arXiv subjects

Josselin Garnier

Publications and source records attributed to Josselin Garnier.

At least 73 records · Page 4Linked to original sources

arXiv2022

Paraxial wave propagation in random media with long-range correlations

We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of the covariance that may be integrable or not. We focus attention mostly on the non-integrable case, which corresponds to a random perturbation with long-range correlations, that is relevant for propagation through a cloudy turbulent atmosphere. The analysis is carried out in a high-frequency regime where the forward scattering approximation holds. It reveals that the randomization of the wave field is multiscale: The travel time of the wave front is randomized at short distances of propagation and it can be described by a fractional Brownian motion. The wave field observed in the random travel time frame is affected by the random perturbations at long distances, and it is described by a Schroedinger-type equation driven by a standard Brownian field. We use these results to quantify how scattering leads to decorrelation of the spatial and spectral components of the wave field and to a deformation of the pulse emitted by the source. These are important questions for applications like imaging and free space communications with pulsed laser beams through a turbulent atmosphere. We also compare the results with those used in the optics literature, which are based on the Kolmogorov model of turbulence.

math.AP↗

arXiv2022

The Climate Extended Risk Model (CERM)

This paper addresses estimates of climate risk embedded within a bank credit portfolio. The proposed Climate Extended Risk Model (CERM) adapts well known credit risk models and makes it possible to calculate incremental credit losses on a loan portfolio that are rooted into physical and transition risks. The paper provides detailed description of the model hypotheses and steps.

q-fin.RM↗

arXiv2022

Scintillation of Partially Coherent Light in Time Varying Complex Media

We present a theory for wave scintillation in the situation with 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.

physics.optics↗

arXiv2022

Partially Coherent Electromagnetic Beam Propagation in Random Media

A theory for the characterization of the fourth moment of electromagnetic wave beams is presented in the case when the source is partially coherent. A Gaussian-Schell model is used for the partially coherent random source. The white-noise paraxial regime is considered, which holds when the wavelength is much smaller than the correlation radius of the source, the beam radius of the source, and the correlation length of the medium, which are themselves much smaller than the propagation distance. The complex wave amplitude field can then be described by the Itô-Schrödinger equation. This equation gives closed evolution equations for the wave field moments at all orders and here the fourth order equations are considered. The general fourth moment equations are solved explicitly in the scintillation regime (when the correlation radius of the source is of the same order as the correlation radius of the medium, but the beam radius is much larger) and the result gives a characterization of the intensity covariance function. The form of the intensity covariance function derives from the solution of the transport equation for the Wigner distribution associated with the second wave moment. The fourth moment results for polarized waves is used in an application to imaging of partially coherent sources.

physics.optics↗

arXiv2022

Importance sampling based active learning for parametric seismic fragility curve estimation

The key elements of seismic probabilistic risk assessment studies are the fragility curves which express the probabilities of failure of structures conditional to a seismic intensity measure. A multitude of procedures is currently available to estimate these curves. For modeling-based approaches which may involve complex and expensive numerical models, the main challenge is to optimize the calls to the numerical codes to reduce the estimation costs. Adaptive techniques can be used for this purpose, but in doing so, taking into account the uncertainties of the estimates (via confidence intervals or ellipsoids related to the size of the samples used) is an arduous task because the samples are no longer independent and possibly not identically distributed. The main contribution of this work is to deal with this question in a mathematical and rigorous way. To this end, we propose and implement an active learning methodology based on adaptive importance sampling for parametric estimations of fragility curves. We prove some theoretical properties (consistency and asymptotic normality) for the estimator of interest. Moreover, we give a convergence criterion in order to use asymptotic confidence ellipsoids. Finally, the performances of the methodology are evaluated on analytical and industrial test cases of increasing complexity.

