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Loss of phase and universality of stochastic interactions between laser beams

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Abstract

Traditionally, interactions between laser beams or filaments were considered to be deterministic. We show, however, that in most physical settings, these interactions ultimately become stochastic. Specifically, we show that in the nonlinear propagation of laser beams, the shot-to-shot variation of the nonlinear phase shift increases with distance, and ultimately becomes uniformly distributed in [0, 2π]. Therefore, if two beams travel a sufficiently long distance before interacting, it is not possible to predict whether they would intersect in- or out-of-phase. Hence, if the underlying propagation model is non-integrable, deterministic predictions and control of the outcome of the interaction become impossible. Because the relative phase between the two beams becomes uniformly distributed in [0, 2π], however, the statistics of these stochastic interactions are universal and fully predictable. These statistics can be efficiently computed using a novel universal model for stochastic interactions, even when the noise distribution is unknown.

© 2017 Optical Society of America

1. Introduction

Nonlinear interactions between two or more laser beams, pulses, and filaments [1] are related to applications ranging from modulation methods in optical communication [2], to coherent combination of beams [3–7], interactions between filaments in atmospheric propagation [8], focusing of multiple speckle patterns [9] and ignition of nuclear fusion using up to 192 beams [10]. In the integrable one-dimensional cubic case, such interactions can only lead to phase and lateral shifts, which can be computed analytically using the Inverse Scattering Transform [11–13]. In the non-integrable case, however, richer dynamics are possible, including beam repulsion, breakup, fusion and spiraling [1, 14–16]. Since the outcome of the interaction strongly depends on the relative phases of the beams [17], one can use the initial phase to control the interaction dynamics [18]. Nonlinear interactions between solitary waves were also studied in other physical systems [19, 20], such as fiber optics [21, 22], waveguide arrays [23], water waves [24,25], plasma waves [26] and Bose-Einstein condensates [27].

In previous studies it was shown, both theoretically and experimentally, that when a laser beam undergoes an optical collapse, its initial phase is “lost”, in the sense that the small shot-to-shot variations in the input beam lead to large changes in the nonlinear phase shift of the collapsing beam [28,29]. Therefore, if two such beams intersect after they collapsed, one cannot predict whether they will intersect in- or out-of-phase, and so post-collapse interactions between beams become “chaotic” and cannot be controlled [30]. Loss of phase due to input noise can also interfere with imaging and holography in nonlinear medium [31, 32]. Note that loss of phase does not imply a loss of coherence, but rather that at any given propagation distance, the coherent beam can only be determined up to an unknown constant phase. Thus, if the unperturbed beam profile is given by ψ = AeiS, then in the presence of input noise ψ̃ = eiS̃, where Ã(z, x) ≈ A(z, x), (z, x) ≈ S(z, x) + θ(z), and θ is an unknown O(1) perturbation of the nonlinear phase shift which varies with the propagation distance z but is independent of the transverse coordinates x.

In this study we show that loss of phase is ubiquitous in nonlinear optics. Thus, while collapse accelerates the loss of phase process, non-collapsing or mildly-collapsing beams can also undergo a loss of phase. The loss of phase builds up gradually with the propagation distance, i.e., the shot-to-shot variations of the beam’s nonlinear phase shift increase with the propagation distance, and approach a uniform distribution in [0, 2π] at sufficiently large distances. As noted, because of the loss of phase, deterministic predictions and control of interactions between laser beams become impossible in the presence of noise. We show, however, that loss of phase allows for accurate predictions of the statistical properties of these stochastic interactions, even without any knowledge of the noise source and characteristics. Indeed, because the relative phase between the beams becomes uniformly distributed in [0, 2π], the statistics of the interaction are universal, and can be computed using a “universal model” in which the only noise source is a uniformly distributed phase difference between the input beams. These computations can be efficiently performed using a polynomial-chaos based approach.

2. Loss of phase

The propagation of laser beams in a homogeneous medium is governed by the dimensionless nonlinear Schrödinger equation (NLS) in d + 1 dimensions

izψ(z,x)+2ψ+N(|ψ|)ψ=0,
where z is the dimensionless propagation distance (in units of the diffraction length), x = (x1, . . . , xd) are the transverse coordinates (and/or time in the anomalous regime), and 2=x12++xd2 [33]. Here we consider nonlinearities N(ψ) that support stable solitary waves ψ = eiκz Rκ (x), such as the cubic-quintic NLS
izψ(z,x)+2ψ+|ψ|2ψ|ψ|4ψ=0,
the saturated NLS
izψ(z,x)+2ψ+|ψ|21+|ψ|2ψ=0,
and certain non-local nonlinearities [34,35] or PT-symmetric systems [36–38].

