An improved technique on the stochastic functional approach for randomly rough surface scattering –Numerical-analytical Wiener analysis

This paper proposes an improved technique on the stochastic functional approach for randomly rough surface scattering. Its first application is made on a TE plane wave scattering from a Gaussian random surface having perfect conductivity with infinite extent. The random wavefield becomes a ‘stochastic Floquet form’ represented by a Wiener–Hermite expansion with unknown expansion coefficients called Wiener kernels. From the effective boundary condition as a model of the random surface, a series of integral equations determining the Wiener kernels are obtained. By applying a quadrature method to the first three order hierarchical equations, a matrix equation is derived. By solving that matrix equation, the exact Wiener kernels up to second order are numerically obtained. Then the incoherent scattering cross-section and the optical theorem are calculated. A prediction is that the optical theorem always holds, which is derived from previous work is confirmed in a numerical sense. It is then concluded that the improved technique is useful.     

Green functions in stochastic field theory

Functional representations are reviewed for the generating function of Green functions of stochastic problems stated either with the use of the Fokker-Planck equation or the master equation. Both cases are treated in a unified manner based on the operator approach similar to quantum mechanics. Solution of a second-order stochastic differential equation in the framework of stochastic field theory is constructed. Ambiguities in the mathematical formulation of stochastic field theory are discussed. The Schwinger-Keldysh representation is constructed for the Green functions of the stochastic field theory which yields a functional-integral representation with local action but without the explicit functional Jacobi determinant or ghost fields.     

Scattering of electromagnetic waves from a slightly random surface—reciprocal theorem, cross-polarization and backscattering enhancement

The present paper deals with the electromagnetic (EM) scattering from a perfectly conductive, random surface by means of the stochastic functional approach and aims to study the backscattering enhancement associated with co-polarized and cross-polarized scattering. The treatment is based on the stochastic functional theory where the random EM field is represented in terms of a Wiener-Hermite functional of the homogeneous Gaussian random surface. To obtain more precise solutions than the previous works (Nakayama J et al 1981 Radio Sci. 16 831-53), we first establish the reciprocal theorem for vector Wiener kernels which describe the stochastic functional representation of the EM field and, using this, we derive the reciprocal relations for the co-polarized and cross-polarized scattering distribution relative to TE and TM polarizations of incident wave. Solutions for the vector Wiener kernels up to the second are obtained so precisely as to satisfy the reciprocal relations and are expressed in terms of generating matrices, so that complex EM scattering processes described by the vector Wiener kernels are given dear physical interpretations. Compact operator representations are introduced to reformulate the hierarchical kernel equations, the mass operator equation and higher-order kernel solutions. It is shown that the second vector Wiener kernel physically describes a 'dressed double-scattering' process, similar to the scalar theory (Ogura H and Takahashi N 1995 Waves Random Media 5 223-42), and that the 'dressed double scattering', which involves anomalous scattering in the intermediate scattering processes, creates the backscattering enhancement in both co- and cross-polarized scattering for both TE and TM wave incidence.     

Theory of low field resonance and relaxation I

A theory of low field resonance and relaxation is formulated on the basis of the time-convolution equation formalism. A fluctuating field is assumed to be stochastic, and in certain cases, exact solutions are obtained in closed analytic form.Relevance to recent μSR experiments on a random magnetic system is discussed.     

Uncertainty quantification for systems of conservation laws

Uncertainty quantification through stochastic spectral methods has been recently applied to several kinds of non-linear stochastic PDEs. In this paper, we introduce a formalism based on kinetic theory to tackle uncertain hyperbolic systems of conservation laws with Polynomial Chaos (PC) methods. The idea is to introduce a new variable, the entropic variable, in bijection with our vector of unknowns, which we develop on the polynomial basis: by performing a Galerkin projection, we obtain a deterministic system of conservation laws. We state several properties of this deterministic system in the case of a general uncertain system of conservation laws. We then apply the method to the case of the inviscid Burgers’ equation with random initial conditions and we present some preliminary results for the Euler system. We systematically compare results from our new approach to results from the stochastic Galerkin method. In the vicinity of discontinuities, the new method bounds the oscillations due to Gibbs phenomenon to a certain range through the entropy of the system without the use of any adaptative random space discretizations. It is found to be more precise than the stochastic Galerkin method for smooth cases but above all for discontinuous cases.     

