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White noise in atmospheric optics

White noise in atmospheric optics We consider a stochastic bilinear system model for laser propagation in atmospheric turbulence. The model consists of a random Schrödinger equation in which the white noise input is multiplied by the state. We consider approximate product form solutions of the Trotter-Kato type, and use these product forms to relate the Hilbert space-valued white noise model and the Itô equation model. We also consider white noise as the limit of a sequence Ornstein-Uhlenbeck processes. Finally, we consider approximate solutions using the Feynman-Itô equation, and an approximate calculation of the mean field without using the Markov approximation. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

White noise in atmospheric optics

Acta Applicandae Mathematicae , Volume 35 (2) – Dec 31, 2004

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References (15)

Publisher
Springer Journals
Copyright
Copyright
Subject
Mathematics; Computational Mathematics and Numerical Analysis; Applications of Mathematics; Partial Differential Equations; Probability Theory and Stochastic Processes; Calculus of Variations and Optimal Control; Optimization
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1007/BF00994913
Publisher site
See Article on Publisher Site

Abstract

We consider a stochastic bilinear system model for laser propagation in atmospheric turbulence. The model consists of a random Schrödinger equation in which the white noise input is multiplied by the state. We consider approximate product form solutions of the Trotter-Kato type, and use these product forms to relate the Hilbert space-valued white noise model and the Itô equation model. We also consider white noise as the limit of a sequence Ornstein-Uhlenbeck processes. Finally, we consider approximate solutions using the Feynman-Itô equation, and an approximate calculation of the mean field without using the Markov approximation.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Dec 31, 2004

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