Ray theory

  1. Infinite-frequency limit of Helmholtz equation
  2. Ray theory from Fermat's principle
  3. References

Infinite-frequency limit of Helmholtz equation

Ray theory is the infinite-frequency approximation of time-harmonic wave theory. The partial differential equation governing ray theory is called the eikonal equation, which is obtained by taking the high-frequency limit of the Helmholtz equation \begin{align}\label{eq:helmholtz} \nabla^2 p + k^2 p =0\,, \end{align} where \(k = \omega/c\) is the wavenumber, \(\omega\) is the angular frequency, and \(c\) is the sound speed.

Inserting \(p(\vec{x}) = P(\vec{x},\omega)e^{i\omega \tau(\vec{x})}\) into Eq. \eqref{eq:helmholtz}, writing \(\nabla^2 = \vec{\nabla}\cdot \vec{\nabla}\), and evaluating the gradient yields \begin{align} \divergence [e^{i\omega \tau(\vec{x})} \gradient P(\vec{x},\omega) + i\omega P(\vec{x},\omega) e^{i\omega \tau(\vec{x})} \gradient\tau(\vec{x})] + k^2 P(\vec{x},\omega)e^{i\omega \tau(\vec{x})} = 0\,. \label{eq:helmholtz:1} \end{align} Taking the divergence of the quantity in square brackets in Eq. \eqref{eq:helmholtz:1} yields \begin{align} &i\omega e^{i\omega \tau(\vec{x})} \gradient \tau(\vec{x}) \cdot \gradient P(\vec{x},\omega) + e^{i\omega \tau(\vec{x})}\Laplacian P(\vec{x},\omega) \notag\\ &\quad + i\omega \gradient [P(\vec{x},\omega) e^{i\omega \tau(\vec{x})}] \cdot \gradient\tau(\vec{x}) + i\omega P(\vec{x},\omega)e^{i\omega \tau(\vec{x})}\Laplacian\tau(\vec{x}) + k^2 P(\vec{x},\omega)e^{i\omega \tau(\vec{x})} = 0\,.\label{eq:helmholtz:2} \end{align} where the vector calculus identity \begin{align}\label{eq:id:1} \divergence [f(\vec{x})\gradient {g}(\vec{x})] = \gradient f(\vec{x}) \cdot \gradient {g}(\vec{x}) + f(\vec{x}) \Laplacian g(\vec{x}) \end{align} has been used. Evaluating the gradient of the quantity in square brackets in the second line of Eq. \eqref{eq:helmholtz:2} yields \begin{align} &i\omega \gradient \tau(\vec{x}) \cdot \gradient P(\vec{x},\omega) + \Laplacian P(\vec{x},\omega) \notag\\ &\quad + i\omega\gradient P(\vec{x},\omega)\cdot \gradient\tau(\vec{x}) - \omega^2 P(\vec{x},\omega) \gradient \tau(\vec{x}) \cdot \gradient\tau(\vec{x}) + i\omega P(\vec{x},\omega)\Laplacian\tau(\vec{x}) + k^2 P(\vec{x},\omega) = 0\,. \end{align} Grouping common terms, writing \(k = \omega/c\), and suppressing the functional dependencies yields [1, Eq. (8.5.1)] \begin{align}\label{1} \Laplacian P + i\omega (2 \gradient P\cdot \gradient \tau + P\Laplacian\tau) - \omega^2 P\left[(\gradient \tau)^2 - \tfrac{1}{c^2}\right] &= 0\,. \end{align} Substituting the asymptotic expansion \(P(\vec{x},\omega) = P_0(\vec{x}) + \omega^{-1} P_1(\vec{x}) + \omega^{-2} P_2(\vec{x}) + \dots\) into Eq. \eqref{1} yields \begin{align} \Laplacian &[P_0(\vec{x}) + \omega^{-1} P_1(\vec{x}) + \omega^{-2} P_2(\vec{x}) + \dots] \notag \\ &+ i 2 \gradient [\omega P_0(\vec{x}) + P_1(\vec{x}) + \omega^{-1} P_2(\vec{x}) + \dots]\cdot \gradient \tau + i[\omega P_0(\vec{x}) + P_1(\vec{x}) + \omega^{-1} P_2(\vec{x})+ \dots]\Laplacian\tau \notag \\ &- [\omega^2 P_0(\vec{x}) + \omega P_1(\vec{x}) + P_2(\vec{x}) + \dots]\left[(\gradient \tau)^2 - \tfrac{1}{c^2}\right] = 0\,.\label{eq:1:sub} \end{align} If \(\omega\) is very large, the terms of order \(\omega^{-1}\), \(\omega^{-2}\), and higher are very small. Also, \(\omega P_0 \gg P_1\) and \(\omega^2 P_0 \gg \omega P_1 \gg P_2 \) for large \(\omega\). Thus Eq. \eqref{eq:1:sub} approximately equals \begin{align} %\Laplacian P_0(\vec{x}) + i 2 \gradient \omega P_0(\vec{x})\cdot \gradient \tau + i\omega P_0(\vec{x})\Laplacian\tau \notag - \omega^2 P_0(\vec{x})\left[(\gradient \tau)^2 - \tfrac{1}{c^2}\right] &= 0\,.\label{eq:1:sub:lim} \\ \Laplacian P_0 + i\omega (2 \gradient P_0\cdot \gradient \tau + P_0\Laplacian\tau) - \omega^2 P_0\left[(\gradient \tau)^2 - \tfrac{1}{c^2}\right] &= 0\,. \label{eq:1:sub:lim} \end{align} In the \(\omega \to \infty\) limit, Eq. \eqref{eq:1:sub:lim} separates into three independent equations: \begin{alignat}{2} \nabla^2 P_0(\vec{x}) &=0\,, \qquad && O(\omega^0) \,, \label{eq:omega:0}\\ 2 \gradient P_0 \cdot \gradient \tau + P_0 \Laplacian \tau &=0\,, \qquad && O(\omega^1) \,, \label{eq:omega:1}\\ P_0\left[(\gradient \tau)^2 - \tfrac{1}{c^2}\right] &=0\,, \qquad && O(\omega^2)\,. \label{eq:omega:2} \end{alignat} The emergence of Eq. \eqref{eq:omega:0} is somewhat surprising, since the the Laplace equation is associated with the low-frequency approximation \((k \to 0)\) of Eq. \eqref{eq:helmholtz} [2, p. 492]. Equation \eqref{eq:omega:0} is therefore superfluous to the present discussion. Do you agree?

