Second-order fields for stochastic partial differential equations

Source 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 $2$, $ξ_\varepsilon$ 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 $Φ= \lim_{\varepsilon \to 0}Φ_{\varepsilon}$, we characterise the limit of $Φ^{err}=\lim_{\varepsilon \to 0} \varepsilon^{-1}(Φ_{\varepsilon}-Φ)$ 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.