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Coupling of Elastic Isotropic Medium Parameters in Iterative Linearized Inversion

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Coupling of Elastic Isotropic Medium Parameters in Iterative Linearized Inversion D.V. Anikiev¹, B.M. Kashtan¹, W.A. Mulder² and V.N. Troyan¹

¹Saint Petersburg State University, 1, Ulyanovskaya str., Peterhof, Saint Petersburg, 198504, Russia, e-mail: danikiev@earth.phys.spbu.ru

²Shell Global Solutions International BV & Delft University of Technology, Kessler Park 1, GS Rijswijk, 2288, Netherlands, e-mail: Wim.Mulder@shell.com

An elastic isotropic medium is described with three parameters. In seismic migration the perturbation of one elastic parameter affects the images of all the three, which means that these parameters are coupled. For an effective quantitative reconstruction of the true elastic medium reflectivity one can apply an iterative linearized migration/inversion, where minimization of the misfit functional is done by the conjugate gradient method. The final result of the iterative approach can be obtained directly by Newton’s method, using the pseudo-inverse Hessian matrix.

Calculation of this matrix for a realistic model is an extremely resource-intensive problem, but for a model of a scatterer in a homogeneous elastic medium it is quite feasible. This paper presents the numerical results of elastic linearized inversion for this simple model, calculated both with iterative approach and Newton’s method. Experiments show that in the both cases the elastic parameters have coupled weaker than in the case of migration. The iterative approach allows achieving acceptable quality of the inversion, but requires a large number of iterations. For faster convergence it is necessary to use the preconditioned conjugate gradient method. The optimal preconditioning will improve the convergence of the method as well as the quality of inversion.

Key words: Linearized inversion, seismic migration, elastic isotropic medium, coupling of elastic parameters.

Introduction

A classic seismic migration (Claerbout 1971) allows for qualitative estimation of reflection capability in an elastic medium, but the true values of the medium in this case remain unknown (Zhu et al. 2009). Moreover, the migration result gives information about

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heterogeneities of each of the three parameters used to describe an elastic isotropic medium, so the true perturbation of one of them in a migration image can look like as perturbation in each of the three parameters. There have been a number of optimization methods to estimate the elastic parameters both qualitatively and quantitatively (Ампилов et al. 2009; Virieux and Operto 2009). Their application gives more accurate estimations of true characteristics of the medium and reduces the coupling effect of the parameters. Uncoupling the elastic parameters mathematically is an extremely resource-intensive problem due to the optimized character of the solution (Gelis et al. 2007; Virieux and Operto 2009). That is the reason inversion methods are applied first-hand, so the elastic characteristics could be properly accessed with account for the required computation time and operation memory. For instance, one can apply an iterative linearized migration/inversion (Beydoun and Mendes 1989; Jin et al. 1992; Tura et al. 1993), which advantages are described in Оstmo et al. (2002), where the method was applied to an acoustic wave equation with constant density in the frequency domain. If computations are considered, this approach has proved more effective than a full waveform inversion (Tarantola 1986; Mora 1987; Fichtner 2010).

The objective of this research has been studying the mutual effect of elastic parameters when the iterative linearized inversion is applied. This paper presents the method’s theoretical basis and a number of numerical experiments, using a point scatterer in a homogeneous isotropic elastic medium as the model. For such a simple case the solution can be obtained by Newton’s method (Fichtner 2010), which allows for direct estimation of the elastic parameters’ maximum inversion quality, available for the iterative inversion, so one can make a conclusion about applicability of this method for a particular case.

Effectiveness of the iterative approach mainly depends on initial problem’s conditionality. Its optimal preconditioning has significantly improved the iterative approach’s convergence [Axelsson, 1996], so one of the objectives of this study has also been finding an efficient preconditioning method for the iterative linearized inversion.