Eikonal equation

The \(\omega^1\) and \(\omega^2\) equations, in contrast, describe wave propagation at high frequencies. The \(\omega^2\) equation [1, Eq. (8.5.3a)] \begin{align} \boxed{(\gradient \tau)^2 = \frac{1}{c^2}}\label{eq:eikonal} \end{align} is known as the eikonal equation, about which Pierce writes,

Once any wavefront surface is specified and a value of \(\tau\) is associated with it, the value of \(\tau(\vec{x})\) for any position \(\vec{x}\) can be determined by finding that ray connecting the originally specified wavefront with the point \(\vec{x}\). If the ray passes through point \(\vec{x}_0\) on the originally specified wavefront, and if \(\tau(\vec{x}_0) = \tau_0\), \(\tau(\vec{x})\) is \(\tau_0\) plus the travel time at speed \(c\) along the ray from \(\vec{x}_0\) to \(\vec{x}\).

Amplitude variation along a ray tube

Meanwhile, upon replacing \(P_0\) with \(P\), the term of order \(\omega^1\) emerging from Eq. \eqref{eq:1:sub:lim} reads [1, Eq. (8.5.3b)] \begin{align} 2\gradient P \cdot \gradient \tau + P \Laplacian \tau = 0.\label{3b} \end{align} Pierce recasts Eq. \eqref{3b} by multiplying through by \(P\), yielding \begin{align} 2P\gradient P \cdot \gradient \tau + P^2 \Laplacian \tau = 0\,. \label{eq:alg:1} \end{align} Noting that \(2P\gradient P = \gradient P^2\) and invoking Eq. \eqref{eq:id:1} allows Eq. \eqref{eq:alg:1} to be expressed as \begin{align}\label{3b*} \divergence (P^2 \gradient \tau) = 0\,. \end{align} Equation \eqref{3b*} is understood by invoking the concept of a "ray tube," as depicted below.

