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# Theorem 3.1.

1. Introduction

We analyze some models of stochastic lattice gases with hard core exclusion, i.e. systems of particles on a lattice $`\mathrm{\Lambda }^d`$ with the constraint that on each site there is at most one particle. A configuration is therefore defined by giving for each site $`x\mathrm{\Lambda }`$ the occupation number $`\eta _x\{0,1\}`$, which represents an empty or occupied site. The dynamics is given by a continuous time Markov process, which allows the exchange of the occupation numbers across a bond $`\{x,y\}`$ of neighboring sites $`x`$ and $`y`$ with a rate $`c_{x,y}(\eta )`$ depending on the configuration $`\eta `$. The simplest case is the symmetric simple exclusion process (SEP), in which $`c_{x,y}(\eta )=1`$. We instead consider processes in which there are some constraints in order for the exchange to be allowed, i.e. the rate $`c_{x,y}(\eta )`$ degenerates for some configurations $`\eta `$. We mention that Glauber–like, non–conservative, models with degenerate rates have been studied in . We shall discuss conservative stochastic lattice gases with degenerate rates both in infinite volume, $`\mathrm{\Lambda }=^d`$, and on a bounded domain. In the latter case we shall however allow exchanges of particles with external reservoirs at the boundary.

This kind of interacting particle systems, called kinetically constrained lattice gases, have been introduced in the physical literature as simplified models for some peculiar phenomena of the “glassy” dynamics . Let us recall the physical problem . Experimentally, a glass can be obtained by cooling a liquid fast enough in order to avoid crystallization. Below the melting temperature the liquid enters a metastable phase in which the relaxation time is rather long and increase dramatically if the temperature is further lowered. When the time to reach equilibrium becomes longer than the experimentally accessible time scales, the liquid freezes in an amorphous solid phase, which is called glass. A complete theoretical explanation of this “glass transition” is still lacking . The first question to be settled is whether the glass is a new state of matter or a long lived metastable state, i.e. whether the dramatic increase of the relaxation time is due to an underlying equilibrium transition or is a dynamical phenomenon. Since no static divergent correlation length is detected and the structural properties show a very small temperature dependence , it is possible that a purely dynamical transition takes place. Thus a major goal is to understand the mechanism inducing the dynamical arrest which prevents the relaxation of the system. This should be related to other phenomena such as the stretched exponential decay of the structure function for temperatures close to the glass transition and the aging phenomena for supercooled liquids quenched to lower temperatures .

In this context, several approaches have been proposed. We mention the random first order scenario  and the mode coupling theory ; from them the following picture in the mean field approximation arises . There exists a finite temperature $`T_d`$ such that for $`T>T_d`$ the configuration space consists of a single ergodic component, while for $`T<T_d`$ it is broken into many disconnected ergodic components. Moreover the relaxation time diverges as $`TT_d`$. An open question is how to go beyond this mean field picture, in particular to establish whether this ergodic/non–ergodic transition is an effect of the mean field approximation or is related to the behavior of real glasses. The kinetically constrained particle systems, originally introduced to get some insight on the physical mechanism for the dynamical arrest , have recently  also been used to investigate how the mean field scenario has to be modified for short range models.

The basic idea behind these models is that the motion of a molecule is inhibited by geometrical constraints due to the presence of surrounding particles. In particular, a molecule can be caged by neighboring ones and the cage must be opened to allow its motion. It is thus possible that these local constraints might produce, for a finite value of the density, a cooperative behavior inducing the slowing down of the dynamics. The kinetically constrained lattice gases, are therefore defined by choosing exchange rates $`c_{x,y}`$ which encode this cage effect. Despite their simplicity and the discrete character, they might capture, at least at a mesoscopic level, some of the key dynamical ingredients of real glasses. Moreover, they have recently been used  to model granular systems, which is another class of systems displaying a glass–like dynamical arrest, known as jamming transition .

One of the most studied among such models is the so called Kob–Andersen model (KA) . Let $`m=1,\mathrm{},2d1`$, the KA model is defined by choosing $`c_{x,y}(\eta )=1`$ if at least $`m`$ nearest neighbors of $`x`$ different from $`y`$ are empty and $`m`$ nearest neighbors of $`x`$ different from $`y`$ are also empty, $`c_{x,y}(\eta )=0`$ otherwise. Note that for $`m=0`$ we would recover the symmetric simple exclusion. Let us consider this model for $`d2`$ in a finite cube $`\mathrm{\Lambda }^d`$ of size $`\mathrm{}`$; it satisfies the detailed balance w.r.t. the uniform measure on the hyperplanes with fixed total number of particles. However it is not ergodic, for instance if $`d=2`$ and $`m=1`$ two fully occupied consecutive rows do not move. By the general theory of finite state Markov chain it is however possible to decompose the state space into irreducible components. A natural question is the asymptotic behavior, as $`\mathrm{}\mathrm{}`$, of the probability $`p_{\mathrm{}}(\rho )`$ of the “maximal irreducible component”, here $`\rho `$ is the density of particles on the hyperplane. The ergodic/non–ergodic transition at a density $`\rho _c[0,1]`$ would correspond to $`p_{\mathrm{}}(\rho )=1`$ for $`\rho <\rho _c`$ and $`p_{\mathrm{}}(\rho )<1`$ for $`\rho >\rho _c`$. An alternative definition is obtained by looking at the model directly in infinite volume. We note the process satisfies detailed balance w.r.t. each Bernoulli product measure $`\mu _\rho `$, $`\rho [0,1]`$ but there are other invariant measures, for instance some concentrated on single configurations. Denoting by $`P_t`$ the semigroup associated to the process, by the spectral theorem, we have that

$$\underset{t\mathrm{}}{lim}𝑑\mu _\rho (\eta )\left[P_tf(\eta )\mu _\rho (f)\right]^2=0\text{ for any }fL_2(\mu _\rho )$$

if and only if zero is a simple eigenvalue of the generator; in such a case we say that the process is ergodic in $`L_2(\mu _\rho )`$. If the process is ergodic for $`\rho <\widehat{\rho }_c`$ and not ergodic for $`\rho >\widehat{\rho }_c`$ we would then say that the ergodic/non–ergodic transition occurs at $`\widehat{\rho }_c`$.

In the case $`d=3`$ and $`m=2`$, numerical simulations of the KA model  suggested that such a transition, in the sense of the former definition, takes place at $`\rho _c0.881`$. However in  it is shown that for $`d=2`$, $`m=1`$ and $`d=3`$, $`m=1,2`$ we have $`\rho _c=1`$ whereas for $`d=2`$, $`m=2,3`$ and $`d=3`$, $`m=3,4,5`$ we have $`\rho _c=0`$. The finite size corrections are also discussed in ; in particular it shown that for $`\rho `$ close to one the thermodynamic limit is achieved for sizes of order $`L(\rho )=\mathrm{exp}\{c(1\rho )^1\}`$ for $`d=2`$, $`m=1`$ and $`d=3`$, $`m=1`$ whereas $`L(\rho )=\mathrm{exp}\{\mathrm{exp}\{c(1\rho )^1\}\}`$ for $`d=3`$, $`m=2`$.

It is also possible to consider the KA model in a finite volume of size $`\mathrm{}`$ in contact with particle reservoirs at the boundary, see  for numerical simulations. The total number of particles is not anymore conserved and, for $`md1`$, the system is ergodic in the whole configuration space and reversible w.r.t. the Bernoulli measure whose density is fixed by the reservoirs. However, the dynamical arrest is not ruled out since, as $`\mathrm{}\mathrm{}`$, the speed of convergence toward the unique invariant measure might exhibit a crossover as a function of the density. A preliminary question is then the asymptotic behavior of the relaxation time, which might be defined as the inverse of the spectral gap of the generator, for $`\mathrm{}\mathrm{}`$. Note that for SEP the relaxation time grows as $`\mathrm{}^2`$ uniformly in the density.

Another physically relevant issue is the asymptotic displacement $`x(t)`$ of a tagged particle. Indeed, for supercooled liquids near the glass transition, a decrease of the mean square displacement $`𝔼\left(x(t)^2\right)`$ is experimentally detected  with the possibility of a crossover from a diffusive, to a sub–diffusive behavior related to the dynamical arrest. Let us denote by $`D_{\text{self}}=D_{\text{self}}(\rho )`$ the diffusion coefficient of a tagged particle. For the KA model with $`d=3`$ and $`m=2`$ the numerical simulation in  for $`\rho <\rho _c0.881`$ suggested the power law behavior $`D_{\text{self}}=(\rho _c\rho )^\alpha `$, with $`\alpha 0.3`$. This evidence is however probably due to finite size effects; in fact in  it is argued that for each $`\rho [0,1)`$ the diffusion coefficient is strictly positive.

The main results of this paper are sharp asymptotics on the relaxation time and the diffusive behavior of the tagged particle for some kinetically constrained lattice gases. We are not able to prove these results for the KA model, but they will be obtained for two simpler models defined by different geometrical constraints. The first model is defined by an exchange rate $`c_{x,y}`$ which vanishes if the two neighbors of the bond $`\{x,y\}`$ along the direction $`yx`$ are both occupied. In the second model the exchange rate $`c_{x,y}`$ across the bond $`\{x,y\}`$ vanishes if more than half of its neighboring sites, i.e. more than $`2d1`$ neighbors, are occupied. These models are in the same spirit of KA, but the degeneracy of the rates is not comparable. Indeed, there are exchanges allowed for KA and forbidden for our models as well as the converse. There is however an important simplifying feature of the models defined above, which plays an essential role in the rigorous analysis: it is possible to construct a finite cluster of empty sites which, uniformly in the configuration on its complement, can be shifted using only allowed exchanges. The results of this paper show that the models above defined behave essentially as the simple exclusion process and therefore they are not really appealing as models for the glass transition. The asymptotic as $`\rho 1`$ of the relaxation time and of $`D_{\text{self}}(\rho )`$ are however different from SEP. Of course, an interesting issue is whether the results obtained in this paper holds also for the KA model, in other words if the simplifying feature mentioned above is only a technical need or the behavior of KA is essentially different. As argued in , to which we refer for a further discussion on this point, it is expected that also KA is ergodic in $`L_2(\mu _\rho )`$ and the tagged particle diffusion is not degenerate for each $`\rho [0,1)`$. The asymptotic of relaxation times as $`\mathrm{}\mathrm{}`$ and the behavior of $`D_{\text{self}}(\rho )`$ as $`\rho 1`$ might however be different; their analysis appears to be a more difficult task.

Another relevant issue is the macroscopic behavior of the kinetically constrained lattice gases. For non–degenerate rates, the hydrodynamical limit  states that if the initial condition has a density profile then, under a diffusive rescaling, at later times we still have a density profile which can be obtained from the initial one by solving a parabolic equation. For SEP this is simply the heat equation. If the rates degenerate a natural candidate for the hydrodynamic limit is a parabolic equation of porous media type degenerating when the density approaches one; an analogous result has indeed been proven for a model in which the occupation number $`\eta _x`$ is a continuous variable . For kinetically constrained lattice gases there is however a serious obstruction: the hydrodynamic limit cannot hold for any initial condition admitting a density profile. Consider for instance the models described above in $`d=1`$ and take an initial configuration given by a sequence of two occupied sites and one empty at the left of the origin and three occupied sites and one empty at the right. This configuration is invariant for the microscopic dynamic, however the associated density profile evolves diffusively for the putative macroscopic evolution. Indeed, the initial density profile is $`2/3`$ at the left and $`3/4`$ at the right, it is thus bounded away from 1 and therefore is not affected by the degeneracy. On the other hand such phenomenon is somehow exceptional and we expect a hydrodynamic behavior for a suitable large class of initial conditions.

Outline and summary of results.

In Section 2.1 we define more precisely the models we analyze and introduce the basic notation.

In Sections 2.1 and 2.1 we consider these models on finite volume of size $`\mathrm{}`$ with reservoirs allowing particle exchanges at the boundary. By our choice of the rates the processes are ergodic and reversible w.r.t. the product Bernoulli measure whose density is fixed by the reservoirs. We then discuss the rate of convergence to this unique invariant measure.

