We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter m, a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP(m) and the KMP, and a nonlinear heat equation for the GBEP(a). We prove the hydrodynamic limit rigorously for the BEP(m), and give a formal derivation for the GBEP(a).We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form − log ρ; they involve dissipation or mobility terms of order ρ 2 for the linear heat equation, and a nonlinear function of ρ for the nonlinear heat equation.