Source function estimation in extended full waveform inversion
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1 Source function estimation in extended full waveform inversion Lei Fu The Rice Inversion Project (TRIP) May 6, 2014 Lei Fu (TRIP) Source estimation in EFWI May 6,
2 Overview Objective Recover Earth model with seismic waveform inversion Problems Unknown source Local minima Solution Variable projection method Extended modelling concept Lei Fu (TRIP) Source estimation in EFWI May 6,
3 Extended modelling concept Abstract setting for forward map F : M D F [m] = d F : forward modelling operator m: model (v, r, w) d: sampled pressure data at receivers Extended forward map F : M D [Symes, 2008] F [ m] = d F : extended forward modelling operator m: extended model (v(x), r(x, h), w(t),...) d: sampled pressure data at receivers Lei Fu (TRIP) Source estimation in EFWI May 6,
4 Linearized acoustic modelling (Born approximation) p - reference (incident) pressure field ( 1 2 ) v 2 (x) t 2 2 p(t, x; x s ) = w(t)δ(x x s ) δp - scattered (perturbation) pressure field ( 1 2 ) v 2 (x) t 2 2 δp(t, x; x s ) = 2 r(x, h) 2 p v 2 (x) t 2 (t, x; x s) w(t): source function v: velocity of seismic waves r(x, h) = δ v(x,h) v(x) : extended reflectivity ( v(x, h): extended velocity) p: pressure field x: position in earth model x s : source location Lei Fu (TRIP) Source estimation in EFWI May 6,
5 Green s function G(t, x; x s ) - Green s function, impulse response of the medium ( 1 2 ) v 2 (x) t 2 2 G(t, x; x s ) = δ(t)δ(x x s ) p(t, x; x s ) = G(t, x; x s ) w(t) δp(t, x r ; x s ) = f[v] r w(t) [ 2 δp(t, x r ; x s ) = t 2 dx = f[v] r w(t) ] 2 r(x, h) dh v 2 (x) G(t, x + h; x r) G(t, x h; x s ) w(t) Lei Fu (TRIP) Source estimation in EFWI May 6,
6 Extended full waveform inversion (EFWI) Abstract setting for Inversion: m = F 1 [d] This inverse problem is large scale and nonlinear. Indirect approach: formulate as an optimization problem Given d, find m that minimizes the output least square (OLS) objective function (Tarantola, Lailly, 1980s to present) min m J OLS [m, d] = 1 F [m] d 2 2 min v, r,w J[v, r, w, d] = 1 2 f[v] r w d 2 + α2 2 A r 2 Lei Fu (TRIP) Source estimation in EFWI May 6,
7 Source function w(t) in EFWI J = 1 2 f[v] r w d 2 + α2 2 A r 2 Following [Rickett, 2013] s approach, write in two matrix forms J = 1 2 F g [v, r]w d 2 + α2 2 A r 2 (1) J = 1 2 W f[v] r d 2 + α2 2 A r 2 (2) F g [v, r]: matrix that applies convolutions to w W : matrix that applies convolution to f[v] r Lei Fu (TRIP) Source estimation in EFWI May 6,
8 Source function w(t) in EFWI 1st form F g w = f Nw 1 f Nt 1 J = 1 2 F g [v, r]w d 2 + α2 2 A r 2 f f 1 f f Nw 2 f f Nt 2 fnt N w f0 N w : number of time samples for source wavelet signature N t : number of time samples for recorded seismic data w 0 w 1. w Nw 1. 0 Lei Fu (TRIP) Source estimation in EFWI May 6,
9 Variable Projection Method (VPM) [Golub and Pereyra, 1973] min v, r,w J OLS [v, r, w, d] = 1 2 F g [v, r]w d 2 + α2 2 A r 2 VPM Step 1: eliminate the linear variable (w) Step 2: minimize the reduced objective function (v, r) Step 3: use the optimal value (v, r) to solve for w The constrained equation [Rickett, 2013] Reduced objective function w = F + g d = ( F g Fg ) 1 F g d min v, r J OLS [v, r, d] = 1 2 F g F + g d d 2 + α2 2 A r 2 F + g [v, r]: the pseudo-inverse of F g [v, r]. F g F g : dimensions of N w N w, inverted easily with direct methods. Lei Fu (TRIP) Source estimation in EFWI May 6,
10 Test Lei Fu (TRIP) Source estimation in EFWI May 6,
