Second-order fields for stochastic partial differential equations

RESUMO

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 - \Delta) \Phi_{\varepsilon} = -P(\Phi_{\varepsilon}) + \xi_{\varepsilon}, \end{equation*} where $P$ is a polynomial of degree greater than or equal to $2$, $\xi_\varepsilon$ is the white-noise after being convoluted (in space) by the heat kernel $K_\varepsilon = e^{\varepsilon \Delta}$. More precisely, taking advantage of the local solutions of pointwise well-posedness of limits $\Phi= \lim_{\varepsilon \to 0}\Phi_{\varepsilon}$, we characterise the limit of $\Phi^{err}=\lim_{\varepsilon \to 0} \varepsilon^{-1}(\Phi_{\varepsilon}-\Phi)$ 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.