2.1. Numerical observations

In a physical system the input beam always changes from shot to shot due to noise and instabilities of the laser system. To model this shot to shot variation, we write

ψ(z=0,x;α)=ψ0(x;α),
where α is the noise realization. We denote by φ(z; α) := arg ψ(z, x = 0; α) the cumulative on-axis phase at z, and study the evolution (in z) of the probability distribution function (PDF) of the non-cumulative on-axis phase
φ˜(z;α)=φ(z;α)mod(2π).

For example, consider the one-dimensional cubic-quintic NLS (2) with the Gaussian initial condition with a random power

ψ0(x;α)=3.4(1+0.1)ex2,α~U(1,1),
where U (−1, 1) is the uniform distribution in (−1, 1). Here we consider the one-dimensional case to emphasize that loss of phase and “chaotic” interactions are not limited to collapsing beams, as was implied by earlier studies [28]. At z = 0.15, the maximal variation of the cumulative phase Δφ := φ(α = 1) − φ(α = −1) is fairly small (≈ 0.08π), see Fig. 1(a1). The corresponding non-cumulative on-axis phase φ̃(α) is identical (Fig. 1(a2)). Because α is randomly distributed, so is φ̃(α). The probability distribution function (PDF) of φ̃ can be computed from that of α. Since in this example αU(−1, 1) and the variation in φ̃ at z = 0.15 is small, the PDF of φ̃, denoted by f(φ̃), is fairly localized, see Fig. 1(a3). As the beam continues to propagate (z = 3), the maximal variation of the cumulative phase increases to Δφ ≈ 1.8π, and so φ̃ attains most values in [0, 2π], though not with the same probability (Figs. 1(b1)–1(b3)). At an even larger propagation distance (z = 11), the maximal phase variation is Δφ ≈ 6.5π, i.e., slightly over three cycles of φ̃, see Figs. 1(c1)–1(c2). At this stage φ̃ is nearly uniformly distributed in [0, 2π], see Fig. 1(c3), which implies that the beam “lost” its initial phase φ(z = 0). By “loss of phase” we mean that one cannot infer from f, the PDF of φ̃(z; α), or from several realizations {φ(z;αj)}j=1J, whether the initial condition was ψ0(x), see (5) or eψ0(x) for some 0 < θ < 2π. Loss of phase is not accompanied by a “loss of amplitude”. Indeed, the differences between the profiles for α = ±1 remain small throughout the propagation (Figs. 1(a4)–1(c4)).

We obtained similar results for the same equation and initial condition in two dimensions. We found that loss of phase occurs much faster in two dimensions, so that the φ̃ becomes uniformly distributed already after two diffraction lengths (z ≈ 2). See Appendix A for further details.

 figure: Fig. 1

Fig. 1 The cubic-quintic NLS (2) with d = 1, = 10−3, and the initial condition (5) at (a1)–(a4) z = 0.15, (b1)–(b4) z = 3, and (c1c4) z = 11. (a1)–(c1) Cumulative on-axis phase as a function of α. (a2)–(c2) Non-cumulative on-axis phase. (a3)–(c3) The PDF of φ̃. (a4)–(c4) Transverse profile for α = 1 (solid) and α = −1 (dot-dash).

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2.2. Theory

To understand the emergence of loss of phase in Fig. 1, we note that after an initial transient, the beam core evolves into a stable solitary wave, see e.g., Fig. 2(a), and so,

ψ(z,x;α)eiη0(α)eiκzRκ(x)+radiation,
where η0(α) is the on-axis phase which is accumulated during the initial transient, κ is the propagation constant, and Rκ is the positive solution of ∇2RκκRκ (x) + N(Rκ)Rκ = 0. By (6),
φ(z;α)η0(α)+zκ(α).
Thus, the nonlinear phase shift grows linearly with z at the rate of κ = κ(α), see Fig. 2(b).

 figure: Fig. 2

Fig. 2 Same as Fig. 1. (a) The intensity |ψ(z, x)|2 for α = 0. (b) The on-axis phase for α = 1 (solid) and α = −1 (dots).

