Nonlinear acoustic imaging via reduced order model backprojection
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1 Nonlinear acoustic imaging via reduced order model backprojection Alexander V. Mamonov 1, Vladimir Druskin 2, Andrew Thaler 3 and Mikhail Zaslavsky 2 1 University of Houston, 2 Schlumberger-Doll Research Center, 3 The Mathworks, Inc. Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 1 / 32
2 Motivation: seismic oil and gas exploration Seismic exploration Seismic waves in the subsurface induced by sources (shots) Measurements of seismic signals on the surface or in a well bore Determine the acoustic or elastic parameters of the subsurface Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 2 / 32
3 Forward model: acoustic wave equation Consider an acoustic wave equation in the time domain u tt = Au in Ω, t [0, T ] with initial conditions u t=0 = u 0, u t t=0 = 0 The spatial operator A R N N is a fine grid discretization of A(c) = c 2 with the appropriate boundary conditions The solution is u(t) = cos(t A)u 0 Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 3 / 32
4 Source model We stack all p sources in a single tall skinny matrix S R N p and introduce them in the initial condition u t=0 = S, u t t=0 = 0 The solution matrix u(t) R N p is u(t) = cos(t A)S We assume the form of the source matrix S = q 2 (A)CE, where p columns of E are point sources on the surface, q 2 (ω) is the Fourier transform of the source wavelet and C = diag(c) Here we take q 2 (ω) = e σω with small σ so that S is localized near E Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 4 / 32
5 Receiver and data model For simplicity assume that the sources and receivers are collocated Then the receiver matrix R R N p is R = C 1 E Combining the source and receiver we get the data model F(t; c) = R T cos(t A(c))S, a p p matrix function of time The data model can be fully symmetrized ( ) F(t) = B T cos t  B, with  = C C and B = q(â)e Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 5 / 32
6 Seismic inversion and imaging 1 Seismic inversion: determine c from the knowledge of measured data F (t) (full waveform inversion, FWI); highly nonlinear since F( ; c) is nonlinear in c Conventional approach: non-linear least squares (output least squares, OLS) minimize F F( ; c) 2 2 c Abundant local minima Slow convergence Low frequency data needed 2 Seismic imaging: estimate c or its discontinuities given F(t) and also a smooth kinematic model c 0 Conventional approach: linear migration (Kirchhoff, reverse time migration - RTM) Major difficulty: multiple reflections Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 6 / 32
7 Reduced order models The data is always discretely sampled, say uniformly at t k = kτ The choice of τ is very important, optimally we want τ around Nyquist rate The discrete data samples are ( ) F k = F(kτ) = B T cos kτ Â B = = B T cos ( k arccos ( cos τ Â )) B = B T T k (P)B, where T k is Chebyshev polynomial and the propagator is ( ) P = cos τ Â We want a reduced order model (ROM) P, B that fits the measured data F k = B T T k (P)B = B T T k ( P) B, k = 0, 1,..., 2n 1 Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 7 / 32
8 Projection ROMs Projection ROMs are obtained from P = V T PV, B = V T B, where V is an orthonormal basis for some subspace How do we get a ROM that fits the data? Consider a matrix of solution snapshots U = [u 0, u 1,..., u n 1 ] R N np, u k = T k (P)B Theorem (ROM data interpolation) If span(v) = span(u) and V T V = I then F k = B T T k (P)B = B T T k ( P) B, k = 0, 1,..., 2n 1, where P = V T PV R np np and B = V T B R np p. Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 8 / 32
9 ROM from measured data We do not know the solutions in the whole domain U and thus V is unknown How do we obtain the ROM from just the data F k? The data does not give us U, but it gives us the inner products! A basic property of Chebyshev polynomials is Then we can obtain T i (x)t j (x) = 1 2 (T i+j(x) + T i j (x)) (U T U) i,j = u T i u j = 1 2 (F i+j + F i j ), (U T PU) i,j = u T i Pu j = 1 4 (F j+i+1 + F j i+1 + F j+i 1 + F j i 1 ) Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 9 / 32
10 ROM from measured data Suppose U is orthogonalized by a block QR (Gram-Schmidt) procedure U = VL T, equivalently V = UL T, where L is a block Cholesky factor of the Gramian U T U known from the data U T U = LL T The projection is given by P ( ) = V T PV = L 1 U T PU L T, where U T PU is also known from the data The use of Cholesky for orthogonalization is essential, (block) lower triangular structure is the linear algebraic equivalent of causality Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 10 / 32
11 Image from the ROM How to extract an image form the ROM? ROM is a projection, we can use backprojection If span(u) is suffiently rich, then columns of VV T should be good approximations of δ-functions, hence P VV T PVV T = V PV T Problem: snapshots U in the whole domain are unknown, so are orthogonalized snapshots V In imaging we have a rough idea of kinematics, i.e. we know approximately the travel times This is equivalent to knowing a kinematic model, a smooth non-reflective sound speed c 0 Once c 0 is fixed, we know everything associated with it  0, P 0, U 0, V 0, P0 Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 11 / 32
12 Approximate backprojection We take the backprojection P V PV T and make another approximation replacing unknown V with the kinematic model basis V 0 : P V 0 PV T 0 For the kinematic model we know the basis exactly P 0 V 0 P0 V T 0 If δ x is a δ-function centered at point x, then ( ) Pδ x = cos τ Â δ x = w(τ), where w(t) is a solution to w tt = Âw, w(0) = δ x, w t (0) = 0, i.e. it is a Green s function G(x,, τ) Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 12 / 32
