In this work, we study early warning signs for stochastic partial differential equations (SPDEs), where the linearisation around a steady state is characterised by continuous spectrum. The studied warning sign takes the form of qualitative changes in the variance as a deterministic bifurcation threshold is approached via parameter variation. Specifically, we focus on the scaling law of the variance near the transition. Since we are dealing here, in contrast to previous studies, with the case of continuous spectrum and quantitative scaling laws, it is natural to start with linearisations of the drift operator that are multiplication operators defined by analytic functions. For a one-dimensional spatial domain, we obtain precise rates of divergence. In the case of the two- and three-dimensional domains, an upper bound to the rate of the early warning sign is proven. These results are cross-validated by numerical simulations. Our theory can be generically useful for several applications, where stochastic and spatial aspects are important in combination with continuous spectrum bifurcations.
