Field theories for stochastic processes

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