Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 335 2 ii Solution 2026-09-28
Assume that is a zero-mean stationary Gaussian random field, that its longitudinal correlation length is short compared with the envelope's evolution scale, and that the propagation distance is long compared with that correlation length. The forward Markov approximation then neglects diffraction during one correlation length. Applying the Furutsu–Novikov formula closes the last average at second order in . Define the integrated longitudinal autocorrelation function of a random fieldThenwhereWriting and using the evenness of the covariance gives the equivalent expressionThe derivation also assumes paraxial propagation, weak scattering, sufficient regularity to interchange differentiation and expectation, and statistical homogeneity in both coordinates. Without the short-correlation approximation, the Gaussian identity produces a nonlocal longitudinal memory integral rather than this local closed equation.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 335 2 iii Solution 2026-09-28
Since with small variance,To leading order, is therefore a centered stationary Gaussian random field. Let its autocorrelation function of a random field beThe contribution gives higher-order mean and non-Gaussian corrections and is consistently omitted at this order.
The far-field Rytov approximation from part ii has unit incident intensity andThe real random variable is centered Gaussian. Its moment-generating function givesDefineThenand henceThis expression depends only on the two-point autocorrelation of the scattering potential. In the weak-fluctuation expansion it becomes