stat.ML↗

arXiv2022

Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments

When waves propagate through a complex medium like the turbulent atmosphere the wave field becomes incoherent and the wave intensity forms a complex speckle pattern. In this paper we study a speckle memory effect in the frequency domain and some of its consequences. This effect means that certain properties of the speckle pattern produced by wave transmission through a randomly scattering medium is preserved when shifting the frequency of the illumination. The speckle memory effect is characterized via a detailed novel analysis of the fourth-order moment of the random paraxial Green's function at four different frequencies. We arrive at a precise characterization of the frequency memory effect and what governs the strength of the memory. As an application we quantify the statistical stability of time-reversal wave refocusing through a randomly scattering medium in the paraxial or beam regime. Time reversal refers to the situation when a transmitted wave field is recorded on a time-reversal mirror then time reversed and sent back into the complex medium. The reemitted wave field then refocuses at the original source point. We compute the mean of the refocused wave and identify a novel quantitative description of its variance in terms of the radius of the time-reversal mirror, the size of its elements, the source bandwidth and the statistics of the random medium fluctuations.

math.AP↗

arXiv2021

Weak Langmuir turbulence in disordered multimode optical fibers

We consider the propagation of temporally incoherent waves in multimode optical fibers (MMFs) in the framework of the multimode nonlinear Schrödinger (NLS) equation accounting for the impact of the natural structural disorder that affects light propagation in standard MMFs (random mode coupling and polarization fluctuations). By averaging the dynamics over the fast disordered fluctuations, we derive a Manakov equation from the multimode NLS equation, which reveals that the Raman effect introduces a previously unrecognized nonlinear coupling among the modes. Applying the wave turbulence theory on the Manakov equation, we derive a very simple scalar kinetic equation describing the evolution of the multimode incoherent waves. The structure of the kinetic equation is analogous to that developed in plasma physics to describe weak Langmuir turbulence. The extreme simplicity of the derived kinetic equation provides physical insight into the multimode incoherent wave dynamics. It reveals the existence of different collective behaviors where all modes self-consistently form a multimode spectral incoherent soliton state. Such an incoherent soliton can exhibit a discrete behavior characterized by collective synchronized spectral oscillations in frequency space. The theory is validated by accurate numerical simulations: The simulations of the generalized multimode NLS equation are found in quantitative agreement with those of the derived scalar kinetic equation without using adjustable parameters.

physics.optics↗

arXiv2021

Incoherent localized structures and hidden coherent solitons from the gravitational instability of the Schrödinger-Poisson equation

The long-term behavior of a modulationally unstable conservative nonintegrable system is known to be characterized by the soliton turbulence self-organization process. We consider this problem in the presence of a long-range interaction in the framework of the Schrödinger-Poisson (or Newton-Schrödinger) equation accounting for the gravitational interaction. By increasing the amount of nonlinearity, the system self-organizes into a large-scale incoherent localized structure that contains "hidden" coherent soliton states: The solitons can hardly be identified in the usual spatial or spectral domains, while their existence is unveiled in the phase-space representation (spectrogram). We develop a theoretical approach that provides the coupled description of the coherent soliton component (governed by an effective Schrödinger-Poisson equation) and of the incoherent component (governed by a wave turbulence Vlasov-Poisson equation). The theory shows that the incoherent structure introduces an effective trapping potential that stabilizes the hidden coherent soliton, a mechanism that we verify by direct numerical simulations. The theory characterizes the properties of the localized incoherent structure, such as its compactly supported spectral shape. It also clarifies the quantum-to-classical correspondence in the presence of gravitational interactions. This study is of potential interest for self-gravitating Boson models of fuzzy dark matter. Although we focus our paper on the Schrödinger-Poisson equation, we show that our results are general for long-range wave systems characterized by an algebraic decay of the interacting potential. This work should stimulate nonlinear optics experiments in highly nonlocal nonlinear (thermal) media that mimic the long-range nature of gravitational interactions.

nlin.PS↗

arXiv2021

Reduced order model approach for imaging with waves

We introduce a novel, computationally inexpensive approach for imaging with an active array of sensors, which probe an unknown medium with a pulse and measure the resulting waves. The imaging function uses a data driven estimate of the "internal wave" originating from the vicinity of the imaging point and propagating to the sensors through the unknown medium. We explain how this estimate can be obtained using a reduced order model (ROM) for the wave propagation. We analyze the imaging function, connect it to the time reversal process and describe how its resolution depends on the aperture of the array, the bandwidth of the probing pulse and the medium through which the waves propagate. We also show how the internal wave can be used for selective focusing of waves at points in the imaging region. This can be implemented experimentally and can be used for pixel scanning imaging. We assess the performance of the imaging methods with numerical simulations and compare them to the conventional reverse-time migration method and the "backprojection" method introduced recently as an application of the same ROM.

