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Salvus: A flexible open-source package for full- waveform modelling and inversion Michael Afanasiev, Christian Boehm, Martin van Driel, Lion Krischer, Dave May, Max Rietmann, Korbinian Sager, and Andreas Fichtner 1.12.2014

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Page 1: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Salvus: A flexible open-source package for full-waveform modelling and inversionMichael Afanasiev, Christian Boehm, Martin van Driel, Lion Krischer, Dave May, Max Rietmann, Korbinian Sager, and Andreas Fichtner

1.12.2014

Page 2: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Full waveform inversion

@2t u(x)�r · �(x)� F = 0

�(x) = c(x) : ru(x)

Page 3: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Full waveform inversion

@2t u(x)�r · �(x)� F = 0

�(x) = c(x) : ru(x)

A problem of optimal control over c, constrained by the wave equation.

Page 4: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Motivation

�(x) = c(x) : ru(x)

Takes on a very different character…

Page 5: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Motivation Acoustic and attenuative 2D/3D propagation through tissue

Elastic/Acoustic/Gravity coupling, 3D, attenuative

Elastic regional scale with topography

2D/3D, Elastic/Acoustic coupling, Topography, Attenuation

�(x) = c(x) : ru(x)

Takes on a very different character…

Page 6: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Motivation Acoustic and attenuative 2D/3D propagation through tissue

Elastic/Acoustic/Gravity coupling, 3D, attenuative

Elastic regional scale with topography

2D/3D, Elastic/Acoustic coupling, Topography, Attenuation

Page 7: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Motivation Acoustic and attenuative 2D/3D propagation through tissue

Elastic/Acoustic/Gravity coupling, 3D, attenuative

Elastic regional scale with topography

2D/3D, Elastic/Acoustic coupling, Topography, Attenuation

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▪ Flexible and modular design, with support for the concurrent simulation of multiple coupled PDEs — composability

▪ Scalable, dimension independent spatial and temporal discretization

▪ Simple integration with external optimization libraries

▪ Correct and consistent solutions

▪ Speed

Requirements

Page 9: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Flexible and modular design, with support for the concurrent simulation of multiple coupled PDEs

Page 10: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Modular design

Quad

FEM Basis 1

Physics 1

Additional physics…

Coupling physics…

Shape Mapping 1 Shape Mapping 2 Shape Mapping ….

FEM Basis 2 FEM Basis …

Hex

Physics 2 Physics …

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Modular design (Composability)

Shape::computeJacobian(); Shape::interpolateParameters(); …

Element::computeSymmetricGradient(); Element::applyGradTestAndIntegrate(); …

Physics::computeStrain(); Physics::computeStress(); …

AdditionalPhysics::modifyStress(); …

CouplingPhysics::computeCouplingTerm(); …

…need to change any one of these independently.

Page 12: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Modular design: a solution with template mixins

template <typename Element> MatrixXd Elastic2D<Element>::computeStiffnessTerm(const Eigen::MatrixXd &u) {

// strain ux_x, ux_y, uy_x, uy_y. mStrain.leftCols<2>() = Element::computeGradient(u.col(0)); mStrain.rightCols<2>() = Element::computeGradient(u.col(1));

// compute stress from strain. mStress = computeStress(mStrain);

// temporary matrix to hold directional stresses. Matrix<double,Dynamic,2> temp_stress(Element::NumIntPnt(), 2);

// compute stiffness. temp_stress.col(0) = mStress.col(0); temp_stress.col(1) = mStress.col(2); mStiff.col(0) = Element::applyGradTestAndIntegrate(temp_stress); temp_stress.col(0) = mStress.col(2); temp_stress.col(1) = mStress.col(1); mStiff.col(1) = Element::applyGradTestAndIntegrate(temp_stress);

return mStiff;

}

Page 13: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Modular design: a solution with template mixins

template <typename Element> MatrixXd Elastic2D<Element>::computeStiffnessTerm(const Eigen::MatrixXd &u) {

// strain ux_x, ux_y, uy_x, uy_y. mStrain.leftCols<2>() = Element::computeGradient(u.col(0)); mStrain.rightCols<2>() = Element::computeGradient(u.col(1));

// compute stress from strain. mStress = computeStress(mStrain);

// temporary matrix to hold directional stresses. Matrix<double,Dynamic,2> temp_stress(Element::NumIntPnt(), 2);

// compute stiffness. temp_stress.col(0) = mStress.col(0); temp_stress.col(1) = mStress.col(2); mStiff.col(0) = Element::applyGradTestAndIntegrate(temp_stress); temp_stress.col(0) = mStress.col(2); temp_stress.col(1) = mStress.col(1); mStiff.col(1) = Element::applyGradTestAndIntegrate(temp_stress);

return mStiff;

