December  2010, 3(4): 529-644. doi: 10.3934/krm.2010.3.529

Kinetic limits for waves in a random medium

1. 

Department of Applied Physics and Applied Mathematics, Columbia University, New York NY, 10027

2. 

Institute of Mathematics, UMCS, pl. Marii Curie-Skłodowskiej 1, 20-031, Lubin, IMPAN, ul. Śniadeckich 8, 00-956 Warsaw, Poland

3. 

Department of Mathematics, Stanford University, Stanford, CA 94305, United States

Received  September 2010 Revised  October 2010 Published  October 2010

N/A
Citation: Guillaume Bal, Tomasz Komorowski, Lenya Ryzhik. Kinetic limits for waves in a random medium. Kinetic & Related Models, 2010, 3 (4) : 529-644. doi: 10.3934/krm.2010.3.529
References:
[1]

F. Bailly, J. F. Clouet and J.-P. Fouque, Parabolic and gaussian white noise approximation for wave propagation in random media,, SIAM J. Appl. Math, 56 (1996), 1445. Google Scholar

[2]

G. Bal, On the self-averaging of wave energy in random media,, Multiscale Model. Simul., 2 (2004), 398. Google Scholar

[3]

G. Bal, Kinetics of scalar wave fields in random media,, Wave Motion, 43 (2005), 132. Google Scholar

[4]

G. Bal, Inverse problems in random media: A kinetic approach,, J. Phys. Conf. Series, 124 (2008). Google Scholar

[5]

G. Bal, Inverse transport theory and applications,, Inverse Problems, 25 (2009). Google Scholar

[6]

G. Bal, L. Carin, D. Liu and K. Ren, Experimental validation of a transport-based imaging method in highly scattering environments,, Inverse Problems, 26 (2007), 2527. Google Scholar

[7]

G. Bal, D. Liu, S. Vasudevan, J. Krolik and L. Carin, Electromagnetic time-reversal imaging in changing media: Experiment and analysis,, IEEE Trans. Anten. and Prop., 55 (2007), 344. Google Scholar

[8]

G. Bal, T. Komorowski and L. Ryzhik, Self-averaging of Wigner transforms in random media,, Comm. Math. Phys., 242 (2003), 81. Google Scholar

[9]

G. Bal, T. Komorowski and L. Ryzhik, Asymptotics of the solutions of the random Schródinger equation,, to appear in Arch. Rat. Mech., (2010). Google Scholar

[10]

G. Bal, G. Papanicolaou and L. Ryzhik, Radiative transport limit for the random Schrödinger equations,, Nonlinearity, 15 (2002), 513. Google Scholar

[11]

G. Bal, G. Papanicolaou and L. Ryzhik, Self-averaging in time reversal for the parabolic wave equation,, Stochastics and Dynamics, 4 (2002), 507. Google Scholar

[12]

G. Bal and O. Pinaud, Time reversal-based imaging in random media,, Inverse Problems, 21 (2005), 1593. Google Scholar

[13]

G. Bal and O. Pinaud, Accuracy of transport models for waves in random media,, Wave Motion, 43 (2006), 561. Google Scholar

[14]

G. Bal and O. Pinaud, Kinetic models for imaging in random media,, Multiscale Model. Simul., 6 (2007), 792. Google Scholar

[15]

G. Bal and O. Pinaud, Self-averaging of kinetic models for waves in random media,, Kinetic Related Models, 1 (2008), 85. Google Scholar

[16]

G. Bal and O. Pinaud, Imaging using transport models for wave-wave correlations,, to appear in M3AS, (2011). Google Scholar

[17]

G. Bal and K. Ren, Transport-based imaging in random media,, SIAM J. Applied Math., 68 (2008), 1738. Google Scholar

[18]

G. Bal and L. Ryzhik, Time reversal and refocusing in random media,, SIAM J. Appl. Math., 63 (2003), 1475. Google Scholar

[19]

G. Bal and L. Ryzhik, Time splitting for wave equations in random media,, preprint, (2004). Google Scholar

[20]

