Product structure of heat phase space and branching Brownian motion. (Q1419792)

Systems with a dynamically varying number of Brownian particles, such as branching Brownian motion, are conventionally studied by means of a nonlinear extension of the heat equation. This treatment, however, enforces tailor-made kinematics for each individual system at hand, in order to encode an intrinsically multi-particle problem in the formalism of a single heat equation. The aim of this paper is to devise a unified kinematical framework for any Brownian process featuring a dynamically changing particle number. The authors' investigation starts with the crucial observation that the phase space of the heat equation carries a product structure, in contrast to the complex structure of the phase space for the Schrödinger equation. The same way in which the latter gives rise to the ubiquitous occurrence of the complex numbers in quantum theory, the product structure can be absorbed into the commutative unit ring \(\mathbb{P}\) of pseudo-complex numbers, governing the kinematics of Brownian particles. The study of one-particle Brownian motion then becomes a Hilbert module theory over \(\mathbb{P}\), where the non-differentiability of Brownian paths emerges as a direct consequence of the pseudo-complex structure of heat phase space. The thorough geometrical understanding of the one-particle case is then used to construct multi-particle systems, employing a Fock space approach. In contrast to the conventional approach, the presented pseudo-complex Hilbert module description of the single particle is extended to a model-independent Fock space formalism, and the dynamics of an operator-valued second quantized field are derived. In this set-up, general interacting pseudo-complex quantum field theories are discussed as the appropriate kinematical framework for the discussion of Brownian processes with non-constant particle number. The authors illustrate in detail the application of the abstract formalism to the prototypical example of binary branching Brownian motion. For this system the Dyson-Schwinger equations can be exactly solved, and coincide with the equations of motion that are found classically for corresponding quantities. A point in case is the reproduction of the extinction probability for such a process, which appears as the dressed one-point function in the pseudo-complex quantum field theory. In general, the advantage of this field theoretical point of view seems to be that one can easily write down models for arbitrarily complex Brownian processes simply by specifying the desired interactions in the Lagrangian. Ideally, these models have exactly solvable Dyson-Schwinger equations, as in the example of binary branching and dying. For applications of the theory of Brownian motion to phenomenological questions, however, a field-theoretical expansion by Feynman diagrams may be just the appropriate tool to extract information on complex systems. Importantly, the presented Fock space approach to Brownian multi-particle systems opens up the possibility to import many of the advanced techniques and results from quantum field theory into the analysis of Brownian processes.