In particular, in Section 2.1, we show that the spectral gap shrinks to zero as $`\mathrm{}^2`$ when $`\mathrm{}\mathrm{}`$. An analogous result for the simple exclusion process on the hyperplane with fixed number of particles has been obtained in \[23, §8\] and has been extended to Kawasaki dynamics, under suitable mixing conditions on the invariant measure, in . Our proof is based on a comparison argument with the Glauber dynamics reversible w.r.t. the same Bernoulli measure and the construction of a suitable path which enables to move a particle from the boundary to any site by using only allowed exchanges.

In Section 2.1 we show that the above idea can be used also to show that the logarithmic Sobolev constant, which controls the exponential decay of the entropy, grows as $`\mathrm{}^2`$. An analogous result for the Kawasaki dynamics, under suitable mixing conditions on the invariant measure, has been obtained in . We then prove that, via a scaling limit, one can obtain the exponential decay of a macroscopic entropy associated to the porous media equation.

In Section 2.1 we consider these processes on infinite volume, in such a case they are reversible w.r.t. the Bernoulli measure $`\mu _\rho `$ and we show they are ergodic in $`L_2(\mu _\rho )`$ for any $`\rho [0,1]`$. We do not discuss the rate of convergence to equilibrium in this context, which for the exclusion process is algebraic with diffusive exponent $`d/2`$, see . We analyze the displacement $`x(t)`$ of a tagged particle for the stationary process. We recall that for SEP in $`d=1`$ we have  $`𝔼\left(x(t)^2\right)\sqrt{t}`$ while for $`d2`$ the displacement $`x(t)`$ satisfies  a central limit theorem with strictly positive variance, i.e. $`𝔼\left(x(t)^2\right)t`$. By the ergodicity of the process in $`L_2(\mu _\rho )`$, one can repeat the arguments in  and show that, under a diffusive rescaling, $`x(t)`$ converges to a Brownian motion with diffusion coefficient $`D_{\text{self}}=D_{\text{self}}(\rho )`$ given by a variational formula. Of course, if $`d=1`$ we have that $`D_{\text{self}}=0`$ as for the simple exclusion. By following the strategy in  we finally prove that for $`d2`$ and each $`\rho [0,1)`$ we have $`D_{\text{self}}>0`$.

2. Definition of the models

The spatial structure is modeled by the $`d`$–dimensional cubic lattice $`^d`$ in which we let $`e_i`$, $`i=1,\mathrm{},d`$ be the coordinate unit vectors. We denote by $`x,y,z`$ the sites of $`^d`$ and by $`d(x,y):=|xy|`$ the Euclidean distance between $`x`$ and $`y`$. Given $`A,B^d`$ we then let, as usual, $`d(A,B)=inf\{d(x,y),xA,yB\}`$.

For $`A^d`$, the configuration space in $`A`$ is $`\mathrm{\Omega }_A:=\{0,1\}^A`$. If $`A=^d`$, we drop it from the notation, namely we let $`\mathrm{\Omega }:=\mathrm{\Omega }_^d`$. We can regard a configuration $`\eta \mathrm{\Omega }_A`$ as a map from $`A`$ to $`\{0,1\}`$; the value $`\eta _x\{0,1\}`$ is interpreted as the number of particles of the configuration $`\eta `$ at the site $`x`$. If $`\eta \mathrm{\Omega }_A`$ and $`BA`$ we denote by $`\eta _B`$ the restriction of the configuration $`\eta `$ to $`\mathrm{\Omega }_B`$. Let $`A,B^d`$ be disjoint subsets, $`AB=\mathrm{}`$; given $`\eta \mathrm{\Omega }_A`$ and $`\xi \mathrm{\Omega }_B`$ we let $`\eta \xi \mathrm{\Omega }_{AB}`$ be the configuration such that $`(\eta \xi )_A=\eta `$ and $`(\eta \xi )_B=\xi `$. For $`\eta \mathrm{\Omega }`$ and $`x^d`$ we denote by $`\vartheta _x\eta `$ the configuration $`\eta `$ shifted by $`x`$, namely $`(\vartheta _x\eta )_y:=\eta _{yx}`$, $`y^d`$. Given a probability measure $`\mu `$ and a random variable $`f`$ we denote by $`\mu (f)`$ the expectation of $`f`$ w.r.t. $`\mu `$ and by $`\mu (f;f):=\mu \left(f(f)\right)^2`$ its variance.

For $`\eta \mathrm{\Omega }`$ we let $`T_{x,y}\eta \eta ^{x,y}`$ be the configuration obtained from $`\eta `$ by exchanging the number of particles in $`x`$ and $`y`$, i.e.

$$(T_{x,y}\eta )_z:=\{\begin{array}{cc}\eta _y\hfill & \text{ if }z=x\hfill \\ \eta _x\hfill & \text{ if }z=y\hfill \\ \eta _z\hfill & \text{ if }zx,y\hfill \end{array}$$
(2.1)
Analogously, we let $`T_x\eta \eta ^x`$ be the configuration obtained from $`\eta `$ by flipping the occupation number in $`x`$, i.e.

$$(T_x\eta )_z:=\{\begin{array}{cc}1\eta _x\hfill & \text{ if }z=x\hfill \\ \eta _z\hfill & \text{ if }zx\hfill \end{array}$$
(2.2)
We let also $`T_x`$, resp. $`T_{x,y}`$, act on functions $`f:\mathrm{\Omega }`$ as $`T_xf(\eta ):=f(T_x\eta )`$, resp. $`T_{x,y}f(\eta ):=f(T_{x,y}\eta )`$. We finally introduce $`_xf:=T_xff`$ and $`_{x,y}f:=T_{x,y}ff`$.

The models we consider are defined as follows. Given a positive integer $`\mathrm{}`$, let $`\mathrm{\Lambda }:=[1,\mathrm{}]^d^d`$, $`\mathrm{\Lambda }^\text{c}=^d\mathrm{\Lambda }`$. We consider the continuous time Markov process on the configuration space $`\mathrm{\Omega }_\mathrm{\Lambda }`$ with generator

$$L_\mathrm{\Lambda }:=L_{\text{bulk}}+\frac{1}{\mathrm{}}L_{\text{bound.}}$$
(2.3)
where $`L_{\text{bulk}}`$ describes the exchanges of particles in bulk; it is given by

$$L_{\text{bulk}}f(\eta )=\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}\mathrm{\Lambda }}{d(x,y)=1}}}{}c_{x,y}(\eta )_{x,y}f(\eta )$$
(2.4)
namely the occupation numbers at the sites $`x,y\mathrm{\Lambda }`$ are exchanged with rate $`c_{x,y}`$. On the other hand $`L_{\text{bound.}}`$ describes the effect of the particle reservoirs at the boundary of $`\mathrm{\Lambda }`$; it is given by

$$L_{\text{bound.}}f(\eta )=\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{x\mathrm{\Lambda },y\mathrm{\Lambda }}{d(x,y)=1}}}{}c_x(\eta )_xf(\eta )$$
(2.5)
For $`\rho (0,1)`$ and $`x\mathrm{\Lambda }`$ we choose the flip rates $`c_x(\eta )`$ as

$$c_x(\eta ):=(1\rho )\eta _x+\rho (1\eta _x)$$
(2.6)
Therefore $`L_{\text{bound.}}`$ is the generator of the following process. A particle on the interior boundary of $`\mathrm{\Lambda }`$ leaves the system with rate $`1\rho `$ (in fact at higher rate at the corners) while particles enter the system, if the landing site is empty, with rate $`\rho `$. We emphasize that in (2.3) the boundary part of the dynamics is slowed by a factor $`1/\mathrm{}`$, as we prove below this is the minimal choice to obtain that the relaxation time diverges as $`\mathrm{}^2`$.

We let $`0\mathrm{\Omega }`$ be the configuration in which all the sites are empty. We shall discuss two specific choices of the exchange rates $`c_{x,y}(\eta )`$, $`\eta \mathrm{\Omega }_\mathrm{\Lambda }`$. The first is

$$c_{x,x+e_i}^{(1)}(\eta ):=\{\begin{array}{cc}0\hfill & \text{ if }(\eta 0_{\mathrm{\Lambda }^\text{c}})_{xe_i}+(\eta 0_{\mathrm{\Lambda }^\text{c}})_{x+2e_i}=2,i=1,\mathrm{},d\hfill \\ 1\hfill & \text{ otherwise }\hfill \end{array}$$
(2.7)
namely the exchange across the bond $`\{x,x+e_i\}`$ is suppressed if the neighboring sites in the $`i`$ direction are both occupied. Note that, since $`(\eta 0_{\mathrm{\Lambda }^\text{c}})_x=0`$ for $`x\mathrm{\Lambda }`$, exchanges across the bonds $`\{x,x+e_i\}`$ such that either $`xe_i\mathrm{\Lambda }^\text{c}`$ or $`x+2e_i\mathrm{\Lambda }^\text{c}`$ are not suppressed.

The second is

$$c_{x,y}^{(2)}(\eta ):=\{\begin{array}{cc}0\hfill & \text{ if }\underset{z:d(\{z\},\{x,y\})=1}{}(\eta 0_{\mathrm{\Lambda }^\text{c}})_z>2d1\hfill \\ 1\hfill & \text{ otherwise }\hfill \end{array}$$
(2.8)
namely the exchange across the bond $`\{x,y\}`$ is suppressed if more than one half of the neighboring sites are occupied. Note that for $`d=1`$ we have $`c_{x,y}^{(1)}=c_{x,y}^{(2)}`$. We shall denote by $`L_\mathrm{\Lambda }^{(1)}`$, respectively $`L_\mathrm{\Lambda }^{(2)}`$ the generator (2.3) with $`c_x`$ chosen as in (2.6) and $`c_{x,y}=c_{x,y}^{(1)}`$, respectively $`c_{x,y}=c_{x,y}^{(2)}`$.

Let $`\mu _{\mathrm{\Lambda },\rho }`$ be the Bernoulli measure on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ with density $`\rho `$, i.e. $`\mu _{\mathrm{\Lambda },\rho }`$ is the product measure on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ with marginal $`\mu _{\mathrm{\Lambda },\rho }(\eta _x=1)=\rho `$. It is easy to check that the generator $`L_\mathrm{\Lambda }^{(k)}`$, $`k=1,2`$, is self–adjoint in $`L_2(\mu _{\mathrm{\Lambda },\rho })`$, equivalently the rates satisfy detailed balance w.r.t. $`\mu _{\mathrm{\Lambda },\rho }`$.

We note that the bulk dynamics $`L_{\text{bulk}}`$ preserves the total number of particles in $`\mathrm{\Lambda }`$, but - since the rates degenerate - it is not ergodic on all the hyperplanes of $`\mathrm{\Omega }_\mathrm{\Lambda }`$ with fixed total number of particles. For istance, if $`d=1`$, all configurations $`\eta `$ in which the distance between all the empty sites is three or more do not evolve. On the other hand, thanks to $`L_{\text{bound.}}`$, it is not difficult to show that the generator $`L_\mathrm{\Lambda }^{(k)}`$, $`k=1,2`$, is irreducible, namely there is positive probability of going from any configuration to any other. By standard theory on finite state space Markov chain, irreducibility of $`L_\mathrm{\Lambda }^{(k)}`$ implies the uniqueness of the invariant measure and that $`0`$ is a simple eigenvalue of $`L_\mathrm{\Lambda }^{(k)}`$. In Section 2.1 we prove a lower bound on the spectral gap of $`L_\mathrm{\Lambda }^{(k)}`$ in $`L_2(\mu _{\mathrm{\Lambda },\rho })`$ showing that for each $`\rho (0,1)`$ it shrinks to $`0`$ as $`\mathrm{}^2`$.

