Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 88 4 b Solution Created 2026-10-03 Updated 2026-10-14
For a general colored medium and unit plane-wave input , let be the propagator of . Then the solution isA time-ordered operator exponential defines . Its expectation depends on the full longitudinal covariance; the initial Gaussian and transverse-stationarity assumptions do not specify a universal closed expression.
With the stated longitudinal Gaussian white noise and transverse statistical homogeneity, the moment depends only on . Hence . The closed equation in the previous part and initial value giveIn particular : the ensemble mean intensity remains constant for plane-wave input, even though coherent attenuation in a white-noise random medium reduces the mean complex field.
Use a consistent transverse power spectrum convention,For an isotropic spectrum, angular integration gives the isotropic transverse covariance spectrum, . ThereforeThe supplied two-dimensional Fourier transform definition has angular factor , whereas the displayed radial transform pair omits it. The latter is a normalized Hankel transform pair. If its radial spectrum is denoted , use in the integral and omit the prefactor . These are equivalent conventions; mixing them changes the attenuation rate.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 70 2 b Solution Created 2026-10-03 Updated 2026-10-14
Interpret the longitudinal delta covariance as a white-noise limit. It is a generalized random field, not a pointwise unit-variance function. Let have independent longitudinal increments withThe smooth-medium limit gives the Stratonovich equation . Conversion to Itô form contributes the local variance drift:The Itô stochastic integral has zero mean, so coherent attenuation in a white-noise random medium satisfiesHere is the Fresnel propagator. Equivalently,For a constant entrance envelope this is simply its constant value times .
Put , the transverse covariance coefficient of the refractive-index fluctuations. The spectrum required here is the transverse spectrum of that longitudinal covariance coefficient, or equivalently the longitudinal-zero-frequency slice of a prelimit stationary medium. Radial symmetry refers to the transverse plane; exact white noise in one direction is not full three-dimensional isotropy. With the Cartesian Fourier convention,angular integration gives . Its inverse givesThe printed transform hint mixes two different normalizations. Its radial transform and inverse constitute the self-reciprocal Hankel pair, whose spectrum is , rather than the unnormalized Cartesian transform also displayed there. Using that Hankel convention consistently yields insteadThese are the same physical solution after converting spectra. The distinction is Fourier-Hankel normalization for an isotropic spectrum; fixes the zero-separation covariance in either convention.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 335 1 iii Solution Created 2026-10-03 Updated 2026-10-05
For the Fourier transform convention of equation 3, insert the given power spectrum as . With ,The Fourier transform of a Gaussian, or the order-zero Hankel transform, also givesThus the coherent attenuation in a white-noise random medium isFor a unit incident plane wave, the Fresnel propagator leaves the initial envelope unchanged, so the answer reduces to . If instead the given numerical function is interpreted as the self-reciprocal Hankel transform spectrum suggested by the printed equations 4 and 5, then and the alternative isThe factor ambiguity is present in the original PDF. No unique numerical attenuation coefficient follows until the power spectrum convention is fixed. The covariance strength has units of length in this longitudinal white noise model, making both attenuation exponents dimensionless.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 335 1 i Solution Created 2026-10-03 Updated 2026-10-05
Use the time-harmonic wave convention and write , , with a deterministic incident wave envelope. The printed speed ratio is inconsistent with : the refractive index used below is . Substituting in the Helmholtz equation givesThe paraxial approximation discards . The usual weak-fluctuation model also linearizes , givingDropping the quadratic contrast is an additional weak-fluctuation assumption, not a consequence of small propagation angles. Although the linearized random potential generates attenuation of order , it does not retain every effect of that order in the literal finite-correlation index: the discarded quadratic contrast can also produce a mean wave phase shift. This linearization must precede a Gaussian white noise limit: the square of ideal white noise has no ordinary pointwise meaning.
The split-step Fourier method alternates free-space diffraction, , with a random phase screen,For jointly Gaussian random fields, Gaussian phase averaging gives . More generally, a product of fields and conjugate fields picks up , with signs or . Its screen average is determined entirely by the wave phase covariance matrix. The deterministic diffraction step acts on each coordinate, with opposite signs on factors formed by complex conjugation. This is the basis of the field-moment equations.
There is an important closure qualification. A stationary Gaussian random field need not have independent longitudinal increments. For finite-correlation fluctuations, the unlinearized parabolic wave equation instead givesIn the weak-fluctuation model, the exact first-moment equation isThe last term cannot in general be replaced by a constant times . An exact generic solution of the linearized model iswhere denotes time ordering of the propagation operators. For the unlinearized model, add inside the propagation generator. The covariance function of the medium is needed to evaluate this expression; One-point Gaussian distributions alone would not even determine the joint wave phase statistics.
For example, omit diffraction and take a longitudinal autocovariance function . Direct Gaussian phase averaging givesEven here, unit-variance stationary Gaussian random fields with different give different answers. In the general problem the diffraction and multiplication operators do not commute, so this scalar attenuation cannot simply be multiplied by without an additional approximation.
The standard closed answer uses the Markov approximation for a random medium, made explicit in part ii. Let the longitudinally integrated covariance kernel beReplace the medium by longitudinal Gaussian white noise with this strength. A screen of thickness then has and is independent of the incoming field. For the moment , expanding both steps to order givesIn particular, the coherent attenuation in a white-noise random medium and its Fresnel propagator solution areEquivalently, write , where is Brownian motion in with transverse covariance kernel . The Stratonovich integral formulation is . Its Itô integral form isThe mean of the Itô integral vanishes, independently confirming the attenuation drift. For in two transverse dimensions,Thus a unit plane wave has . For a general incident wave envelope, the Fresnel propagator supplies its spreading. The attenuation is redistribution between the coherent and diffuse wave fields, rather than wave absorption: for a field and its conjugate at the same point, the screen contribution in the second-moment equation cancels.