Method

A system of motion equations for an elastic isotropic medium in the frequency domain can be expressed as Lu = f, where the wave operator L affects the displacement vector u in the following way:

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In the e Lame p expresse μ = μ0 + equation referenc L0 mar scatterin Instead relative The valu case,the possible field uob The opt the zero of the in where derivati expressi degener real mo both in equation (1) arameters; ed as a sum + μs. Linear ns: L0u0 = ce model an rks the elas ng wave op of the abs perturbanc ue in the e inversion p e models m bs. It has bee timal model o gradient fo nitial model marks ve matrix) ion (3) requ rate one, we odel such a the terms the right p ω is the ang m of the refer rization of t f and L0us nd us = u – stic wave o erator with solute value e, written a expression problem is for certain en done by l sho or the param l results in N the gradien of the resid uires the fu e have appl matrix will of computa part f corresp gular freque rence value the problem = –Lsu0, w u0 is the fie operator wi the characte e of some s: (2) is the re solve in ord reference v minimizing ould corresp meters . A li Newton’s m nt (first der dual functio ull Gesse ma

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hand, to which d multipli theoreti But whe the met problem by the s But the be clos precond become precond precond required One of techniqu 1995; A the Ges 3 × 3 m spatial p paramet Mendes can opt Cholesk The ful (Broyde quasi-N modific o solve the e does not req ies the matr

cally, one is en the amou thod’s conv m equivalent symmetric p convergenc se to the i ditioner, the es unnecess ditioning, w ditioner, its d to obtain a f the most ue, which p Axelsson 19 se matrix (B matrix, com point. For s ters at this s 1989). In t for more ky factoriza ll wave inv en–Fletcher Newton met cation (L-BF equation (4) quire explic rix H and a s able to ob unt of iterat vergence (A t to the prob positively- d ce rate has inversed m e CG meth sary. Thus which is a application a solution o commonly preconditio 996). Anoth Beylkin and mposed of such approx point, whi case, all th complex tion and app

version use r–Goldfarb– thod to m FGS) can b ) one can ap cit calculati a certain ve tain a result ions is too b Axelsson 1 blem (4) by defined prec not been th matrix H, b hod will co s, it is im a combinati n for each o f appropriat applied an ner is an i her obvious d Burridge 1 the residua ximation on le all the o he simple p approaches proximate i es a nonlin –Shanno, (M minimize th be applied t

pply the con ion of the m ector. Hence

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big, the prec 996). The y, for instan conditioner-he only pre but it obvio onverge afte mportant on ion of suc of the iterat te quality (К nd easiest m inverted dia choice has 1990). Each al-functiona ne has to ac other spatia precondition s such as i inverted tria near metho Mulder and he residual to find solu njugate grad matrix H, b e, using a f se to one ob conditionin preconditio nce, multiply -matrix P (К conditionin ous, if the er one itera ne provide ch factors tions, reduc Капорин 20 methods ha agonal part s been a blo h block of it al second d ccount for th al nodes ca ning method incomplete angular deco od of conju d Plessix 20 functional utions for li dient metho but for each finite numb btained by N g has to use oning can b ying of the Капорин 20 g aspect. T e matrix H ation, so th es the best as: costs tion of the 011). ave been th of the Ge ock-diagona ts precondit derivatives, he interconn n be neglec ds listed are LU-factori omposition. ugate gradi 004; Metiv . The last inear algebr od (Axelsso h of the iter ber of the it Newton’s m ed, which sp be interpret initial syste 011): The matrix P H-1 is used he iteration t joint qu of calcula iterations’ he Jacoby esse matrix al approxim tioner is an calculated nnections of cted (Beyd e not effect ization, inc . ients or the vier et al. 2 together raic system on 1996), rations it erations, method. peeds up ted as a em (left) P should d as the method uality of ting the number, iteration (Kelley mation of inverted for one f the tree doun and tive, one complete e BFGS 2012), a with its ms as the

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equation conjuga inverted rule, use approxi matrix. generali approac Time, s Source p Figure displace Numeri In the e medium wave ve point p paramet conside the first n (4). More ate gradients d Gesse ma es a constan mation of th Hence, an ized for BF ch, but also position, m 1 Example ement vecto ical results experiments m with recei elocity α = perturbation ter’s value red three ty t one was th eover in (Na s is a speci atrix approx nt approxim he inverted ny conclus FGS. That’ for the nonl

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= ρα an modeled why in t axis bet on the experim the seis the Grin one app 166 disc In Fig. figure s model i km zon Comput flows o around and Kah In Fig. compon spatial d values show th over ea makes i In Fig. the vici simultan means t similar nd third- th d on the sur the experim tween 1.887 surface as ment was lim mic data m n 3D functi plied the Ri crete freque 1 you can shows its v in the vicini ne with the tation of th of the SMP 14 hours. T han 1965) w 2 one can nent is a de domain. Th he correspon ch image is it easy to dis 2 you can s inity of the neously and the three pa in their stru e impedanc rface, all of ment only P-75 and 1.887 well, alon mited to a v modeled. Th ion for hom icker signal encies were see an exam vertical com ity of the sc e discretiza he gradients cluster of The pseudo with standar see a table erivative for he columns c at the s nding gradi s the deriva stinguish th

