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Register a new userThe convexity of optimal transport-based waveform inversion for certain structured velocity models
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Srinath Mahankali
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Full--waveform inversion (FWI) is a method used to determine properties of the Earth from information on the surface. We use the squared Wasserstein distance (squared $W_2$ distance) as an objective function to invert for the velocity of seismic waves as a function of position in the Earth, and we discuss its convexity with respect to the velocity parameter. In one dimension, we consider constant, piecewise increasing, and linearly increasing velocity models as a function of position, and we show the convexity of the squared $W_2$ distance with respect to the velocity parameter on the interval from zero to the true value of the velocity parameter when the source function is a probability measure. Furthermore, we consider a two--dimensional model where velocity is linearly increasing as a function of depth and prove the convexity of the squared $W_2$ distance in the velocity parameter on large regions containing the true value. We discuss the convexity of the squared $W_2$ distance compared with the convexity of the squared $L^2$ norm, and we discuss the relationship between frequency and convexity of these respective distances. We also discuss multiple approaches to optimal transport for non--probability measures by first converting the wave data into probability measures.
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The Hessian matrix plays an important role in correct interpretation of the multiple scattered wave fields inside the FWI frame work. Due to the high computational costs, the computation of the Hessian matrix is not feasible. Consequently, FWI produces overburden related artifacts inside the target zone model, due to the lack of the exact Hessian matrix. We have shown here that Marchenko-based target-oriented Full Waveform Inversion can compensate the need of Hessian matrix inversion by reducing the non-linearity due to overburden effects. This is achieved by exploiting Marchenko-based target replacement to remove the overburden response and its interactions with the target zone from residuals and inserting the response of the updated target zone into the response of the entire medium. We have also shown that this method is more robust with respect to prior information than the standard gradient FWI. Similarly to standard Marchenko imaging, the proposed method only requires knowledge of the direct arrival time from a focusing point to the surface and the reflection response of the medium.
Full waveform inversion (FWI) delivers high-resolution images of the subsurface by minimizing iteratively the misfit between the recorded and calculated seismic data. It has been attacked successfully with the Gauss-Newton method and sparsity promoting regularization based on fixed multiscale transforms that permit significant subsampling of the seismic data when the model perturbation at each FWI data-fitting iteration can be represented with sparse coefficients. Rather than using analytical transforms with predefined dictionaries to achieve sparse representation, we introduce an adaptive transform called the Sparse Orthonormal Transform (SOT) whose dictionary is learned from many small training patches taken from the model perturbations in previous iterations. The patch-based dictionary is constrained to be orthonormal and trained with an online approach to provide the best sparse representation of the complex features and variations of the entire model perturbation. The complexity of the training method is proportional to the cube of the number of samples in one small patch. By incorporating both compressive subsampling and the adaptive SOT-based representation into the Gauss-Newton least-squares problem for each FWI iteration, the model perturbation can be recovered after an l1-norm sparsity constraint is applied on the SOT coefficients. Numerical experiments on synthetic models demonstrate that the SOT-based sparsity promoting regularization can provide robust FWI results with reduced computation.
In this work, we illustrate an example of estimating the macro-model of velocities in the subsurface through the use of global optimization methods (GOMs). The optimization problem is solved using DEAP (Distributed Evolutionary Algorithms in Python) and Devito, python frameworks for evolutionary and automated finite difference computations, respectively. We implement a Particle swarm optimization (PSO) with an elitism strategy on top of DEAP, leveraging its transparent, simple and coherent environment for implementing of evolutionary algorithms (EAs). The high computational effort, due to the huge number of cost function evaluations (each one demanding a forward modeling step) required by PSO, is alleviated through the use of Devito as well as through parallelization with Dask. The combined use of these frameworks yields not only an efficient way of providing acoustic macro models of the P-wave velocity field (Vp), but also significantly reduces the amount of human effort in fulfilling this task.
We describe a novel framework for estimating subsurface properties, such as rock permeability and porosity, from time-lapse observed seismic data by coupling full-waveform inversion, subsurface flow processes, and rock physics models. For the inverse modeling, we handle the back-propagation of gradients by an intrusive automatic differentiation strategy that offers three levels of user control: (1) at the wave physics level, we adopted the discrete adjoint method in order to use our existing high-performance FWI code; (2) at the rock physics level, we used built-in operators from the $texttt{TensorFlow}$ backend; (3) at the flow physics level, we implemented customized PDE operators for the potential and nonlinear saturation equations. These three levels of gradient computation strike a good balance between computational efficiency and programming efficiency, and when chained together, constitute a coupled inverse system. We use numerical experiments to demonstrate that (1) the three-level coupled inverse problem is superior in terms of accuracy to a traditional decoupled inversion strategy; (2) it is able to simultaneously invert for parameters in empirical relationships such as the rock physics models; and (3) the inverted model can be used for reservoir performance prediction and reservoir management/optimization purposes.
Seismic full-waveform inversion (FWI), which uses iterative methods to estimate high-resolution subsurface models from seismograms, is a powerful imaging technique in exploration geophysics. In recent years, the computational cost of FWI has grown exponentially due to the increasing size and resolution of seismic data. Moreover, it is a non-convex problem and can encounter local minima due to the limited accuracy of the initial velocity models or the absence of low frequencies in the measurements. To overcome these computational issues, we develop a multiscale data-driven FWI method based on fully convolutional networks (FCN). In preparing the training data, we first develop a real-time style transform method to create a large set of synthetic subsurface velocity models from natural images. We then develop two convolutional neural networks with encoder-decoder structure to reconstruct the low- and high-frequency components of the subsurface velocity models, separately. To validate the performance of our data-driven inversion method and the effectiveness of the synthesized training set, we compare it with conventional physics-based waveform inversion approaches using both synthetic and field data. These numerical results demonstrate that, once our model is fully trained, it can significantly reduce the computation time, and yield more accurate subsurface velocity models in comparison with conventional FWI.
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