G. Bal and L. Ryzhik, Stability of time reversed waves in changing media,, Discrete Contin. Dyn. Syst., 12 (2005), 793. Google Scholar

[21]

G. Bal and R. Verástegui, Time reversal in changing environment,, Multiscale Model. Simul., 2 (2004), 639. Google Scholar

[22]

W. Bao, S. Jin and P. A. Markowich, On Time-Splitting spectral approximations for the Schrödinger equation in the semiclassical regime,, J. Comp. Phys., 175 (2002), 487. Google Scholar

[23]

P. Billingsley, "Convergence of Probability Measures,", Wiley, (1999). Google Scholar

[24]

P. Blankenship and G. C. Papanicolaou, Stability and control of stochastic systems with wide-band noise disturbances. i,, SIAM J. Appl. Math., 34 (1978), 437. Google Scholar

[25]

P. Blomgren, G. C. Papanicolaou and H. Zhao, Super-Resolution in Time-Reversal Acoustics,, J. Acoust. Soc. Am., 111 (2002), 230. Google Scholar

[26]

B. Borcea, G. C. Papanicolaou and C. Tsogka, Theory and applications of time reversal and interferometric imaging,, Inverse Problems, 19 (2003). Google Scholar

[27]

B. Borcea, G. C. Papanicolaou and C. Tsogka, Interferometric array imaging in clutter,, Inverse Problems, 21 (2005), 1419. Google Scholar

[28]

B. Borcea, G. C. Papanicolaou and C. Tsogka, Adaptive interferometric imaging in clutter and optimal illumination,, Inverse Problems, 22 (2006), 1405. Google Scholar

[29]

A. N. Borodin, A limit theorem for solutions of differential equations with random right hand side,, Teor. Veroyatn. Ee Primen, 22 (1977), 498. Google Scholar

[30]

R. A. Carmona and S. A. Molchanov, Parabolic Anderson problem and intermittency,, Mem. Amer. Math. Soc, 108 (1994). Google Scholar

[31]

S. Chandrasekhar, "Radiative Transfer,", Dover Publications, (1960). Google Scholar

[32]

G. C. Cohen, "Higher-Order Numerical Methods for Transient Wave Equations,", Scientific Computation, (2002). Google Scholar

[33]

D. A. Dawson and G. C. Papanicolaou, A random wave process,, Appl. Math. Optim., 12 (1984), 97. Google Scholar

[34]

D. Dürr, S. Goldstein and J. Lebowitz, Asymptotic motion of a classical particle in a random potential in two dimensions: Landau model,, Comm. Math. Phys., 113 (1987), 209. Google Scholar

[35]

D. R. Durran, "Numerical Methods for Wave equations in Geophysical Fluid Dynamics,", Springer, (1999). Google Scholar

[36]

G. F. Edelmann, T. Akal, W. S. Hodgkiss, S. Kim, W. A. Kuperman and H. C. Song, An initial demonstration of underwater acoustic communication using time reversal,, IEEE J. Oceanic Eng., 27 (2002), 602. Google Scholar

[37]

L. Erdös and H. T. Yau, Linear Boltzmann equation as the weak coupling limit of a random Schrödinger equation,, Comm. Pure Appl. Math., 53 (2000), 667. Google Scholar

[38]

L. Evans and M. Zworski, Lectures on semiclassical analysis,, Berkeley., (). Google Scholar

[39]

A. Fannjiang, Self-averaging in scaling limits for random high-frequency parabolic waves,, Archives of Rational Mechanics and Analysis, 175 (2005), 343. Google Scholar

[40]

J. P. Fouque, La convergence en loi pour les processus à valeur dans un espace nucléaire,, Ann. Inst. H. Poincaré Prob. Stat, 20 (1984), 225. Google Scholar

[41]

J.-P. Fouque, J. Garnier, G. Papanicolaou and K. Sølna, "Wave Propagation and Time Reversal in Randomly Layered Media,", Springer Verlag, (2007). Google Scholar

[42]

P. Gérard, Microlocal defect measures,, Comm. PDEs, 16 (1991), 1761. Google Scholar

[43]