Scattering of an electromagnetic wave from a slightly random cylindrical surface: horizontal polarization

The scattering of an electromagnetic wave from a random cylindrical surface ir studied for a plane-wave incidence with S-(TE) polarization, by means ofthe stochastic scattering theory developed by Nakayama, Ogura. Sakati et al. The theory is based on the Wiener-Ito stochastic functional calculus combined with the group-theoretic consideration concerning the homogeneity of the random surface. The random surface is assumed to be a homogeneous Gaussian random field on the cylinder C, homogeneous with respect to the group of motiolrs on C: translations along the axis and rotations around the axis. An operator D operating on a random field on C is introduced in such a way that D keeps the homogeneous random surface invariant This gives a reprerentation of the cylbdrical group and commutes with the boundary condition and the Maxwell equation. Thus, for an injection of the mth cylindrical TE or TM wave, which is a vector eigenfunction of the D operator, the scattered random wave field is an eigenfunctiou with the same eigenvalue: it satisfies the Maxwell equation and is a stoch-tic Iunctional of the Gaussian random surface, BO that it can be expressed in a vector form of the Wiener-Ito expansion in t e m of TE and TM waves and orthogonal functional. of the Gaussian random measures associated with the random cylindrical surface. In the analysis the random surface is modelled by an approximate boundaiy condition representing a perfectly conducting cylindrical surface with a slight roughness. The boundary condition on the random cylinder is transformed into a hierarchy of equations for the Wiener kernels which can be solved approximately. The random wave field for a plane-wave injection is obtained by summing these fields over m. From the stochastic representation of the electromagnetic field so obtained, various statistical characteristics can be calculated the coherent scattering amplitude. total coherent power flow, incoherent power flow, differential sections for coherent rcatlerhig and incoherent scattering, etc. The power conservation law is cast into a stochastic electromagnetic version of the optical theorem stating that the total scatteiing cross section is given by the imaginary part of the forward coherent scattering amplitude. Numerical calculations are made for a planewave injection with S-(TE) polarization. The case of p-(TM) polarization can be treated in a similar manner.     

Independent Component Analysis to enhance performances of Karhunen–Loeve expansions for non-Gaussian stochastic processes: Application to uncertain systems

In the context of engineering systems, an essential step in uncertainty quantification is the development of accurate and efficient representation of the random input parameters. For such input parameters modeled as stochastic processes, Karhunen–Loeve expansion is a classical approach providing efficient representations using a set of uncorrelated, but generally statistically dependent random variables. The dependence structure among these random variables may be difficult to estimate statistically and is thus ignored in many practical applications. This simplifying assumption of independence may lead to considerable errors in estimating the variability in the system state, thus limiting the effectiveness of Karhunen–Loeve expansion in certain cases. In this paper, Independent Component Analysis is exploited to linearly transform the random variables used in Karhunen–Loeve expansion resulting into a set of random variables exhibiting higher order decorrelation. The stochastic wave equation is investigated for numerical illustration whereby the random stiffness coefficient is modeled as a non-Gaussian stochastic process. Under the assumption of independence among the random variables used in the Karhunen–Loeve expansion and Independent Component Analysis representations, the latter provides more accurate statistical characterization of the output process for the specific cases examined.     

Long-Time Dynamics of Korteweg–de Vries Solitons Driven by Random Perturbations

This paper deals with the transmission of a soliton in a random medium described by a randomly perturbed Korteweg–de Vries equation. Different kinds of perturbations are addressed, depending on their specific time or position dependences, with or without damping. We derive effective evolution equations for the soliton parameter by applying a perturbation theory of the inverse scattering transform and limit theorems of stochastic calculus. Original results are derived that are very different compared to a randomly perturbed Nonlinear Schrödinger equation. First the emission of a soliton gas is proved to be a very general feature. Second some perturbations are shown to involve a speeding-up of the soliton, instead of the decay that is usually observed in random media.     

STOCHASTIC AVERAGING OF DUHEM HYSTERETIC SYSTEMS

The response of Duhem hysteretic system to externally and/or parametrically non-white random excitations is investigated by using the stochastic averaging method. A class of integrable Duhem hysteresis models covering many existing hysteresis models is identified and the potential energy and dissipated energy of Duhem hysteretic component are determined. The Duhem hysteretic system under random excitations is replaced equivalently by a non-hysteretic non-linear random system. The averaged Ito's stochastic differential equation for the total energy is derived and the Fokker-Planck-Kolmogorov equation associated with the averaged Ito's equation is solved to yield stationary probability density of total energy, from which the statistics of system response can be evaluated. It is observed that the numerical results by using the stochastic averaging method is in good agreement with that from digital simulation.     

