Abstract:
The possibility is discussed to improve the ray approximation up to an exact representation of a wave field by the Feynman–Kac probabilistic formula (this formula gives an exact solution of the Helmholtz equation in the form of the expectation of a certain functional on the space of Brownian random walks). Some examples illustrate an application of the solutions obtained to diffraction problems.
Keywords:diffraction, ray tracing method, stochastic equation, Feynman–Kac formula.