Inverse Problems in Geophysics

Universidad Simn Bolvar
Objective : Find Oil
Mathematical methods used for Knowing the

earth model and then finding oil.
Velocity estimation as an Inverse

Problem and the Ray Tracing
Problem
Debora Cores Carrera
cores@usb.ve
CIMPA 2012
Caracas-Venezuela

OUTLINE
The inverse Problem to solve
The ray tracing problem (RT)
Models for solving the inverse problem (IP)
Seismic Reflection tomography inversion (SRTI)
Fullwave inversion (FI)
Expressions for the velocities
Constant velocity (homogeneous medium)
velocity (heterogeneous medium)
Ellipsoidal velocity (homogeneous anisotropic medium)
Brief historical overview
The optimization Solver
Numerical Results for RT, SRTI and FI
Conclusions

The Inverse Problem
Estimate some parameters that define the subsoil in

order to describe the layers of the earth model.

The Inverse Problem
Unknown: the velocities vij
Known: seismic line

(travel times for each source
and receiver)

The Travel Time Function or Ray Tracing Problem (RT)
Xr
2 n 1
dl
l
X
i
r
Minimize T ( x, y , z )
Xs
X v( x, y, z )
v
i
2
i
s
v ( x , y, z ) is the group velocity and
along the ray.

The number of
layers is given
by n
l2
dl is the differential

Seismic Reflection Tomography Inverse problem (SRTI)
1
Minimize f (v ) || Tobs T (v ) ||22
2
l vu
l 2j
l5j
j
3
l 4j
T ( v ) (T1 ( v ),...Tnr ( v ))T

2 n 1
li
T j (v )
i 2 v i
f ( v ) J T ( v )T (T ( v ) Tobs )

Fullwave Inverse problem (FI)
Minimize
lij vij uij
1
p ' (v), p (v)
2
where,
p ' (v) V p 1p (v),

p (v) p ( xr , t ; xs ) p ( xr , t ; xs ) obs ,
p is the pressure wavefield in the receiver position xr at

time t, generated by a source xs, v is the velocity
wavefield matrix , and the matrix
covariance operator.
Vp
is a

Fullwave Inverse Problem (FI)
The pressure wavefield p( x, t ; xs ) is a
function must satisfy the wave equation:
1 p ( x, t ; xs )
( x).
p ( x , t ; x s ) s ( x , t ; x s )
2
2
v( x)
t
( x)
p ( x,0; xs ) 0
p ( x, t ; xs )
p ( x,0; xs )
0
t
is a function described by
the source, (x ) is the density
of the medium.The full
wave equation is solved with
the staggered-grid finite
difference scheme (Luo and
Schuster 1991, Savic 1995)

Expresions for the velocity
Homogeneous isotropic
medium: velocity does
not change with
position or direction.
Heterogeneous isotropic
medium: the velocity
changes with psotion.
Homogeneous
anisotropic
medium: velocity
changes with
direction.
v cte.
v
2
v
(
x
,
y
,
z
)
3
x
z
For example:
For example: 2D ellipsoidal

v1
v2
General Ellipsoidal Velocity

1
1
vi
li
( zi' ) 2
( xi' ) 2
( yi' ) 2
,
2
2
2
((v z , j ) i )
((v x , j ) i )
((v y , j ) i )
xi' xi cos( i ) cos(i ) yi sin( i ) cos( i ) zi sin( i ),

yi' xi sin( i ) yi cos( i ),
zi' xi sin( i ) cos(i ) yi sin( i ) sin( i ) zi cos( i ),
A general travel time equation

T
Xr
Xs
( X ,Y , Z )
2 n 1
i 2
(zi ' ) 2
(xi ' ) 2
(yi ' ) 2
2
2
((vZ , j ) i ) ((v x , j ) i ) ((v y , j ) i ) 2
where,
xi ' xi cos i cos i yi sin i cos i zi sin i

yi ' xi sin i yi cos i
zi ' xi cos i sin i yi sin i sin i zi cos i

Brief Historical Overview
Ray Tracing Approaches
Solving Differential Equations
Especially in the 70s
Solving Optimization Problems

More recently
P.L. Jacson (1970)
Um and Thurber (1987)
H. Jacob (1970)
Prothero et al. (1988)
R.L. Wesson (1970-1971)
Mao and Stuard (1997)
Julian and Gubbins (1970-1971)
Cores et al. (2000)
Pereyra et al. (1980)

Inverse tomography Approaches
Reconstruction Techniques
Dines and Lytle
(1979)
Damped Gauss Newton

Bishop et al. (1985)
Chiu et al. (1986)
Ivansson (1983)
Zhu and Brown (1987)
Lines and Treitel

(1984)
Farra and Madariaga

(1988)
Conjugate Gradient type methods

Pica et al. (1990)
Michelena et al. (1993)