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Since α is randomly distributed, then so is κ(α). More generally, for any initial noise, the beam core evolves into a solitary wave with a random propagation constant κ(α), and so φ is given by (7) [note that this is also the case with multi-parameter noises, e.g., when the amplitude, the phase and the tilt angle are all random]. Consequently, the initial on-axis phase is completely lost as z → ∞:

Lemma 1 Let α be a random variable which is distributed in [αmin, αmax] with an absolutely-continuous measure dμ, let κ(α) be a continuously differentiable, piece-wise monotone function on [αmin, αmax], let η0(α) be continuously differentiable on [αmin, αmax], and let φ be given by (7). Then

limzφ(z;α)mod(2π)~U([0,2π]).
Proof: see Appendix B.

Lemma 1 provides a new road to the emergence of loss of phase. Indeed, in previous studies [28–30], the loss of phase was caused by the large self-phase modulations (SPM) that accumulate during the initial beam collapse (i.e., by the variation of η0 in α). Briefly, when a beam undergoes collapse, then in the absence of a collapse-arresting mechanism, φ0(α) → ∞ as zZc (α), where Zc is the collapse point [28]. Therefore, if a beam undergoes a considerable self-focusing before its collapse is arrested, then it accumulates significant SPM, i.e., η0(α) ≫ 2π. In that case, although small changes in α lead to small relative changes in η0(α), those are O(1) absolute changes in η0(α). In this study, however, we consider non-collapsing beams of the 1D NLS, or self-trapped beams of the 2D NLS. Therefore Δη0 := η0(αmax) − η0(αmin) ≪ 2π. In such cases, the loss of phase builds up gradually with the propagation distance z, and not abruptly during the initial collapse, as in the previous studies.

Loss of phase is related to the fact that NLS solitary waves can “only” be orbitally stable; i.e., stable up to multiplication by e for some θ ∈ [0, 2π], see [39,40]. Loss of phase is a genuinely nonlinear phenomenon. Indeed, in the linear propagation regime, ψ(z,x)=(2iz)12eu|x|24z*ψ0(x). Therefore if ψ0(α1) − ψ0(α2) ≪ 1 then ψ(α1) − ψ(α2) ≪ 1 as well.

Lemma 1 is reminiscent of classical results in ergodic theory of irrational rotations of the circle [41]. Unlike these results, however, Lemma 1 does not describe the trajectory of a single point on the circle under consecutive discrete phase additions, but rather the convergence of a continuum of points under with continuous linear change with a varying rate κ.

By (7), the maximal difference in the cumulative phase between solutions grows linearly in z, i.e.,

Δφ(z):=φ(z;αmax)φ(z;αmin)Δη0+zΔκ,
where Δκ : = κ(αmax) − κ(αmin) is the maximal variation in the propagation constant, induced by the noise. As suggested by the proof of Lemma 1 and by Fig. 1, φ̃ is close to be uniformly distributed once Δφ(z) ≫ 2π. Therefore, the characteristic distance for loss of phase is
Zlop:=2πΔκ.

3. Stochastic interactions and the universal model

A priori, the loss of initial phase has no physical implications, since the NLS (1) is invariant under the transformation ψeψ. When the NLS (1) is non-integrable, however, the relative phase between two beams [16,17,30,42] or condensates [27] can have a dramatic effect on their interaction, thus making the loss of initial phase physically important. To illustrate that, consider again the cubic-quintic NLS (2) for d = 1 with the two crossing beams initial condition

