born waveform inversion via variable projection and shot

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Yin Huang Education Ph.D. Candidate, Rice University, Houston, TX, USA, 08/2010 - Present Dissertation Topic: Extended waveform inversion in shot coordinate model extension M.A. with Master Thesis: Transparency property of one dimensional acoustic wave equations 12/2012 M.S, Shanghai Jiao Tong University, Shanghai, China, 09/2006 - 03/2009 Dissertation topic: Comparison of numerical methods for saddle point system arising from the mixed finite element method of elliptic problems with nonsmooth coefficients Research Interests Extended Full Waveform Inversion and Born Waveform Inversion Migration/Inversion Velocity Analysis, Seismic Imaging High Performance Computing Yin Huang 1

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Page 1: Born Waveform Inversion via Variable Projection and Shot

Yin HuangEducation

Ph.D. Candidate, Rice University, Houston, TX, USA, 08/2010 - Present

Dissertation Topic: Extended waveform inversion in shot coordinate

model extension

M.A. with Master Thesis: Transparency property of one dimensional

acoustic wave equations 12/2012

M.S, Shanghai Jiao Tong University, Shanghai, China, 09/2006 - 03/2009

Dissertation topic: Comparison of numerical methods for saddle point

system arising from the mixed finite element method of elliptic

problems with nonsmooth coefficients

Research InterestsExtended Full Waveform Inversion and Born Waveform Inversion

Migration/Inversion Velocity Analysis, Seismic Imaging

High Performance Computing

Yin Huang 1

Page 2: Born Waveform Inversion via Variable Projection and Shot

Born Waveform Inversionvia Variable Projection and Shot

Record Model Extension

Yin Huang

TRIP annual review meeting

April 30, 2015

Yin Huang 2

Page 3: Born Waveform Inversion via Variable Projection and Shot

Introduction

Full waveform inversion (Tarantola, 1984, Virieux & Operto, 2009)

J[m] =12‖F [m]−d‖2

d observed data;

F [m] wave propagation operator;

has the ability to invert for fine structure of the earth subsurfacemodel by solving a nonlinear model-based least squares datafitting problem;

initial model needs to be close to true model to avoid localminima problem (Gauthier et al., 1986).

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Page 4: Born Waveform Inversion via Variable Projection and Shot

Born modeling and waveform inversion

Scale separation of model ≈m + δm (long scale background modelplus short scale reflectivity).

Born modeling: DF [m]δm

Born waveform inversion: given data d , find m and δm that minimizes

JBWI[m,δm] =12‖DF [m]δm−d‖2.

easy to fit the data;

suffer from the same local minima problem as FWI.

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Page 5: Born Waveform Inversion via Variable Projection and Shot

Variable projection method

Obtain VP objective by minimizing over reflectivity for fixedbackground model (van Leuwen & Mulder, 2009; Xu et al., 2012)

JVP[m] = minδm

JBWI[m,δm] =12‖DF [m]δm−d‖2.

less likely to be trapped by a local minimizer;

may also exhibit cycle skipping in some cases.

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Page 6: Born Waveform Inversion via Variable Projection and Shot

VP method assisted by model extension

Introduce model extension to VP objective, to permit better data fit(Kern & Symes 1994)

JEVP[m] = minδm̄

JEBWI[m,δm̄] =12‖DF̄ [m]δm̄−d‖2 +

α2

2‖Aδm̄‖2.

δm̄ extended reflectivity;

A annihilator, A =∂

∂xsfor shot record model extension;

‖Aδm̄‖2 differential semblance penalty, the only choice thatleads to smooth objective function for shot record (Stolk &Symes, 2003);

α →+∞, JEVP→ JVP.

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Page 7: Born Waveform Inversion via Variable Projection and Shot

Value of EVP objective and approximate gradient

Evaluation

JEVP[m] = minδm̄

12‖DF̄ [m]δm̄−d‖2 +

α2

2‖Aδm̄‖2.

involves solving a least squares migration (LSM)

(DF̄ [m]T DF̄ [m] + α2AT A)δm̄ = DF̄ [m]T d .

Approximate gradient:

∇JEVP = Λ−1D2F̄ T [δm̄,DF̄ [m]δm̄−d ].

Λ power of Laplacian operator, Λ−1 acts as smoothing operator;

D2F̄ T WEMVA or tomographic operator (Biondi & Sava 2004);

Gradient of JVP[m] is the same, without model extension.

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Page 8: Born Waveform Inversion via Variable Projection and Shot

Main claim

Both extended modeling (EXM) and variable projection (VP) arenecessary to enable convergence to a global best fitting model.

VP without VPEXM X 7

without EXM 7 7

NOTE: VP objective function without model extension works well tosome extent, but suffer from cycle skipping when initial model is toofar away from true model.

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Page 9: Born Waveform Inversion via Variable Projection and Shot

Extended 2D Constant Density Acoustics

Extended Born modeling: DF̄ [m]δm̄ = δu(xr ,xs, t), with m = c2 andδm̄ = δ c̄2(

∂ 2

∂ t2 −c2(x)∆x

)u(x,xs, t) = δ (x−xs)ω(t),

u(x,xs, t) = 0, t � 0.(∂ 2

∂ t2 −c2(x)∆x

)δu(x,xs, t) = δ c̄2(x,xs)∆u(x,xs, t),

δu(x,xs, t) = 0, t � 0.

c velocity of wave propagation,

u acoustic pressure wave field, F [c2] = u(xr ,xs, t),

δu perturbed wave field due to the extended modelperturbation δ c̄2.