Fullwave inversion approaches
Conbining travel time
inversion and wave equation
techniques
Pratt and Goultry (1991)
Zhou et al. (1995)
Charara (1996)
Korenaga et al. (1997)
Primiero (2002)
Dessa and Pascal (2003)
Using multiscale
descomposition techniques
for findind long wavelength
components first and then
recursively refine them to get
shorter scales.
Kolb, Collino and Lailly (1986)
Pica, Diet and Tarantola (1990)
Bunks et al. (1995)

The Optimization Approach used for solving both Problems
The Projected Spectral Gradient (PSG)
Method (Raydan et al. (2000))
Considered a low cost
and storage technique as
any of the extensions of
conjugate gradient
methods (Polak-Ribiere,
Hestenes-Stiefel) for a
nonlinear optimization
problem.
Local Storage requirements

Few floating point operations
per iteration
Do not require to solve a
linear system of equation per
iteration

Projected Spectral Gradient (PSG)
Method
1. Given
2. If || P( x
x0 n
, 0
g k ) xk || 0
3. Compute
l xu
, stop
and set
f ( xk j ) g kT d k
:
, then
k , xk 1 xk k d k , yk g k 1 g k , sk xk 1 xk
5.
f (x)
and M 0
d k P ( xk k g k ) xk
4. If f ( xk 1 ) max
Min
s. t.
go to step 5
skT sk
k 1 T
sk y k
n
Where: P is the projection on {x / l x u} and
g k f ( xk )

Numerical Results for Ray Tracing
5 layer synthetic model where P-S converted waves velocities are considered

Numerical Results for Ray Tracing in an Isotropic Homogeneous Medium
1.
157 recievers and 3

sources randomly
genereted at the
surface.
2.
The average CPU

time for 1 shot is 3 s
(from different initial
rays).
3.
Convergence to the
global minimum is
obtained.
5 layer synthetic model where P-S converted wave velocities are considered
Cores, Fung and Michelena, A fast and global two point low storage optimization technique for tracing rays
in 2D and 3D isotropic media, Journal of Applied geophysics 45, 273-278, 2000.

Numerical Results for Ray Tracing in an Isotropic Heterogeneous Medium
1.
157 recievers and 5 sources

randomly generated at the
surface.
2.
Lateral heterogeneous
model :
v( x, y ) ax by c,
a (0,1.7,1.5,1.3,0.8,0.8,1.3,1.5,1.7)T ,
b (0,1,1,1,1,1,1,1,1)T ,
c (0,800,700,500,150,150,500,700,800)T
3.
We can not guarantee

convergence to the global
minumum.
4.
The average CPU time for

the first shot was 50 s (from
different
initial rays).
4 layer synthetic lateral heterogeneous model of complex
stratigraphy
Cores, Fung and Michelena, A fast and global two point low storage optimization technique for tracing rays
in 2D and 3D isotropic media, Journal of Applied geophysics 45, 273-278, 2000.

Numerical Results for Ray Tracing in an Ellipsoidal Anisotropic Medium
We consider a 5 layer ellipsoidal anisotropic medium,where the velocities are
given by the formula:
(xi' ) 2
(yi' ) 2
1 1 (zi' ) 2
,
vi li ((v z , j ) i ) 2 ((v x , j ) i ) 2 ((v y , j ) i ) 2
xi' xi cos( i ) cos(i ) yi sin( i ) cos( i ) zi sin( i ),
yi' xi sin( i ) yi cos(i ),
zi' xi sin( i ) cos(i ) yi sin(i ) sin( i ) zi cos( i ),
Where i
and i denote the polar and azimuthal rotation angles in the
layer i, and j=P,SV,SH, i=1,2,...,2n+1

Theorem: If the medium is an stratified or dipped model, this optimization
model converges to a global minimum.

Numerical Results for Ray Tracing in an Ellipsoisal Anisotropic Medium
157 receivers at the surface and 1
source in the origen.
(v z , p ) i 1500 100 * i m / s,
(v x , p ) i 1200 50 * i m / s,
(v y , p ) i 1350 80 * i m / s,
(v z , s ) i 1400 100 * (n 3 i ) m / s,
(v x , s ) i 1000 50 * (n 3 i ) m / s,
(v y , s ) i 1150 80 * (n 3 i ) m / s
for i=2,...,n+1
5 layer synthetic ellipsoidal anisotropic medium

Cores and Loreto, A generalized two point ellipsoidal anisotropic ray tracing for converted waves, Optimization and
Engineering 8, 373-396, 2007.

Numerical Results for the Homogeneous Tomography Inversion
We used a 20x20
grid size to measure
Real velocities
Initial velocities
The initial velocities have an error of 50% from the real velocities
the precision of PR+

and GSG
Final velocities (GSG)
Final velocities (PR+)
The quality of the solution by the 2 methods are almost the same
Castillo, Cores and Raydan, Low cost optimization techniques for solving the nonlinear seismic reflection
tomography, Optimization and Engineering 1, 155-169, 2000.