ψ0(x)=eiθxRκ0(xa)+eiη0eiθxRκ1(x+a),
where a = 12, θ=π8, κ0 = 8, and Rκ is the solitary wave of (2). By Galilean invariance, before the beams intersect at (zcross, xcross) ≈ (14.7, 0), each beam propagates as a solitary wave, and so
ψ(z,x)eiκ0zeiθxiθ2zRκ0(xa2θz)+eiη0eiκ1zeiθxiθ2Rκ1(x+a+2θz).
Hence, the difference between the on-axis phases of the two beams at (zcross, xcross) is
Δφ(κ1κ0)zcross+η0.
When the two input beams are in-phase (η0 = 0) and identical (κ0 = κ1), they intersect in-phase (Δφ = 0), and so they merge into a strong central beam, see Fig. 3(a). If we introduce a 1.25% change in the propagation constant of the second beam (κ1 = κ0 + 0.1), then by (10), Δφ ≈ 0.1 · 14.7 ≈ 0.48π. This phase difference is sufficient for the two beams to repel each other, see Fig. 3(b). Therefore, the interaction is “chaotic”, in the sense that a small change in the input beams leads to a large change in the interaction pattern. To further demonstrate that the change in the interaction pattern is predominately due to the phase difference, we “correct” the initial phase of the second beam by setting η0 ≈ −0.48π, so that Δφ ≈ 0 at (zcross, xcross), and indeed observe that the two beams merge, see Fig. 3(c). Unlike Fig. 3(a), the output beam is slightly tilted upward, since the lower input beam is more powerful, and therefore the net linear momentum points upward.

 figure: Fig. 3

Fig. 3 The 1d cubic-quintic NLS (2) with = 2· 10−2 and the initial condition (9) with κ0 = 8. (a) κ1 = 8, η0 = 0. (b) κ1 = 8.1, η0 = 0. (c) κ1 = 8.1, η0 ≈ −0.48π.

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In what follows, we consider interactions between the two crossing beams

ψ0(x)=eiθxRκ0(xa)+ceiη0eiθxRκ1(x+a)
with four different noise sources:
randomκ:η0=0,c=1,κ1=κ0(1+α8),
randomκ,outofphase:η0=π,c=1,κ1=κ0(1+α8),
randompower:η0=0,c=1+0.1α,κ1=κ0,
randomphase:η0=πα,c=1,κ1=κ0,
where αU(−1, 1). Figs. 4(a1)–4(d1) shows the “exit intensity” |ψ(zf, x; α)|2 at zf = 17 as a function of x, for −1 ≤ α ≤ 1. As in Fig. 3, depending on α, there are two possible outputs: Either a single beam (resulting from beam fusion), or two beams (resulting from beam repulsion). Generally speaking, there is a single output beam whenever the two input beams are “sufficiently” in-phase at (zcross, xcross).

 figure: Fig. 4

Fig. 4 Solutions of the 1d cubic-quintic NLS (2) with = 2 · 10−2. (a1)–(d1): the exit intensity |ψ(zf = 17, x; α)|2, (a2)–(d2): the probability of the number of output beams, and (e) the mean (▵, ★, ○, □) and standard deviation of the lateral location of the output beams, for the noisy initial conditions (11a)(11d), respectively. Here a = 12, θ=π8, and κ0 = 8.

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In a physical setting the noise distribution is typically unknown. Nevertheless, the on-axis phase of each beam core is given by (7), where κ(α) is a random variable. Therefore, by Lemma 1, for zcrossZlop, the phase of each beam at (zcross, xcross), and hence also the relative phase between them, is uniformly distributed in [0, 2π]. Hence, to leading order, the statistics of the interactions are given by a universal model in which the only noise source is a random relative phase, which is uniformly distributed in [0, 2π], i.e.,

ψ0universal=ψ0(1)+eiπαψ0(2),α~U(1,1)
where ψ0(1) and ψ0(2) are the two unperturbed input beams, c.f., (11d). Indeed, for all 4 noisy initial conditions we observe that: (i) the probability for a single filament is 22% ± 2% and for two filaments is 78% ± 2%, see Figs. 4(a2)–4(d2), and (ii) the mean and standard deviation of the lateral locations of the output beams are nearly identical, see Fig. 4(e).

4. Novel numerical method

The above results show that the statistics of long-range interactions between laser beams are independent of the noise source and its characteristics, and can be computed using the “universal model” (12) in which the only randomness comes from the addition of a random constant phase to one of the input beams, which is uniformly distributed in [0, 2π], c.f. (11d). To efficiently use the universal model, we developed a polynomial-chaos based numerical method, which is both spectrally accurate and makes use of any deterministic NLS solver. Although in the universal model the noise is uniformly distributed, we allow for a more general noise distribution, so that we can e.g., produce results such as figure 1 for non-uniform noise distributions.

Let ψ(z, x; α) be the solution of the NLS (1) with the random initial condition (5). In what follows, we introduce an efficient numerical method for computing the statistics of g(ψ), e.g., the average intensity over many shots 𝔼α[|ψ|2].

