Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 88 4 a Solution Created 2026-10-03 Updated 2026-10-14
Write , . In the weak-contrast approximation , neglecting relative to gives the parabolic wave equationFor the mutual coherence , differentiating gives the exact moment equation within this wave approximation,This is an evolution equation but not a closed one. Even a jointly Gaussian random field does not make independent of , which depends on its history. Transverse statistical homogeneity alone therefore does not close the second moment. A covariance or longitudinal Markov approximation is additional information.
Under the white-in- assumption introduced in the next part, interpret , a longitudinal Brownian field with transverse covariance , and use the Stratonovich integral as the smooth-medium limit. Conversion to the Itô integral yieldsThe product rule with quadratic variation gives the closed mutual coherence in a white-noise parabolic medium equation,The two attenuation drifts contribute and the cross variation contributes . The coefficient is the white-noise covariance intensity; it replaces, rather than literally retains, the original finite pointwise variance of .