P. Gérard, P. A. Markowich, N. J. Mauser and F. Poupaud, Homogenization limits and Wigner transforms,, Comm. Pure Appl. Math., 50 (1997), 323. Google Scholar

[44]

F. Golse, S. Jin and C. D. Levermore, The convergence of numerical transfer schemes in diffusive regimes. I. Discrete-ordinate method,, SIAM J. Numer. Anal., 36 (1999), 1333. Google Scholar

[45]

T. G. Ho, L. J. Landau and A. J. Wilkins, On the weak coupling limit for a Fermi gas in a random potential,, Rev. Math. Phys., 5 (1992), 209. Google Scholar

[46]

H. Hochstadt, "The Functions of Mathematical Physics,", Dover Publications, (1986). Google Scholar

[47]

T. Y. Hou, X. Wu and Z. Cai, Convergence of a multiscale finite element method for elliptic problems with rapidly oscillating coefficients,, Math. Comp., 227 (1999), 913. Google Scholar

[48]

I. A. Ibragimov and Yu. V. Linnik, "Independent and Stationary Sequences of Random Variables,", Wolters-Noordhoff Publishing, (1971). Google Scholar

[49]

A. Ishimaru, "Wave Propagation and Scattering in Random Media,", New York, (1978). Google Scholar

[50]

J. Jacod and A. N. Shiryaev, "Limit Theorems for Stochastic Processes,", Grundlehren der mathematischen Wissenschaft 288, 288 (2003). Google Scholar

[51]

A. Jakubowski, A non-Skorohod topology on the Skorohod space,, Electron. J. Probability, 2 (1997), 1. Google Scholar

[52]

H. Kesten and G. Papanicolaou, A limit theorem for turbulent diffusion,, Comm. Math. Phys., 65 (1979), 97. Google Scholar

[53]

H. Kesten and G. C. Papanicolaou, A limit theorem for stochastic acceleration,, Comm. Math. Phys., 78 (1980), 19. Google Scholar

[54]

R. Khasminskii, A limit theorem for solutions of differential equations with a random right hand side,, Theory Probab. Appl., 11 (1966), 390. Google Scholar

[55]

T. Komorowski, Diffusion approximation for the advection of particles in a a strongly turbulent random environment,, Ann. Probab., 24 (1996), 346. Google Scholar

[56]

T. Komorowski, Sz. Peszat and L. Ryzhik, Limit of fluctuations of solutions of Wigner equation,, Comm. Math. Phys., 292 (2009), 479. Google Scholar

[57]

T. Komorowski and L. Ryzhik, Diffusion in a weakly random Hamiltonian flow,, Comm. Math. Phys., 263 (2006), 277. Google Scholar

[58]

T. Komorowski and L. Ryzhik, The stochastic acceleration problem in two dimensions,, Israel Jour.Math., 155 (2006), 157. Google Scholar

[59]

T. Komorowski and L. Ryzhik, Asymptotics of the phase of the solutions of the random Schrödinger equation,, preprint, (2010). Google Scholar

[60]

P.-L. Lions and T. Paul, Sur les mesures de Wigner,, Rev. Mat. Iberoamericana, 9 (1993), 553. Google Scholar

[61]

D. Liu, S. Vasudevan, J. Krolik, G. Bal and L. Carin, Electromagnetic time-reversal imaging in changing media: Experiment and analysis,, IEEE Trans. Antennas and Prop., 55 (2007), 344. Google Scholar

[62]

J. Lukkarinen and H. Spohn, Kinetic limit for wave propagation in a random medium,, Arch. Ration. Mech. Anal., 183 (2007), 93. Google Scholar

[63]

P. Markowich, P. Pietra and C. Pohl, Numerical approximation of quadratic observables of Schrödinger-type equations in the semi-classical limit,, Numer. Math., 81 (1999), 595. Google Scholar

[64]

P. Markowich, P. Pietra, C. Pohl and H. P. Stimming, A Wigner-measure analysis of the Dufort-Frankel scheme for the Schrödinger equation,, SIAM J. Numer. Anal., 40 (2002), 1281. Google Scholar

[65]