The standard numerical method for this problem is Monte-Carlo, in which one draws N random values of α and approximates Eα[g(α)]1Nn=1Ng(αn). The main drawback of this method is its slow O(1/N) convergence rate, where N is the number of NLS simulations. If g(α) : = g(ψ(·; α)) is smooth in α, however, we can use orthogonal polynomials as a spectrally accurate basis for interpolation [43] and numerical integration. Let α is distributed in [αmin, αmax] according to a PDF c(α), and let {pn(α)}n=0 be the corresponding sequence of orthogonal polynomials, in the sense that αminαmaxpn(α)pm(α)c(α)dα=δn,m. For example, if α is uniformly distributed in [−1, 1], then {pn} are the Legendre polynomials, and if α is normally distributed in (−∞, ∞), then {pn} are the Hermite polynomials. Recall that for smooth solutions one has the spectrally accurate quadrature formula Eα[g(α)]j=1Ng(αjN)wjN, where {αjN}j=1N and {wjN}j=1N are the roots of the orthogonal polynomial pN (α) and their respective weights wjN=αminαmaxi=1,ijNααiNαjNαiNc(α)dα. See [44] for a numerically efficient and stable algorithm for computing the quadrature points and weights {αjN,wjN}j=1N. We apply the collocation Polynomial Chaos Expansion (PCE) method as follows [45,46]:

  • 1. For j = 1, . . . , N, solve the NLS for ψ(z,x;αjN), and set g(αjN):=g(ψ(z,x;αjN)).
  • 2. Approximate
    g(α)gN(α):=n=0N1g^N(n)pn(α),
    where
    g^N(n)=j=1Npn(αjN)g(αjN)wjN,n=0,,N1.

This method is “non-intrusive”, i.e., it does not require any changes to the deterministic NLS solver. Moreover, the orthogonality of {pn} leads to direct formulae for the mean and standard deviation of g:

𝔼α[g(α)]1p0g^N(0),σ[g(α)]n=0N1|g^N(n)|2|g^N(0)|2p02.

As noted, the PCE method, presented in its basic form in steps 1–2, has a spectral convergence rate for smooth functions. For example, the results in Figs. 1 and 5 were computed using N = 10 and N = 31 NLS simulations, respectively. To reach a similar accuracy with the Monte Carlo method would require more than 1000 NLS simulations. Some quantities of interest, however, such as the number of filaments (Fig. 4(a2)–4(d2)), or the non-cumulative on-axis phase φ̃ = arg (ψ(z, x = 0; α)) mod(2π), (Fig. 1(a3)–1(c3) and Fig. 5(a3)–5(c3)) are non-smooth. Therefore, a straightforward application of the PCE method for such quantities requires O (103) simulations to converge. In such cases, we begin with stages (1)(2) and calculate the PCE approximation (13) of the smooth function ψ(z, x; α) using {ψ(z,x;αjN)}j=1N with a relatively small N. Then we proceed as follows:

  • 3. Use the gPC interpolant (13) to obtain ψ(·, α̃m) ≈ ψN (·, α̃m) on a sufficiently dense grid {α˜m}m=1M, where MN.
  • 4. Compute g(α̃m) ≈ g(ψN (·, α̃m)) for m = 1, . . . , M,
  • 5. Compute the statistics of g(ψ) using {g(ψN(,α˜m))}m=1M.

 figure: Fig. 5

Fig. 5 Same as figure 1 for d = 2.

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For example, when we computed the number of beams at z = zf in Fig. 4, we first computed the PCE interpolant ψN (zf, x; α) with N = 71. Then we computed ψ(zf, x; α̃m) ≈ ψN (zf, x; α̃m) for m = 1, . . . , M = 801. For each α̃m, we count the number of filaments and used this to produce the histogram in figure 4(a2)–4(d2). The additional computational cost of sampling ψN (13) at MN grid points in step (3) is negligible compared to directly solving the NLS for N times in stage (1).

