For the linear weak-index parabolic wave equation, a Markov approximation with integrated covariance givesThe drift follows by converting the multiplicative Stratonovich integral to an Itô integral for a Brownian field with transverse covariance . For a Gaussian beam with one transverse coordinate entering the random region at , . The coherent field retains transverse beam structure. The white-noise closure needs short longitudinal correlations and the corresponding separation of propagation scales; Gaussian one-point statistics alone are insufficient.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 76 1 b Solution Created 2026-10-03 Updated 2026-10-06
PutIn free space, the parabolic wave equation is . Under the Fourier transform convention , it becomesThe Gaussian integral is legitimate because . Invert the transform after multiplying by . A second Gaussian integral, or equivalently one-dimensional transverse Fresnel propagation, givesChoose the square-root branch continuously from ; for real there is no zero of . This gives the correct incident field at , and direct differentiation verifies the free parabolic wave equation.
For clarity, the squared envelope magnitude isThe Gaussian beam with one transverse coordinate remains Gaussian, with one-transverse-coordinate amplitude factor , not the of a beam with two transverse coordinates. The negative initial quadratic phase produces focusing for ; diffraction prevents a singularity at . These expressions describe the paraxial approximation to free propagation, rather than an exact unrestricted Helmholtz equation beam.