Suppose that rays in the immediate vicinity of position \(\vec{x}_0\) pass through a cross-sectional area \(A(\vec{x}_0)\) whose unit normal coincides with the direction of the rays. The same rays near another position \(\vec{x}\) pass through a cross-sectional area \(A(\vec{x})\). The areas \(A(\vec{x}_0)\) and \(A(\vec{x})\) define the ends of a ray tube whose sides are everywhere parallel to the direction of the rays. Let the volume defined by the ray tube be denoted by \(\mathcal{V}\), while the surface be denoted by \(\mathcal{S}\). Integration of Eq. \eqref{3b*} over \(\mathcal{V}\) results in \(\int_{\mathcal{V}} \divergence (P^2 \gradient \tau)\, dV = 0\), and application of the divergence theorem yields \begin{align}\label{eq:surf} \oint_{\mathcal{S}} (P^2 \gradient \tau) \cdot \vec{n}\, dS = 0 \,, \end{align} where \(\vec{n}\) is the outward unit normal vector to the surface. Since the walls of the ray tube are parallel to the direction of the rays, the only contributions to the surface integral in Eq. \eqref{eq:surf} are the values of the integrand at the ends, resulting in \begin{align}\label{eq:ray:alg} (P^2 \gradient \tau \cdot \vec{n})\big\rvert_{\vec{x}} \, A(\vec{x}) - (P^2 \gradient \tau \cdot \vec{n})\big\rvert_{\vec{x}_0} \, A(\vec{x}_0) = 0 \,. \end{align} Pierce notes that \(\gradient \tau\cdot \vec{n} = 1/c\), which is deemed to be the same at points \(\vec{x}_0\) and \(\vec{x}\). What warrants the assumption that \(c\) is the same at points \(\vec{x}_0\) and \(\vec{x}\)? If \(c\) were indeed the same value at all points in space, then rays would all travel in straight lines, and the ray tube depicted above (adapted from Pierce's Fig. 8.17) would have no curvature. Thus Eq. \eqref{eq:ray:alg} becomes \(P^2(\vec{x}) A(\vec{x}) = P^2(\vec{x}_0) A(\vec{x}_0)\), which, upon taking the square root of both sides and solving for \(x_0\), gives \begin{align}\label{eq:amp} \boxed{P(\vec{x}) = P(\vec{x}_0) \sqrt{\frac{A(\vec{x}_0)}{A(\vec{x})}}\,.} \end{align} Equation \eqref{eq:amp} describes how the amplitude varies along a ray tube.

Ray theory from Fermat's principle

Ray theory can be cast in terms of Fermat's principle, which states that a ray travels in such a way that minimizes its travel time between two points, i.e., \begin{align}\label{eq:fermat} \int_{\vec{x}_1}^{\vec{x}_2} dt = \text{minimum}. \end{align} If the medium has an index of refraction \begin{align}\label{eq:index} n(\vec{x}) \equiv \frac{c_0}{c(\vec{x})}\,, \end{align} where \(\vec{x}\) is the position vector, then the differential travel time is \begin{align}\label{eq:dt} dt = \frac{ds}{c(\vec{x})} = \frac{n(\vec{x})}{c_0} ds\,. \end{align} Substituting Eq. \eqref{eq:dt} into Eq. \eqref{eq:fermat} and noting that \(c_0\) is a constant shows that Fermat's principle amounts to the integral [5, Eq. (3.4-1)] \begin{align}\label{eq:fermat:ds} \int_{\vec{x}_1}^{\vec{x}_2} n(\vec{x}) ds = \text{minimum}. \end{align} In the following section, Eq. \eqref{eq:fermat:ds} is stated in the language of variational calculus.

Calculus of variations

Reference [4] on this topic contains a brief overview of the same information, and Ref. [5, pp. 90–100] contains a more in-depth discussion. The following derivation of the Euler-Lagrange equation is adapted from Chs. 6 of Ref. [3].

Consider the functional \(J\) of the independent variable \(x\): \begin{equation}\label{functional} J = \int_{x_1}^{x_2} f[y(x),y'(x),\,x]\, dx\,. \end{equation} It is desired to determine the \(y(x)\) that extremizes the functional. To this end, consider a function that is a neighbor to \(y(x)\), \begin{equation}\label{neighbor} y(\alpha, x) = y(0,x) + \alpha \eta(x)\,, \end{equation} where \(\eta(x)\) is continuous and vanishes at \(x_1\) and \(x_2\), so that \(y(\alpha,x)\) shares the endpoints of \(y(x)\):