In order to discuss the diffusive behavior of the tagged particle we need to introduce also the infinite volume dynamics. The configuration space is then $`\mathrm{\Omega }=\{0,1\}^^d`$, a function $`f:\mathrm{\Omega }`$ is called a local function if it depends only on finitely many $`\eta _x`$. The generator of the process acts on local functions as

$$^{(k)}f(\eta )=\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}^d}{d(x,y)=1}}}{}c_{x,y}^{(k)}(\eta )_{x,y}f(\eta )$$
(2.9)
where $`c^{(k)}`$, $`k=1,2`$ has been defined in (2.7),(2.8), where now we have $`\mathrm{\Lambda }^\text{c}=\mathrm{}`$. Note that $`c^{(k)}`$ are translationally covariant in the sense that $`c_{x+y,x+y+e}^{(k)}(\vartheta _y\eta )=c_{x,x+e}^{(k)}(\eta )`$. Moreover, for each $`\rho [0,1]`$ and$`k=1,2`$, the generator $`^{(k)}`$ is self adjoint in $`L_2(\mu _\rho )`$, where $`\mu _\rho `$ is the Bernoulli measure in $`\mathrm{\Omega }`$ with density $`\rho `$. In Section 2.1 we prove that, for each $`\rho [0,1]`$ and $`k=1,2`$, the generator $`^{(k)}`$ is ergodic in $`L_2(\mu _\rho )`$, namely that $`0`$ is a simple eigenvalue.

We consider the process $`\eta (t)`$ generated by $`^{(k)}`$ and condition that at time zero the origin is occupied; we then tag the particle at the origin and denote by $`x(t)`$ its position at time $`t`$. The pair $`(\eta (t),x(t))`$ is then a Markov process on the state space $`\{(\eta ,x)\mathrm{\Omega }\times ^d:\eta _x=1\}`$ with generator

$$\begin{array}{ccc}𝒜^{(k)}F(\eta ,x)\hfill & :=& \underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{y^d}{d(x,y)=1}}}{}c_{x,y}^{(k)}(\eta )(1\eta _y)\left[F(\eta ^{x,y},y)F(\eta ,x)\right]\hfill \\ & & +\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{y,z\}^d\{x\}}{d(y,z)=1}}}{}c_{y,z}^{(k)}(\eta )\left[F(\eta ^{y,z},x)F(\eta ,x)\right]\hfill \end{array}$$
(2.10)
Let $`\mathrm{\Omega }_0:=\{\eta \mathrm{\Omega }:\eta _0=1\}`$ and $`\mu _{\rho ,0}`$ be the Bernoulli measure on $`\mathrm{\Omega }_0`$ with marginal $`\mu _{\rho ,0}(\eta _x=1)=\rho `$, $`x^d\{0\}`$. We shall consider the process $`(\eta (t),x(t))`$ generated by $`𝒜^{(k)}`$ with initial condition $`x(0)=0`$ and $`\eta (0)`$ distributed according to $`\mu _{\rho ,0}`$. In Section 2.1, for $`d2`$, we prove the invariance principle for the position of the tagged particle, namely that $`\epsilon x(\epsilon ^2t)`$ converges in distribution, as $`\epsilon 0`$, to a Brownian motion with strictly positive diffusion coefficient.

3. Spectral gap

The spectral gap of the Markov generator $`L_\mathrm{\Lambda }`$ is defined as

$$gap(L_\mathrm{\Lambda }):=inf\mathrm{spec}(L_\mathrm{\Lambda }1\mathrm{I}^{})$$

where $`1\mathrm{I}^{}`$ is the subspace of $`L_2(\mu _{\mathrm{\Lambda },\rho })`$ orthogonal to the constant functions. Since $`\mathrm{\Omega }_\mathrm{\Lambda }`$ is finite, by irreducibility of $`L_\mathrm{\Lambda }`$, we trivially have $`gap(L_\mathrm{\Lambda })>0`$, we next discuss its asymptotic behavior as $`\mathrm{}\mathrm{}`$.

In the case of non–degenerate rates $`c_{x,y}=1`$, namely for the symmetric simple exclusion process, the aforementioned problem of non ergodicity on hyperplanes is not present. Let $`\nu _{\mathrm{\Lambda },n}(\eta ):=\mu _{\mathrm{\Lambda },\rho }\left(\eta |_{x\mathrm{\Lambda }}\eta _x=n\right)`$ be the canonical measure with $`n`$ particles. In \[23, §8\] it is proven that, considering $`L_{\text{bulk}}`$ with $`c_{x,y}=1`$ on $`L_2(\nu _{\mathrm{\Lambda },n})`$, we have $`gap(L_{\text{bulk}})\mathrm{}^2`$ uniformly in $`n`$, here $`a_{\mathrm{}}b_{\mathrm{}}`$ means there exists a constant $`C>0`$ such that $`C^1b_{\mathrm{}}a_{\mathrm{}}Cb_{\mathrm{}}`$ for any $`\mathrm{}>0`$. In the case $`c_{x,y}=1`$ it is not difficult to prove, and in fact it is a corollary of our analysis, that also for $`L_\mathrm{\Lambda }`$ on $`L_2(\mu _{\mathrm{\Lambda },\rho })`$ we have $`gap(L_\mathrm{\Lambda })\mathrm{}^2`$ uniformly in $`\rho `$.

Our first results is a lower bound on the spectral gap of $`L_\mathrm{\Lambda }^{(k)}`$, $`k=1,2`$. Let us define the Dirichlet form associated to $`L_\mathrm{\Lambda }^{(k)}`$ as

$$\begin{array}{ccc}_{\mathrm{\Lambda },\rho }^{(k)}(f)\hfill & :=& \mu _{\mathrm{\Lambda },\rho }(fL_\mathrm{\Lambda }^{(k)}f)\hfill \\ & =& \frac{1}{2}\left\{\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}\mathrm{\Lambda }}{d(x,y)=1}}}{}\mu _{\mathrm{\Lambda },\rho }\left[c_{x,y}^{(k)}(_{x,y}f)^2\right]+\frac{1}{\mathrm{}}\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{x\mathrm{\Lambda },y\mathrm{\Lambda }}{d(x,y)=1}}}{}\mu _{\mathrm{\Lambda },\rho }\left[c_x(_xf)^2\right]\right\}\hfill \end{array}$$
(3.1)
###### Theorem 3.1.

For any $`\rho (0,1)`$ and $`k=1,2`$ there exists a constant $`C=C(d,\rho ,k)`$ such that for any $`\mathrm{}`$ and for any function $`f:\mathrm{\Omega }_\mathrm{\Lambda }`$ we have

$$\mu _{\mathrm{\Lambda },\rho }(f;f)C\mathrm{}^2_{\mathrm{\Lambda },\rho }^{(k)}(f)$$
(3.2)
Remark 1.  Thanks to the variational characterization of the spectral gap, the bound (3.2) is equivalent to $`gap(L_\mathrm{\Lambda }^{(k)})C^1\mathrm{}^2`$. Moreover, by letting $`P_t^{(k)}:=\mathrm{exp}\{tL_\mathrm{\Lambda }^{(k)}\}`$ be the semigroup generated by $`L_\mathrm{\Lambda }^{(k)}`$, we also have that (3.2) is equivalent to

$$P_t^{(k)}f\mu _{\mathrm{\Lambda },\rho }f_{L_2(\mu _{\mathrm{\Lambda },\rho })}\mathrm{exp}\left\{\frac{t}{C\mathrm{}^2}\right\}f\mu _{\mathrm{\Lambda },\rho }f_{L_2(\mu _{\mathrm{\Lambda },\rho })}$$

for any function $`f`$ on $`\mathrm{\Omega }_\mathrm{\Lambda }`$. Finally, let $`𝔼_{\mu _{\mathrm{\Lambda },\rho }}^{(k)}`$ be the distribution of the stationary process generated by $`L_\mathrm{\Lambda }^{(k)}`$, i.e. we take $`\mu _{\mathrm{\Lambda },\rho }`$ as the starting measure of the Markov chain. Then (3.2) is equivalent to

$$𝔼_{\mu _{\mathrm{\Lambda },\rho }}^{(k)}(f(\eta (0));f(\eta (t)))\mathrm{exp}\left\{\frac{t}{C\mathrm{}^2}\right\}f\mu _{\mathrm{\Lambda },\rho }f_{L_2(\mu _{\mathrm{\Lambda },\rho })}^2$$

for any function $`f`$ on $`\mathrm{\Omega }_\mathrm{\Lambda }`$.

Remark 2.  By taking as test function $`f(\eta )=_{x\mathrm{\Lambda }}(\eta _x\rho )\mathrm{cos}\frac{\pi x}{2\mathrm{}}`$ and using $`c_{x,y}^{(k)}1`$ for any $`x,y`$ and $`k=1,2`$, a simple computation shows that for each $`\rho (0,1)`$ there exist a constant $`C=C(d,k,\rho )`$ such that $`gap(L_\mathrm{\Lambda }^{(k)})C\mathrm{}^2`$. Hence $`gap(L_\mathrm{\Lambda }^{(k)})\mathrm{}^2`$ as in the case of the simple exclusion.

Remark 3.  As discussed in the introduction, the correct dependence of the spectral gap on the density $`\rho `$ has some interest. For simplicity we discuss it only in the case $`k=1`$, namely for the rates chosen as in (2.7). It is a corollary of our analysis that the gap goes to zero as $`\rho 1`$ as a power law of exponent between 1 and 2. More precisely the following two inequalities hold. There exists a constant $`C_1=C_1(d)`$ such that for any $`\rho (0,1)`$ and any $`\mathrm{}`$ we have $`gap(L_\mathrm{\Lambda }^{(1)})(1\rho )^2C_1/\mathrm{}^2`$. For each integer $`\mathrm{}5`$, there exists a constant $`C_2=C_2(d,\mathrm{})`$ such that $`gap(L_\mathrm{\Lambda }^{(1)})C_2(1\rho )`$. The lower bound follows from the proof of Theorem 3.1; the upper bound is obtained easily by using as test function $`f(\eta )=\eta _x`$ with $`x\mathrm{\Lambda }`$ such that $`d(x,\mathrm{\Lambda }^\text{c})3`$.

Remark 4.  As previously discussed, the process generated by $`L_{\text{bulk}}`$ is not irreducible on the hyperplanes with fixed number of particles, $`\mathrm{\Omega }_{\mathrm{\Lambda },N}:=\{\eta \mathrm{\Omega }_\mathrm{\Lambda }:_{x\mathrm{\Lambda }}\eta _x=N\}`$. In the one–dimensional case, $`d=1`$ (recall that in such a case $`c^{(1)}=c^{(2)}`$), is however not difficult to check that $`L_{\text{bulk}}`$ is irreducible on the set

$$\stackrel{~}{\mathrm{\Omega }}_{\mathrm{\Lambda },N}:=\{\eta \mathrm{\Omega }_{\mathrm{\Lambda },N}:x,y\mathrm{\Lambda },xy,d(x,y)2\text{ such that }\eta _x=\eta _y=0\}$$

and $`L_{\text{bulk}}`$ satisfies detailed balance w.r.t. the conditional measure $`\stackrel{~}{\nu }_{\mathrm{\Lambda },N}():=\mu _{\mathrm{\Lambda },\rho }(|\stackrel{~}{\mathrm{\Omega }}_{\mathrm{\Lambda },N})`$. A natural question is then the asymptotic behavior of the spectral gap of $`L_{\text{bulk}}`$ in $`L_2(\stackrel{~}{\nu }_{\mathrm{\Lambda },N})`$, a reasonable guess is that for each $`N\mathrm{}2`$ we still have $`gap(L_{\text{bulk}})\mathrm{}^2`$. This conjecture is supported by the fact that if $`N=|\mathrm{\Lambda }|2=\mathrm{}2`$, i.e. in the highest density case, we have a single pair of neighboring empty sites which performs a random walk. We are not able to prove the above conjecture in general, but only in the trivial situation in which $`N<|\mathrm{\Lambda }|/3=\mathrm{}/3`$. In such a case, for $`\mathrm{}`$ large enough, we have $`\stackrel{~}{\mathrm{\Omega }}_{\mathrm{\Lambda },N}=\mathrm{\Omega }_{\mathrm{\Lambda },N}`$; therefore the statement follows easily by a comparison with the exclusion process with long exchanges, see \[23, Lemma 8.1\], and a minor modification of the argument in Lemma 3.2 below.

The key step in the proof of Theorem 3.1 is the following lemma, which is in the same spirit of the path lemmata in .

