scientific article; zbMATH DE number 16699

MaRDI QIDQ3973384zbMATH OpenFDO

Authors Robert P. Leland

Publication date 26 June 1992

zbMATH Keywords

Gaussian random fieldItô integral representationsOrnstein-Uhlenbeck processrandom Schrödinger equationsimulation resultsTrotter-Kato product forms

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

[For the entire collection see Zbl 0725.00019.] This paper describes a model for laser distortion in turbulence that consists of a random Schrödinger equation: \[ {\partial\over \partial z}V(x,y,z)={i\over 2k}\nabla^ 2V(x,y,z)+ikn_ 1(x,y,z)V(x,y,z), \] where \(\nabla^ 2=(\partial^ 2/\partial x^ 2)+(\partial^ 2/\partial y^ 2)\) and \(n_ 1(x,y,z)\) is a Gaussian random field representing index of refraction fluctuations. This model represents a bilinear system driven by a random noise input \(n_ 1\). A bilinear system model is defined for \(V_ z=V(\cdot,\cdot,z)\in L_ 2[R^ 2]\) as \[ {d\over dz}V_ z=AV_ z+B(V_ z,N_ z), \] where \(B\) is a bilinear operator and \(N(\cdot)\) is an \(L_ 2[(0,T); L_ 2(R^ 2)]\) valued white noise, using the Hilbert space valued white noise theory of Balakrishnan. Approximate solutions using Trotter-Kato product forms are shown to be random variables and converge in mean square. The corresponding Itô integral representations are calculated and also shown to converge in mean square. The Markov approximation, or assumption of a white noise input, is verified by considering the input \(N\) to be an Ornstein-Uhlenbeck process and taking the limit (weak) as \(N\) approaches a white noise, i.e. the input bandwidth is expanded to a white noise. The product form approximations are shown to converge weakly as \(N\) approaches the white noise limit. Simulation results show this convergence is rapid.

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Cited in

(5)

• Stochastic models for laser propagation in atmospheric turbulence
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• The Schwinger equations for the propagation of the laser radiation in a turbulent medium
• Stochastic quantization of laser propagation models
• A random Schrödinger equation: White noise model

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