Inserting the neighboring function into Eq. \eqref{functional} gives \begin{equation}\label{functionala} J(\alpha) = \int_{x_1}^{x_2} f[y(x,\alpha),y'(x,\alpha),\, x]\, dx\,. \end{equation} The functional is now extremized with respect to the parameter \(\alpha\): \begin{equation}\label{extremum} \frac{\partial J}{\partial \alpha}\bigg\rvert_{\alpha=0} = 0\,. \end{equation} The derivative of Eq. \eqref{functionala} with respect to \(\alpha\) is set to zero, \begin{align} \frac{\partial J}{\partial \alpha} &= \frac{\partial }{\partial \alpha} \int_{x_1}^{x_2} f[y(x,\alpha),y'(x,\alpha),\, x]\, dx \notag\\ &=\int_{x_1}^{x_2} \bigg(\frac{\partial f}{\partial y} \frac{\partial y}{\partial \alpha} + \frac{\partial f}{\partial y'}\frac{\partial y'}{\partial \alpha}\bigg)\, dx = 0\,, \label{eq:extremum'} \end{align} where the chain rule has been used to arrive at the second line. Insertion of the neighboring function given by Eq. \eqref{neighbor} into Eq. \eqref{eq:extremum'} yields \begin{equation}\label{Jaref} \frac{\partial J}{\partial \alpha} = \int_{x_1}^{x_2} \bigg[\frac{\partial f}{\partial y} \eta(x) + \frac{\partial f}{\partial y'}\frac{d \eta}{d x}\bigg]\, dx = 0\,. \end{equation} The second term of Eq. \eqref{Jaref} is integrated by parts, i.e., \(\int u\, dv = uv- \int v\, du\), where \(u = \partial f/\partial y'\) and \(dv = d\eta\): \begin{equation} \int_{x_1}^{x_2} \frac{\partial f}{\partial y'}\frac{\partial \eta}{\partial x}\, dx = \color{red!60!black}\frac{\partial f}{\partial y'} \eta(x)\bigg\rvert_{x_1}^{x_2} \color{black} - \int_{x_1}^{x_2} \frac{d}{dx}\bigg(\frac{\partial f}{\partial y'}\bigg)\eta(x) dx\,.\label{Jaref'} \end{equation} The first term of Eq. \eqref{Jaref'} vanishes because \(\eta(x_1) = \eta(x_2) = 0\). Equation \eqref{Jaref} thus reads \begin{equation*} \frac{\partial J}{\partial \alpha} = \int_{x_1}^{x_2} \bigg[\frac{\partial f}{\partial y} - \frac{d}{dx}\bigg(\frac{\partial f}{\partial y'}\bigg) \bigg]\eta(x)\, dx = 0\,. \end{equation*} Since the points \(x_1\) and \(x_2\) can be brought as arbitrarily close together as desired, the integrand itself vanishes for \(\alpha = 0\), yielding the Euler-Lagrange equation: \begin{align}\label{eq:euler-lagrange} \frac{\partial f}{\partial y} - \frac{d}{dx}\bigg(\frac{\partial f}{\partial y'}\bigg) = 0\,. \end{align}

Special case 1

If \(f\) does not depend explicitly on \(y\), then \({\partial f}/{\partial y} = 0\), and Eq. \eqref{eq:euler-lagrange} reduces to \begin{align}\label{eq:euler-lagrange:1} \frac{\partial f}{\partial y'} = \text{constant.} \end{align}

Special case 2

If \(f\) does not depend explicitly on \(x\), then \(\partial f/\partial x = 0\). In this case, Eq. \eqref{eq:euler-lagrange} can be simplified by noting that the total derivative of \(f(y,y',x)\) with respect to \(x\) is \begin{align} \frac{df}{dx} &= \frac{\partial f}{\partial y}\frac{\partial y}{\partial x} + \frac{\partial f}{\partial y'}\frac{\partial y'}{\partial x} + \frac{\partial f}{\partial x}\notag\\ &= \frac{\partial f}{\partial y} y' + \frac{\partial f}{\partial y'} y'' + \frac{\partial f}{\partial x}\,,\label{eq:f:total} \end{align} and that, by the product rule, \begin{align}\label{eq:f:simp} \frac{d}{dx}\left(y'\frac{\partial f}{\partial y'}\right) = y''\frac{\partial f}{\partial y'} + y'\frac{d}{dx}\frac{\partial f}{\partial y'}. \end{align} Solving Eq. \eqref{eq:f:simp} for \(y''{\partial f}/{\partial y'}\) and inserting the result into Eq. \eqref{eq:f:total} yields \begin{align} %\frac{df}{dx}&= y' \frac{\partial f}{\partial y} + \frac{d}{dx}\left(\frac{\partial f}{\partial y'}y'\right) - y'\frac{d}{dx}\frac{\partial f}{\partial y'} + \frac{\partial f}{\partial x}\,,\label{eq:f:total:1}\\ \frac{d}{dx}\left(y'\frac{\partial f}{\partial y'}\right) &= \frac{df}{dx} - \frac{\partial f}{\partial x}- y'\frac{\partial f}{\partial y} + y'\frac{d}{dx}\frac{\partial f}{\partial y'} \notag\\ &= \frac{df}{dx} - \frac{\partial f}{\partial x}- y'\left(\frac{\partial f}{\partial y} + \frac{d}{dx}\frac{\partial f}{\partial y'}\right) \,.\label{eq:f:total:1} \end{align} In view of Eq. \eqref{eq:euler-lagrange}, Eq. \ref{eq:f:total:1} reduces to \begin{align}\label{eq:f:total:2} \frac{d}{dx}\left(f - y'\frac{\partial f}{\partial y'}\right) &= \frac{\partial f}{\partial x} \end{align} Since \(\partial f/\partial x= 0\), Eq. \eqref{eq:f:total:2} becomes \begin{align}\label{eq:euler-lagrange:2} f - y'\frac{\partial f}{\partial y'} &= \text{constant}. \end{align}