I. Mitoma, On the sample continuity of $\mathcal S'$ processes,, J. Math. Soc. Japan, 35 (1983), 629. Google Scholar

[66]

B. Øksendal, "Stochastic Differential Equations,", Springer-Verlag, (2000). Google Scholar

[67]

G. Papanicolaou and W. Kohler, Asymptotic theory of mixing stochastic ordinary differential equations,, Comm. Pure Appl. Math., 27 (1974), 641. Google Scholar

[68]

G. Papanicolaou, L. Ryzhik and K. Sølna, The parabolic wave approximation and time reversal,, Matematica Contemporanea, 23 (2002), 139. Google Scholar

[69]

G. C. Papanicolaou, L. Ryzhik and K. Sølna, Self-averaging from lateral diversity in the Ito-Schroedinger equation,, Multiscale Model. Simul., 6 (2007), 468. Google Scholar

[70]

F. Poupaud and A. Vasseur, Classical and quantum transport in random media,, J. Math. Pures Appl., 6 (2003), 711. Google Scholar

[71]

L. Ryzhik, G. Papanicolaou and J. B. Keller, Transport equations for elastic and other waves in random media,, Wave Motion, 24 (1996), 327. Google Scholar

[72]

H. Sato and M. C. Fehler, "Seismic Wave Propagation and Scattering in the Heterogeneous Earth,", AIP series in modern acoustics and signal processing, (1998). Google Scholar

[73]

P. Sheng, "Introduction to Wave Scattering, Localization and Mesoscopic Phenomena,", Academic Press, (1995). Google Scholar

[74]

H. Spohn, Derivation of the transport equation for electrons moving through random impurities,, Jour. Stat. Phys., 17 (1977), 385. Google Scholar

[75]

G. Strang, On the construction and comparison of difference schemes,, SIAM J. Numer. Anal., 5 (1968), 507. Google Scholar

[76]

D. W. Stroock and S. R. S. Varadhan, "Multidimensional Diffusion Processes,", Grundlehren der mathematischen Wissenschaften 233, 233 (1979). Google Scholar

[77]

C. R. Vogel, "Computational Methods for Inverse Problems,", Frontiers Appl. Math., (2002). Google Scholar

[78]

E. Wigner, On the quantum correction for thermodynamic equilibrium,, Physical Rev., 40 (1932), 749. Google Scholar

[79]

B. White, The stochastic caustic,, SIMA Jour. Appl. Math., 44 (1984), 127. Google Scholar

show all references

References:
[1]

F. Bailly, J. F. Clouet and J.-P. Fouque, Parabolic and gaussian white noise approximation for wave propagation in random media,, SIAM J. Appl. Math, 56 (1996), 1445. Google Scholar

[2]

G. Bal, On the self-averaging of wave energy in random media,, Multiscale Model. Simul., 2 (2004), 398. Google Scholar

[3]

G. Bal, Kinetics of scalar wave fields in random media,, Wave Motion, 43 (2005), 132. Google Scholar

[4]

G. Bal, Inverse problems in random media: A kinetic approach,, J. Phys. Conf. Series, 124 (2008). Google Scholar

[5]

G. Bal, Inverse transport theory and applications,, Inverse Problems, 25 (2009). Google Scholar

[6]

G. Bal, L. Carin, D. Liu and K. Ren, Experimental validation of a transport-based imaging method in highly scattering environments,, Inverse Problems, 26 (2007), 2527. Google Scholar

[7]

G. Bal, D. Liu, S. Vasudevan, J. Krolik and L. Carin, Electromagnetic time-reversal imaging in changing media: Experiment and analysis,, IEEE Trans. Anten. and Prop., 55 (2007), 344. Google Scholar

[8]

G. Bal, T. Komorowski and L. Ryzhik, Self-averaging of Wigner transforms in random media,, Comm. Math. Phys., 242 (2003), 81. Google Scholar

[9]

G. Bal, T. Komorowski and L. Ryzhik, Asymptotics of the solutions of the random Schródinger equation,, to appear in Arch. Rat. Mech., (2010). Google Scholar

[10]

