Interacting particle approximation of cross-diffusion systems

We derive a class of multi-species cross-diffusion systems from stochastic interacting particles. We prove existence of weak solutions of the limiting cross-diffusion system as well as the propagation of chaos by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness arguments. We show that these equations capture the macroscopic behavior of the interacting particle system if the localisation parameter is chosen logarithmically with respect to the number of particles.