13 Green s function and imaging Diagonal entries of P are Green s function evaluated at the same point G(x, x, τ) = δ T x Pδ x By taking the diagonals of backprojections we may extract the approximate Green s functions ( G(,, τ) G 0 (,, τ) = diag(p P 0 ) diag V 0 ( P P ) 0 )V T 0 = I Approximation quality depends only on how well columns of VV T 0 and V 0 V T 0 approximate δ-functions It appears that I works well as an imaging functional to image the discontinuities of c Despite the name backprojection our method is nonlinear in the data since obtaining P from F k is a nonlinear procedure (block Lanczos and matrix inversion) Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 13 / 32
14 Simple example: layered model True sound speed c Backprojection: c 0 + αi A simple layered model, p = 32 sources/receivers (black ) Constant velocity kinematic model c 0 = 1500 m/s Multiple reflections from waves bouncing between layers and surface Each multiple creates an RTM artifact below actual layers RTM image Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 14 / 32
15 Why ROM backprojection imaging works? Suppression of multiples: implicit causal orhthogonalization (block Gram-Schmidt) of snapshots U removes the tail with reflections and produces a focused, localized pulse Compare U and V for various times Approximation G(,, τ) G 0 (,, τ) diag ( V 0 ( P P ) 0 )V T 0 only works if columns of VV T 0 and V 0V T 0 are good approximations of δ-functions Plot columns of VV T 0 and V 0V T 0 for various points in the domain ROM computation resolves the dynamics fully, so image imperfections are mostly due to deficiencies of the kinematic model Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 15 / 32
16 Snapshot orthogonalization Snapshots U Orthogonalized snapshots V t = 10τ t = 15τ t = 20τ Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 16 / 32
17 Snapshot orthogonalization Snapshots U Orthogonalized snapshots V t = 25τ t = 30τ t = 35τ Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 17 / 32
18 Approximation of δ-functions Columns of V0 VT0 Columns of VVT0 y = 345 m y = 510 m y = 675 m Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 18 / 32
19 Approximation of δ-functions Columns of V0 VT0 Columns of VVT0 y = 840 m y = 1020 m y = 1185 m Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 19 / 32
20 High contrast example: hydraulic fractures True c Backprojection image I Important application: acoustic monitoring of hydraulic fracturing Multiple thin fractures (down to 1cm in width, here 10cm) Very high contrasts: c = 4500m/s in the surrounding rock, c = 1500m/s in the fluid inside fractures Mamonov, Strong Druskin, Thaler, reflections, Zaslavsky any linearized Backprojection image imagingdominated with multiples 20 / 32
21 High contrast example: hydraulic fractures True c RTM image Important application: acoustic monitoring of hydraulic fracturing Multiple thin fractures (down to 1cm in width, here 10cm) Very high contrasts: c = 4500m/s in the surrounding rock, c = 1500m/s in the fluid inside fractures Mamonov, Strong Druskin, Thaler, reflections, Zaslavsky any linearized Backprojection image imagingdominated with multiples 21 / 32
22 Large scale example: Marmousi model Standard Marmousi model, 13.5km 2.7km Forward problem is discretized on a 15m grid with N = = 162, 000 nodes Kinematic model c 0 : smoothed out true c (465m horizontally, 315m vertically) Time domain data sample rate τ = 33.5ms, source frequency about 15Hz, n = 35 data samples measured Number of sources/receivers p = 90 uniformly distributed with spacing 150m Data is split into 17 overlapping windows of 10 sources/receivers each (1.5km max offset) Reflecting boundary conditions No data filtering, everything used as is (surface wave, reflections from the boundaries, multiples) Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 22 / 32
23 Backprojection imaging: Marmousi model Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 23 / 32
24 Backprojection imaging: Marmousi model Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 24 / 32
25 Marmousi backprojection image: well log x=4.50 km Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 25 / 32
26 Marmousi backprojection image: well log x=6.00 km Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 26 / 32
27 Marmousi backprojection image: well log x=6.90 km Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 27 / 32
28 Marmousi backprojection image: well log x=7.65 km Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 28 / 32
29 Marmousi backprojection image: well log x=10.50 km Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 29 / 32
30 Marmousi backprojection image: well log x=12.00 km Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 30 / 32
31 Other possible applications: ultrasound tomography True c Backprojection image Ultrasound screening for early detection of breast cancer Conventional ultrasound imaging techniques are rather crude, advanced methods originating in geophysics are in demand Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 31 / 32
32 Conclusions and future work Novel approach to acoustic imaging using reduced order models Time domain formulation is essential, makes use of causality (linear algebraic analogues - Gram-Schmidt, Cholesky decomposition) Nonlinear imaging: strong suppression of multiple reflection artifacts; improved resolution compared to RTM Future work: Non-symmetric forward model and ROM for non-collocated sources/receivers Better theoretical understanding, relation of I to c Use for ROMs for full waveform inversion References: [1] A.V. Mamonov, V. Druskin, M. Zaslavsky, Nonlinear seismic imaging via reduced order model backprojection, SEG Technical Program Expanded Abstracts 2015: pp [2] V. Druskin, A. Mamonov, A.E. Thaler and M. Zaslavsky, Direct, nonlinear inversion algorithm for hyperbolic problems via projection-based model reduction. arxiv: [math.na], Mamonov, Druskin, Thaler, Zaslavsky Backprojection imaging 32 / 32
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