G. Bal, G. Papanicolaou and L. Ryzhik, Radiative transport limit for the random Schrödinger equations,, Nonlinearity, 15 (2002), 513. Google Scholar

[11]

G. Bal, G. Papanicolaou and L. Ryzhik, Self-averaging in time reversal for the parabolic wave equation,, Stochastics and Dynamics, 4 (2002), 507. Google Scholar

[12]

G. Bal and O. Pinaud, Time reversal-based imaging in random media,, Inverse Problems, 21 (2005), 1593. Google Scholar

[13]

G. Bal and O. Pinaud, Accuracy of transport models for waves in random media,, Wave Motion, 43 (2006), 561. Google Scholar

[14]

G. Bal and O. Pinaud, Kinetic models for imaging in random media,, Multiscale Model. Simul., 6 (2007), 792. Google Scholar

[15]

G. Bal and O. Pinaud, Self-averaging of kinetic models for waves in random media,, Kinetic Related Models, 1 (2008), 85. Google Scholar

[16]

G. Bal and O. Pinaud, Imaging using transport models for wave-wave correlations,, to appear in M3AS, (2011). Google Scholar

[17]

G. Bal and K. Ren, Transport-based imaging in random media,, SIAM J. Applied Math., 68 (2008), 1738. Google Scholar

[18]

G. Bal and L. Ryzhik, Time reversal and refocusing in random media,, SIAM J. Appl. Math., 63 (2003), 1475. Google Scholar

[19]

G. Bal and L. Ryzhik, Time splitting for wave equations in random media,, preprint, (2004). Google Scholar

[20]

G. Bal and L. Ryzhik, Stability of time reversed waves in changing media,, Discrete Contin. Dyn. Syst., 12 (2005), 793. Google Scholar

[21]

G. Bal and R. Verástegui, Time reversal in changing environment,, Multiscale Model. Simul., 2 (2004), 639. Google Scholar

[22]

W. Bao, S. Jin and P. A. Markowich, On Time-Splitting spectral approximations for the Schrödinger equation in the semiclassical regime,, J. Comp. Phys., 175 (2002), 487. Google Scholar

[23]

P. Billingsley, "Convergence of Probability Measures,", Wiley, (1999). Google Scholar

[24]

P. Blankenship and G. C. Papanicolaou, Stability and control of stochastic systems with wide-band noise disturbances. i,, SIAM J. Appl. Math., 34 (1978), 437. Google Scholar

[25]

P. Blomgren, G. C. Papanicolaou and H. Zhao, Super-Resolution in Time-Reversal Acoustics,, J. Acoust. Soc. Am., 111 (2002), 230. Google Scholar

[26]

B. Borcea, G. C. Papanicolaou and C. Tsogka, Theory and applications of time reversal and interferometric imaging,, Inverse Problems, 19 (2003). Google Scholar

[27]

B. Borcea, G. C. Papanicolaou and C. Tsogka, Interferometric array imaging in clutter,, Inverse Problems, 21 (2005), 1419. Google Scholar

[28]

B. Borcea, G. C. Papanicolaou and C. Tsogka, Adaptive interferometric imaging in clutter and optimal illumination,, Inverse Problems, 22 (2006), 1405. Google Scholar

[29]

A. N. Borodin, A limit theorem for solutions of differential equations with random right hand side,, Teor. Veroyatn. Ee Primen, 22 (1977), 498. Google Scholar

[30]

R. A. Carmona and S. A. Molchanov, Parabolic Anderson problem and intermittency,, Mem. Amer. Math. Soc, 108 (1994). Google Scholar

[31]

S. Chandrasekhar, "Radiative Transfer,", Dover Publications, (1960). Google Scholar

[32]

G. C. Cohen, "Higher-Order Numerical Methods for Transient Wave Equations,", Scientific Computation, (2002). Google Scholar

[33]

D. A. Dawson and G. C. Papanicolaou, A random wave process,, Appl. Math. Optim., 12 (1984), 97. Google Scholar

[34]

D. Dürr, S. Goldstein and J. Lebowitz, Asymptotic motion of a classical particle in a random potential in two dimensions: Landau model,, Comm. Math. Phys., 113 (1987), 209. Google Scholar

