Second-order fields for stochastic partial differential equations

Abstract: In this article, we study the second-order fluctuation of the solutions of one-dimensional polynomial stochastic partial differential equations (SPDEs) of the form \begin{equation*} (\partial_t - Δ) Φ{\varepsilon} = -P(Φ{\varepsilon}) + ξ{\varepsilon}, \end{equation*} where $P$ is a polynomial of degree greater than or equal to $2$, $ξ</em>\varepsilon$ is the white-noise after being convoluted (in space) by the heat kernel $K_\varepsilon = e^{\varepsilon Δ}$. More precisely, taking advantage of the local solutions of pointwise well-posedness of limits $Φ= \lim_{\varepsilon \to 0}Φ<em>{\varepsilon}$, we characterise the limit of $$Φ^{err}=\lim</em>{\varepsilon \to 0} \varepsilon<sup>{-1}(Φ_{\varepsilon}-Φ)$$ as the solution of a more irregular stochastic partial differential equation. This is performed by applying the Da Prato--Debussche decomposition in the non-linear equation and characterising the limit of each of the terms. We also discuss possible characterisations of second-order fluctuations performed for higher-dimensional SPDEs in the weakly-coupled regime.