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only the ver in the frequ 1985). As 5 Hz. To mo on density ctor. To est km one sele nding grid was perfor ty. The com singular dec dual functio presented fo he initial m al to one al r an olute value e (blue colo d mainly in omponents of the elasti that correla ers is reflec l, 152 sourc the scattere ere located r profile was the same l rtical comp uency doma the source odel the wa heterogene timate the ected a 0.4 size of 4 rmed using mputation ti composition onal gradie or each poin model, i. e. w lternately. T nd . Th . The color or) gradient n the centra of the grad ic character ated wave f cted in the i ces were r. That’s along x-s located lag. The ponent of ain using function ave field eity. The medium by 0.4 – 1 × 41. 32 data ime was n (Golub nt. Each nt of the when the The rows he value red scale values. al area in dient are ristics. It fields are image of

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each of correlat Figure captures captures In case Gesse m showcas correspo capaciti image i diagona f them. Mor ted when ca 2 Residua s show, wh s show grad of the linea matrix, the sing restora ond to the ies is maximum al amplitude reover, P-an alculating th al functiona hich of the e dient compo arized inver interrelatio ation of the e initial mo The c m reflection es would be nd S-waves he gradient, al gradient elastic para onents, i. e. rsion, when n of the pa e model pa odels as w color diagra n capacity in equal to on s, produced giving birth for the th ameters dem The param n the equati arameters is arameters b well. The ro am is simila n absolute ne and non-by the sou h to fault im ree cases monstrates t eters used f on (4) is so s less expre by Newton’ ows demon ar to one in value. If th diagonal on

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Figure column corresp In orde characte where maximu demons much on 99.8, Q requires 3 Inversion captures sh ond to the r er to estim eristic has b is the m um reflecti strates that n and QZα ≈ 100 и s bigger amo n results by how, which reconstructe mate interco been introdu maximum re ion capacit the parame . The qual и QZβ ≈ 99 ount of itera y Newton’s h of the elas ed paramete onnection o uced: eflection ca ties of the eters and itative char 9.8 %. To o ations. method an stic parame ers. of the elast apacity of a e two nonp d are in racteristic, d obtain appr nd the pseud eters has th tic paramet a with true perturbed p nterrelated, determined b ropriate acc doinverted he true pert ters the fo perturbatio parameters while d by the equa curacy by th Gesse matr turbation. T ollowing qu on; b and c. does not eff ation (6) giv he CG met rix. The The rows ualitative are the Fig. 3 ffect that ves: Qρ ≈ thod one

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Итера Км-km Figure parame parame The app with (К where ε so-calle compare the case ций –iterati 4 Inversion ters demon ters. proximate u апорин 201 ε sets requir ed K- cond ed with the e considered ions n results by nstrates the upper bound 11, 2012): red reductio ditioning nu standard sp d an estimat the CG met true pertu

dary for the

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The inv indicate , 11 5 estimati Newton iteration Figure demons Such a b But its p of iterat initial it estimati no itera applicat version resu es the requir 546 iteratio ion given. I n’s method: ns 4 CG-inver trates the tr big number practical ap tions. That i terations. F ion, determi ation is nee tion of the ults by the C red number ons for In terms of ≈ 99.9, rsion result rue perturba r of iteration plication is is why it is or that purp ined by the eded at Q e criterion. CG method r of iteration and 3104 it quality, the QZα ≈ 100 ts. The colu ance. The ro ns have bee possible on very import pose one ha equation (6 ≥ 95 %. Hence, to d can be see ns for each terations for e solution ob и QZβ ≈ 99 umn captur ows corresp en due to the nly when on tant to estim as applied a 6): the solu In Fig. 5 obtain the en in Fig. 4 correspond r , which btained is c 9.8 %. res show wh pond to the e poor cond ne has to pe mate the qua

