and $`\overline{\mathrm{}}=\mathrm{}^{d+2}`$

$$\begin{array}{cc}\hfill \omega [\tau _xhE[h|\eta ^k(x)]f_td\mu _k& A\frac{1}{|\mathrm{\Lambda }_k|}\underset{\{y,z\}\mathrm{\Lambda }_k(x)}{}D_0^{\{y,z\}}(\sqrt{f})\hfill \\ & \frac{C}{A}\epsilon ^2V_\overline{\mathrm{}}(h,\eta ^\overline{\mathrm{}})f_t𝑑\mu _k+\epsilon ^2C(h,\mathrm{})\hfill \end{array}$$

The proof of this Lemma is given in \[EMY1\] for square blocks but it can be extended easily to a rectangular shape provided that the volume of the block is of order $`k^d`$. Using Lemma 4.1 we prove Lemma 3.2 by taking the expectation with respect to $`\nu `$, multiplying by $`\epsilon ^{d2}J`$, summing over $`x\mathrm{\Gamma }_\epsilon ^k`$ and noting that the number of terms in $`\mathrm{\Gamma }_\epsilon ^k`$ is $`\epsilon ^{d+1}k`$.

Proof of Lemma 3.4. Fix $`\epsilon ^12kx_1\epsilon ^1k`$ and write the sum as

$$\begin{array}{cc}& \epsilon ^{d2}\underset{y\pi _\epsilon ^{d1}}{}G(\epsilon (x_1,y))\eta ^k(x_1,y)(f_t\stackrel{~}{\mathrm{\Psi }}_t^F)d\nu \hfill \\ & =\frac{\epsilon ^{d2}}{k}\underset{|z_1|k}{}\underset{y\pi _\epsilon ^{d1}}{}\left(G(\epsilon (x_1,y))\right)^k\eta (x_1+z_1,y)(f_t\stackrel{~}{\mathrm{\Psi }}_t^F)d\nu ,\hfill \end{array}$$

where $`\left(G(\epsilon (x_1,y))\right)^k`$ is the $`(d1)`$-dimensional convolution in the variable $`y\pi _\epsilon ^{d1}`$. Therefore, to prove the lemma, it is enough to show that, if $`H:`$ is a bounded function, then for every $`\epsilon ^13kz_1\epsilon ^1`$, and $`A>0`$

$$\begin{array}{cc}& \epsilon ^{d2}\underset{y\pi _\epsilon ^{d1}}{}H(\epsilon (z_1,y))\eta (z_1,y)(f_t\stackrel{~}{\mathrm{\Psi }}_t^F)d\nu \hfill \\ & \epsilon ^{d4}\frac{A}{2}\left(D_b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu )+D_0(\sqrt{f_t},\nu )\right)+\text{const}\epsilon kG_{\mathrm{}}\left(\frac{G_{\mathrm{}}}{A}+1\right),\hfill \end{array}$$

Let $`\epsilon ^13kz_1\epsilon ^1`$ and decompose the left hand side of the last inequality into two terms $`B_1`$ and $`B_2`$

$$\begin{array}{cc}& \epsilon ^{d2}\underset{y\pi _\epsilon ^{d1}}{}H(\epsilon (z_1,y))\left(\eta (z_1,y)\eta (\epsilon ^1,y)\right)(f_t\stackrel{~}{\mathrm{\Psi }}_t^F)d\nu \hfill \\ & +\epsilon ^{d2}\underset{y\pi _\epsilon ^{d1}}{}H(\epsilon (z_1,y))\eta (\epsilon ^1,y)(f_t\stackrel{~}{\mathrm{\Psi }}_t)d\nu \hfill \\ & :=B_1+B_2.\hfill \end{array}$$

The term $`B_2`$ is the simplest one. From an integration by parts and Schwartz inequality, it is bounded, for all $`A>0`$, by

$$B_2\epsilon ^{d2}\underset{y\pi _\epsilon ^{d1}}{}\{\frac{A}{2}\epsilon ^2D_{(\epsilon ^1,y)}^b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu )+\epsilon ^2\frac{\mathrm{const}}{A}H_{\mathrm{}}^2\},$$
(4.26)
where for a function $`f`$, a positive measure $`\mu `$ and $`x\mathrm{\Gamma }_\epsilon `$

$$D_x^b(f,\mu )=\left(f(\eta ^x)f(\eta )\right)^2_\mu .$$

We now consider $`B_1`$. By Schwartz inequality

$$\begin{array}{cc}\hfill B_1& =\epsilon ^{d2}\underset{y\pi _\epsilon ^{d1}}{}\underset{z=z_1}{\overset{\epsilon ^11}{}}H(\epsilon (z_1,y))\left(\eta (t+z+1,y)\eta (t+z,y)\right)(f_t\stackrel{~}{\mathrm{\Psi }}_t^F)d\nu \hfill \\ & \epsilon ^{d2}\{\frac{\epsilon ^2A}{2}D_0(\sqrt{f_t},\nu )+\frac{\epsilon ^{d+3}k}{2A}H_{\mathrm{}}^2\}+\epsilon kCH_{\mathrm{}}\hfill \end{array}$$

for some constant $`C>0`$, where we have used in the last inequality, for the second term corresponding to the integration with respect to $`\stackrel{~}{\mathrm{\Psi }}_t^F\nu `$, integration by parts and Taylor expansion.