11 Inverted source function w(t) (wrong amplitude) black true w(t) blue initial w(t) red inverted w(t) Initial source function with 2 times larger amplitude than the true one. Result from 7 iterations of CG. Lei Fu (TRIP) Source estimation in EFWI May 6,
12 Inverted source function w(t) (time shift) black true w(t) blue initial w(t) red inverted w(t) Initial source function with 0.1s time shift. Result from 7 iterations of CG. Lei Fu (TRIP) Source estimation in EFWI May 6,
13 Inverted source function w(t) (peak frequency) black true w(t) blue initial w(t) red inverted w(t) Initial source function with peak frequency 5Hz (true: 15Hz). Result from 7 iterations of CG. Lei Fu (TRIP) Source estimation in EFWI May 6,
14 Variable Projection Method (VPM) Reduced objective function min v, r J OLS [v, r, d] = 1 2 F g F + g d d 2 + α2 2 A r 2 Advantages [Golub and Pereyra, 2003]: The reduced problem has the same minima as the original one Eliminate the linear variable Lei Fu (TRIP) Source estimation in EFWI May 6,
15 Gradient calculation Reduced objective function min v, r J OLS [v, r, d] = 1 2 F g [v, r] F + g [v, r]d d 2 + α2 2 A r 2 Nested approach [Symes and Kern, 1994, Almomin and Biondi, 2013] 1. Inner optimize over r for each v 2. Outer optimize over v 1. Gradient of J with respect to r (nonlinear) r J = f[v] W [v, r] d r + α 2 A A r data residual: d r = F g [v, r] F + g [v, r]d d Lei Fu (TRIP) Source estimation in EFWI May 6,
16 Gradient calculation 1. Gradient of J with respect to r r J = f[v] W [v, r] d r + α 2 A A r data residual: d r = F g [v, r] F + g [v, r]d d 2. Gradient of J with respect to v v J = D f (W [v, r] d r, r[v]) Lei Fu (TRIP) Source estimation in EFWI May 6,
17 Numerical implementation Finite difference C code in Madagascar TAPENADE - Online Automatic Differentiation Engine derivative f[v] and its adjoint f[v] (dot product test) 2nd order derivative Df[v] and its adjoint Df[v] (dot product test) Parallel computing (MPI) PML [Grote and Sim, 2010] Lei Fu (TRIP) Source estimation in EFWI May 6,
18 Summary Methods: Variable projection method Eliminate the linear variable w Reduced objective function Extended modelling concept Overcome local minima obstacle Future work VPM in RVL Source function estimation in IWAVE Reduce computational cost Lei Fu (TRIP) Source estimation in EFWI May 6,
19 Acknowledgement Thanks to TRIP sponsors and members Lei Fu (TRIP) Source estimation in EFWI May 6,
20 Almomin, A., and B. Biondi, 2013, Tomographic full waveform inversion (tfwi) by successive linearizations and scale separations: Presented at the 75th EAGE Conference & Exhibition-Workshops. Golub, G., and V. Pereyra, 2003, Separable nonlinear least squares: the variable projection method and its applications: Inverse problems, 19, R1. Golub, G. H., and V. Pereyra, 1973, The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate: SIAM Journal on numerical analysis, 10, Grote, M. J., and I. Sim, 2010, Efficient pml for the wave equation: arxiv preprint arxiv: Rickett, J., 2013, The variable projection method for waveform inversion with an unknown source function: Geophysical Prospecting, 61, Symes, W. W., 2008, Migration velocity analysis and waveform inversion: Geophysical Prospecting, 56, Lei Fu (TRIP) Source estimation in EFWI May 6,
21 Symes, W. W., and M. Kern, 1994, Inversion of reflection seismograms by differential semblance analysis: algorithm structure and synthetic examples1: Geophysical Prospecting, 42, Lei Fu (TRIP) Source estimation in EFWI May 6,
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