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An Optimisation-Based Approach to FKPP-Type Equations 10.17863/CAM.25108 Driver, David Philip 0000000241598120 Tehranchi, Michael In this thesis, we study a class of reaction-diffusion equations of the form $\frac{\partial u}{\partial t} = \mathcal{L}u + \phi u - \tfrac{1}{k} u^{k+1}$ where $\mathcal{L}$ is the stochastic generator of a Markov process, $\phi$ is a function of the space variables and $k\in \mathbb{R}\backslash\{0\}$. An important example, in the case when $k>0$, is equations of the FKPP-type. We also give an example from the theory of utility maximisation problems when such equations arise and in this case $k<0$. We introduce a new representation, for the solution of the equation, as the optimal value of an optimal control problem. We also give a second representation which can be seen as a dual problem to the first optimisation problem. We note that this is a new type of dual problem and we compare it to the standard Lagrangian dual formulation. By choosing controls in the optimisation problems we obtain upper and lower bounds on the solution to the PDE. We use these bounds to study the speed of the wave front of the PDE in the case when $\mathcal{L}$ is the generator of a suitable Lévy process. University of Cambridge 2018-07-21 Thesis Doctoral Doctor of Philosophy (PhD) en Research funded by EPSRC/CCA https://www.repository.cam.ac.uk/handle/1810/277769 https://apollo8-f-pro.lib.cam.ac.uk/bitstreams/ca2e8a6d-f6d8-4ff6-8e35-1d8d3cd3edbc/download d449fab17245d3bfe6a0ed7f525800bb https://apollo8-f-pro.lib.cam.ac.uk/bitstreams/e30eb01e-bfeb-414a-9916-5d502aaae3b8/download 87eda9de84448d1f82354d60eee3eb5f https://www.rioxx.net/licenses/all-rights-reserved/ KPP FKPP Reaction-Diffusion Equations Branching processes Front Propagation HJB Equation Stochastic Optimisation Travelling Waves