###### Lemma 3.2.

For $`k=1,2`$ and each $`x\mathrm{\Lambda }`$ let

$$U_x^{(k)}:=\{y\mathrm{\Lambda }:\mathrm{\hspace{0.25em}1}y_1x_11,|y_ix_i|r^{(k)},i=2,\mathrm{},d\}$$

where $`r^{(1)}:=0`$ and $`r^{(2)}:=1`$. Then, for each $`k=1,2`$ and $`\rho (0,1)`$, there exists a constant $`A=A(d,k,\rho )`$ such that for any $`\mathrm{}`$

$$\mu _{\mathrm{\Lambda },\rho }\left(c_x(_xf)^2\right)A\left\{\mathrm{}\underset{yU_x^{(k)}}{}\mu _{\mathrm{\Lambda },\rho }\left(c_{y,y+e_1}^{(k)}(_{y,y+e_1}f)^2\right)+\underset{\genfrac{}{}{0.0pt}{}{y:y_1=1}{yU_x^{(k)}}}{}\mu _{\mathrm{\Lambda },\rho }\left(c_y(_yf)^2\right)\right\}$$
(3.3)
for any $`x\mathrm{\Lambda }`$ and any function $`f`$ on $`\mathrm{\Omega }_\mathrm{\Lambda }`$.

Postponing the proof of the lemma above, let us first show how it implies, together with a comparison argument with Glauber dynamics, Theorem 3.1.

Proof of Theorem 3.1. Let us introduce the product (Glauber) dynamics in $`\mathrm{\Omega }_\mathrm{\Lambda }`$ defined by the generator

$$L_\mathrm{\Lambda }^Gf(\eta ):=\underset{x\mathrm{\Lambda }}{}c_x(\eta )_xf(\eta )$$
(3.4)
where $`c_x`$ has been defined in (2.6). The generator $`L_\mathrm{\Lambda }^G`$ is self–adjoint in $`L_2(\mu _{\mathrm{\Lambda },\rho })`$; since it is a product dynamics, it is immediate to check its spectral gap is $`1`$. For each function $`f`$ on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ we thus get

$$\begin{array}{c}\mu _{\mathrm{\Lambda },\rho }(f;f)\mu _{\mathrm{\Lambda },\rho }(fL_\mathrm{\Lambda }^Gf)=\frac{1}{2}\underset{x\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }\left(c_x(_xf)^2\right)\hfill \\ \frac{A}{2}\underset{x\mathrm{\Lambda }}{}\left\{\mathrm{}\underset{yU_x^{(k)}}{}\mu _{\mathrm{\Lambda },\rho }\left(c_{y,y+e_1}^{(k)}(_{y,y+e_1}f)^2\right)+\underset{\genfrac{}{}{0.0pt}{}{y:y_1=1}{yU_x^{(k)}}}{}\mu _{\mathrm{\Lambda },\rho }\left(c_y(_yf)^2\right)\right\}\hfill \\ \frac{A}{2}\mathrm{}(2r^{(k)}+1)^{d1}\left\{\mathrm{}\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}\mathrm{\Lambda }}{d(x,y)=1}}}{}\mu _{\mathrm{\Lambda },\rho }\left(c_{x,y}^{(k)}(_{x,y}f)^2\right)+\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{x\mathrm{\Lambda },y\mathrm{\Lambda }}{d(x,y)=1}}}{}\mu _{\mathrm{\Lambda },\rho }\left(c_x(_xf)^2\right)\right\}\hfill \end{array}$$
(3.5)
where we used the variational characterization of the spectral gap, Lemma 3.2 and elementary inequalities. We thus get the bound (3.2) with $`C=A(2r^{(k)}+1)^{d1}`$. $`\mathrm{}`$

We are left with the proof of the lemma. The basic idea is to use first $`L_{\text{bound.}}`$ to empty a few sites at the boundary. Then - via careful moves - we show how this cluster of holes can be shifted, using exchanges with non zero rate, and used to flip the occupation number in $`x`$. Finally we shift the cluster back to the boundary and use again $`L_{\text{bound.}}`$ to reconstruct the initial configuration near the boundary.

Proof of Lemma 3.2. We discuss first the case of $`k=1`$ which corresponds to the rates (2.7). We assume also that $`x_14`$, otherwise the proof is much easier.

Given $`\eta \mathrm{\Omega }_\mathrm{\Lambda }`$ and $`x\mathrm{\Lambda }`$ let us define $`S_x\eta \mathrm{\Omega }_\mathrm{\Lambda }`$ as the configuration given by

$$(S_x\eta )_y:=\{\begin{array}{cc}0\hfill & \text{ if }y=(1,x_2,\mathrm{},x_d)\hfill \\ 0\hfill & \text{ if }y=(2,x_2,\mathrm{},x_d)\hfill \\ 1\eta _x\hfill & \text{ if }y=(3,x_2,\mathrm{},x_d)\hfill \\ \eta _y\hfill & \text{ otherwise }\hfill \end{array}$$
(3.6)
Moreover, for $`y^d`$ we define

$$\begin{array}{ccc}T_y^L\hfill & :=& T_{y+e_1,y+2e_1}T_{y,y+e_1}T_{ye_1,y}\hfill \\ T_y^R\hfill & :=& T_{y,y+e_1}T_{y+e_1,y+2e_1}T_{y+2e_1,y+3e_1}\hfill \end{array}$$
(3.7)
Note that $`T_y^L`$ moves the occupation number in $`ye_1`$ to $`y+2e_1`$ while the configuration in $`y,y+e_1,y+2e_1`$ is shifted by one in the direction $`e_1`$. Analogously $`T_y^R`$ moves the occupation number in $`y+3e_1`$ to $`y`$ while the configuration in $`y,y+e_1,y+2e_1`$ is shifted by one in the direction $`e_1`$.

For $`x\mathrm{\Lambda }`$, we let $`\gamma _i:=(ie_1,x_2,\mathrm{},x_d)`$, $`i=1,\mathrm{}x_11`$ and define

$$\overline{S}_x\eta :=\left(T_{\gamma _2}^L\mathrm{}T_{\gamma _{x_13}}^L\right)T_{xe_1,x}\left(T_{\gamma _{x_14}}^R\mathrm{}T_{\gamma _1}^R\right)S_x\eta $$
(3.8)
It is not difficult to check that $`(\overline{S}_x\eta )_y=0`$ if $`y=\gamma _1`$ or $`y=\gamma _2`$, $`(\overline{S}_x\eta )_y=\eta _x`$ if $`y=\gamma _3`$, $`(\overline{S}_x\eta )_y=1\eta _x`$ if $`y=x`$, and $`(\overline{S}_x\eta )_y=\eta _y`$ otherwise.

For $`x\mathrm{\Lambda }`$ with $`x_14`$ we write

$$_xf(\eta )=\left[f(\eta ^x)f(\overline{S}_x\eta )\right]+\left[f(\overline{S}_x\eta )f(S_x\eta )\right]+\left[f(S_x\eta )f(\eta )\right]$$
(3.9)
We start by considering the second term in decomposition above; we claim that

$$\underset{\eta \mathrm{\Omega }_\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )c_x(\eta )\left[f(\overline{S}_x\eta )f(S_x\eta )\right]^218(1\rho )^2(2x_17)\underset{i=1}{\overset{x_11}{}}\mu _{\mathrm{\Lambda },\rho }\left[c_{\gamma _i,\gamma _{i+1}}^{(1)}\left(_{\gamma _i,\gamma _{i+1}}f\right)^2\right]$$
(3.10)
To prove the above bound, let us introduce the path

$$\zeta _i:=\{\begin{array}{cc}S_x\eta \hfill & i=0\hfill \\ T_{\gamma _i}^R\mathrm{}T_{\gamma _1}^RS_x\eta \hfill & i=1,\mathrm{},x_14\hfill \\ T_{xe_1,x}\left(T_{\gamma _{x_14}}^R\mathrm{}T_{\gamma _1}^R\right)S_x\eta \hfill & i=x_13\hfill \\ \left(T_{\gamma _{2x_15i}}^L\mathrm{}T_{\gamma _{x_13}}^L\right)T_{xe_1,x}\left(T_{\gamma _{x_14}}^R\mathrm{}T_{\gamma _1}^R\right)S_x\eta \hfill & i=x_13+1,\mathrm{},2x_17\hfill \end{array}$$
(3.11)
By (3.8) we have $`\zeta _{2x_17}=\overline{S}_x\eta `$. Note also that, for each $`\eta \mathrm{\Omega }_\mathrm{\Lambda }`$ and $`0ix_14`$, the configuration $`\zeta _i`$ is guaranteed to be empty at the sites $`\gamma _{i+1}`$ and $`\gamma _{i+2}`$. Moreover, for each $`\eta \mathrm{\Omega }_\mathrm{\Lambda }`$ and $`0jx_14`$ the configuration $`\zeta _{x_13+j}`$ is guaranteed to be empty at the sites $`\gamma _{x_12j}`$ and $`\gamma _{x_13j}`$. This will allow us to move the configuration $`\zeta _i`$ to the configuration $`\zeta _{i+1}`$ using exchanges with non zero $`c^{(1)}`$ rate.

By telescopic sums and Cauchy–Schwartz, we get

$$\left[f(\overline{S}_x\eta )f(S_x\eta )\right]^2=\left(\underset{i=1}{\overset{2x_17}{}}\left[f(\zeta _i)f(\zeta _{i1})\right]\right)^2(2x_17)\underset{i=1}{\overset{2x_17}{}}\left[f(\zeta _i)f(\zeta _{i1})\right]^2$$
(3.12)
We consider only the case $`1ix_14`$, the others are analogous. We then have $`\zeta _i=T_{\gamma _i}^R\zeta _{i1}`$; recalling (3.7), again by telescopic sums and Cauchy–Schwartz, we get

$$\begin{array}{c}\left[f(\zeta _i)f(\zeta _{i1})\right]^2=\left[f(T_{\gamma _i}^R\zeta _{i1})f(\zeta _{i1})\right]^2\hfill \\ 3\{[f(T_{\gamma _i,\gamma _i+e_1}T_{\gamma _i+e_1,\gamma _i+2e_1}T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})f(T_{\gamma _i+e_1,\gamma _i+2e_1}T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})]^2\hfill \\ +\left[f(T_{\gamma _i+e_1,\gamma _i+2e_1}T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})f(T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})\right]^2\hfill \\ +[f(T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})f(\zeta _{i1})]^2\}\hfill \\ =3\{c_{\gamma _i,\gamma _i+e_1}^{(1)}(T_{\gamma _i+e_1,\gamma _i+2e_1}T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})\left[_{\gamma _i,\gamma _i+e_1}f(T_{\gamma _i+e_1,\gamma _i+2e_1}T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})\right]^2\hfill \\ +c_{\gamma _i+e_1,\gamma _i+2e_1}^{(1)}(T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})\left[_{\gamma _i+e_1,\gamma _i+2e_1}f(T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})\right]^2\hfill \\ +c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}(\zeta _{i1})\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f(\zeta _{i1})\right]^2\}\hfill \end{array}$$
(3.13)
where we used that

$$\begin{array}{ccc}c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}(\zeta _{i1})\hfill & =& c_{\gamma _i+e_1,\gamma _i+2e_1}^{(1)}(T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})\hfill \\ & & \\ & =& c_{\gamma _i,\gamma _i+e_1}^{(1)}(T_{\gamma _i+e_1,\gamma _i+2e_1}T_{\gamma _i+2e_1,\gamma _i+3e_1}\zeta _{i1})=1\hfill \end{array}$$

by construction of the path $`\zeta _i`$, see the remark below (3.11).

