We are not able to resolve this OAI Identifier to the repository landing page. If you are the repository manager for this record, please head to the Dashboard and adjust the settings.
Department of Mathematics, Imperial College London
Doi
Abstract
This thesis is a collection of collaborative research work which uses field-theoretic techniques to
approach three different areas of stochastic dynamics: Branching Processes, First-passage times
of processes with are subject to both white and coloured noise, and numerical and analytical
aspects of first-passage times in fractional Brownian Motion.
Chapter 1 (joint work with Rosalba Garcia Millan, Johannes Pausch, and Gunnar Pruessner,
appeared in Phys. Rev. E 98 (6):062107) contains an analysis of non-spatial branching processes
with arbitrary offspring distribution. Here our focus lies on the statistics of the number of
particles in the system at any given time. We calculate a host of observables using Doi-Peliti
field theory and find that close to criticality these observables no longer depend on the details
of the offspring distribution, and are thus universal.
In Chapter 2 (joint work with Ignacio Bordeu, Saoirse Amarteifio, Rosalba Garcia Millan,
Nanxin Wei, and Gunnar Pruessner, appeared in Sci. Rep. 9:15590) we study the number of
sites visited by a branching random walk on general graphs. To do so, we introduce a fieldtheoretic
tracing mechanism which keeps track of all already visited sites. We find the scaling
laws of the moments of the distribution near the critical point.
Chapter 3 (joint work with Gunnar Pruessner and Guillaume Salbreux, submitted, arXiv:
2006.00116) provides an analysis of the first-passage time problem for stochastic processes
subject to white and coloured noise. By way of a perturbation theory, I give a systematic and
controlled expansion of the moment generating function of first-passage times.
In Chapter 4, we revise the tracing mechanism found earlier and use it to characterise three
different extreme values, first-passage times, running maxima, and mean volume explored. By
formulating these in field-theoretic language, we are able to derive new results for a class of
non-Markovian stochastic processes.
Chapter 5 and 6 are concerned with the first-passage time distribution of fractional Brownian
Motion. Chapter 5 (joint work with Kay Wiese, appeared in Phys. Rev. E 101 (4):043312)
introduces a new algorithm to sample them efficiently. Chapter 6 (joint work with Maxence
Arutkin and Kay Wiese, submitted, arXiv:1908.10801) gives a field-theoretically obtained perturbative
result of the first-passage time distribution in the presence of linear and non-linear
drift.Open Acces
Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.