}

Page 14: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Modular design: a solution with template mixinstemplate <typename Physics> MatrixXd Attenuation<Physics>::computeStiffnessTerm(const Eigen::MatrixXd &u) {

strain = Physics::computeGradient(u);

/* Modify strain by subtracting from memory variable equations… */

stress = Physics::computeStress(strain);

stiff = Physics::applyGradTestAndIntegrate(stress);

return stiff;

}

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Modular design: a solution with template mixins

Building up elements…

QuadP1 QuadP2 TensorBasis Acoustic Elastic2D Elastic3D Cpl2Acoustic Cpl2Elastic Attenuation …

Page 16: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Modular design: a solution with template mixins

ElementAdapter< Attenuation< Elastic2D< Quad< QuadP2>>>> AtnElasticQuadP1;

Adding attenuation to surface elements….

Building up elements…

QuadP1 QuadP2 TensorBasis Acoustic Elastic2D Elastic3D Cpl2Acoustic Cpl2Elastic Attenuation …

Page 17: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Modular design: a solution with template mixins

Adding coupling to CMB….

ElementAdapter< CoupleToAcoustic< Elastic2D< Quad< QuadP1>>>> AtnElasticQuadP1;

Building up elements…

QuadP1 QuadP2 TensorBasis Acoustic Elastic2D Elastic3D Cpl2Acoustic Cpl2Elastic Attenuation …

ElementAdapter< Attenuation< Elastic2D< Quad< QuadP2>>>> AtnElasticQuadP1;

Adding attenuation to surface elements….

Page 18: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Modular design: a solution with template mixins// Get values from distributed array. mesh->pullElementalFields();

// Compute element integrals. for (auto &elm: elements) {

// Get relevant values. u = mesh->getFields(elm->closure());

// Compute stiffness. ku = elm->computeStiffnessTerm(u);

// Compute surface integral. s = elm->computeSurfaceIntegral(u);

// Compute source term. f = elm->computeSourceTerm(time);

// Compute acceleration. a = f - ku + s

// Assemble. mesh->pushFields(elm->closure());

}

// Push values to distributed array. mesh->pushElementalFields();

All in one element loop…

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Flexible spatial and temporal discretization

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Flexible spatial discretization: Builtin python-based meshing tools

Exploration scale (with topography)

Planets (Mars, Europa, …)

2D applications

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Flexible spatial discretization: PETSc DMPLEX

An example with coupling

Red: fluid Blue: solid

Page 22: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

An example with coupling

Flexible spatial discretization: PETSc DMPLEX

Red: fluid Blue: solid

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f1 (fluid)

f2 (solid) (fluid) (solid)

v1

v2 v4

v3 v5

v6

e1

e2

e3

e4

e5

e6

e7f1 f2

(fluid) (solid)

Flexible spatial discretization: PETSc DMPLEX

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v1

v2 v4

v3 v5

v6

e1

e2

e3

e4

e5

e6

e7f1 f2

v1 v2 v3 v4 v5 v6

e1 e2 e3 e4 e5 e6 e7

f1 f2

f1

f2

(fluid) (solid)

v1

v2 v4

v3 v5

v6

e1

e2

e3

e4

e5

e6

e7f1 f2

(fluid) (solid)

f1 (fluid)

f2 (solid)

Flexible spatial discretization: PETSc DMPLEX

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v1

v2 v4

v3 v5

v6

e1

e2

e3

e4

e5

e6

e7f1 f2

v1 v2 v3 v4 v5 v6

e1 e2 e3 e4 e5 e6 e7

f1 f2

f1

f2

(fluid) (solid)

v1

v2 v4

v3 v5

v6

e1

e2

e3

e4

e5

e6

e7f1 f2

(fluid) (solid)

f1 (fluid)

f2 (solid)

element_vector.push_back( ElasticCplAcousticQuadP1(options));

Flexible spatial discretization: PETSc DMPLEX

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Integration with external optimization routines (salvus_opt)

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27

Wavefield CompressionTime-domain full-waveform inversion requires massive storage capabilities to store the forward wavefield.

Goal: Find a good tradeoff between memory requirements and computational overhead by using customized compression methods.

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||

Line-Search with Inexact Gradients

28

contour lines of misfit functional

minimum

mk

inexact gradient

exact gradient (unknown)

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||

Line-Search with Inexact Gradients

29

contour lines of misfit functional

minimum

mk

inexact gradient

exact gradient (unknown)

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||

Line-Search with Inexact Gradients

30

contour lines of misfit functional

minimum

mk

inexact gradient

exact gradient (unknown)

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||

Line-Search with Inexact Gradients

31

contour lines of misfit functional

minimum

mk

inexact gradient

exact gradient (unknown)

Compression thresholds can be chosen adaptively based on ➢ the norm of the inexact gradient, ➢ the ratio of actual and predicted misfit reduction.

