Knut Sølna

Beam propagation through turbulence is commonly simulated by split-step Fourier methods with independent phase screens. This approach relies on the paraxial-Markov approximation, which has a wide range of validity. However, it is not justified in strongly turbulent media, where correlated phase screens are needed. Examples of extreme turbulence, considered in the paper, arise, for example, in beam propagation through a jet plume and in aero-optics applications. The goal of this paper is two-fold: first, it clarifies when the use of independent phase screens fails, meaning that it corrupts the estimated statistics of the wave field. Second, it describes an efficient method for sampling correlated phase screens, denoted by the acronym SCE-DFT. It uses the discrete fast Fourier transform and circulant embedding, with a particular spline-based smooth embedding, designed to improve the efficiency.

We consider random wave coupling along a flat boundary in dimension three, where the coupling is between surface and body modes and is induced by scattering by a randomly heterogeneous medium. In an appropriate scaling regime we obtain a system of radiative transfer equations which are satisfied by the mean Wigner transform of the mode amplitudes. We provide a rigorous probabilistic framework for describing solutions to this system using that it has the form of a Kolmogorov equation for some Markov process. We then prove statistical stability of the smoothed Wigner transform under the Gaussian approximation. We conclude with analyzing the nonlinear inverse problem for the radiative transfer equations and establish the unique recovery of phase and group velocities as well as power spectral information for the medium fluctuations from the observed smoothed Wigner transform. The mentioned statistical stability is essential in monitoring applications where the realization of the random medium may change.

The shower curtain effect is commonly described as being able to see a person behind a shower curtain better than that person can see us. This asymmetric phenomenon has been observed in numerical simulations in various propagation models and in optics experiments. Here we present an analysis in the paraxial regime to give a novel characterization of the mechanism behind this effect and we discuss applications to imaging. The paraxial regime is for instance appropriate to model the propagation of a laser beam in a turbulent atmosphere. The theory that we present has also applications to tissue imaging. We consider two different measurement and imaging setups (matched field imaging and optical imaging) to clarify the shower curtain mechanism. We give a quantitative description of how the placement of the shower curtain, modeled as a randomly heterogeneous section, affects the optical imaging resolution. We moreover analyze the signal-to-noise ratio of the image. The analysis involves the study of multifrequency fourth-order moments associated with the Itô-Schrödinger equation and reveals that broadband sources are necessary to ensure statistical stability and high signal-to-noise ratio.

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the posterior distribution. However, using SDMs for inverse problems in infinite-dimensional function spaces has only been addressed recently, primarily through methods that learn the unconditional score. While this approach is advantageous for some inverse problems, it is mostly heuristic and involves numerous computationally costly forward operator evaluations during posterior sampling. To address these limitations, we propose a theoretically grounded method for sampling from the posterior of infinite-dimensional Bayesian linear inverse problems based on amortized conditional SDMs. In particular, we prove that one of the most successful approaches for estimating the conditional score in finite dimensions - the conditional denoising estimator - can also be applied in infinite dimensions. A significant part of our analysis is dedicated to demonstrating that extending infinite-dimensional SDMs to the conditional setting requires careful consideration, as the conditional score typically blows up for small times, contrarily to the unconditional score. We conclude by presenting stylized and large-scale numerical examples that validate our approach, offer additional insights, and demonstrate that our method enables large-scale, discretization-invariant Bayesian inference.

We present a theory for wave scintillation in the situation of a time-dependent partially coherent source and a time-dependent randomly heterogeneous medium. Our objective is to understand how the scintillation index of the measured intensity depends on the source and medium parameters. We deduce from an asymptotic analysis of the random wave equation a general form of the scintillation index, and we evaluate this in various scaling regimes. The scintillation index is a fundamental quantity that is used to analyze and optimize imaging and communication schemes. Our results are useful to quantify the scintillation index under realistic propagation scenarios and to address such optimization challenges.

The weak localization or enhanced backscattering phenomenon has received a lot of attention in the literature. The enhanced backscattering cone refers to the situation that the wave backscattered by a random medium exhibits an enhanced intensity in a narrow cone around the incoming wave direction. This phenomenon can be analyzed by a formal path integral approach. Here a mathematical derivation of this result is given based on a system of equations that describes the second-order moments of the reflected wave. This system derives from a multiscale stochastic analysis of the wave field in the situation with high-frequency waves and propagation through a lossy medium with fine scale random microstructure. The theory identifies a duality relation between the spreading of the wave and the enhanced backscattering cone. It shows how the cone, its regularity and width relate to the statistical structure of the random medium. We discuss how this information in particular can be used to estimate the internal structure of the random medium based on observations of the reflected wave.

In a market with a rough or Markovian mean-reverting stochastic volatility there is no perfect hedge. Here it is shown how various delta-type hedging strategies perform and can be evaluated in such markets in the case of European options. A precise characterization of the hedging cost, the replication cost caused by the volatility fluctuations, is presented in an asymptotic regime of rapid mean reversion for the volatility fluctuations. The optimal dynamic asset based hedging strategy in the considered regime is identified as the so-called `practitioners' delta hedging scheme. It is moreover shown that the performances of the delta-type hedging schemes are essentially independent of the regularity of the volatility paths in the considered regime and that the hedging costs are related to a vega risk martingale whose magnitude is proportional to a new market risk parameter. It is also shown via numerical simulations that the proposed hedging schemes which derive from option price approximations in the regime of rapid mean reversion, are robust: the `practitioners' delta hedging scheme that is identified as being optimal by our asymptotic analysis when the mean reversion time is small seems to be optimal with arbitrary mean reversion times.

A central question in free-space optical communications is how to improve the transfer of information between a transmitter and receiver. The capacity of the communication channel can be increased by multiplexing of independent modes using either: (1) the MIMO (Multiple-Input-Multiple- Output) approach, where the communication is done with modes obtained from the singular value decomposition of the transfer matrix from the transmitter array to the receiver array, or (2) the OAM (Orbital Angular Momentum) approach, which uses vortex beams that carry angular momenta. In both cases, the number of usable modes is limited by the finite aperture of the transmitter and receiver, and the effect of the turbulent atmosphere. The goal of this paper is twofold: First, we show that the MIMO and OAM multiplexing schemes are closely related. Specifically, in the case of circular apertures, the usable singular modes of the transfer matrix are essentially the same as the commonly used Laguerre-Gauss vortex beams, provided these have a special radius that depends on the wavelength, the distance from the transmitter to the receiver and the ratio of the radii of their apertures. Second, we study the effect of atmospheric turbulence on the communication modes using the phase screen method put in the mathematical framework of beam propagation in random media.