Lagrange's equations for ray theory

Equation \eqref{eq:euler-lagrange} is now applied to Eq. \eqref{eq:fermat:ds}. Writing Eq. \eqref{eq:fermat:ds} in Cartesian coordinates \((x,y,z)\), where the independent variable is chosen to be the \(z\) coordinate, yields \begin{equation}\label{eq:functionalb} J = \int_{z_1}^{z_2} n(x,y,z)\,\sqrt{1 + (dx/dz)^2 + (dy/dz)^2}\, dz = \text{minimum}. \end{equation} Comparing Eq. \eqref{functionala} and \eqref{eq:functionalb} shows that \(f\) is the optical Lagrangian, \begin{equation}\label{eq:lagrangian} L(x,y,x',y',z) = n(x,y,z)\sqrt{1 + x'^2 + y'^2}\,, \end{equation} where \(x' \equiv dx/dz\) and \(y' \equiv dy/dz\). Thus Eq. \eqref{eq:euler-lagrange} becomes [5, Eqs. (3.4-7) and (3.4-8)] \begin{equation}\label{eq:lagrange} \boxed{\frac{\partial L}{\partial x}- \frac{d}{dz}\frac{\partial L}{\partial x'} = 0\,,\qquad \frac{\partial L}{\partial y}- \frac{d}{dz}\frac{\partial L}{\partial y'} = 0\,.} \end{equation}

Of all possible paths between two points in space, the paths that satisfy Fermat's principle [Eq. \eqref{eq:fermat}] are solutions of Eqs. \eqref{eq:lagrange}. Such paths define the trajectories of rays.

Example: Ray propagation in a 3D homogeneous medium

In a homogeneous medium, the index of refraction \(n(x,y,z)\) is a constant \(n_0\). The optical Lagrangian defined by Eq. \eqref{eq:lagrangian} becomes \begin{align}\label{eq:lagrangian:hom} L(x',y') = n_0 \sqrt{1 + x'^2 + y'^2}\,. \end{align} Since Eq. \eqref{eq:lagrangian:hom} does not depend explicitly on \(x\) and \(y\), Eqs. \eqref{eq:lagrange} can be reduced to the special case given by Eq. \eqref{eq:euler-lagrange:1}, \begin{equation}\label{eq:lagrange:hom} \frac{\partial L}{\partial x'} = \frac{n_0 x'}{\sqrt{1 + x'^2 + y'^2}} = A_1\,,\qquad \frac{\partial L}{\partial y'} = \frac{n_0 y'}{\sqrt{1 + x'^2 + y'^2}} = A_2\,, \end{equation} where \(A_1\) and \(A_2\) are constants. Squaring Eqs. \eqref{eq:lagrange:hom} and rearranging yields \begin{equation}\label{eq:lagrange:hom:1} %x' = \sqrt{\frac{A_1^2(n_0^2 - A_2^2) + A_1^2A_2^2}{(n_0^2 -A_1^2)(n_0^2 -A_2^2)- A_1^2A_2^2}}\qquad %y' = \sqrt{\frac{A_2^2(n_0^2 - A_1^2) + A_1^2A_2^2}{(n_0^2 -A_2^2)(n_0^2 -A_1^2)- A_1^2A_2^2}} %x' = \sqrt{\frac{n_0^2A_1^2}{n_0^2(n_0^2 - A_1^2 - A_2^2)}}\qquad y' = \sqrt{\frac{n_0^2A_2^2}{n_0^2(n_0^2 - A_1^2 - A_2^2)}} %dx = \frac{A_1}{\sqrt{n_0^2 - A_1^2 - A_2^2}}dz\,, \qquad dy = \frac{A_2}{\sqrt{n_0^2 - A_1^2 - A_2^2}} dz\,. dz = \frac{\sqrt{n_0^2 - A_1^2 - A_2^2}}{A_1}dx\,, \qquad dz = \frac{\sqrt{n_0^2 - A_1^2 - A_2^2}}{A_2} dy\,. \end{equation} Integrating Eqs. \eqref{eq:lagrange:hom:1} yields the equations of two planes whose intersection is a line: \begin{equation}\label{eq:lagrange:hom:2} z = \frac{\sqrt{n_0^2 - A_1^2 - A_2^2}}{A_1}x + A_3 \,, \qquad z = \frac{\sqrt{n_0^2 - A_1^2 - A_2^2}}{A_2} y + A_4\,. \end{equation} In a homogeneous medium, a ray therefore travel in a straight line described by Eqs. \eqref{eq:lagrange:hom:2}.