math.NA↗

arXiv2021

Coherent soliton states hidden in phase-space and stabilized by gravitational incoherent structures

We consider the problem of the formation of soliton states from a modulationally unstable initial condition in the framework of the Schrödinger-Poisson (or Newton-Schrödinger) equation accounting for gravitational interactions. We unveil a previously unrecognized regime: By increasing the nonlinearity, the system self-organizes into an incoherent localized structure that contains "hidden" coherent soliton states. The solitons are "hidden" in the sense that they are fully immersed in random wave fluctuations: The radius of the soliton is much larger than the correlation radius of the incoherent fluctuations while its peak amplitude is of the same order of such fluctuations. Accordingly, the solitons can hardly be identified in the usual spatial or spectral domains, while their existence is clearly unveiled in the phase-space representation. Our multi-scale theory based on coupled coherent-incoherent wave turbulence formalisms reveals that the hidden solitons are stabilized and trapped by the incoherent localized structure. Furthermore, hidden binary soliton systems are identified numerically and described theoretically. The regime of hidden solitons is of potential interest for self-gravitating Boson models of "fuzzy" dark matter. It also sheds new light on the quantum-to-classical correspondence with gravitational interactions. The hidden solitons can be observed in nonlocal nonlinear optics experiments through the measurement of the spatial spectrogram.

nlin.PS↗

arXiv2021

Imaging in random media by two-point coherent interferometry

This paper considers wave-based imaging through a heterogeneous (random) scattering medium. The goal is to estimate the support of the reflectivity function of a remote scene from measurements of the backscattered wave field. The proposed imaging methodology is based on the coherent interferometric (CINT) approach that exploits the local empirical cross correlations of the measurements of the wave field. The standard CINT images are known to be robust (statistically stable) with respect to the random medium, but the stability comes at the expense of a loss of resolution. This paper shows that a two-point CINT function contains the information needed to obtain statistically stable and high-resolution images. Different methods to build such images are presented, theoretically analyzed and compared with the standard imaging approaches using numerical simulations. The first method involves a phase-retrieval step to extract the reflectivity function from the modulus of its Fourier transform. The second method involves the evaluation of the leading eigenvector of the two-point CINT imaging function seen as the kernel of a linear operator. The third method uses an optimization step to extract the reflectivity function from some cross products of its Fourier transform. The presentation is for the synthetic aperture radar data acquisition setup, where a moving sensor probes the scene with signals emitted periodically and records the resulting backscattered wave. The generalization to other imaging setups, with passive or active arrays of sensors, is discussed briefly.

eess.IV↗

arXiv2021

Dissipation-enhanced collapse singularity of a nonlocal fluid of light in a hot atomic vapor

We study the out-of-equilibrium dynamics of a two-dimensional paraxial fluid of light using a near-resonant laser propagating through a hot atomic vapor. We observe a double shock-collapse instability: a shock (gradient catastrophe) for the velocity, as well as an annular (ring-shaped) collapse singularity for the density. We find experimental evidence that this instability results from the combined effect of the nonlocal photon-photon interaction and the linear photon losses. The theoretical analysis based on the method of characteristics reveals the main counterintuitive result that dissipation (photon losses) is responsible for an unexpected enhancement of the collapse instability. Detailed analytical modeling makes it possible to evaluate the nonlocality range of the interaction. The nonlocality is controlled by adjusting the atomic vapor temperature and is seen to increase dramatically when the atomic density becomes much larger than one atom per cubic wavelength. Interestingly, such a large range of the nonlocal photon-photon interaction has not been observed in an atomic vapor so far and its microscopic origin is currently unknown.