In order to prove the bound (3.10) we consider only the last term on the r.h.s. of (3.13), the other can be analyzed in the same way. Given $`A\mathrm{\Lambda }`$, $`\xi \mathrm{\Omega }_A`$, $`xA`$, and $`g:\mathrm{\Omega }_\mathrm{\Lambda }`$ we observe that, since $`\mu _{\mathrm{\Lambda },\rho }`$ is a product measure and $`c_x`$ is given in (2.6),

$$\begin{array}{ccc}\underset{\eta \mathrm{\Omega }_\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )\eta _xc_x(\eta )g(\eta _{\mathrm{\Lambda }A}\xi )\hfill & =& \underset{\eta \mathrm{\Omega }_\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )(1\eta _x)c_x(\eta )g(\eta _{\mathrm{\Lambda }A}\xi )\hfill \\ & =& \rho (1\rho )\mu _{\mathrm{\Lambda },\rho }\left(g|\eta _A=\xi \right)\hfill \end{array}$$
(3.14)
Recalling definitions (3.6) and (3.11), we thus get

$$\begin{array}{c}\underset{\eta \mathrm{\Omega }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )c_x(\eta )c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}(\zeta _{i1})\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f(\zeta _{i1})\right]^2\hfill \\ =\underset{\eta \mathrm{\Omega }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )\eta _xc_x(\eta )c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}(\zeta _{i1})\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f(\zeta _{i1})\right]^2\hfill \\ +\underset{\eta \mathrm{\Omega }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )[1\eta _x]c_x(\eta )c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}(\zeta _{i1})\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f(\zeta _{i1})\right]^2\hfill \\ =\rho (1\rho )\{\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f\right]^2\right|\eta _x=1,\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=\eta _{\gamma _{i+2}}=0)\hfill \\ +\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f\right]^2\right|\eta _x=\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=0,\eta _{\gamma _{i+2}}=1)\}\hfill \end{array}$$
(3.15)
We now observe that for any positive function $`g:\mathrm{\Omega }_\mathrm{\Lambda }`$ we have

$$\begin{array}{c}\mu _{\mathrm{\Lambda },\rho }(g)\mu _{\mathrm{\Lambda },\rho }(\eta _x=1,\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=\eta _{\gamma _{i+2}}=0)\mu _{\mathrm{\Lambda },\rho }\left(g|\eta _x=1,\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=\eta _{\gamma _{i+2}}=0\right)\hfill \\ +\mu _{\mathrm{\Lambda },\rho }(\eta _x=\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=0,\eta _{\gamma _{i+2}}=1)\mu _{\mathrm{\Lambda },\rho }\left(g\right|\eta _x=\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=0,\eta _{\gamma _{i+2}}=1)\hfill \\ =\rho (1\rho )^3\{\mu _{\mathrm{\Lambda },\rho }\left(g\right|\eta _x=1,\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=\eta _{\gamma _{i+2}}=0)\hfill \\ +\mu _{\mathrm{\Lambda },\rho }\left(g\right|\eta _x=\eta _{\gamma _i}=\eta _{\gamma _{i+1}}=0,\eta _{\gamma _{i+2}}=1)\}\hfill \end{array}$$
(3.16)
so that from (3.15) we get

$$\begin{array}{c}\underset{\eta \mathrm{\Omega }_\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )c_x(\eta )c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}(\zeta _{i1})\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f(\zeta _{i1})\right]^2\hfill \\ (1\rho )^2\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _i+2e_1,\gamma _i+3e_1}^{(1)}\left[_{\gamma _i+2e_1,\gamma _i+3e_1}f\right]^2\right)\hfill \end{array}$$
(3.17)
The bound (3.10) follows from (3.12), (3.13), and (3.17). Note that the extra factor $`2`$ comes from the return path, $`x_14i2x_17`$.

Let us now consider the last term on the r.h.s. of (3.9); we claim that

$$\begin{array}{c}\underset{\eta \mathrm{\Omega }}{}\mu _{\mathrm{\Lambda },\rho }c_x(\eta )\left[f(S_x\eta )f(\eta )\right]^2\hfill \\ \frac{6}{(1\rho )^2}\left\{3\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _1}[_{\gamma _1}f]^2\right)+2\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _1,\gamma _2}[_{\gamma _1,\gamma _2}f]^2\right)+\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _2,\gamma _3}[_{\gamma _2,\gamma _3}f]^2\right)\right\}\hfill \end{array}$$
(3.18)
To prove the above bound let us define $`T_x^+\eta `$ as the configuration given by $`(T_x^+\eta )_x=1`$ and $`(T_x^+\eta )_y=\eta _y`$ for $`yx`$; analogously we let $`T_x^{}\eta `$ be the configuration given by $`(T_x^{}\eta )_x=0`$ and $`(T_x^{}\eta )_y=\eta _y`$ for $`yx`$. Recalling (3.6) we then have

$$\begin{array}{c}f(S_x\eta )f(\eta )=\eta _x[\eta _{\gamma _1}_{\gamma _1}f(\eta )+_{\gamma _1,\gamma _2}f(T_{\gamma _1}^{}\eta )+\eta _{\gamma _2}_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )\hfill \\ +_{\gamma _2,\gamma _3}f(T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )+_{\gamma _1,\gamma _2}f(T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )\hfill \\ +\eta _{\gamma _3}_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )]\hfill \\ +(1\eta _x)[(1\eta _{\gamma _1})_{\gamma _1}f(\eta )+_{\gamma _1,\gamma _2}f(T_{\gamma _1}^+\eta )+\eta _{\gamma _2}_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )\hfill \\ +_{\gamma _2,\gamma _3}f(T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )+_{\gamma _1,\gamma _2}f(T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )\hfill \\ +\eta _{\gamma _3}_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )]\hfill \end{array}$$
(3.19)
By using Schwartz inequality and the fact that the telescopic decomposition in (3.19) has been arranged so that all the exchanges have non zero $`c^{(1)}`$ rate, we get

$$\begin{array}{c}[f(S_x\eta )f(\eta )]^26\{\eta _x\eta _{\gamma _1}[_{\gamma _1}f(\eta )]^2+(1\eta _x)(1\eta _{\gamma _1})[_{\gamma _1}f(\eta )]^2\hfill \\ +\eta _xc_{\gamma _1,\gamma _2}^{(1)}(T_{\gamma _1}^{}\eta )[_{\gamma _1,\gamma _2}f(T_{\gamma _1}^{}\eta )]^2+(1\eta _x)c_{\gamma _1,\gamma _2}^{(1)}(T_{\gamma _1}^+\eta )[_{\gamma _1,\gamma _2}f(T_{\gamma _1}^+\eta )]^2\hfill \\ +\eta _x\eta _{\gamma _2}[_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )]^2+(1\eta _x)\eta _{\gamma _2}[_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )]^2\hfill \\ +\eta _xc_{\gamma _2,\gamma _3}^{(1)}(T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )[_{\gamma _2,\gamma _3}f(T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )]^2\hfill \\ +(1\eta _x)c_{\gamma _2,\gamma _3}^{(1)}(T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )[_{\gamma _2,\gamma _3}f(T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )]^2\hfill \\ +\eta _xc_{\gamma _1,\gamma _2}^{(1)}(T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )[_{\gamma _1,\gamma _2}f(T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )]^2\hfill \\ +(1\eta _x)c_{\gamma _1,\gamma _2}^{(1)}(T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )[_{\gamma _1,\gamma _2}f(T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )]^2\hfill \\ +\eta _x\eta _{\gamma _3}[_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )]^2\hfill \\ +(1\eta _x)\eta _{\gamma _3}[_{\gamma _1}(f(T_{\gamma _1,\gamma _2}T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )]^2\}\hfill \end{array}$$
(3.20)
By recalling the definition (2.6) we have $`1\eta _y\rho ^1c_y(\eta )`$ and $`\eta _y(1\rho )^1c_y(\eta )`$ for any $`\eta \mathrm{\Omega }_\mathrm{\Lambda }`$ and $`y\mathrm{\Lambda }`$. We next estimate separately each term on the r.h.s. of (3.20). Let us consider only the last two terms, the others are easier. We have

$$\begin{array}{c}\underset{\eta \mathrm{\Omega }_\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )c_x(\eta )\{\eta _x\eta _{\gamma _3}[_{\gamma _1}f(T_{\gamma _1,\gamma _2}T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^{}\eta )]^2\hfill \\ +(1\eta _x)\eta _{\gamma _3}[_{\gamma _1}(f(T_{\gamma _1,\gamma _2}T_{\gamma _2,\gamma _3}T_{\gamma _1}^{}T_{\gamma _1,\gamma _2}T_{\gamma _1}^+\eta )]^2\}\hfill \\ (1\rho )^1\{(1\rho )\mu _{\mathrm{\Lambda },\rho }(\eta _x)\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _1}[_{\gamma _1}f]^2\right|\eta _x=1,\eta _{\gamma _2}=\eta _{\gamma _3}=0)\hfill \\ +\rho \mu _{\mathrm{\Lambda },\rho }(1\eta _x)\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _1}[_{\gamma _1}f]^2\right|\eta _x=\eta _{\gamma _2}=0,\eta _{\gamma _3}=1)\}\hfill \\ (1\rho )^2\mu _{\mathrm{\Lambda },\rho }\left(c_{\gamma _1}[_{\gamma _1}f]^2\right)\hfill \end{array}$$
(3.21)
where we used that, as in (3.16), for any positive function $`g:\mathrm{\Omega }_\mathrm{\Lambda }`$

$$\mu _{\mathrm{\Lambda },\rho }\left(g\right|\eta _x=1,\eta _{\gamma _2}=\eta _{\gamma _3}=0)+\mu _{\mathrm{\Lambda },\rho }\left(g\right|\eta _x=\eta _{\gamma _2}=0,\eta _{\gamma _3}=1)\frac{1}{\rho (1\rho )^2}\mu _{\mathrm{\Lambda },\rho }\left(g\right)$$

By analogous computations for the other terms, (3.18) follows.

Finally, to bound the first term on the r.h.s. of (3.9), it is enough to change variable $`\eta \eta ^x`$. Indeed, noting $`\overline{S}_x\eta ^x=S_x\eta `$, we get

$$\underset{\eta \mathrm{\Omega }_\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )c_x(\eta )\left[f(\eta ^x)f(\overline{S}_x\eta )\right]^2=\underset{\eta \mathrm{\Omega }_\mathrm{\Lambda }}{}\mu _{\mathrm{\Lambda },\rho }(\eta )c_x(\eta )\left[f(\eta )f(S_x\eta )\right]^2$$
(3.22)
For $`x`$ such that $`x_14`$, the bound (3.3), with the constant $`A`$ given by $`A=180(1\rho )^2`$ now follows from (3.9), (3.10), (3.18), and (3.22). The case in which $`1x_13`$ can be proven directly by the same steps leading to (3.18).

In the case $`k=2`$, namely for the choice (2.8) of the exchange rates, we give only a rough sketch of the proof, which is very similar to the case $`k=1`$. Indeed, it is enough to define the configuration $`S_x\eta `$, analogous to (3.6), as

$$(S_x\eta )_y:=\{\begin{array}{cc}0\hfill & \text{ if }yQ_1((3,x_2,\mathrm{},x_d))\hfill \\ 1\eta _x\hfill & \text{ if }y=(1,x_2,\mathrm{},x_d)\hfill \\ \eta _y\hfill & \text{ otherwise }\hfill \end{array}$$
(3.23)
where $`Q_1(x):=\{y^d:\mathrm{max}_{i=1,\mathrm{},d}|x_iy_i|1\}`$ is the cube of side $`3`$ centered in $`x`$. The configuration $`S_x\eta `$ can then be shifted using exchanges with non zero $`c^{(2)}`$ rates by means of a suitable path, depicted in Fig. 1 for $`d=2`$. The proof is finally completed by the same arguments given for the choice (2.7). $`\mathrm{}`$

4. Log–Sobolev inequality and entropy decrease for the porous media equation

In this Section, we show how the techniques introduced in the proof of the spectral gap can be used to prove a logarithmic Sobolev inequality for exclusion processes with degenerate rates. Moreover, by a scaling limit of the logarithmic Sobolev inequality, we deduce the exponential decrease of a suitable entropy for a nonlinear degenerate parabolic equation.

We recall that a Markov process with reversible measure $`\mu `$ and Dirichlet form $``$ is said to satisfy a logarithmic Sobolev inequality with constant $`c_{\text{LS}}`$ iff for any function $`f`$ we have

$$\mu \left(f^2\mathrm{log}\frac{f^2}{\mu (f^2)}\right)c_{\text{LS}}(f)$$
(4.1)
It is well known, see e.g. , that (4.1) implies the hypercontractivity of the semigroup $`P_t`$ associated to the Markov process and the exponential decay of the entropy, namely, for any probability density $`f`$ w.r.t. $`\mu `$ we have

$$\mu \left(P_tf\mathrm{log}P_tf\right)\mathrm{exp}\left\{\frac{4t}{c_{\text{LS}}}\right\}\mu \left(f\mathrm{log}f\right)$$

We first state the logarithmic Sobolev inequalities for the process generated by $`L_\mathrm{\Lambda }^{(k)}`$, $`k=1,2`$. Recall the Dirichlet form $`_{\mathrm{\Lambda },\rho }^{(k)}`$ has been defined in (3.1).