Stochastic electrodynamics. I. On the stochastic zero-point field

This is the first in a series of papers that present a new classical statistical treatment of the system of a charged harmonic oscillator (HO) immersed in an omnipresent stochastic zero-point (ZP) electromagnetic radiation field. This paper establishes the Gaussian statistical properties of this ZP field using Bourret's postulate that all statistical moments of the stochastic field plane waves at a given space-time point should agree with their corresponding quantized field vacuum expectations. This postulate is more than adequate to derive the Planck spectrum classically via Boyer's and Theimer's methods, but it requires that the stochastic amplitude of each linearly polarized plane wave in the field contain two independent Gaussian random variables, not just a random phase as has sometimes been assumed. In the succeeding papers in the series, the total motion of a charged HO is described by a fully renormalized dipole-approximation Abraham-Lorentz equation. This leads without further approximation to the following major results concerning this stochastic electrodynamics (SED) of the HO: i) The ensemble-average Liouville equation for the oscillator-ZP field system in the presence of an arbitrary applied classical radiation field is exactly equivalent to the usual time-dependent Schrödinger equation supplemented by an explicit radiation reaction vector potential similar to that of the Crisp-Jaynes-Stroud theory; ii) this SED Schrödinger equation for the HO is incomplete, insmuch as there exists a companion equation that restricts initial conditions such that the corresponding Wigner phase-space distribution is always positive; iii) the wave function of the SED Schrödinger equation has thea priori significance of position probability amplitude; iv) first-order transition rates predicted for the HO by this theory agree with those predicted by quantum electrodynamics for resonance absorption and spontaneous emission, which occurs with no triggering necessary; and v) if SED is taken seriously, then the concepts of quantized energies and photons must be abandoned.     

Ensemble mechanics for the random-forced Navier-Stokes flow

It is shown that the so-called statistical theory of turbulence, which can be exactly incorporated by the Hopf functional equation, is imperfect in that it fails to ensure the irreversible approach to a unique ultimate steady state of turbulence (for a steady boundary condition) expected from observation; and that this imperfection is removed if a stochastic random-force term is added into the Navier-Stokes equation. The ensemble mechanics for the random-forced Navier-Stokes flow is formulated by taking into account the natural random force, which has usually been neglected in the Navier-Stokes equation.     

Stochastic Kadomtsev-Petviashvili equation

The example of Kadomtsev-Petviashvili equations with a random time-dependent force (stochastic Kadomtsev-Petviashvili equations) is used to show that the theory of Brownian particle motion can be applied to the theory of the stochastic behavior of solitons of model hydrodynamic equations which are completely integrable in the absence of forces and interrelated by the generalized Galilean transformation. The Brownian motion of two-dimensional algebraic solitons of the Kadomtsev-Petviashvili equations with positive dispersion leads to their diffusion broadening similar to the broadening of one-dimensional solitons of other fully integrable hydrodynamic equations. However, for longer times the rate of decay of algebraic solitons is higher because of the degeneracy of the momentum integral for these solitons. The behavior of a periodic chain of algebraic solitons is established under the action of a random force. Tilted plane solitons of the Kadomtsev-Petviashvili equations with negative dispersion vary under the action of a random force similar to the solitons of the Korteweg-de Vries equation. Several of these solitons interact via “virtual solitons” and generate new solitons provided that resonance conditions are satisfied whose dimensions increase as a result of the influence of the random force.     

Long time tails in stationary random media II: Applications

In a previous paper we developed a mode-coupling theory to describe the long time properties of diffusion in stationary, statistically homogeneous, random media. Here the general theory is applied to deterministic and stochastic Lorentz models and several hopping models. The mode-coupling theory predicts that the amplitudes of the long time tails for these systems are determined by spatial fluctuations in a coarse-grained diffusion coefficient and a coarse-grained free volume. For one-dimensional models these amplitudes can be evaluated, and the mode-coupling theory is shown to agree with exact solutions obtained for these models. For higher-dimensional Lorentz models the formal theory yields expressions which are difficult to evaluate. For these models we develop an approximation scheme based upon projecting fluctuations in the diffusion coefficient and free volume onto fluctuations in the density of scatterers.Work supported by grant No. CHE 77-16308 from the National Science Foundation and by a Nato Travel Grant.     