cond-mat.quant-gas↗

arXiv2021

Passive communication with ambient noise

Motivated by applications to wireless communications, this paper addresses the propagation of waves transmitted by ambient noise sources and interacting with metamaterials. We discuss a generalized Helmholtz-Kirchhoff identity that is valid in dispersive media and we characterize the statistical properties of the empirical cross spectral density of the wave field. We can then introduce and analyze an original communication scheme between two passive arrays that uses only ambient noise illumination. The passive transmitter array does not transmit anything but it is a tunable metamaterial surface that can modulate its dispersive properties and encode a message in the modulation. The passive receiver array made of two receivers that are half-a-wavelength apart from each other can decode the message from the empirical cross spectral density of the wave field.

eess.SP↗

arXiv2020

Coherent interferometric imaging in a random flow

This paper is concerned with the development of imaging methods to localize sources or reflectors in inhomogeneous moving media with acoustic waves that have travelled through them. A typical example is the localization of broadband acoustic sources in a turbulent jet flow for aeroacoustic applications. The proposed algorithms are extensions of Kirchhoff migration (KM) and coherent interferometry (CINT) which have been considered for smooth and randomly inhomogeneous quiescent media so far. They are constructed starting from the linearized Euler equations for the acoustic perturbations about a stationary ambient flow. A model problem for the propagation of acoustic waves generated by a fixed point source in an ambient flow with constant velocity is addressed. Based on this result imaging functions are proposed to modify the existing KM and CINT functions to account for the ambient flow velocity. They are subsequently tested and compared by numerical simulations in various configurations, including a synthetic turbulent jet representative of the main features encountered in actual jet flows.

physics.flu-dyn↗

arXiv2020

Dramatic acceleration of wave condensation mediated by disorder in multimode fibers

Classical nonlinear waves exhibit a phenomenon of condensation that results from the natural irreversible process of thermalization, in analogy with the quantum Bose-Einstein condensation. Wave condensation originates in the divergence of the thermodynamic equilibrium Rayleigh-Jeans distribution, which is responsible for the macroscopic population of the fundamental mode of the system. However, achieving complete thermalization and condensation of incoherent waves through nonlinear optical propagation is known to require prohibitive large interaction lengths. Here, we derive a discrete kinetic equation describing the nonequilibrium evolution of the random wave in the presence of a structural disorder of the medium. Our theory reveals that a weak disorder accelerates the rate of thermalization and condensation by several order of magnitudes. Such a counterintuitive dramatic acceleration of condensation can provide a natural explanation for the recently discovered phenomenon of optical beam self-cleaning. Our experiments in multimode optical fibers report the observation of the transition from an incoherent thermal distribution to wave condensation, with a condensate fraction of up to 60% in the fundamental mode of the waveguide trapping potential.

physics.optics↗

arXiv2020

A control variate method driven by diffusion approximation

In this paper we examine a control variate estimator for a quantity that can be expressed as the expectation of a functional of a random process, that is itself the solution of a differential equation driven by fast mean-reverting ergodic forces. The control variate is the expectation of the same functional for the limit diffusion process that approximates the original process when the mean-reversion time goes to zero. To get an efficient control variate estimator, we propose a coupling method to build the original process and the limit diffusion process. We show that the correlation between the two processes indeed goes to one when the mean reversion time goes to zero and we quantify the convergence rate, which makes it possible to characterize the variance reduction of the proposed control variate method. The efficiency of the method is illustrated on a few examples.

math.PR↗

arXiv2020

Low-frequency source imaging in an acoustic waveguide

Time-harmonic far-field source array imaging in a two-dimensional waveguide is analyzed. A low-frequency situation is considered in which the diameter of the waveguide is slightly larger than the wavelength, so that the waveguide supports a limited number of guided modes, and the diameter of the antenna array is smaller than the wavelength, so that the standard resolution formulas in open media predict very poor imaging resolution. A general framework to analyze the resolution and stability performances of such antenna arrays is introduced. It is shown that planar antenna arrays perform better (in terms of resolution and stability with respect to measurement noise) than linear (horizontal or vertical) arrays and that vertical linear arrays perform better than horizontal arrays, for a given diameter. However a fundamental limitation to imaging in waveguides is identified that is due to the form of the dispersion relation. It is intrinsic to scalar waves, whatever the complexity of the medium and the array geometry.

math.AP↗

arXiv2020

Optimal hedging under fast-varying stochastic volatility

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.

q-fin.PR↗