###### Theorem 4.1.

For each $`k=1,2`$ and $`\rho (0,1)`$ there exists a constant $`C=C(d,k,\rho )`$ such that for any $`\mathrm{}`$ and for any function $`f:\mathrm{\Omega }_\mathrm{\Lambda }`$ we have

$$\mu _{\mathrm{\Lambda },\rho }\left(f^2\mathrm{log}\frac{f^2}{\mu _{\mathrm{\Lambda },\rho }(f^2)}\right)C\mathrm{}^2_{\mathrm{\Lambda },\rho }^{(k)}(f)$$
(4.2)
Proof of Theorem 4.1. Let $`L_\mathrm{\Lambda }^G`$ be the generator on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ introduced in (3.4); then, see e.g. , for any $`\rho (0,1)`$ it satisfies the logarithmic Sobolev inequality (4.1) with $`c_{\text{LS}}`$ given by $`C_1(\rho ):=(12\rho )^1\mathrm{log}[(1\rho )/\rho ]`$ (we understand $`C_1(1/2)=2`$) uniformly in $`\mathrm{}`$. By (3.3) and (3.5) the bound (4.2), with $`C=C_1(\rho )A(2r^{(k)}+1)^{d1}`$ (recall $`A=A(d,\rho ,k)`$ is the constant in Lemma 3.2), follows. $`\mathrm{}`$

Let us consider the following parabolic problem, called porous media equation, on $`B:=[0,1]^d`$ with Dirichlet boundary conditions

$$\{\begin{array}{cc}_tu(t,r)=_r\left(D(u(t,r))_ru(t,r)\right)\hfill & (t,r)(0,\mathrm{})\times B\hfill \\ u(t,r)=\rho \hfill & (t,r)(0,\mathrm{})\times B\hfill \\ u(0,r)=\phi (r)\hfill & rB\hfill \end{array}$$
(4.3)
where $`\rho (0,1)`$, the initial datum $`\phi C(B;[0,1])`$ satisfies $`\phi (r)=\rho `$ for $`rB`$, and the diffusion coefficient $`D(u)0`$ is smooth and degenerates linearly for $`u=1`$, namely the exists a constant $`\delta (0,1)`$ such that $`\delta (1u)D(u)\delta ^1(1u)`$, $`u[0,1]`$. Since we assumed $`0\phi 1`$, by the maximum principle, we have that $`uC(_+\times B;[0,1])`$.

As discussed in the introduction, the equation (4.3) is the natural candidate for the hydrodynamic limit of the process with generator $`L_\mathrm{\Lambda }^{(k)}`$, the diffusion coefficient $`D(u)`$ would be given by a Green–Kubo formula \[27, §II.2.2\]. Note that the Dirichlet boundary condition is due to the particles’ reservoirs. Although we do not prove any scaling limit of the microscopic dynamics to (4.3), we show how the logarithmic Sobolev inequality (4.2) implies the exponential decrease of a suitable entropy for the nonlinear evolution (4.3).

Given $`\rho (0,1)`$, we introduce the convex functional $`H_\rho :C(B;[0,1])_+`$ as

$$H_\rho (u):=_B𝑑r\left[u(r)\mathrm{log}\frac{u(r)}{\rho }+(1u(r))\mathrm{log}\frac{1u(r)}{1\rho }\right]$$
(4.4)
where we understand $`0\mathrm{log}0=0`$. It is easy to show that $`H_\rho `$ is a Lyapunov functional for the evolution (4.3), moreover if $`u(t,r)`$ is a smooth solution of (4.3) bounded away from 0 and 1 we have

$$\frac{d}{dt}H_\rho (u(t,))=_Bdru(t,r)[1u(t,r)]D(u(t,r))\left(_r\mathrm{log}\frac{u(t,r)}{1u(t,r)}\right)^2=:𝒬(u(t,))$$
(4.5)
The following theorem, which states a “logarithmic Sobolev inequality” for the nonlinear evolution (4.3) is easily obtained as a scaling limit of (4.2).

###### Theorem 4.2.

For each $`\rho (0,1)`$ and $`\delta >0`$ there exists a constant $`C^{}=C^{}(d,\delta ,\rho )`$ such that for any $`uC^1(B;[0,1])`$ with $`u(r)=\rho `$ for $`rB`$

$$H_\rho (u)C^{}𝒬(u)$$
(4.6)
Remark.  The inequality (4.6) can be proven directly by reducing it to the Poincaré inequality for the Dirichlet Laplacian on $`B`$. The probabilistic proof given below, which somehow connects the evolution (4.3) to the microscopic process, shows additionally that the Lyapunov functional $`H_\rho `$ is the macroscopic limit of a relative entropy.

Proof. We shall prove the bound (4.6) for $`D(u)=1u^2`$; the generic case of $`D`$ degenerating linearly for $`u1`$ follows by our hypothesis on the diffusion coefficient $`D`$. By truncation, it is also enough to prove (4.6) when $`u`$ is a smooth function bounded away from 0 and 1.

We set $`\epsilon :=\mathrm{}^1`$ and apply inequality (4.2) for $`k=1`$ choosing $`f^2=g_\epsilon `$ where

$$g_\epsilon (\eta )=\underset{x\mathrm{\Lambda }}{}\frac{u(\epsilon x)^{\eta _x}[1u(\epsilon x)]^{1\eta _x}}{\rho ^{\eta _x}[1\rho ]^{1\eta _x}}$$
(4.7)
Note that $`\mu _{\mathrm{\Lambda },\rho ,u}^\epsilon (\eta ):=\mu _{\mathrm{\Lambda },\rho }(\eta )g_\epsilon (\eta )`$ is a product probability measure on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ with density profile $`u`$, namely $`\mu _{\mathrm{\Lambda },\rho ,u}^\epsilon (\eta _x)=u(\epsilon x)`$. By elementary computations which we omit, we have that the normalized relative entropy of $`\mu _{\mathrm{\Lambda },\rho ,u}^\epsilon `$ w.r.t. $`\mu _{\mathrm{\Lambda },\rho }`$ converges to $`H_\rho (u)`$ as $`\epsilon 0`$, namely

$$\underset{\epsilon 0}{lim}\epsilon ^d\mu _{\mathrm{\Lambda },\rho }\left(g_\epsilon \mathrm{log}\frac{g_\epsilon }{\mu _{\mathrm{\Lambda },\rho }(g_\epsilon )}\right)=H_\rho (u)$$
(4.8)
Moreover it is straightforward to check that

$$\underset{\epsilon 0}{lim}\epsilon ^{d2}_{\mathrm{\Lambda },\rho }^{(1)}(\sqrt{g_\epsilon })=𝒬(u)$$
(4.9)
Let $`C(d,1,\rho )`$ be the constant such that (4.2) holds for $`k=1`$. By (4.8) and (4.9) the bound (4.6), with $`C^{}=C(d,1,\rho )`$, now follows from Theorem 4.1. $`\mathrm{}`$

The exponential decrease of the “entropy” $`H_\rho `$ along the flow of the porous media equation (4.3) follows from (4.5), Theorem 4.2, and a straightforward truncation argument.

###### Corollary 4.3.

Let $`uC(_+\times B;[0,1])`$ be the solution of (4.3) and $`C^{}=C^{}(d,\delta ,\rho )`$ be the constant in (4.6). For each $`\rho (0,1)`$ we have

$$H_\rho (u(t,))e^{t/C^{}}H_\rho (\phi )$$
(4.10)
for any $`t_+`$ and any $`\phi C(B;[0,1])`$ such that $`\phi (r)=\rho `$ for $`rB`$.

We have assumed that the diffusion coefficient $`D(u)`$ degenerates linearly for $`u=1`$. One can also obtain the exponential decrease of the entropy $`H_\rho `$ if $`D(u)(1u)^n`$, $`n`$ a positive integer. This can be shown by introducing a microscopic model in which the exchange rate $`c_{x,x+e_i}(\eta )`$ is zero iff there exists $`j=1,\mathrm{},n`$ such that $`\eta _{xje_i}=\eta _{x+(j+1)e_i}=1`$. It is in fact possible to prove that the logarithmic Sobolev constant for such a model is of the order $`\mathrm{}^2`$.

5. Diffusion of the tagged particle

In this Section we consider stochastic lattice gases with degenerate rates in infinite volume. We first prove that, for each $`\rho [0,1]`$, the generator $`^{(k)}`$, $`k=1,2`$ defined in (2.9) is ergodic in $`L_2(\mu _\rho )`$, recall that $`\mu _\rho `$ is the Bernoulli measure on $`\mathrm{\Omega }`$.

###### Proposition 5.1.

For each $`\rho [0,1]`$ and $`k=1,2`$ we have that zero is a simple eigenvalue of the generator $`^{(k)}`$ considered on $`L_2(\mu _\rho )`$.

Proof. Let

$$_\rho ^{(k)}(f)=\frac{1}{2}\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}^d}{d(x,y)=1}}}{}\mu _\rho \left[c_{x,y}^{(k)}(_{x,y}f)^2\right]$$
(5.1)
be the Dirichlet form of the generator $`^{(k)}`$. To show zero is a simple eigenvalue of $`^{(k)}`$ we check that $`_\rho ^{(k)}(f)=0`$ implies $`f`$ constant $`\mu _\rho `$–a.s. This is trivially true for $`\rho =0,1`$. For $`\rho (0,1)`$, by De Finetti’s theorem, it is enough to show that $`_\rho ^{(k)}(f)=0`$ implies $`\mu _\rho (_{x,y}f)^2=0`$ for each $`\{x,y\}^d`$ with $`d(x,y)=1`$.

We discuss in some detail the case $`k=1`$. Let $`x^d`$ and consider the bond $`\{x,x+e_i\}`$, $`i=1,\mathrm{},d`$. For $`n=1,2,\mathrm{}`$ we introduce the events

$$B_{x,i}^n:=\{\eta \mathrm{\Omega }:\eta _{x+ne_i}=\eta _{x+(n+1)e_i}=0\}B_{x,i}:=\underset{n1}{}B_{x,i}^n$$

By noting that $`\mu _\rho (B_{x,i})=1`$, we have

$$\mu _\rho (_{x,x+e_i}f)^2=\mu _\rho \left([_{x,x+e_i}f]^21\mathrm{I}_{B_{x,i}}\right)\underset{n=1}{\overset{\mathrm{}}{}}\mu _\rho \left([_{x,x+e_i}f]^21\mathrm{I}_{B_{x,i}^n}\right)$$
(5.2)
Let $`\gamma _h:=x+he_i`$, $`h=0,1,\mathrm{}`$; given $`\eta B_{x,i}^n`$ we can find a path $`\eta =\zeta _0,\mathrm{},\zeta _N=\eta ^{x,x+e_i}`$ where $`\zeta _{j+1}=\zeta _j^{\gamma _h,\gamma _{h+1}}`$ for some $`h=0,1,\mathrm{}`$ and $`c_{\gamma _h,\gamma _{h+1}}^{(1)}(\zeta _j)=1`$. It is in fact possible to construct a path analogous to the one introduced in the proof of Lemma 3.2; note that the two sites $`\gamma _n`$ and $`\gamma _{n+1}`$ are empty by the definition of the event $`B_{x,i}^n`$. Since $`_\rho ^{(1)}(f)=0`$ implies

$$\mu _\rho \left(c_{\gamma _h,\gamma _{h+1}}^{(1)}[_{\gamma _h,\gamma _{h+1}}f]^2\right)=0\text{for any }h=0,1,\mathrm{}$$

by telescopic sums and Cauchy–Schwartz in (5.2) we get $`\mu _\rho (_{x,x+e_i}f)^2=0`$.

