We review the main ideas on the derivation of hydrodynamical equations from
microscopic models. The Boltzmann equation, which is a good approximation
for the evolution of rare gases, provides a useful tool to test these ideas
in mathematically controllable situations such as the Euler and incompress
ible Navier-Stokes limits, which we describe in some detail. We also discus
s the heuristics and some rigorous results available for stochastic particl
e systems. (C) 1999 American Institute of Physics. [S1070-6631(99)02008-5].