Example: Ray propagation in a 2D homogeneous medium

If ray propagation in a homogeneous medium were confined to the \(x\)-\(z\) plane, then Eq. \eqref{eq:lagrangian:hom} would reduce to \begin{align}\label{eq:lagrangian:hom:xz} L(x') = n_0 \sqrt{1 + x'^2}\,, \end{align} and the motion of the ray would be governed by a single Euler-Lagrange equation of the form of Eq. \eqref{eq:euler-lagrange:1}: \begin{equation}\label{eq:lagrange:hom:xz} \frac{\partial L}{\partial x'} = \frac{n_0 x'}{\sqrt{1 + x'^2}} = A_1\,. \end{equation} Squaring Eq. \eqref{eq:lagrange:hom:xz}, rearranging, and integrating yields \begin{equation}\label{eq:lagrange:hom:2:xz} z = \frac{\sqrt{n_0^2 - A_1^2}}{A_1}x + A_2\,, \end{equation} which is a line in the \(x\)-\(z\) plane.

Example: Ray propagation in a 2D medium with linearly varying wave speed

Consider ray propagation in the \(x\)-\(z\) plane in which the wave speed varies linearly in \(z\) as \(c(z) = c_0 + mz\). From Eq. \eqref{eq:index}, the corresponding refraction index is \[n(z) = \frac{c_0}{c_0 + mz}\,.\] The optical Lagrangian defined by Eq. \eqref{eq:lagrangian} is therefore \begin{align}\label{eq:lagrangian:lin} L(x',z) = \frac{c_0\sqrt{1 + x'^2}}{c_0 + mz} \,. \end{align} Since Eq. \eqref{eq:lagrangian:lin} does not depend explicitly on \(x\), Eq. \eqref{eq:euler-lagrange:1} is used: \[\frac{\partial}{\partial x'} \frac{\sqrt{1 + x'^2}}{c_0 + mz} = A\,,\] where \(A\) is a constant. Taking the derivative yields \[ \frac{x'}{\sqrt{1 + x'^2}} = Ac(z)\,,\] and squaring the result and rearranging yields \begin{align}\label{eq:lagrange:lin} x'^2 [1- A^2 c^2(z)] = A^2 c^2(z) \,. \end{align} Taking the square root of Eq. \eqref{eq:lagrange:lin} and rearranging shows that it is a separable ordinary differential equation: \begin{align}\label{eq:lagrange:lin:1} dx = \frac{A c(z)}{[1- A^2 c^2(z)]^{1/2}} dz\,. \end{align} Equation \eqref{eq:lagrange:lin:1} is integrated by introducing the variable \(u = c_0 + mz\) (and thus \(dz = du/m\)): \begin{align} x &= \frac{A}{m} \int \frac{y}{[1- A^2 y^2]^{1/2}} dy = -\frac{1}{mA} \sqrt{1 - A(c_0+mz)^2}\label{eq:lagrange:lin:2}\,. \end{align} Squaring and rearranging Eq. \eqref{eq:lagrange:lin:2} yields \begin{align} x^2 + (z + c_0/m)^2 = (mA)^{-2} \label{eq:lagrange:lin:circ}\,. \end{align} Equation \eqref{eq:lagrange:lin:circ} describes a circular trajectory of radius \((mA)^{-1}\) and vertical displacement \(-c_0/m\). In the limit that \(m\to 0\), the index of refraction approaches the constant value \(n_0\), and \((mA)^{-1} \to \infty\), i.e., the radius of the circular trajectory becomes infinitely large and the ray travels in a straight line, recovering the behaviour described in the previous example.