Recalling Figure 1 it is straightforward to modify the argument given above to cover also the case $`k=2`$. $`\mathrm{}`$

We next discuss the diffusive behavior of a tagged particle. More precisely, we consider the process $`(\eta (t),x(t))`$ with generator given in (2.10), initial condition $`x(0)=0`$ and $`\eta (0)`$ distributed according to $`\mu _{\rho ,0}`$, the Bernoulli measure on $`\mathrm{\Omega }_0=\{\eta \mathrm{\Omega }:\eta _0=1\}`$. Let $`\xi (t):=\vartheta _{x(t)}\eta (t)`$ be the process as seen from the tagged particle, we have that $`\xi (t)`$ is itself a Markov process on the configuration space $`\mathrm{\Omega }_0`$ with generator given by

$$𝒜_0^{(k)}f(\xi )=\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{y^d}{d(0,y)=1}}}{}c_{0,y}^{(k)}(\xi )(1\xi _y)\left[f(\vartheta _y\xi ^{0,y})f(\xi )\right]+\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}^d\{0\}}{d(x,y)=1}}}{}c_{x,y}^{(k)}(\xi )_{x,y}f(\xi )$$
(5.3)
A straightforward computation shows that $`𝒜_0^{(k)}`$ is self–adjoint in $`L_2(\mu _{\rho ,0})`$; moreover, by the same argument as in Proposition 5.1, it is also ergodic in $`L_2(\mu _{\rho ,0})`$. We can therefore apply the same proof as the one given in  for non–degenerate rates. We get that the rescaled position of the tagged particle, $`\epsilon x(\epsilon ^2t)`$, converges in distribution, as $`\epsilon 0`$, to a $`d`$–dimensional Brownian motion with diffusion matrix $`2D_{\text{self}}^{(k)}`$. Furthermore the diffusion matrix $`D_{\text{self}}^{(k)}=D_{\text{self}}^{(k)}(\rho )`$ is given by the variational formula

$$\begin{array}{ccc}rD_{\text{self}}^{(k)}(\rho )r\hfill & =& \frac{1}{2}\underset{f\text{ local}}{inf}\mu _{\rho ,0}(d\xi )\{\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{y^d}{d(0,y)=1}}}{}c_{0,y}^{(k)}(\xi )(1\xi _y)[ry+f(\vartheta _y\xi ^{0,y})f(\xi )]^2\hfill \\ & & +\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}^d\{0\}}{d(x,y)=1}}}{}c_{x,y}^{(k)}(\xi )[_{x,y}f(\xi )]^2\}\hfill \end{array}$$
(5.4)
where $`r^d`$ and $``$ is the inner product in $`^d`$.

The main result of this Section is that, for $`d2`$ and each $`\rho [0,1)`$, the diffusion matrix $`D_{\text{self}}^{(k)}(\rho )`$ is strictly positive as in the case of simple exclusion .

###### Theorem 5.2.

For each $`d2`$, $`k=1,2`$ and $`\rho [0,1)`$ there exists a real $`c=c(d,k,\rho )>0`$ such that $`rD_{\text{self}}^{(k)}(\rho )rcrr`$ for any $`r^d`$.

Remark.  As discussed in the introduction, the behavior of $`D_{\text{self}}^{(k)}(\rho )`$ as $`\rho 1`$ has some interest. Note that for SEP it vanishes linearly. In the case $`k=1`$, Theorem 5.2 will be proven with $`c=c_0(1\rho )^{11}`$ where $`c_0`$ does not depend on $`\rho `$. However, by the same strategy and some extra efforts, it is possible to improve the lower bound to $`c=c_0^{}(1\rho )^4`$. An upper bound of the form $`D_{\text{self}}^{(k)}(\rho )C_0(1\rho )^21\mathrm{I}`$ is easily obtained by using a constant test function $`f`$ in (5.4).

Let us fix a direction in $`^d`$, say $`e_1`$ and define the following subsets of $`^d\{0\}`$

$$\begin{array}{ccc}R_0^{(1)}\hfill & :=& \{x^d\{0\}:\underset{i=1,2}{\mathrm{max}}|x_i|=1,x_i=0,i=3,\mathrm{},d\}\hfill \\ R_{\pm 1}^{(1)}\hfill & :=& \{x^d\{0\}:x_1=\pm 2,|x_2|1,x_i=0,i=3,\mathrm{},d\}\hfill \end{array}$$
(5.5)
and

$$\begin{array}{ccc}R_0^{(2)}\hfill & :=& \{x^d\{0\}:x_1=0,\underset{i=2,\mathrm{},d}{\mathrm{max}}|x_i|3\}\hfill \\ R_{\pm 1}^{(2)}\hfill & :=& \{x^d\{0\}:x_1=\pm 1,\underset{i=2,\mathrm{},d}{\mathrm{max}}|x_i|3\}\hfill \end{array}$$
(5.6)
Given $`\xi \mathrm{\Omega }_0`$, we next define $`\xi ^{+,,(k)}`$ as the configuration obtained from $`\xi `$ by exchanging the occupation numbers in $`R_{+1}^{(k)}`$ with the corresponding ones in $`R_1^{(k)}`$, namely

$$\left(\xi ^{+,,(1)}\right)_x:=\{\begin{array}{cc}\xi _x\hfill & \text{ if }xR_{+1}^{(1)}R_1^{(1)}\hfill \\ \xi _{x4e_1}\hfill & \text{ if }xR_{\pm 1}^{(1)}\hfill \end{array}$$
(5.7)
and

$$\left(\xi ^{+,,(2)}\right)_x:=\{\begin{array}{cc}\xi _x\hfill & \text{ if }xR_{+1}^{(2)}R_1^{(2)}\hfill \\ \xi _{x2e_1}\hfill & \text{ if }xR_{\pm 1}^{(2)}\hfill \end{array}$$
(5.8)
We finally introduce the events

$$_\pm ^{(k)}:=\{\xi \mathrm{\Omega }_0:\xi _{R_0^{(k)}}=0,\xi _{R_{\pm 1}^{(k)}}=0\},^{(k)}:=_+^{(k)}_{}^{(k)}$$
(5.9)
and note that $`\xi _+^{(k)}`$ iff $`\xi ^{+,,(k)}_{}^{(k)}`$.

###### Lemma 5.3.

For each $`d2`$, $`k=1,2`$, and $`\rho [0,1)`$ there exists a real $`a=a(d,k,\rho )>0`$ such that for any $`r^d`$ we have

$$\begin{array}{c}rD_{\text{self}}^{(k)}(\rho )r(re_1)^2\frac{a}{2}\underset{f\text{ local}}{inf}\mu _{\rho ,0}\left(d\xi \right|^{(k)})\{[f(\xi ^{+,,(k)})f(\xi )]^2\hfill \\ +\underset{y=\pm 1}{}1\mathrm{I}_{\{\xi _{R_y^{(k)}}=0\}}(\xi )[y+f(\vartheta _{ye_1}\xi ^{0,ye_1})f(\xi )]^2\}\hfill \end{array}$$
(5.10)
Proof. We discuss in some detail the case $`k=1`$. We note that if $`\xi ^{(1)}`$ and $`y=\pm 1`$ we have

$$c_{0,ye_1}^{(1)}(\xi )[1\xi _{ye_1}]1\mathrm{I}_{\{\xi _{R_y^{(1)}}=0\}}(\xi )$$

since $`\mu _{\rho ,0}(^{(1)})(1\rho )^{11}`$, by the same argument as in (3.16), from (5.4) we then get

$$\begin{array}{c}rD_{\text{self}}^{(1)}(\rho )r(re_1)^2\frac{1}{2}\underset{f\text{ local}}{inf}\{\mu _{\rho ,0}(d\xi )\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}^d\{0\}}{d(x,y)=1}}}{}c_{x,y}^{(1)}(\xi )[_{x,y}f(\xi )]^2\hfill \\ +(1\rho )^{11}\mu _{\rho ,0}\left(d\xi \right|^{(1)})\underset{y=\pm 1}{}1\mathrm{I}_{\{\xi _{R_y^{(1)}}=0\}}(\xi )[y+f(\vartheta _{ye_1}\xi ^{0,ye_1})f(\xi )]^2\}\hfill \end{array}$$
(5.11)
Let $`T_1,\mathrm{},T_{16}`$ be the chain of exchanges depicted in Figure 2, $`T_i`$ exchanges the occupation numbers in the bond $`b_i`$. Note that if $`\xi _+^{(1)}`$ the path $`\zeta _0^+:=\xi `$, $`\zeta _1^+:=T_1\zeta _0^+`$, $`\mathrm{}`$, $`\zeta _{16}^+:=T_{16}\zeta _{15}^+=\xi ^{+,,(1)}`$ is such that $`c_{b_i}^{(1)}(\zeta _{i1}^+)=1`$, $`i=1,\mathrm{},16`$. For $`\xi _{}^{(1)}`$ we define analogously $`\zeta _0^{}:=\xi `$, $`\zeta _1^{}:=T_{16}\zeta _0^{}`$, $`\mathrm{}`$, $`\zeta _{16}^{}:=T_1\zeta _{15}^{}=\xi ^{+,,(1)}`$ which is such that $`c_{b_{17i}}^{(1)}(\zeta _{i1}^{})=1`$, $`i=1,\mathrm{},16`$.

We then have

$$\begin{array}{c}\left[f(\xi ^{+,,(1)})f(\xi )\right]^21\mathrm{I}_{^{(1)}}(\xi )\hfill \\ 1\mathrm{I}_{_+^{(1)}}(\xi )\left[f(\xi ^{+,,(1)})f(\xi )\right]^2+1\mathrm{I}_{_{}^{(1)}}(\xi )\left[f(\xi ^{+,,(1)})f(\xi )\right]^2\hfill \\ =1\mathrm{I}_{_+^{(1)}}(\xi )\left[\underset{i=1}{\overset{16}{}}f(\zeta _i^+)f(\zeta _{i1}^+)\right]^2+1\mathrm{I}_{_{}^{(1)}}(\xi )\left[\underset{i=1}{\overset{16}{}}f(\zeta _i^{})f(\zeta _{i1}^{})\right]^2\hfill \\ 16\underset{i=1}{\overset{16}{}}\left\{c_{b_i}^{(1)}(\zeta _{i1}^+)\left[_{b_i}f(\zeta _{i1}^+)\right]^2+c_{b_{17i}}^{(1)}(\zeta _{i1}^{})\left[_{b_{17i}}f(\zeta _{i1}^{})\right]^2\right\}\hfill \end{array}$$
(5.12)
By integrating w.r.t. $`\mu _{\rho ,0}`$ the above inequality and taking into account that in the chain of exchanges $`T_i`$, $`i=1,\mathrm{},16`$ each bond is used at most twice we get

$$\begin{array}{c}\mu _{\rho ,0}\left(^{(1)}\right)\mu _{\rho ,0}\left(d\xi |^{(1)}\right)\left[f(\xi ^{+,,(1)})f(\xi )\right]^2\hfill \\ =\mu _{\rho ,0}(d\xi )\left[f(\xi ^{+,,(1)})f(\xi )\right]^21\mathrm{I}_{^{(1)}}(\xi )\hfill \\ 64\mu _{\rho ,0}(d\xi )\underset{{\scriptscriptstyle \genfrac{}{}{0.0pt}{}{\{x,y\}^d\{0\}}{d(x,y)=1}}}{}c_{x,y}^{(1)}(\xi )[_{x,y}f(\xi )]^2\hfill \end{array}$$
(5.13)
which inserted in (5.11) concludes the proof with $`a(d,1,\rho )=2^6(1\rho )^{11}`$.

The case $`k=2`$ is proven by the same arguments; in this case, for $`d=2`$, the required chain of exchanges $`T_1,\mathrm{},T_{35}`$ is depicted in Figure 3. $`\mathrm{}`$

Proof of Theorem 5.2 (sketch). Thanks to Lemma 5.3, it is enough to prove that the right hand side of (5.10) is strictly positive for $`re_10`$. By the variational formula (5.4), it can be interpreted as the self diffusion coefficient of a one dimensional auxiliary process which we next describe in the fixed frame of reference.

