Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 80 3 b ii Solution Created 2026-10-03 Updated 2026-10-14
Inverse Fourier transform of the expected value givesindependent of both coordinates. Its squared modulus is the coherent scalar wave intensity , which must not be confused with the mean wave intensity.
For the latter use the stationary two-point statistics. Let be the uncentered spectral measure of a stationary random field of , normalized bySince , its total mass is . Under free paraxial propagation each spectral component is multiplied by ; in its wave-field correlation this wave phase multiplies its complex conjugate and cancels. The stationary intensity under free paraxial propagation is consequentlyStationarity is essential to this pointwise statement: it makes the spectral covariance diagonal. Conservation of integrated power alone would not show that a particular spatial point keeps the same scalar wave intensity.
The same result follows locally from , where . Taking expectations makes independent of , so . Thus coherent scalar wave intensity and mean wave intensity are both constant in propagation, with different values. The incoherent contribution has mean . Individual realizations can show focusing and changing scalar wave intensity even though the expected value remains constant. All these propagation statements concern the free parabolic wave equation from part (a).