5. Conclusions

In this study, we showed that when two (or more) laser beams interact after a sufficiently long propagation distance, their relative phase at the crossing point varies so much from shot to shot, that the outcome of their interaction cannot be deterministically predicted or controlled. In such cases, the notion of a “typical experiment” or a “typical solution” may be misleading, and one should adopt a stochastic approach. The loss of phase can explain some of the difficulties in phase-dependent methods in optical communications such as Quadrature Amplitude Modulation (QAM) [2], and in coherent combining of hundreds of laser beams in a small space for ignition of nuclear fusion [15], and for creating a more powerful laser beam [6]. In these applications, controlling the phases of the input beams or pulses might not provide a good control over their interaction or combination, due to the loss of phase. Our study suggests that controlling the relative phases at the intersection point may be achieved by either shortening the propagation distance, or by coupling the beams throughout the propagation. Loss of phase can also explain the high sensitivity to initial perturbations of interactions between topologically-charged solitons [47]. Loss of phase is also relevant to the loss of polarization for elliptically-polarized beams [48].

Appendix

A. Loss of phase in two dimensions

We repeated the simulations of Fig. 1 in two dimensions, see Fig. 5. As in the one-dimensional case, the phase variation increases with the propagation distance, and becomes uniformly distributed around z = 2, see Fig. 5(c3).

To compare the rates at which the PDFs of φ̃ converge to the uniform distribution funi(y):=12π on [0, 2π], we plot in Fig. 6(a) the distance ffuni:=02π|f(y)12π|dy. Note that the convergence is not monotone, because the distance has a local minimum whenever Δφ = 2πk for an integer k.

 figure: Fig. 6

Fig. 6 The cubic-quintic NLS (2) with = 10−3, and the initial condition (5) in one (dot-dash) and two (solid) dimensions. (a) Distance between the PDF of φ̃ and the uniform distribution on [0, 2π]. (b) The propagation constant of the beam core, see (6), as a function of α.

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The convergence is much faster for d = 2 than for d = 1. This is because typically, Δκ is much larger in 2d than in 1d. For example, in Fig. 6(b) Δκ ≈ 25 in 2d, and Δκ ≈ 1.8 in 1d. Intuitively, this is because the input beam evolves into a solitary wave, and over a given power range, the propagation constant of the solitary wave changes considerably less in 1d than in 2d. Hence, by (8), the loss of phase occurs much faster in the two-dimensional case than in the one-dimensional case, thus explaining Fig. 6(a).

The reason why Δκ is much larger in 2d than in 1d is as follows: denote the solitary-wave power by P(κ) := ∫ |Rκ|2 dx. When = 0 in (2), then dPdκ=0 for d = 2 but dPdκ>0 for d = 1 [33]. Hence, if 0 < ≪ 1, then dPdκ=O() for d = 2, but dPdκ=O(1) for d = 1. Therefore dκdP=O(1) for d = 1 but dκdP=O(1) for d = 2.

B. Proof of Lemma 1

For a given z ≥ 0, denote φz(α)=κ(α)+η0(α)z, then φ̃(α) = z (α) mod (2π). We prove that limzφ˜(α)~U([0,2π]) by showing that for every 0 ≤ a < b ≤ 2π,

limzμ(φ˜1([a,b]))=ba2π,
where φ̃ [a, b] : = {α ∈ [αmin, αmax] |ũz (α) ∈ [a, b]}.

We first prove the lemma for a strictly monotone function κ on (αmin, αmax). For sufficiently large z, φz is also monotone. Let xkz and ykz be the solutions of

φz(xkz)=2kπ+az,φz(ykz)=2kπ+bz,k.

There exists kminkmax such that xkmin1z and ykmax+1z do not exist, and for clarity we suppressed the dependence of kmin and kmax on z. By definition,

μ(φ˜1([a,b]))=k=kminkmaxμ(xkz,ykz)+E(z)==k=kminkmaxμ(φz1(2πk+az),φz1(2πk+bz))+E(z),
where the error term E(z) exists if either ykmin1z>αmin or xkmax+1z<αmax exist. In such cases, since is continuous,
E(z)=μ([αmin,ykmin1z])+μ([xkmax+1z,αmax]).

We now show that if ykmin1z exists, then limzμ(αmin,ykmin1z)=0 (a similar proof holds also for xkmax+1z). It is enough to show that limzxkminz=αmin, because ykmin1z<xkmin and μ is a continuous measure. Let δ > 0, then

zφz(αmin+δ)zφz(αmin)=(η0(αmin+δ)η0(αmin))+z(κ(αmin+δ)κmin)
goes to infinity as z → ∞. Therefore, for large enough z, xkminz(αmin,αmin+δ). Thus, for all δ > 0,
αminlimzxkminz<αmin+δ.