Hamilton's equations for ray theory

Equations \eqref{eq:lagrange} are now cast as two first-order partial differential equations that resemble Hamilton's equations of classical mechanics. For convenience, let \(x_i\) equal \(x\) for \(i=1\) and \(y\) for \(i=2\). Define a quantity reminiscent of momentum in classical mechanics: \begin{equation}\label{eq:151} p_i \equiv \frac{\partial L}{\partial x'_i}\,. \end{equation} Combining Eq. \eqref{eq:151} with gives Eqs. \eqref{eq:lagrange} yields \begin{equation}\label{eq:152} p'_i = \frac{\partial L}{\partial {x}_i}\,, \end{equation} where \(p'_i = dp_i/dz\). While Eq. \eqref{eq:151} is dimensionless (because both \(L\) and \(x'_i\) are dimenionless), Eq. \eqref{eq:152} has dimensions of inverse length.

Meanwhile, the Hamiltonian is defined as \begin{equation}\label{eq:hamiltonian} H(x_i,p_i,z) = \sum_{j}p_j x'_j - L(x_i, x'_i,z)\,. \end{equation} The total differential of Eq. \eqref{eq:hamiltonian} can be calculated two ways. First, applying the chain rule to the left-hand side of Eq. \eqref{eq:hamiltonian} yields \begin{equation}\label{eq:hamiltonian:1} dH = \sum_{i} \bigg( \frac{\partial H}{\partial x_i} dx_i + \frac{\partial H}{\partial p_i} dp_i \bigg) + \frac{\partial H}{\partial z}dz\,. \end{equation} Second, applying the product rule to the right-hand side of Eq. \eqref{eq:hamiltonian} yields \begin{align} dH &= \sum_{i} \bigg( p_i dx'_i + x'_i dp_i - \frac{\partial L}{\partial x_i} dx_i - \frac{\partial L}{\partial x'_i} dx'_i \bigg) - \frac{\partial L}{\partial z}dz\notag\\ &= \sum_{i} ( p_i d{x}'_i + {x}'_i dp_i - {p}'_i dx - p_i d{x}'_i ) - \frac{\partial L}{\partial z}dz\notag\\ &= \sum_{i} ({x}'_i dp_i - {p}'_i dx_i) - \frac{\partial L}{\partial z}dz\,,\label{eq:hamiltonian:2} \end{align} where Eqs. \eqref{eq:151} and \eqref{eq:152} have been used in the second line, and where the first and fourth terms in the summation have been cancelled in the third line. Term-by-term comparison of Eqs. \eqref{eq:hamiltonian:1} and \eqref{eq:hamiltonian:2} shows that \begin{equation}\label{Hamiltonian Lagrangian} \frac{\partial H}{\partial z} = - \frac{\partial L}{\partial z} \end{equation} and identifies Hamilton's equations: \begin{equation}\label{eq:hamilton} x'_i = \frac{\partial H}{\partial p_i}\,, \quad p'_i = -\frac{\partial H}{\partial x_i}\,. \end{equation} In terms of the Cartesian coordinates \((x,y,z)\), Eqs. \eqref{eq:hamilton} read \begin{alignat}{2} \boxed{\frac{dx}{dz} = \frac{\partial H}{\partial p_x}\,, \qquad \frac{dp_x}{dz} = -\frac{\partial H}{\partial x}\,,} \label{eq:hamilton:x}\\ \boxed{\frac{dy}{dz} = \frac{\partial H}{\partial p_y}\,, \qquad \frac{dp_y}{dz} = -\frac{\partial H}{\partial y}\,,} \label{eq:hamilton:y} \end{alignat} where the Hamiltonian itself is defined by Eq. \eqref{eq:hamiltonian} in terms of the Lagrangian: \begin{align} H &= \sum_{j}p_j \frac{d x_j}{d z} - L(x_i, x'_i, z)\notag\\ &= p_x x' + p_y y' - n(x,y,z)\sqrt{1 + x'^2 + y'^2}\,.\label{eq:hamiltonian:sub} \end{align} Meanwhile, the momenta given by equations (\ref{eq:151}) and (\ref{eq:152}) become, by differentiation of equation (\ref{eq:lagrangian}), \begin{align} p_x &= \frac{\partial L}{\partial {x}'} = n(x,y,z)\frac{\partial}{\partial x'} \sqrt{1 + x'^2 + y'^2} = \frac{n(x,y,z)x'}{\sqrt{1 + x'^2 + y'^2}}\label{eq:momentumx}\\ p_y &= \frac{\partial L}{\partial {y}'} = n(x,y,z)\frac{\partial}{\partial y'} \sqrt{1 + x'^2 + y'^2} = \frac{n(x,y,z)y'}{\sqrt{1 + x'^2 + y'^2}}\,.\label{eq:momentumy} \end{align} The Hamiltonian defined by Eq. \eqref{eq:hamiltonian} can be simplified by solving Eqs. \eqref{eq:momentumx} and \eqref{eq:momentumy} for \(x'\) and \(y'\) Both Eqs. \eqref{eq:momentumx} and \eqref{eq:momentumy} are squared, and the first is solved for \(y'^2\) while the second is solved for \(x'^2\): \begin{equation*} y'^2 = x'^2[(n/p_x)^2 - 1] -1\,,\quad x'^2 = y'^2[(n/p_y)^2 - 1] -1\,. \end{equation*} The first expression above is substituted into the second and solved for \(x'\), and visa versa for \(y'\), resulting in \begin{align*} y'^2 &= [(n/p_x)^2-1]\big\lbrace [ (n/p_y)^2 -1] y_1'^2 - 1\big\rbrace,\\ x'^2 &= [(n/p_y)^2-1]\big\lbrace [ (n/p_x)^2 -1] x_1'^2 - 1\big\rbrace\,. \end{align*} The algebra is made more manageable by denoting \(\gamma_x \equiv (n/p_x)^2 -1\) and \(\gamma_y \equiv (n/p_y)^2 -1\): \begin{equation}\label{eq:x':alg} y'^2 = \frac{1+\gamma_x}{\gamma_x\gamma_y - 1}\,,\quad x'^2 = \frac{1+\gamma_y}{\gamma_x\gamma_y - 1}\,. \end{equation} After some algebra, Eqs. \eqref{eq:x':alg} are reduced to \begin{equation}\label{eq:x'} x' = \frac{p_x}{\sqrt{n^2-p_x^2-p_y^2}}\,,\quad y' = \frac{p_y}{\sqrt{n^2-p_x^2-p_y^2}}\,. \end{equation} Substituting Eqs. \eqref{eq:x'} into Eq. \eqref{eq:hamiltonian:sub} yield the Hamiltonian \begin{align}\label{eq:hamiltonian:ray} \boxed{H = - \sqrt{n^2 -p_x^2 - p_y^2}\,.} \end{align}

