Branching processes are widely used to model phenomena from networks to neuronal avalanching. In a large class of continuous-time branching processes, we study the temporal scaling of the moments of the instant population size, the survival probability, expected avalanche duration, the so-called avalanche shape, the n-point correlation function and the probability density function of the total avalanche size. Previous studies have shown universality in certain observables of branching processes using probabilistic arguments, however, a comprehensive description is lacking. We derive the field theory that describes the process and demonstrate how to use it to calculate the relevant observables and their scaling to leading order in time, revealing the universality of the moments of the population size. Our results explain why the first and second moment of the offspring distribution are sufficient to fully characterise the process in the vicinity of criticality, regardless of the underlying offspring distribution. This finding implies that branching processes are universal. We illustrate our analytical results with computer simulations. *
Branching processes are used to model diverse social and physical scenarios, from extinction of family names to nuclear fission. However, for a better description of natural phenomena, such as viral epidemics in cellular tissues, animal populations and social networks, a spatial embedding—the branching random walk (BRW)—is required. Despite its wide range of applications, the properties of the volume explored by the BRW so far remained elusive, with exact results limited to one dimension. Here we present analytical results, supported by numerical simulations, on the scaling of the volume explored by a BRW in the critical regime, the onset of epidemics, in general environments. Our results characterise the spreading dynamics on regular lattices and general graphs, such as fractals, random trees and scale-free networks, revealing the direct relation between the graphs’ dimensionality and the rate of propagation of the viral process. Furthermore, we use the BRW to determine the spectral properties of real social and metabolic networks, where we observe that a lack of information of the network structure can lead to differences in the observed behaviour of the spreading process. Our results provide observables of broad interest for the characterisation of real world lattices, tissues, and networks.
We present an algorithm to efficiently sample first-passage times for fractional Brownian motion. To increase the resolution, an initial coarse lattice is successively refined close to the target, by adding exactly sampled midpoints, where the probability that they reach the target is non-negligible. Compared to a path of N equally spaced points, the algorithm achieves the same numerical accuracy N eff , while sampling only a small fraction of all points. Though this induces a statistical error, the latter is bounded for each bridge, allowing us to bound the total error rate by a number of our choice, say P tot error = 10 −6 . This leads to significant improvements in both memory and speed. For H = 0.33 and N eff = 2 32 , we need 5 000 times less CPU time and 10 000 times less memory than the classical Davies Harte algorithm. The gain grows for H = 0.25 and N eff = 2 42 to 3 · 10 5 for CPU and 10 6 for memory. We estimate our algorithmic complexity as C ABSec (N eff ) = O (ln N eff ) 3 , to be compared to Davies Harte which has complexity C DH (N ) = O (N ln N ). Decreasing P tot error results in a small increase in complexity, proportional to ln(1/P tot error ). Our current implementation is limited to the values of N eff given above, due to a loss of floating-point precision. Our algorithm can be adapted to other extreme events and arbitrary Gaussian processes. It enables one to numerically validate theoretical predictions that were hitherto inaccessible.
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