[35]

D. R. Durran, "Numerical Methods for Wave equations in Geophysical Fluid Dynamics,", Springer, (1999). Google Scholar

[36]

G. F. Edelmann, T. Akal, W. S. Hodgkiss, S. Kim, W. A. Kuperman and H. C. Song, An initial demonstration of underwater acoustic communication using time reversal,, IEEE J. Oceanic Eng., 27 (2002), 602. Google Scholar

[37]

L. Erdös and H. T. Yau, Linear Boltzmann equation as the weak coupling limit of a random Schrödinger equation,, Comm. Pure Appl. Math., 53 (2000), 667. Google Scholar

[38]

L. Evans and M. Zworski, Lectures on semiclassical analysis,, Berkeley., (). Google Scholar

[39]

A. Fannjiang, Self-averaging in scaling limits for random high-frequency parabolic waves,, Archives of Rational Mechanics and Analysis, 175 (2005), 343. Google Scholar

[40]

J. P. Fouque, La convergence en loi pour les processus à valeur dans un espace nucléaire,, Ann. Inst. H. Poincaré Prob. Stat, 20 (1984), 225. Google Scholar

[41]

J.-P. Fouque, J. Garnier, G. Papanicolaou and K. Sølna, "Wave Propagation and Time Reversal in Randomly Layered Media,", Springer Verlag, (2007). Google Scholar

[42]

P. Gérard, Microlocal defect measures,, Comm. PDEs, 16 (1991), 1761. Google Scholar

[43]

P. Gérard, P. A. Markowich, N. J. Mauser and F. Poupaud, Homogenization limits and Wigner transforms,, Comm. Pure Appl. Math., 50 (1997), 323. Google Scholar

[44]

F. Golse, S. Jin and C. D. Levermore, The convergence of numerical transfer schemes in diffusive regimes. I. Discrete-ordinate method,, SIAM J. Numer. Anal., 36 (1999), 1333. Google Scholar

[45]

T. G. Ho, L. J. Landau and A. J. Wilkins, On the weak coupling limit for a Fermi gas in a random potential,, Rev. Math. Phys., 5 (1992), 209. Google Scholar

[46]

H. Hochstadt, "The Functions of Mathematical Physics,", Dover Publications, (1986). Google Scholar

[47]

T. Y. Hou, X. Wu and Z. Cai, Convergence of a multiscale finite element method for elliptic problems with rapidly oscillating coefficients,, Math. Comp., 227 (1999), 913. Google Scholar

[48]

I. A. Ibragimov and Yu. V. Linnik, "Independent and Stationary Sequences of Random Variables,", Wolters-Noordhoff Publishing, (1971). Google Scholar

[49]

A. Ishimaru, "Wave Propagation and Scattering in Random Media,", New York, (1978). Google Scholar

[50]

J. Jacod and A. N. Shiryaev, "Limit Theorems for Stochastic Processes,", Grundlehren der mathematischen Wissenschaft 288, 288 (2003). Google Scholar

[51]

A. Jakubowski, A non-Skorohod topology on the Skorohod space,, Electron. J. Probability, 2 (1997), 1. Google Scholar

[52]

H. Kesten and G. Papanicolaou, A limit theorem for turbulent diffusion,, Comm. Math. Phys., 65 (1979), 97. Google Scholar

[53]

H. Kesten and G. C. Papanicolaou, A limit theorem for stochastic acceleration,, Comm. Math. Phys., 78 (1980), 19. Google Scholar

[54]

R. Khasminskii, A limit theorem for solutions of differential equations with a random right hand side,, Theory Probab. Appl., 11 (1966), 390. Google Scholar

[55]

T. Komorowski, Diffusion approximation for the advection of particles in a a strongly turbulent random environment,, Ann. Probab., 24 (1996), 346. Google Scholar

[56]

T. Komorowski, Sz. Peszat and L. Ryzhik, Limit of fluctuations of solutions of Wigner equation,, Comm. Math. Phys., 292 (2009), 479. Google Scholar