Numerical Results for Ellipsoidal Anisotropic Tomography Inversion
Bounds on the unknown parameters: For i=2,,2n+1
0.2km ( vZ , j )i ( v z )i 5km
0.2km (v y , j ) i (v y )i 5km
0.2km (v x , j ) i (v x ) i 5km
10 i 30
2 i 9
Stopping criteriun:
P ( X k f ( X k )) X k
M=8 (SPG)
1006

Square mesh
Radial mesh

Square mesh ns=2 nr=5
i
2
3
4
5
6
7
( v x )i
1.5
2
3
2.7
1.8
1.3
Radial mesh ns=5 nr=16
(v )
( v y )i
(v y )iap
1.5
1.91
2.86
2.83
1.89
1.29
1.7
2.3
2.8
2.9
2
1.6
1.69
2.22
2.85
2.85
2.07
1.61
ap
x i
( v z )i
1.9
2.5
3.3
3.1
2.3
1.8
(v z ) iap
(v x ) iap
(v y ) iap
(v z ) iap
1.86
2.37
3.21
3.19
2.42
1.84
1.49
1.81
3.01
2.73
2.01
1.29
1.69
2.06
2.81
2.88
2.27
1.6
1.9
2.21
3.55
2.91
2.59
1.81

inversion
Square mesh ns=2 nr=15

i
i
2
3
4
5
6
7
5
7
3
3
7
5
iap
5.84
7.36
6
5.78
7.47
5.01
Radial mesh ns=5 nr=16
20
15
25
25
15
20
ap
i
21.49
15.46
20.31
19.14
14.29
18.94
.
iap
8.46
4.93
2
6
4.47
7.64
iap
20.1
13.46
25.13
20.43
12
19.86
Numerical Results on the Anisotropic

Tomography Inversion
This is a highly nonlinear problem that has many solutions, so regularization of

the problem and priori information is required.
The SPG optimization method gets a good precision for estimating the velocities
using small number of rays.
The problem for obtaining a better estimate of the polar angle vector is not the
optimization scheme used, it depends on the seismic data acquisition.
Increasing the number of rays, the error in the velocity vector and in the azimuthal
angle vector can be reduced, but the CPU time increase.
None of the mesh distribution used here give enough information for obtaining a
good estimate of the polar angle vector ( ). May be the travel time information is
not appropiate for estimating fracture orientation.
Meza and Cores, Seismic velocity estimation and fracture orientation in orthorombic media, in
preparation

Numerical Results for Full Waveform Inversion (for Modified Marmousi model)

Numerical results for Fullwave Inversion
Numerical Results for Fullwave

Inversion
The solution obtained is sufficiently close to the
global minimum. Even though this model does
not represent real data, we hope our methodology
will be accurate enough in real cases with a
broader frequency spectrum.
Zeev, Savasta and Cores, Non monotone spectral projeted gradient method applied to full
waveform inversion, Geophysical Prospecting 54, 1-10, 2006.
Conclusions
To estimate velocities from seismic data can be done by

solving a non linear least squares problem (inverse problem)
via tomography formulation or full wave formulation.
Poor approximations of the wave propagation velocities in
the earth models could introduce distorsions on the final
images of the subsoil that can have enormous economic
impact.
Any optimization technique that solves the non linear least
squares problem could be used to estimate velocities from
seismic data.
Since the inverse problems presented here are considered
large scale optimization problems, any low cost and storage
optimization techniques are desirable in these cases.
Conclusions
The PSG method is a simple, global and fast method for

large scale problems (Example: seismic inversion and ray
tracing).
The PSG method reachs quickly to a good precision (For
example 10e-02 or 10e-03).
The PSG method only requires firts order information.
The PSG method does not require exhastive line search
which implies less function evaluations per iteration.
We also used the SPG method for Full waveform inversion,
obtaining very good results.
Ellipsoidal Velocity
Solving the eigenvalue problem: (G (1 , 2 ) WI )U 0
Where 1 and 2 are the polar and azimuthal phase angles.
Gik
j ,l 1
ijkl j l
1 cos( 2 ) sin(1 )
2 sin( 2 ) sin(1 )
3 sin(1 )
Approximating the eigenvalues of the Christoffel equation
and using the Byun Transformation, Contreras et al. in
1997 obtained an ellipsoidal group velocity:
1
1
1
2
2
2
cos
(
cos
(
)
sin
(1i )
1i
2i
2
2
2
( vi )
(( vZ , j )i )
(( v NMO , j )i )
[ X ;Z ]
1
(( v NMO[Y ;Z ] , j )i )
vi
2
2
sin
(
)
sin
(1i )
2i
2
is the group velocity in the layer delimited by

