Abstract
The parabolic or forward scattering approximation to the equation describing wave propagation in a random medium leads to a stochastic partial differential equation which has the form of a random Schrödinger equation. Existence, uniqueness and continuity of solutions to this equation are established. The resulting process is a Markov diffusion process on the unit sphere in complex Hilbert space. Using Markov methods a limiting Markov process is identified in the case of a narrow beam limit; this limiting process corresponds to a simple random translation of the beam known as “spot-dancing.”
Similar content being viewed by others
References
Dawson DA and Papanicolaou GC (1984) Waves in random media in the forward scattering approximation (in press)
Dawson DA and Kurtz TG (1982) Application of duality to measure-valued processes. In: Fleming W and Gorostiza LG (eds) Lecture Notes in Control and Information Science, vol. 42:91–105. Springer-Verlag, New York
Dawson DA and Salehi H (1982) Spatially homogeneous random evolutions. J Mult Anal 10:141–180
Furutsu K (1982) Statistical theory of wave propagation in a random medium and the irradiance distribution function. J Opt Soc Amer 62:240–254
Furutsu K and Furuhama Y (1973) Spot dancing and relative saturation phenomena of irradiance scintillation of optical beams in a random medium. Optica 20:707–719
Holley R and Stroock D Generalized Ornstein-Uhlenbeck Processes as limits of interacting systems, In: Williams D (ed) “Stochastic Integrals”, Lecture Notes in Mathematics, vol. 851:152–168. Springer-Verlag, New York
Itô K (1983) Stochastic differential equations in infinite dimensions. CBMS-NSF Regional Conference. SIAM, Philadelphia
Keller JB (1964) Stochastic equations and wave propagation in random media. Proc Symp Appl Math 16:145–170
Klyatskin VI and Tatarskii VI (1970) A new method of successive approximations in the problem of the propagation of waves in a random medium having random large-scale inhomogenieties. Radiophys and Quantum Electronics (USSR) 14:1110–1111
Klyatskin VI (1975) Statistical description of dynamical systems with fluctuating parameters (in Russian). Nauka, Moscow
Miyahara Y (1982) Stochastic evolution equations and white noise analysis. Ottawa: Carleton Mathematical Lecture Notes No. 42
Meiden R (1980) On the connection between ordinary and generalized stochastic processes. J Math Anal Appl 76:124–133
Stratonovich RL (1965) Conditional Markov Processes. Elsevier: New York
Strohbehn JW (1978) Laser beam propagation in the atmosphere. Springer-Verlag: New York
Stroock DW and Varadhan SRS (1979) Multidimensional diffusion processes. Springer-Verlag: Berlin, Heidelberg, New York
Tatarskii VI (1971) The effects of the turbulent atmosphere on wave propagation. National Technical Service: Springfield, VA
Trotter HF (1958) Approximation of semigroups of operators. Pac J Math 8:887–919
Author information
Authors and Affiliations
Additional information
Communicated by H. H. Kuo
Research supported by the Natural Sciences and Engineering Research Council of Canada.
Research supported by the Air Force Office of Scientific Research under Grant number AFOSR-80-0228.
Rights and permissions
About this article
Cite this article
Dawson, D.A., Papanicolaou, G.C. A random wave process. Appl Math Optim 12, 97–114 (1984). https://doi.org/10.1007/BF01449037
Accepted:
Issue Date:
DOI: https://doi.org/10.1007/BF01449037