Proof of Lemma 3.5. The summation over the set $`\left\{x,\epsilon x\mathrm{\Omega }_{\epsilon k}\mathrm{\Omega }_{2\theta }\right\}`$ can be divided in two similar terms. We consider the one where the first coordinate is such that $`\epsilon ^1(12\theta )x_1\epsilon ^1k`$, the second term is handled in the same way. If we repeat the arguments used in the proof of the Lemma 3.4, we obtain for $`\epsilon ^1(12\theta )x_1\epsilon ^1k`$,

$$\begin{array}{cc}& \epsilon ^{d1}\underset{y\pi _\epsilon ^{d1}}{}G(\epsilon (x_1,y))\eta ^k(x_1,y)\left(f_t(\eta )\stackrel{~}{\mathrm{\Psi }}_t\right)𝑑\nu \hfill \\ & \epsilon \{\epsilon ^{d4}\frac{A}{2\theta }(D_0(\sqrt{f_t},\nu )+D_b(\sqrt{h_t},\stackrel{~}{\mathrm{\Psi }}_t\nu ))+C\theta ^2G_{\mathrm{}}(\frac{G_{\mathrm{}}}{A}+1))\}.\hfill \end{array}$$

To conclude the proof of the lemma, we just have to take the sum over $`x_1`$.

## 5. Comments

We conclude with a few generalizations:

1) Assumption $`\delta _1>0`$.

If $`\delta _1=0`$ we need to introduce a different boundary generator to fix the density on the boundary. We make the choice which is usually done for the symmetric case, a death and birth process $`\overline{}_b`$ acting on each site of the boundary such that it is reversible with respect to the one site measure with density $`\rho (\epsilon x)=1/2+\epsilon b(\epsilon x)`$

$$\overline{}_bf(\eta )=\underset{x\mathrm{\Gamma }_\epsilon }{}\left[\rho (\epsilon x)(1\eta _x)\left[f(\eta ^{x,+})f(\eta )\right]+(1\rho (\epsilon x))\eta _x\left[f(\eta ^{x,})f(\eta )\right]\right]$$

where $`\eta ^{x,+}`$ and $`\eta ^{x,}`$ are the configurations obtained from $`\eta `$ by adding or removing a particle at site $`x`$.

2) General domain.

We generalize now the model to the case of a macroscopic system in a smooth bounded convex domain of $`^d`$. We introduce the boundary generator acting on the boundary $`\mathrm{\Gamma }_\epsilon `$ as in Section 2 with the boundary rates $`C^b(\epsilon x,\eta )`$ chosen in such a way that a particle is added at the site $`x`$ on the boundary when the site is empty, with rate $`|\delta n|(1/2+\epsilon b(\epsilon x))`$ if $`\delta n`$, the scalar product of the vector $`\delta `$ and the outward normal in $`x`$, is positive and removed when the site is occupied, with rate $`|\delta n|(1/2\epsilon b(\epsilon x))`$ if the scalar product is negative. For $`x\mathrm{\Gamma }_\epsilon `$

$$\begin{array}{cc}\hfill C^b(\epsilon x,\eta )& =|\delta n|\left(\frac{1}{2}+\epsilon b(\epsilon x)\right)(1\eta (x))\text{1}1\{\delta n(\epsilon x)>0\}\hfill \\ & +|\delta n|\left(\frac{1}{2}\epsilon b(\epsilon x)\right)\eta (x)\text{1}1\{\delta n(\epsilon x)<0\}.\hfill \end{array}$$

These rates fix the value of the particle density on the macroscopic boundary to be $`1/2+\epsilon b(x)`$. This choice is sufficient to remove the entropy flow generated by the drift of ASEP. Since $`\delta n(\epsilon x)`$ can be zero in some points for a general domain we have to add, on the basis of the previous remark, also a reversible boundary generator to fix the density in these sites.

3) Different boundary conditions.

To remove the entropy flux it is possible to choose a generator $`\overline{_b}`$ which is reversible instead of using the non reversible generator $`_{\epsilon ,b}`$, but then we have to speed up it by a factor $`\epsilon ^3`$ with respect to the jump process. The total generator speeded up is then

$$\epsilon ^2_\epsilon =\epsilon ^2_{\epsilon ,0}+\epsilon ^5\overline{}_b.$$

We note that the bad boundary terms in our proof are eliminated by means of a cancellation. If we use only the reversible generator $`\epsilon ^2\overline{_b}`$ on the boundary they will be controlled by the Dirichlet form associated to $`\overline{}_b`$, by a generalization of the Lemma 3.3.

Acknowledgments. O.B. and M.M. would like to thank the hospitality of the University of Roma Tor Vergata and R.E and R. M. the hospitality of the University of Rouen. This work has been partially supported by GNFM-INdAM and MURST.