Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 335 / 1

Use the time convention $e^{-i\omega t}$. The free-space Helmholtz equation, with $\psi =e^{ikx}E$, gives the exact reduced equationFor a forward plane wave at angle $\alpha$, $E_x=O(k{\alpha }^{2}E)$ and $E_{zz}=O(k^2{\alpha }^{2}E)$, whereas $E_{xx}=O(k^2{\alpha }^{4}E)$. Thus the paraxial approximation neglects $E_{xx}$ relative to $2ik{E}_x$. The reduced field satisfies the parabolic wave equationWith the Fourier transform convention used below and its inverse, this becomes an ordinary differential equation for each transverse wavenumber:Consequently the initial-value solution isEquivalently, evaluating the oscillatory Gaussian integral gives the one-dimensional transverse Fresnel propagation formulaThe square-root branch has $\sqrt{1/i}=e^{-i\pi /4}$. The formula is an oscillatory integral for general data, or the Fresnel propagator acting on square-integrable functions. It approaches the initial field as $x\downarrow 0$. A plane wave has transverse wavenumber $\nu =k\sin \alpha$; the reduced axial phase $-{\nu }^{2}x/(2k)$ agrees with $k(\cos \alpha -1)x$ through order ${\alpha }^2$. This also checks the sign. The paraxial approximation applies to $|\nu |\ll k$.

Put $\beta =k\xi \mu$. The random phase screen producesInterpret the normality assumption as a jointly Gaussian process, not merely Gaussian one-point marginal distributions. Write its normalized autocorrelation as $\rho (\zeta )=⟨W(z+\zeta )W(z)⟩$. The difference $W(z+\zeta )-W(z)$ is a zero-mean Gaussian random variable with variance $2(1-\rho (\zeta ))$. Its characteristic function therefore gives the Gaussian phase-screen correlationWithout joint Gaussianity the autocorrelation alone does not determine this expectation.

For an acoustic pressure amplitude $\psi$, with background mass density ${\rho }_0$, the time-averaged acoustic energy flux isAn acoustic potential convention changes the dimensional prefactor. The physical field includes the carrier $e^{ikx}$: a transverse Fourier transform mode has axial wavenumber ${\kappa }_{\nu }=k-{\nu }^2/(2k)$ in the parabolic wave equation. Thus its spectral acoustic flux is proportional to ${\kappa }_{\nu }|\hat{E}(x,\nu ){|}^2$, or to $k|\hat{E}(x,\nu ){|}^2$ at leading paraxial order. Differentiating the reduced field alone would omit the carrier contribution.

The infinite stationary illumination has a spectral measure of a stationary random field, rather than a finite ordinary value of $⟨|\hat{E}{|}^2⟩$ at each $\nu$. To specify the normalization, truncate the screen to an aperture of length $L$, propagate this truncated initial field, and setThe propagation multiplier has modulus one. Using the Gaussian phase-screen correlation and the overlap of the two aperture intervals givesMultiplication by ${\kappa }_{\nu }/(2{\rho }_0\omega )$ gives the ensemble-averaged pressure-normalized modal acoustic energy flux for this finite-aperture convention.

The infinite-aperture spectral normalization consistent with the specified Fourier transform isThe integral and limit are understood as spectral measures of a stationary random field when necessary. By Parseval's identity, this is power per unit transverse length: ${\int }_{\mathbb{R}}{S}_E(d\nu )=C_E(0)=1$. The ensemble-averaged axial spectral acoustic flux is independent of $x$:Here the notation includes Dirac delta distributions in the spectral measure of a stationary random field; the leading-order total flux is $I_{\mathrm{inc}}$. The ${\kappa }_{\nu }$ correction is meaningful within $|\nu |\ll k$, the range of the paraxial approximation.

If $\rho (\zeta )\to 0$ and $e^{{\beta }^2\rho (\zeta )}-1$ is integrable, the stationary phase-screen power spectrum separates into coherent and diffuse wave fields:The coherent fraction is $e^{-{\beta }^2}$ and the diffuse fraction is $1-e^{-{\beta }^2}$. If additionally $|\beta |\ll 1$, the stationary phase-screen power spectrum is $(1-{\beta }^2)\delta +{\beta }^2\hat{\rho }+O({\beta }^4)$ with the same Fourier transform convention. Small $\mu$ alone does not imply small accumulated phase $k\xi \mu$.

At each point the Gaussian process has a standard normal marginal distribution. Its characteristic function gives the coherent screen fieldIt is constant in $z$, so its Fourier transform is $m\delta (\nu )$. Applying the Fresnel propagator to this zero-transverse-wavenumber component gives the ensemble-averaged reduced spectrumThus the reduced mean is independent of $x$. The physical mean $⟨\psi (x,z)⟩=e^{ikx}{e}^{-{\beta }^2/2}$ still has its carrier phase. The coherent attenuation by a Gaussian phase screen takes place at the screen, with no further coherent attenuation in homogeneous space.

The full spectral acoustic flux depends on the second moment, not the square of this mean. For a stationary process, the generalized cross-spectral correlation isIndeed its propagation factors cancel on $\nu ={\nu }^{\prime }$. This explains why the ensemble-averaged spectral acoustic flux in (b) is also independent of $x$, even for nonzero transverse wavenumbers whose individual complex amplitudes change phase. The coherent atom has weight $|m{|}^2=e^{-{\beta }^2}$; the full stationary phase-screen power spectrum also contains fluctuations. Under the decay assumptions in (b), their integrated weight is $1-e^{-{\beta }^2}$. One must use these weights in a spectral measure of a stationary random field, rather than square a Dirac delta distribution. A phase-only screen preserves the leading-order total acoustic energy flux, although it reduces its coherent part.