Since φz is strictly monotone, then by the inverse function theorem φz1C1, and so by substituting α=φz1(y),

μ(φz1(2πk+az),φz1(2πk+bz))=φz1(2πk+az)φz1(2πk+bz)c(α)dα=2πk+az2πk+bzgz(y)dy,
where gz(y):=c(φz1(y))(φz1)(y). By Lagrange mean-value theorem, for each index k, there exists ξkz(a,b) such that
μ(φz1(2πk+az),φz1(2πk+bz))=gz(2πk+ξkzk)baz.
Substituting the above into (16) yields
μ(φz1([a,b]))=bazk=kminkmaxgz(2πk+ξkzz)+E(z).
Next, consider the integrals
I:=αminαmaxc(α)dy=μ(αmin,αmax)=1,I2:=xkminzykmaxzc(α)dα=2πkmin+az2πkmax+bzgz(y)dy.
Using Riemann sums
I2=2πzk=kminkmaxgz(2πk+ξkzz)+O(z1).
Denoting φz (αmin) : = φz,min and φz (αmax) : = φz,max Since
φz,minφz,max=φz,minφz(xkminz)+φz(xkminz)φz(ykmaxz)+φz(ykmaxz)φz,max,
then I = I2 + O(z−1). Equating (18b) and (18a), and substituting into (17), yields
μ(φz1([a,b]))=ba2π+o(1),
by which we prove (14)

Finally, if κ, hence φz is piece-wise monotone, we apply the above proof for each sub-interval over which φz is monotone, and by additivity of measure have the result.

Funding

The research of AS and GF was partially supported by grant #177/13 from the Israel Science Foundation (ISF).

Acknowledgment

We thank B.A. Malomed and A.L. Gaeta for useful discussions.

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Figures (6)

Fig. 1
Fig. 1 The cubic-quintic NLS (2) with d = 1, = 10−3, and the initial condition (5) at (a1)–(a4) z = 0.15, (b1)–(b4) z = 3, and (c1c4) z = 11. (a1)–(c1) Cumulative on-axis phase as a function of α. (a2)–(c2) Non-cumulative on-axis phase. (a3)–(c3) The PDF of φ̃. (a4)–(c4) Transverse profile for α = 1 (solid) and α = −1 (dot-dash).
Fig. 2
Fig. 2 Same as Fig. 1. (a) The intensity |ψ(z, x)|2 for α = 0. (b) The on-axis phase for α = 1 (solid) and α = −1 (dots).
Fig. 3
Fig. 3 The 1d cubic-quintic NLS (2) with = 2· 10−2 and the initial condition (9) with κ0 = 8. (a) κ1 = 8, η0 = 0. (b) κ1 = 8.1, η0 = 0. (c) κ1 = 8.1, η0 ≈ −0.48π.
Fig. 4
Fig. 4 Solutions of the 1d cubic-quintic NLS (2) with = 2 · 10−2. (a1)–(d1): the exit intensity |ψ(zf = 17, x; α)|2, (a2)–(d2): the probability of the number of output beams, and (e) the mean (▵, ★, ○, □) and standard deviation of the lateral location of the output beams, for the noisy initial conditions (11a)(11d), respectively. Here a = 12, θ = π 8, and κ0 = 8.
Fig. 5
Fig. 5 Same as figure 1 for d = 2.
Fig. 6
Fig. 6 The cubic-quintic NLS (2) with = 10−3, and the initial condition (5) in one (dot-dash) and two (solid) dimensions. (a) Distance between the PDF of φ̃ and the uniform distribution on [0, 2π]. (b) The propagation constant of the beam core, see (6), as a function of α.