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Page 10: Born Waveform Inversion via Variable Projection and Shot

Extended 2D Constant Density Acoustics

Numerical discretization:

finite difference method: 2-nd order in time, 4-th order in space,reflection boundary condition;

implement the time step function of F̄ [c2];

automatic differentiation tool TAPENADE (Hascöet andPascual, 2004) to generate the time step function of DF̄ [c2],D2F̄ [c2] and their adjoints; DF̄ [c2]T , D2F̄ [c2]T ;

IWAVE framework: provides i/o, job control, and parallelization;

RVL optimization softwarehttps://svn.code.sf.net/p/rsf/code/trunk/trip/

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Page 11: Born Waveform Inversion via Variable Projection and Shot

Example 1: truncated marmousi model

acquisition geometry:110 shots starting from 2km with spacing 64m;481 symmetric receivers for each shot with spacing 16m;

ricker1 wavelet with fpeak=6Hz;

acquire data until 2.6s;

50 steps of conjugate gradient method is used for the LSM;

steepest descent method with line search for backgroundmodel updates.

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Page 12: Born Waveform Inversion via Variable Projection and Shot

Initial modelInitial background model and reflectivities

Common image gathers

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Page 13: Born Waveform Inversion via Variable Projection and Shot

7 steps of EVPBackground model after 7 steps of EVP and reflectivities

Common image gathers

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Page 14: Born Waveform Inversion via Variable Projection and Shot

15 steps of EVPBackground model after 15 steps of EVP and reflectivities

Common image gathers

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Page 15: Born Waveform Inversion via Variable Projection and Shot

At true background modelTrue background model and reflectivities

Common image gathers

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Page 16: Born Waveform Inversion via Variable Projection and Shot

350 steps of EBWIBackground model after 350 steps of EBWI and reflectivities

Common image gathers

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Page 17: Born Waveform Inversion via Variable Projection and Shot

Summary of this example

Figure: Reflectivity model of EVP method

Conclusion from this example: use variable projection method whenupdating more than one parameters.

NOTE: 350 steps of EBWI is roughly equivalent to 7 steps of EVP in

terms of computational cost.

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Page 18: Born Waveform Inversion via Variable Projection and Shot

Example 2: marmousi model

acquisition geometry:110 shots starting from 2km with spacing 64m;481 symmetric receivers for each shot with spacing 16m;

ricker1 wavelet with fpeak=6Hz;

acquire data until 4s;

start with small number of conjugate gradient and increase withbackground model update;

steepest descent method with line search for backgroundmodel updates.

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Page 19: Born Waveform Inversion via Variable Projection and Shot

Initial modelInitial background model and reflectivities

Common image gathers at the initial model

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Page 20: Born Waveform Inversion via Variable Projection and Shot

10 steps of EVPBackground model after 10 steps of EVP and reflectivities

Common image gathers

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Page 21: Born Waveform Inversion via Variable Projection and Shot

18 steps of EVPBackground model after 10 steps of EVP and reflectivities

Common image gathers

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Page 22: Born Waveform Inversion via Variable Projection and Shot

10 steps of VP

Background model after 10 steps of VP and reflectivities

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Page 23: Born Waveform Inversion via Variable Projection and Shot

18 steps of VP

Background model after 18 steps of VP and reflectivities

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Page 24: Born Waveform Inversion via Variable Projection and Shot

True modelTrue model and reflectivities at the true model

Common image gathers at the true model

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Page 25: Born Waveform Inversion via Variable Projection and Shot

Reflectivity of EVP method

Figure: Reflectivity of EVP method

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Page 26: Born Waveform Inversion via Variable Projection and Shot

Reflectivity of VP method

Figure: Reflectivity model of VP method

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Page 27: Born Waveform Inversion via Variable Projection and Shot

Summary of this example

0 0.5 1 1.5 2 2.5 3 3.5 4−0.05

0

0.05trace 120

time(s)

Pre

ssure

real data

VP

EVP

0 0.5 1 1.5 2 2.5 3 3.5 4−0.1

−0.05

0

0.05

0.1trace 240

time(s)

Pre

ssure

real data

VP

EVP

Model extension is necessary to a stable inversion.NOTE: 1 step of VP is roughly equivalent to 1 step of EVP in terms ofcomputational cost.

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Page 28: Born Waveform Inversion via Variable Projection and Shot

Discussion

Compared Born waveform inversion with/without variableprojection and with/without model extension;

Both model extension and variable projection are necessary fora stable Born waveform inversion;

Hundreds of modeling/migration were involved in the inversion⇒ future work.

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Page 29: Born Waveform Inversion via Variable Projection and Shot

Future works

(in progress) apply preconditioning to accelerate theconvergence of the minimization over reflectivity (Tang, 2009;Stolk et al., 2009; Nammour & Symes, 2009)

compare with a similar method that uses full waveform operatoras a prediction operator;

(in progress) inversion velocity analysis for shot record modelextension

minm

‖Aδm̄‖2

with δm̄ = argmin‖DF̄ [m]δm̄−d‖2

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Page 30: Born Waveform Inversion via Variable Projection and Shot

Acknowledgements

Wonderful audience;

Current and former TRIP team members;

Sponsors of The Rice Inversion Project;

Special thanks to Anatoly Baumstein and Yaxun Tang for helpsand inspiring discussions during my internship at Exxonmobil.

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