interfaces i-1 and i. ( v NMO[ X ;Z ] , j )i is the i-th component of
the normal move out velocity in the symmetry plane [X,Z]
with wave propagation mode j=P,SV or SH .
Ellipsoidal velocity
f i ( xi , yi ) f i 1 ( xi 1, yi 1 )
cos(1i )
li
( xi xi 1 )2 ( yi yi 1 ) 2
sin(1i )
li
sin(2i )
cos(2i )
yi yi 1
( xi xi 1 ) 2 ( yi yi 1 ) 2
xi xi 1
( xi xi 1 ) 2 ( yi yi 1 ) 2
A More general ellipsoidal velocity

The distance segment ( xi ' , yi ' , zi ' ) between two
consecutive points at interfaces i-1 and i,
( xi ' , yi ' , zi ' ) R p Ra ( xi , yi , zi )

T
cos i
Rp 0
sin
i
cos i
Ra sin i
0 sin i
1
0
0 cos i
sin i
cos i
0
0
1
For j=P,SV,SH and
2
i=2,,2n+1
2
1 1
zi
xi
yi2
2
2
2
vi li (( vZ , j )i )
(( v NMO[ XZ ] , j )i )
(( v NMO[YZ ] , j )i )
where,
yi yi yi 1
zi zi zi 1
xi xi xi 1

Numerical results for the tomography inversion


We fixed CPU time and the

grid size (500x500) to observe
the reduction in the gradient
and the residual during that
period of time

Advantages of the Optimization Approach
1.
The projection over is simple and has low computational

cost
2.
The objective function does not decrease monotonicaly because

of step lenght and the non monotone line search (step 4),
implying less function evaluations to converge from any initial
point (Global convergence).
3.
The step size k is not the classical choice for the steepest
descent method. It speeds up the convergence of the PSG
method.
4.
The PSG method is related to the Secant methods. It can be

view as a two point method.
5.
The PSG method is competitive and many times out performs

the extensions of CG methods (CONMIN and PR+)
6.
The method converge to the global minimun of the ray tracing

problem, if we have an stratified and dipped model with constant
velocity between layers

Numerical Results for the tomography inversion
Conclusions
1.
SIRT has low computational cost per iteration but requires too many
iterations and therefore consumes more CPU time.
2.
PSG, PR+ and CONMIN reach quickly a good precision (10e-03) when
compared to SIRT and Gauss Newton methods.
3.
Gauss Newton is fast, in CPU time, for very small size of the grid.
4.
The PSG and PR+ methods outperform CONMIN for very large
problems.
5.
The PSG method is always slightly faster , in CPU time, than PR+.

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Universidad Simn Bolvar

Objective : Find Oil

Mathematical methods used for Knowing the

Universidad Simn Bolvar

Velocity estimation as an Inverse

Universidad Simn Bolvar

Universidad Simn Bolvar

Estimate some parameters that define the subsoil in

Universidad Simn Bolvar

Unknown: the velocities vij

Known: seismic line

Universidad Simn Bolvar

v ( x , y, z ) is the group velocity and

along the ray.

Universidad Simn Bolvar

T ( v ) (T1 ( v ),...Tnr ( v ))T

Universidad Simn Bolvar

p ' (v) V p 1p (v),

p is the pressure wavefield in the receiver position xr at

Universidad Simn Bolvar

Universidad Simn Bolvar

For example: 2D ellipsoidal

Universidad Simn Bolvar

General Ellipsoidal Velocity

xi' xi cos( i ) cos(i ) yi sin( i ) cos( i ) zi sin( i ),

Universidad Simn Bolvar

A general travel time equation

xi ' xi cos i cos i yi sin i cos i zi sin i

Universidad Simn Bolvar

Solving Optimization Problems

P.L. Jacson (1970)

Um and Thurber (1987)

Prothero et al. (1988)

R.L. Wesson (1970-1971)

Mao and Stuard (1997)

Julian and Gubbins (1970-1971)

Cores et al. (2000)

Pereyra et al. (1980)

Universidad Simn Bolvar

Damped Gauss Newton

Zhu and Brown (1987)

Lines and Treitel

Farra and Madariaga

Conjugate Gradient type methods

Universidad Simn Bolvar

Universidad Simn Bolvar

Local Storage requirements

Universidad Simn Bolvar

Universidad Simn Bolvar

Universidad Simn Bolvar

157 recievers and 3

The average CPU

Universidad Simn Bolvar

157 recievers and 5 sources

We can not guarantee

The average CPU time for

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and i denote the polar and azimuthal rotation angles in the

layer i, and j=P,SV,SH, i=1,2,...,2n+1

Universidad Simn Bolvar

5 layer synthetic ellipsoidal anisotropic medium

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the precision of PR+