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required in the c appropr problem converg results, of iterat the num true per Jacobi p Итерац Км-km Figure Fig. 4. d 39 iteratio case of riate result m in case o gence rate. I preconditio tions the sa mber of itera rturbation precondition ций –iterat m 5 Inversion ons in the ca Based on for a limite of realistic It can be don oned by the ame quality ations reduc requir ning can bo tions n results aft ase of true p n this resu ed number model, so ne with pre inverted di criterion ha ced to eight red 56 itera th speed up

fter a few ini

perturbation ult we may of iteration there shou econditionin iagonal part as been app in the first ations. Thu p the conver itial CG ite n 5 iterati conclude t ns. But even uld be an e ng. In Fig. 6 t of the Ges plied. The p case and to us, dependin rgence and s rations. For ons- in the that the CG n 39 iteratio effective w one you ca se matrix. T precondition o one – in th ng on probl slow it dow r column an case of a G method c ons is too way to incr an see CG-in To limit the

ning has res he second, w lem conditi wn. nd row capt and 14 – can give complex ease the nversion e number sulted in while the ions, the tures see

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8 iterati 1 iterati 56 itera Figure of the G Analogo diagona number other ha impedan (for the continue accomp be mad approxi ions ion ations 6 Inversion Gesse matrix ous situatio al approxim r of iteration and a signif nce perturb e third colum ed until t panied by ex de that the mation of th n results by x. For colum on takes pla mation of the ns has redu ficant numb bance due to mn in Fig. the commo xplicit mutu e both prec he Gesse m CG method mn and row ace when on e Gesse matr uced to six ber of iterat o the desire 7 the soluti on converg ual effect of conditioners matrix have n d preconditi w captures se ne deals wi trix. Figure in the first tions have ed solution ion quality gence crite f the s that are not been opt

ioned by inv ee Fig. 4. th CG prec 7 shows the t case and t been requir quality Q ≥ has only re erion was and pa based on timal. verted diago onditioning e results of to one –in red in the c ≥ 95 % has eached 88% reached. arameters. S diagonal a onal approx g of inverte such invers the second case of true s not been %), so the it This proce So a conclu and block-ximation d block-sion. The . On the e S-wave obtained terations ess was usion can diagonal

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Figure of the G Conclu In this medium proved estimate paramet the exa sources Newton has allo three - p approac appropr 7 Results of Gesse matrix sions paper a nu m while mig to be quali e not only ters. The nu ample of a and a vertic n’s inversion owed one to parameter s ch one can riate quality of CG inver x. For colum umerical stu gration and itatively dif the spatia umerical re point scat cal compon n with calcu o estimate th system have obtain an y a significa rsion, preco mn and row udy of inter inversion h fferent from l location esults of ela tterer in a nent of displ ulation of th he maximum e interrelati appropriate ant amount onditioned b w captures se rrelation of has been pre m the classic of reflectio astic parame homogenou lacement ve he full Gess m possible ions that ar e result of t of iteratio by inverted ee Fig. 4. f the three p esented. Th c migration on borders, eters’ restor us isotropic ector as the se matrix fo quality of t re insignific inversion. ns of conju block-diago parameters e iterative l n, since the but also m ration have c medium data for an ollowed by the final res cant. So, ap But for the ugate eleme onal approx of elastic i linear inver first allow medium’s e been prese with vertic inverse pro its pseudoin sult and sho pplying the e solution t ents is requ ximation isotropic rsion has ws one to physical ented by cal-force oblem. nversion owed the iteration to be of uired. To

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improve the convergence rate one has to use an appropriate preconditioning. In the paper it has been shown that the obvious solutions including the inverted diagonal and block-diagonal parts of the Gesse matrix are far from being optimal, since they are strongly dependant on the problem conditions. So, finding optimal preconditioning has been an important scientific problem that determined effectiveness of both linearized and nonlinear inversion. The further study should be aimed at finding an optimal CG preconditioner in the context of a linear iterative inversion, in such a way it could be applied as an effective and accurate tool for estimation of the parameters of elastic isotropic medium.

The study has been carried out with the financial support of the CRDF (grant RUG1-30018-ST-11). References Ампилов Ю.П., Барков A.Ю., Яковлев И.В., Филиппова К.Е., Приезжев И.И. 2009. Почти все о сейсмической инверсии. Ч. Технологии сейсморазведки 4, 3–16. Капорин И.Е. 2011. Предобусловливание итерационных методов решения систем линейных алгебраических уравнений: Дис. … д-ра физ.-мат. наук. М., 216 p.. Капорин И.E. 2012. Использование полиномов Чебышева и приближенного обратного треугольного разложения для предобусловливания метода сопряженных градиентов. Журнал вычисл. математики и мат. физики. 52, 169–193.

