It depends on your "feedback" parameter in your "namelist", 

see :  http://www2.mmm.ucar.edu/wrf/users/docs/user_guide_V3/users_guide_chap5.htm

Hello, if you define max_dom > 1, like 2, and you forgot to set options for the inner domain, using the by default namelist of WRF, for example in the following block related with the physics configuration:

&physics

mp_physics = 3, 3, 3,

ra_lw_physics = 1, 1, 1,

ra_sw_physics = 1, 1, 1,

radt = 30, 30, 30,

sf_sfclay_physics = 1, 1, 1,

sf_surface_physics = 2, 2, 2,

bl_pbl_physics = 1, 1, 1,

...

As you only set the first column for each option, for the second domain the WRF will take the second column as the configuration parameters. In this example for both domains the mp_physics is 3 (WRF Single-Moment 3-class scheme). The same will occur with the other block of the namelist.

Thank you for your reply. I compared my namelist.output and namelist.input in order to get an answer:

namelist.input:

diff_6th_opt = 2,

km_opt = 4,

damp_opt = 3,

dampcoef = 0.05,

epssm = 0.5,

time_step_sound = 0,

scalar_adv_opt = 0,

chem_adv_opt = 0,

tke_adv_opt = 0,

namelist.output:

DIFF_6TH_OPT= 2, 0,

KM_OPT= 4, 10*-1 ,

DAMP_OPT= 3,

DAMPCOEF= 5.00000007E-02, 10*0.00000000,

EPSSM= 0.500000000 , 10*0.100000001 ,

TIME_STEP_SOUND= 11*0 ,

SCALAR_ADV_OPT= 0, 10*1 ,

CHEM_ADV_OPT= 0, 10*1 ,

TKE_ADV_OPT= 0, 10*1 ,

As you can see the inner domain was set with the defaults values. In this case my feedback is enabled.

--> Need to pay attention to multi-column in your namelist.input :( in wrf, column separation is done by the comma)

if the same values of the coarse grid are used, your namelist.input is filled in the following manner : 

diff_6th_opt = 2, 2 

km_opt = 4, 4

damp_opt = 3, 3

dampcoef = 0.05, 0.05

epssm = 0.5, 0.5 

time_step_sound = 0, 0 

scalar_adv_opt = 0,  0

chem_adv_opt = 0,  0

tke_adv_opt = 0, 0

......

set max_dom >1 to activate nests option 

You are right. I just copied the "&dynamics" block from another namelist and I forgot to check the inner domain column.

When you ran real.exe, there was no error at your screen?

No, it runs normally but assumes default values for the inner grid.