Convergence can be ensured if the relative error is smaller than 50%.

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Wavefield Compression• Substantial reduction of memory

requirements and I/O operations at negligible extra costs.

• 200 TB per event

• Using approximate gradients does not significantly slow down the rate of convergence to solve the inverse problem.

• The error in the inexact gradients can be controlled such that the lossy compression does not significantly affect the inverted results.

32

p = 0

p = 1

p = 2

p = 4

✦ Prediction-correction on hierarchical grids

✦ Requantization ✦ Re-interpolation with sliding-

window cubic splines

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First name Surname (edit via “Insert” > “Header & Footer”) 1.12.2014

f1

f2

f1 (fluid)

f2 (solid)

Integration with optimization libraries

-1 0 1

w/o compression

0

�6

�12

depth

[km

]

(i)

cf-544

(ii)

cf-1043

(iii)

cf-1708

(iv)

cf-2100

0

5

10 15 20

0

�6

�12

length [km]

depth

[km

]

(v)

cf-2506

0

5

10 15 20

length [km]

(vi)

cf-3277

0

5

10 15 20

length [km]

(vii)

cf-4714

0

5

10 15 20

length [km]

• Consistent discrete adjoint equation • Built-in interface to wavefield compression to reduce memory requirements • Extensions for Hessian-vector products (currently under development)

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Comprehensive testing suite

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Comprehensive Test Suite

▪ Every contribution is run against a comprehensive test suite, driven by CatchTM ▪ Analytical integrations on element volumes, faces, edges ▪ Analytical time-dependent solutions ▪ Proper interpolation of sources/receivers

▪ Eases collaboration from the level of student to domain specialist

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First name Surname (edit via “Insert” > “Header & Footer”) 1.12.2014

Comprehensive Test Suite

Testing integration with optimization libraries

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Speed

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Speed

ElementAdapter<Attenuation<Elastic2D<Quad<QuadP1>>>> AtnElasticQuadP1;

Templates resolved at compile time

SPECFEM3D CARTESIAN SALVUS

Stiffness Calculation

(microseconds)1.7 15

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Speed

ElementAdapter<Attenuation<Elastic2D<Quad<QuadP1>>>> AtnElasticQuadP1;

Templates resolved at compile time

SPECFEM3D CARTESIAN

SALVUS (precomputed

Jacobian)

Stiffness Calculation

(microseconds)1.7 5

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Speed

ElementAdapter<Attenuation<Elastic2D<Quad<QuadP1>>>> AtnElasticQuadP1;

Templates resolved at compile time

SPECFEM3D CARTESIAN

SALVUS (Deville

optimized strides)

Stiffness Calculation

(microseconds)1.7 2.2

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Speed

ElementAdapter<Attenuation<Elastic2D<Quad<QuadP1>>>> AtnElasticQuadP1;

Templates resolved at compile time

SPECFEM3D CARTESIAN

SALVUS (Deville

optimized strides)

Stiffness Calculation

(microseconds)1.7 2.2

Haven’t really tried yet…

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Applications

Page 43: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Applications

Page 44: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Applications

Page 45: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Applications

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Outlook

Page 47: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Accelerators?#include <stdio.h> #include <iostream> #include <cuda.h>

class QuadP1 { public:

__device__ __host__ void jacobian() { printf("%s\n", "Computing QuadP1 Jacobian."); };

};

class TriangleP1 { public: __device __host__ void jacobian() { printf("%s\n", "Computing TriangeP1 Jacobian."); }; };

template <typename ConcreteElement> class Quad: public ConcreteElement {

public: __device__ __host__ void gradient() { printf("%s\n", "Computing quad gradient."); ConcreteElement::jacobian(); };

};

template <typename ConcreteElement> class Tri: public ConcreteElement public: __device__ __host__ void gradient() { printf("%s\n", "Computing triangle gradient."); ConcreteElement::jacobian(); }; };

Page 48: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Accelerators?#include <stdio.h> #include <iostream> #include <cuda.h>

class QuadP1 { public:

__device__ __host__ void jacobian() { printf("%s\n", "Computing QuadP1 Jacobian."); };

};

class TriangleP1 { public: __device __host__ void jacobian() { printf("%s\n", "Computing TriangeP1 Jacobian."); }; };

template <typename ConcreteElement> class Quad: public ConcreteElement {

public: __device__ __host__ void gradient() { printf("%s\n", "Computing quad gradient."); ConcreteElement::jacobian(); };

};

template <typename ConcreteElement> class Tri: public ConcreteElement public: __device__ __host__ void gradient() { printf("%s\n", "Computing triangle gradient."); ConcreteElement::jacobian(); }; };

// Get values from distributed array. mesh->pullElementalFields();

// Compute element integrals. for (auto &elm: elements) {

// Get relevant values. u = mesh->getFields(elm->closure());

// Compute stiffness. ku = elm->computeStiffnessTerm(u);

// Compute surface integral. s = elm->computeSurfaceIntegral(u);

// Compute source term. f = elm->computeSourceTerm(time);

// Compute acceleration. a = f - ku + s

// Assemble. mesh->pushFields(elm->closure());

}

// Push values to distributed array. mesh->pushElementalFields();

Graphics cards? Knights Landing?