The diffusion equation of random genetic drift – biology’s analogue of the Schrödinger equation?

This work is a self-contained introduction to some basic aspects of the dynamics that occurs in biological populations. It focusses on the proportion (or frequency) of a population that carries a particular gene. We make use of the notion of a force, in the context of genetics and evolution, to describe the dynamics of the frequency in an effectively infinite population. We then show how randomness enters into the dynamics of populations with a finite size, a randomness known as random genetic drift. We derive an equation, involving random numbers, which describes how the frequency behaves in a population of finite size. It is shown that in some situations this equation exhibits irreversible absorption phenomena. These phenomena are associated with the extinction (or loss) of the gene, or the complete takeover by the gene (termed fixation), where 100% of the population carries the gene. Taking the theory further, we show how an approximation leads to a stochastic differential equation for the frequency, where random genetic drift takes the form of an additional contribution to the force, that randomly fluctuates. The stochastic differential equation is, in turn, related to a diffusion equation, which encompasses many fundamental phenomena. Because of this, the diffusion equation plausibly has a similar status in biology to the Schrödinger equation in physics. It is notable that both the Schrödinger equation and the diffusion equation have a somewhat similar mathematical structure: they both involve first order derivatives of time and second order derivatives of space (or the analogue of space). There are, however, some significant mathematical differences. In contrast to the Schrödinger equation, the diffusion equation can routinely have solutions which are singular, in that the solutions contain Dirac delta functions. The delta functions are not, however, problematic, and have an explicit biological significance. We illustrate results with some basic calculations and computer simulations.     

Stability of Symmetric Solitary Wave Solutions of a Forced Korteweg-de Vries Equation and the Polynomial Chaos

In this paper, we consider the numerical stability of gravity-capillary waves generated by a localized pressure in water of finite depth based on the forced Korteweg-de Vries (FKdV) framework and the polynomial chaos. The stability studies are focused on the symmetric solitary wave for the subcritical flow with the Bond number greater than one third. When its steady symmetric solitary-wave-like solutions are randomly perturbed, the evolutions of some waves show stability in time regardless of the randomness while other waves produce unstable fluctuations. By representing the perturbation with a random variable, the governing FKdV equation is interpreted as a stochastic equation. The polynomial chaos expansion of the random solution has been used for the study of stability in two ways. Firstly, it allows us to identify the stable solution of the stochastic governing equation. Secondly, it is used to construct upper and lower bounding surfaces for unstable solutions, which encompass the fluctuations of waves.     

Theory of Stochastic Schrödinger Equation in Complex Vector Space

A generalized Schrödinger equation containing correction terms to classical kinetic energy, has been derived in the complex vector space by considering an extended particle structure in stochastic electrodynamics with spin. The correction terms are obtained by considering the internal complex structure of the particle which is a consequence of stochastic average of particle oscillations in the zeropoint field. Hence, the generalised Schrödinger equation may be called stochastic Schrödinger equation. It is found that the second order correction terms are similar to corresponding relativistic corrections. When higher order correction terms are neglected, the stochastic Schrödinger equation reduces to normal Schrödinger equation. It is found that the Schrödinger equation contains an internal structure in disguise and that can be revealed in the form of internal kinetic energy. The internal kinetic energy is found to be equal to the quantum potential obtained in the Madelung fluid theory or Bohm statistical theory. In the rest frame of the particle, the stochastic Schrödinger equation reduces to a Dirac type equation and its Lorentz boost gives the Dirac equation. Finally, the relativistic Klein–Gordon equation is derived by squaring the stochastic Schrödinger equation. The theory elucidates a logical understanding of classical approach to quantum mechanical foundations.     

Ergodic Properties of a Model for Turbulent Dispersion of Inertial Particles

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schr?dinger equation in a random δ-correlated potential. The ergodic properties of the dispersion process are investigated by proving that its generator is hypoelliptic and using control theory.     

Modelling gaze shift as a constrained random walk

In this paper gaze shifts are considered as a realization of a stochastic process with non-local transition probabilities in a saliency field that represents a landscape upon which a constrained random walk is performed. The search is driven by a Langevin equation whose random term is generated by a Levy distribution, and by a Metropolis algorithm. Results of the simulations are compared with experimental data, and a notion of complexity is introduced to quantify the behavior of the system in different conditions.