Equivalence of eikonal equation and Hamilton's equations

Equation \eqref{eq:hamiltonian:ray}, along with Eqs. \eqref{eq:hamilton:x} and \eqref{eq:hamilton:y}, are now shown to be equivalent to Eq. \eqref{eq:eikonal}, which by Eq. \eqref{eq:index} can be written as \begin{align}\label{eq:eikonal:n} (\gradient S)^2 = n^2\, \end{align} where \(S \equiv c_0\tau\). The equivalence is shown immediately by way of the Hamilton-Jacobi equation \begin{equation}\label{eq:hamilton-jacoby} \frac{\partial S}{\partial z} = - H(x,y,\partial S/\partial x, \partial S/\partial y)\,, \end{equation} where \(\partial S/\partial x = p_x\) and \(\partial S/\partial y = p_y\). Squaring Eq. \eqref{eq:hamilton-jacoby} and inserting Eq. \eqref{eq:hamiltonian:ray} yields \begin{equation}\label{eq:hamilton-jacoby:xy} \bigg(\frac{\partial S}{\partial z}\bigg)^2 = n^2 - \bigg(\frac{\partial S}{\partial x}\bigg)^2 - \bigg(\frac{\partial S}{\partial y}\bigg)^2\,, \end{equation} which recovers Eq. \eqref{eq:eikonal:n} upon noting that \((\gradient S)^2 = \gradient S \cdot \gradient S = (\partial S/\partial x)^2 + (\partial S/\partial y)^2 + (\partial S/\partial z)^2\) in Cartesian coordinates.

References

  1. A. D. Pierce, Acoustics: An Introduction to its Physical Principles and Applications, 2nd edition, Acoustical Society of America (1989).
  2. J. H. Ginsberg, Acoustics—A Textbook for Engineers and Physicists, Springer, Acoustical Society of America (2018).
  3. S. T. Thornton and J. B. Marion, Classical Dynamics of Particles and Systems, 5th edition, Brooks/Cole (2008).
  4. "Fermat's principle," Wikipedia.
  5. D. Marcuse, Light Transmission Optics, Bell Laboratories Series, Van Nostrand Reinhold Company (1972).

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