Axelsson O. 1996. Iterative Solution Methods. Cambridge: Cambridge Univ. Press, 654 p. Beydoun Wafik B. and Mendes M. 1989. Elastic Ray-Born L2-Migration/ Inversion // Geophysical Journal International 97(1), 151–160.

Beylkin G. and Burridge R. 1990. Linearized inverse scattering problems in acoustics and elasticity. Wave Motion 12(1), 15–52.

Claerbout J.F. 1971. Toward a unified theory of reflector mapping. Geophysics 36, 467–481. Fichtner A. 2010. Full Seismic Waveform Modelling and Inversion. Berlin; Heidelberg: Springer Verlag, 343 p.

Gelis C., Virieux J. and Grandjean G. 2007. Two-dimensional elastic full waveform inversion using Born and Rytov formulations in the frequency domain. Geophysical Journal International 168(2), 605–633.

Golub G. and Kahan W. 1965. Calculating the Singular Values and Pseudo-Inverse of a Matrix // J. Soc. Ind. and Appl. Mathem. Ser. B Numerical Analysis 2(2), 205–224.

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Hak B. and Mulder Wim A.A 2007. Remark on the seismic resolution function for the homogeneous elastic isotropic case. SEG Annual International Meeting, Expanded Abstracts, 26(1), 2422–2426.

Jin S., Madariaga R., Virieux J. and Lambare G. 1992. Twodimensional asymptotic iterative elastic inversion. Geophysical Journal International 108(2), 575–588.

Kelley C.T. 1995. Iterative Methods for Linear and Nonlinear Equations. Philadelphia: SIAM, 166 p.

Metivier L., Brossier R., Virieux J. and Operto S. The truncated New-ton method for Full Waveform Inversion. SEG Annual International Meeting, Extended Abstracts 480, 1–5.

Mora P. 1987. Nonlinear two-dimensional elastic inversion of multioffset seismic data. Geophysics 52(9), 1211–1228.

Mulder W.A. and Plessix R.-E. 2004. A comparison between one-way and two-way wave-equation migration. Geophysics 69(6), 1491–1504.

Nazareth L. 1979. A Relationship between the BFGS and Conjugate Gradient Algorithms and Its Implications for New Algorithms. SIAM Journal on Numerical Analysis 16(5), 794–800. Оstmo S., Mulder W.A. and Plessix R.-E. Finite-difference iterative migration by linearized waveform inversion in the frequency domain SEG Annual International Meeting, Extended Abstracts 21(1), 1384–1387.

Saad Yo. and van der Vorst Henk A. 2000. Iterative solution of linear systems in the 20th century. Journal of Computational and Applied Mathematics 23(1–2), 1–33.

Tarantola Alb. 1986. A strategy for nonlinear elastic inversion of seismic reflection data. Geophysics 51(10), 1893–1903.

Tura M., Ali C. and Johnson Lane R.A. 1993. stable method for linearized inversion of elastic parameters. Geophysical Journal International 115(1), 1–13.

Virieux J. and Operto S. 2009. An overview of full-waveform inversion in exploration geophysics. Geophysics 74(6), WCC1–WCC26.

Wu R. and Aki K. 1985. Scattering characteristics of elastic waves by an elastic heterogeneity. Geophysics 50(4), 582–595.

Zhu H., Luo Y., Nissen-Meyer T. et al. 2009. Elastic imaging and time-lapse migration based on adjoint methods. Geophysics 74(6), WCA167–WCA177.

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About the authors

DENIS V. ANIKEEV, Ph. D. student, Research Engineer of Saint-Petersburg State University. E-mail: danikiev@earth.phys.spbu.ru

BORIS M. KASHTAN, Doctor of Science, Professor, Head of Laboratory of Elastic Media Dynamics of Chair of Earth Physics of Saint-Petersburg State University.

WIM MULDER, Ph.D., Professor, Head of Geophysical Imaging Section of Delft University of Technology , Researcher of Shell Global Solution International, the Netherlands.

E-mail: Wim.Mulder@shell.com

VALDIMIR N. TROYAN, Doctor of Science, Professor, Head of Chair of Earth Physics of Saint-Petersburg State University.

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Parallel and Distributed Computing, Numerical Algorithms for CS&E, Grid Computing (middleware, algorithms, performance evaluation), Sparse linear systems, Preconditioning..