[57]

T. Komorowski and L. Ryzhik, Diffusion in a weakly random Hamiltonian flow,, Comm. Math. Phys., 263 (2006), 277. Google Scholar

[58]

T. Komorowski and L. Ryzhik, The stochastic acceleration problem in two dimensions,, Israel Jour.Math., 155 (2006), 157. Google Scholar

[59]

T. Komorowski and L. Ryzhik, Asymptotics of the phase of the solutions of the random Schrödinger equation,, preprint, (2010). Google Scholar

[60]

P.-L. Lions and T. Paul, Sur les mesures de Wigner,, Rev. Mat. Iberoamericana, 9 (1993), 553. Google Scholar

[61]

D. Liu, S. Vasudevan, J. Krolik, G. Bal and L. Carin, Electromagnetic time-reversal imaging in changing media: Experiment and analysis,, IEEE Trans. Antennas and Prop., 55 (2007), 344. Google Scholar

[62]

J. Lukkarinen and H. Spohn, Kinetic limit for wave propagation in a random medium,, Arch. Ration. Mech. Anal., 183 (2007), 93. Google Scholar

[63]

P. Markowich, P. Pietra and C. Pohl, Numerical approximation of quadratic observables of Schrödinger-type equations in the semi-classical limit,, Numer. Math., 81 (1999), 595. Google Scholar

[64]

P. Markowich, P. Pietra, C. Pohl and H. P. Stimming, A Wigner-measure analysis of the Dufort-Frankel scheme for the Schrödinger equation,, SIAM J. Numer. Anal., 40 (2002), 1281. Google Scholar

[65]

I. Mitoma, On the sample continuity of $\mathcal S'$ processes,, J. Math. Soc. Japan, 35 (1983), 629. Google Scholar

[66]

B. Øksendal, "Stochastic Differential Equations,", Springer-Verlag, (2000). Google Scholar

[67]

G. Papanicolaou and W. Kohler, Asymptotic theory of mixing stochastic ordinary differential equations,, Comm. Pure Appl. Math., 27 (1974), 641. Google Scholar

[68]

G. Papanicolaou, L. Ryzhik and K. Sølna, The parabolic wave approximation and time reversal,, Matematica Contemporanea, 23 (2002), 139. Google Scholar

[69]

G. C. Papanicolaou, L. Ryzhik and K. Sølna, Self-averaging from lateral diversity in the Ito-Schroedinger equation,, Multiscale Model. Simul., 6 (2007), 468. Google Scholar

[70]

F. Poupaud and A. Vasseur, Classical and quantum transport in random media,, J. Math. Pures Appl., 6 (2003), 711. Google Scholar

[71]

L. Ryzhik, G. Papanicolaou and J. B. Keller, Transport equations for elastic and other waves in random media,, Wave Motion, 24 (1996), 327. Google Scholar

[72]

H. Sato and M. C. Fehler, "Seismic Wave Propagation and Scattering in the Heterogeneous Earth,", AIP series in modern acoustics and signal processing, (1998). Google Scholar

[73]

P. Sheng, "Introduction to Wave Scattering, Localization and Mesoscopic Phenomena,", Academic Press, (1995). Google Scholar

[74]

H. Spohn, Derivation of the transport equation for electrons moving through random impurities,, Jour. Stat. Phys., 17 (1977), 385. Google Scholar

[75]

G. Strang, On the construction and comparison of difference schemes,, SIAM J. Numer. Anal., 5 (1968), 507. Google Scholar

[76]

D. W. Stroock and S. R. S. Varadhan, "Multidimensional Diffusion Processes,", Grundlehren der mathematischen Wissenschaften 233, 233 (1979). Google Scholar

[77]

C. R. Vogel, "Computational Methods for Inverse Problems,", Frontiers Appl. Math., (2002). Google Scholar

[78]

E. Wigner, On the quantum correction for thermodynamic equilibrium,, Physical Rev., 40 (1932), 749. Google Scholar

[79]

B. White, The stochastic caustic,, SIMA Jour. Appl. Math., 44 (1984), 127. Google Scholar

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