The configuration space is $`\{(y,\eta )\times \mathrm{\Omega }:\vartheta _{ye_1}\eta ^{(k)}\}`$. Let $`y(t)`$ be the position of the tagged particle and $`\eta (t)`$ be the particles configuration. At time $`t=0`$ the tagged particle is at the origin, $`y(0)=0`$, and $`\eta (0)^{(k)}`$ is distributed according to $`\mu _{\rho ,0}(|^{(k)})`$. Then the tagged particle jumps to the right, resp. left, with rate one if $`\vartheta _{y(t)e_1}\eta (t)_+^{(k)}`$, resp. if $`\vartheta _{y(t)e_1}\eta (t)_{}^{(k)}`$. Moreover, with rate one, $`\eta (t)`$ is exchanged to $`\vartheta _{y(t)e_1}\left[(\vartheta _{y(t)e_1}\eta (t))^{+,,(k)}\right]`$, namely the occupation numbers in $`\vartheta _{y(t)e_1}R_{}^{(k)}`$ are exchanged with the ones in $`\vartheta _{y(t)e_1}R_+^{(k)}`$.

The proof of the Theorem can now be completed as in the case of non–degenerate rates, see \[27, II.6.3\], by showing that there exists a real $`c>0`$ such that for any $`t>0`$ and $`\eta ^{(k)}`$ we have $`𝔼_{(0,\eta )}\left(y(t)^2\right)ct`$. Here $`𝔼_{(0,\eta )}`$ denotes the distribution of the auxiliary process with initial condition $`(0,\eta )`$. $`\mathrm{}`$

Acknowledgments

It is great pleasure to thank G. Jona–Lasinio for helpful discussions and the constant encouragement. We are also grateful to M. Bertsch, G. Biroli, and F. Cesi for useful comments.


text:
# RXTE observations of strongly absorbed sources IGR J16318-4848 and IGR J16358-4726

## Introduction

During first several months of Galactic plane scans of INTEGRAL observatory there were discovered a few sources which X-ray spectrum has high photoabsorption - IGR J16318-4848 (Courvoisier et al. 2003, Murakami et al. 2003), IGR J16320-4751/AX J1631.9-4752 (Tomsick et al. 2003), IGR J16358-4726 (Revnivtsev et al. 2003a,b)

Shortly after disovery of IGR J16318-4848, the source was observed by XMM (Schartel et al. 2003, de Plaa et al. 2003), that allowed one to make precise position determination and identify its ifrared and optical companion (Foschini et al. 2003, Revnivtsev et al. 2003c). Analysis of infrared and optical measurements of the counterpart showed that X-ray binary IGR J16318-4848 likely contains supergiant companion, which powerful stellar wind could lead to the observed properties of the source \- very strong photoabsorption and very powerful fluorescent emission lines of neutral iron - very similar to that of long period pulsar GX301-2 (Revnivtsev et al. 2003c).

Observations of IGR J16320-4751 and IGR J16358-4726 with XMM and CHANDRA satellites (Rodriguez et al. 2003, Kouveliotou et al. 2003) have not resulted in unambiguous identification of their infrared counterparts, however, in both cases companion stars are likely to be bright, and possibly massive.

In the present Letter we present results of analysis of RXTE observations of IGR J16318-4848 and IGR J16358-4726.

## Data analysis and results

IGR J16318-4848 and IGR J16358-4726 were observed by RXTE on March 14.1, 2003 and March 25.9, 2003 respectively. Effective exposure times of these observations were 6.5 ksec and 3.1 ksec. Because sources are located in highly populated area of the sky and the field of view of RXTE/PCA instrument is 1, the orientation of the observatory in both cases had some offset with respect to the real source positions, in order to exclude possible contribution of nearby known bright sources. Map of the sky around sources with overplotted fields of view of RXTE/PCA during two observations is presented in Fig.1.

For the data reduction we used standard programs of package FTOOLS/LHEASOFT 5.2. Because the sources of our interest are rather weak and they were observed with offset pointings, that diminshes the flux detected from them, we have paid special attention to the correct PCA background subtraction. First of all we have excluded the data from PCU0, because from May 2000 this detector lacks propane veto layer, that leads to the worse quality of background subtraction. Besides, we have used data from upper layer of anodes (LR1) only, because it has lower systematic uncertainties of the background estimation. For the background modelling we used model ”L7\_240”.

Galactic Ridge emission very strongly contributes to the X-ray emission detected by RXTE/PCA, that complicates the analysis of weak sources close to the Galactic plane. For example, the X-ray flux, detected by PCA from IGR J16318-4848 in 2-10 keV energy range is not more than 0.1-0.2 mCrab however Galactic ridge emission, integrated over PCA field of view, gives X-ray flux at the level of approximately 3–5 mCrab (Valinia, Marshall 1998, Revnivtsev 2003).

In order to take into account the Galactic ridge emission we have used results of analysis, presented in papers of Valinia, Marshall (1998) and Revnivtsev (2003). Besides, in our analysis we used RXTE/PCA data obtained during observation of the point, close to IGR J16318-4848 and IGR J16358-4726, and namely - observations of SGR 1627-41 in a quiescent state (Nov. 19-20, 2001). As the shape of the spectrum of Galactic ridge emission does not depend on the position on the sky, except for changing value of interstellar photoabsorption (Yamasaki et al. 1997, Valinia, Marshall 1998, Tanaka 2002, Revnivtsev 2003), we can use its spectrum obtained in an empty field as a template in order to subtract its contribution to the observations of IGR J16318-4848 and IGR J16358-4726.

### IGR J16318-4848

Spectrum of IGR J16318-4848, averaged over whole observation is presented in Fig.2. In the figure we also present total spectrum, detected by RXTE/PCA, that consists of the spectrum of the source and the spectrum of Galactic ridge emission. Note, that normalization of the source spectrum is in $`2.22`$ times smaller than the real one because of $`0.55^{}`$ offset pointing of RXTE/PCA.

For the source spectral approximation we have used simplest model – a power law ($`dN(E)E^\alpha dE`$) with neutral photoabsorption ($`wabs`$ model is XSPEC package). This model was successfully used for spectral approximation of XMM and ASCA data (de Plaa et al. 2003, Revnivtsev et al. 2003c). It is worth to note, that in spite of known presence of prominent fluorescent emission lines at 6–7 keV (Schartel et al. 2003, de Plaa et al. 2003, Revnivtsev et al. 2003c) very strong influence of Galactic ridge emission at these energies precludes any analysis of these lines in RXTE/PCA data. Flux from the Galactic ridge emission, detected by RXTE/PCA at energies 6–7 keV is more than 10 times higher than that of IGR J16318-4848 (see. Fig.2). Obtained best fit parameters of the source spectrum are presented in Table 1. Note, that the parameter of neutral photoabsorption $`n_HL`$ is somewhat larger than that obtained by XMM on Feb 10.7, 2003 (de Plaa et al. 2003, Matt, Guainazzi 2003).

The lightcurve of the source over the whole obsevation is presented in Fig.3.

Analysis of the power spectrum of the obtained lightcurve have not shown any pulsations or highly coherent oscillations (Swank, Markwardt 2003). 2 $`\sigma `$ upper limit on the amplitude of possible pulsations with a frequencies 0.01 Hz - 1 kHz in the energy band 10-20 keV is approximately 10-15%. Upper limit on an amplitude of pulsations with longer periods, like in the case of GX301-2 (670 sec) or IGR J16358-4726 (5860 sec, Kouveliotou et al. 2003) is even larger, $``$20-50%. It is not possible to study the light curve of the source at energies lower than $``$10 keV because of the source weakness with respect to the Galactic ridge emission.

### IGR J16358-4726

Spectrum of the source, averaged over whole observation is presented in Fig. 4. Similar to the case of IGR J16318-4848 on the Fig.4 we present total spectrum, detected by RXTE/PCA, that consist of the source spectrum and the spectrum of Galactic ridge emission.

For the spectral approximation we used the same model as for the case of IGR J16318-4848 - power law with neutral photoabsorption. Best fit parameters of used model are presented in Table 1. Obtained values of parameters well agree with CHANDRA results (Kouveliotou et al. 2003)

As it was expected, the flux of the Galactic ridge emission in this observation is higher than in the case of IGR J16318-4848 (Fig.2,4) because the field of view of RXTE/PCA was $``$0.5 closer to the Galactic plane (see Fig.1). The value of the flux of the Galactic ridge emission well agrees with the results of Valinia, Marshall (1998), Revnivtsev (2003).

Lightcurve of the source does not allow us to analize pulsations with the period 5.86 ksec, detected by Kouveliotou et al. (2003), because the length of our observation is only 3.1 ksec. Pulsations or highly coherent oscillations with shorter periods was not detected. 2$`\sigma `$ upper limit on such oscillations at frequencies 0.01Hz – 1 kHz is $``$10-15%.

## Discussion

In the previous chapter we presented results of analysis of RXTE observations of two strongly absorbed X-ray sources IGR J16318-4848 and IGR J16358-4726. In spite of faitness of sources, strong influence of the Galactic ridge emission and closeness of other bright X-ray binaries, the chosen observation strategy allowed us to obtain the spectra of sources in 3–25 keV energy band.

Spectra of considered sources could be well described by a power law with neutral photoabsorption (model $`wabspower`$ of XSPEC package). Because of large contribution of Galactic ridge emission (that contains a set of powerful lines in 6-7 keV energy band) to the spectra detected by RXTE/PCA, it is not possible to study the emission lines, that could be present in the spectra of IGR J16318-4848 and IGR J16358-4726. Obtained best fit parameters of our spectral approximation well agree with results of other observatories, except for somewhat higher value of absorption column $`n_HL`$ in the case of IGR J16318-4848 with respect to the value obtained with XMM observatory (de Plaa et al. 2003, Matt, Guainazzi 2003).

In spite of considerable complications that arises from strong contribution of Galactic ridge emission to the observed spectra of RXTE/PCA we still believe that our obtained best fit parameters of spectral approximations are more or less correct. Compatibility of best fit parameters of the spectrum of IGR J16358-4726 obtained by RXTE/PCA on March 25.9, 2003 (see Table 1) and obtained by CHANDRA on March 24.2, 2003 (Kouveliotou et al. 2003) could serve as a demontration of correctness of our method of spectral analysis.

Therefore we suppose that higher value (with respect to the value obtained by XMM observatory on Feb. 10.7, 2003) of obtained absorption column in the case of IGR J16318-4848 could imply that the source has variable absorption, probably connected with the orbital phase of the binary system. Simiar absorption variability was observed for a large set of high mass X-ray binary systems, in particular in the case of long period pulsar GX 301-2 (see e.g. Endo et al. 2002) which observational appearances are very similar to that of IGR J16318-4848.

It is interesting to note, that three X-ray sources, discovered by INTEGRAL observatory in the region of $`(l,b)(336,0)`$ (IGR J16318-4848, IGR J16320-4751 and IGR J16358-4726) have a lot of things in common. All three sources have strongly absorbed X-ray spectra, values of the absorption column strongly exceed the interstellar ones (e.g. Dickey, Lockman 1990). All three sources have rather hard X-ray spectra (photon index $`\alpha 11.3`$), that is typical for X-ray pulsars and high mass binaries. For IGR J16318-4848 it was shown that its optical/infrarred counterpart is bright, likely massive, star (Foschini et al. 2003, Revnivtsev et al. 2003c). For other two sources no unambiguous identification of counterparts were made yet, however it is likely that these sources also have bright companions, similar to IGR J16318-4848 (see. Rodriguez et al. 2003, Kouveliotou et al. 2003). Therefore it seems to be reasonable to assume that all three X-ary sources could be high miass binaries. Location of the sources on the sky could also be treated in the favor of described hypothesis. Sources are located at $`(l,b)(336,0)`$, close to the Norma spiral arm tangent, i.e. in the region of enhanced concentration of young massive stars (see e.g. Grimm et al. 2002). If our assumption is correct than the rough estimation of the sources distance could be made - 6–8 kpc.

Author is very grateful to Dr. Jean Swank and RXTE planning team for RXTE TOO observations of IGR J16318-4848 and IGR J16358-4726; to Marat Gilfanov for usefull discussions. Research has made use of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center.

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