Page 49: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Outlook

▪ Frequency domain (billions of dofs…)

▪ Bridge the gap between research and production codes

▪ Nonconforming meshes

▪ Applications of FWI to new and interesting domains

▪ Additional physics (GPR, electromagnetic, …)

Page 50: Salvus: A flexible open-source package for full- waveform ... · Salvus: A flexible open-source package for full-waveform modelling and inversion Michael Afanasiev, Christian Boehm,

Very warm thanks to:

▪ Kuangdai Leng (University of Oxford) ▪ Dan Chown (Achates power) ▪ Matt Knepley (Rice university) ▪ Tarje Nissen-Meyer (University of Oxford)

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Features and Methods• trust-region and line search methods • reusing pre-computed information whenever possible

-> interpolation instead of backtracking -> book-keeping of Earth models

• built-in regularization and smoothing • constraint handling using projection methods and

homogenization -> constraints on m are cheap, “feasible-point methods”

• handling of inexact derivatives and change of objective function

51

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Speed: Scaling

Maintain the scaling characteristics of PETSc

Parallelization via PETSc is essentially free

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53

Wavefield Compression

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||

Line-Search with Inexact Gradients

54

contour lines of misfit functional

minimum

BFGS update with exact information

mk

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||

Line-Search with Inexact Gradients

55

contour lines of misfit functional

minimum

BFGS update with inexact information

BFGS update with exact information

mk

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||

mk

Line-Search with Inexact Gradients

56

contour lines of misfit functional

minimum

BFGS update with inexact information

BFGS update with exact information

Classical workaround for Newton-type methods:

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Coupling to other physics…#include <Model/ExodusModel.h> #include <Physics/AcousticElastic2D.h> #include <Utilities/Options.h> #include <Mesh/Mesh.h>

using namespace Eigen;

template <typename BasePhysics> std::vector<std::string> AcousticToElastic2D<BasePhysics>::PullElementalFields() const { return {"ux", "uy", "v"}; }

template <typename BasePhysics> void AcousticToElastic2D<BasePhysics>::setBoundaryConditions(Mesh *mesh) { for (auto e: mesh->CouplingFields(BasePhysics::ElmNum())) { mEdg.push_back(std::get<0>(e)); mNbr.push_back(mesh->GetNeighbouringElement(mEdg.back(), BasePhysics::ElmNum())); mNbrCtr.push_back(mesh->getElementCoordinateClosure(mNbr.back()).colwise().mean()); } BasePhysics::setBoundaryConditions(mesh); }

template <typename BasePhysics> Eigen::MatrixXd AcousticToElastic2D<BasePhysics>::computeSurfaceIntegral(const Eigen::Ref<const Eigen::MatrixXd> &u) {

// col0->ux, col1->uy, col2->potential. Eigen::MatrixXd rval = Eigen::MatrixXd::Zero(BasePhysics::NumIntPnt(), 2); for (int i = 0; i < mEdg.size(); i++) { rval.col(0) += mRho_0[i] * BasePhysics::applyTestAndIntegrateEdge(u.col(2), mEdg[i]); rval.col(1) += mRho_0[i] * BasePhysics::applyTestAndIntegrateEdge(u.col(2), mEdg[i]); }

return -1 * rval;

}

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Modular design: a solution with template mixinstemplate <typename Element> MatrixXd Elastic2D<Element>::computeStress(const Eigen::Ref<const Eigen::MatrixXd> &strain) {

mc11 = Element::ParAtIntPts("C11"); mc12 = Element::ParAtIntPts("C12"); mc22 = Element::ParAtIntPts("C22"); mc33 = Element::ParAtIntPts("C33");

Matrix<double,Dynamic,3> stress(Element::NumIntPnt(), 3); VectorXd uxy_plus_uyx = strain.col(1) + strain.col(2);

stress.col(0) = mc11 * strain.col(0) + mc12 * strain.col(3) + mc13 * uxy_plus_uyx);

stress.col(1) = mc12 * strain.col(0) + mc22 * strain.col(3) + mc23 * uxy_plus_uyx);

stress.col(2) = mc13 * strain.col(0) + mc23 * strain.col(3) + mc33 * uxy_plus_uyx);

return stress;

}