Equations (36)

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i z ψ ( z , x ) + 2 ψ + N ( | ψ | ) ψ = 0 ,
i z ψ ( z , x ) + 2 ψ + | ψ | 2 ψ | ψ | 4 ψ = 0 ,
i z ψ ( z , x ) + 2 ψ + | ψ | 2 1 + | ψ | 2 ψ = 0 ,
ψ ( z = 0 , x ; α ) = ψ 0 ( x ; α ) ,
φ ˜ ( z ; α ) = φ ( z ; α ) mod ( 2 π ) .
ψ 0 ( x ; α ) = 3.4 ( 1 + 0.1 ) e x 2 , α ~ U ( 1 , 1 ) ,
ψ ( z , x ; α ) e i η 0 ( α ) e i κ z R κ ( x ) + radiation ,
φ ( z ; α ) η 0 ( α ) + z κ ( α ) .
lim z φ ( z ; α ) mod ( 2 π ) ~ U ( [ 0 , 2 π ] ) .
Δ φ ( z ) : = φ ( z ; α max ) φ ( z ; α min ) Δ η 0 + z Δ κ ,
Z lop : = 2 π Δ κ .
ψ 0 ( x ) = e i θ x R κ 0 ( x a ) + e i η 0 e i θ x R κ 1 ( x + a ) ,
ψ ( z , x ) e i κ 0 z e i θ x i θ 2 z R κ 0 ( x a 2 θ z ) + e i η 0 e i κ 1 z e i θ x i θ 2 R κ 1 ( x + a + 2 θ z ) .
Δ φ ( κ 1 κ 0 ) z cross + η 0 .
ψ 0 ( x ) = e i θ x R κ 0 ( x a ) + c e i η 0 e i θ x R κ 1 ( x + a )
random κ : η 0 = 0 , c = 1 , κ 1 = κ 0 ( 1 + α 8 ) ,
random κ , out of phase : η 0 = π , c = 1 , κ 1 = κ 0 ( 1 + α 8 ) ,
random power : η 0 = 0 , c = 1 + 0.1 α , κ 1 = κ 0 ,
random phase : η 0 = π α , c = 1 , κ 1 = κ 0 ,
ψ 0 universal = ψ 0 ( 1 ) + e i π α ψ 0 ( 2 ) , α ~ U ( 1 , 1 )
g ( α ) g N ( α ) : = n = 0 N 1 g ^ N ( n ) p n ( α ) ,
g ^ N ( n ) = j = 1 N p n ( α j N ) g ( α j N ) w j N , n = 0 , , N 1 .
𝔼 α [ g ( α ) ] 1 p 0 g ^ N ( 0 ) , σ [ g ( α ) ] n = 0 N 1 | g ^ N ( n ) | 2 | g ^ N ( 0 ) | 2 p 0 2 .
lim z μ ( φ ˜ 1 ( [ a , b ] ) ) = b a 2 π ,
φ z ( x k z ) = 2 k π + a z , φ z ( y k z ) = 2 k π + b z , k .
μ ( φ ˜ 1 ( [ a , b ] ) ) = k = k min k max μ ( x k z , y k z ) + E ( z ) = = k = k min k max μ ( φ z 1 ( 2 π k + a z ) , φ z 1 ( 2 π k + b z ) ) + E ( z ) ,
E ( z ) = μ ( [ α min , y k min 1 z ] ) + μ ( [ x k max + 1 z , α max ] ) .
z φ z ( α min + δ ) z φ z ( α min ) = ( η 0 ( α min + δ ) η 0 ( α min ) ) + z ( κ ( α min + δ ) κ min )
α min lim z x k min z < α min + δ .
μ ( φ z 1 ( 2 π k + a z ) , φ z 1 ( 2 π k + b z ) ) = φ z 1 ( 2 π k + a z ) φ z 1 ( 2 π k + b z ) c ( α ) d α = 2 π k + a z 2 π k + b z g z ( y ) d y ,
μ ( φ z 1 ( 2 π k + a z ) , φ z 1 ( 2 π k + b z ) ) = g z ( 2 π k + ξ k z k ) b a z .
μ ( φ z 1 ( [ a , b ] ) ) = b a z k = k min k max g z ( 2 π k + ξ k z z ) + E ( z ) .
I : = α min α max c ( α ) d y = μ ( α min , α max ) = 1 , I 2 : = x k min z y k max z c ( α ) d α = 2 π k min + a z 2 π k max + b z g z ( y ) d y .
I 2 = 2 π z k = k min k max g z ( 2 π k + ξ k z z ) + O ( z 1 ) .
φ z , min φ z , max = φ z , min φ z ( x k min z ) + φ z ( x k min z ) φ z ( y k max z ) + φ z ( y k max z ) φ z , max ,
μ ( φ z 1 ( [ a , b ] ) ) = b a 2 π + o ( 1 ) ,
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