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Depth and Velocity Estimation in a Lateral
Heterogeneous Medium
by
Debora Cores
Bolvar
Universidad Simon

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SIAM Annual meeting- Philadelphia

July 2002

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OUTLINE

 Resumen
 The Tomography Problem in Lateral Heterogeneous Medium (LHM)
 Historical Overview
 Discretized Problem
 Numerical Approach
 Preliminary Numerical Results
 Conclusions

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Resumen
In this work we present the depth and velocity estimation problem as a set of
non-linear constrained optimization problems, where few depth and velocity
parameters are needed to get the approximated estructure of the model. On
the other hand, to solve this optimization problem we use the recently
developed Spectral Projected Gradient Method (SPG), that allow us to handle
box constraints, which correspond to velocity bounds. This optimization
technique is a low optimization technique that only requieres first order

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information and have some computational advantages. We present some

numerical results that show the computational advantage and performace of
the SPG for solving this nonlinear inverse problem.

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PROBLEM: The Tomography Problem in LHM

Minimizef (S ) = 12 kT T (S )k22
T : IR6 +6 ! IR   travel time function,
T = (T1 (S ); T2 (S ); : : : ; T   (S )) where,
r

T (S ) =

ns nr n

ns nr nn

Rayi

IR

 

V (x; y; z )

ns nr n

dl

real travel

time vector.

IR

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6n3n

parameters in

LHM.

n is the number of layers

ns is the number of sources
nr is the number of receivers.
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Historical Overview

In a 2D Medium
Gauss Newton Approach:
Levenberg and Marquardt method
using Gauss Seidel with Successive
Overrelaxation: T. Bishop et al, 1985

In a 3D Medium

solved the problem in a 2D laterally varing media

Gauss Newton Approach:

Levenberg and Marquardt Method

Levenberg and Marquardt method

with SVD descomposition :

using SVD descomposition: Bishop

T.

et al., 1985

Zhu and L. Brown, 1987; Farra and

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Madariaga, 1988.
Low Storage Opt. Techniques:
Spectral Gradient Method: Castillo,
Cores and Raydan , 2000.

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DISCRETIZED PROBLEM: Travel time function
The travel time function ray j reflecting in the layer k , can be represented as
the sum on i of the straight segments of the ray.

i;j;k (

S) =

P =2+1
k

li;j;k

vi;j;k

P2=2+1+2
n

li;j;k
k vi;j;k

where

i;j;k

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i;j;k

px
(

a (x
i

i;j;k

i;j;k

x 1
+x 1
2

2 + (yi;j;k

;j;k )

;j;k )

b (y
i

i;j;k

y 1 )2 + (f
+y 1
)
+c
i

;j;k

;j;k

i;j;k

f 1
i

k = 1; : : : ; n, i = 2; : : : ; k + 1; 2n + 2 k; : : : ; 2n + 1 (the straight
segments of the ray) and j = 1; : : : ; ns  nr  n.

for

;j;k )

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DISCRETIZED PROBLEM: depth parameters

We only consider dip interfaces in the problem. Assume that for any interface

i = 1; : : : ; n + 1 we have three points, let us denote them by

Pi1 = (p1i ; qi1 ; ki1 )T , Pi2 = (p2i ; qi2 ; ki2 )T and Pi3 = (p3i ; qi3 ; ki3 )T .
Then the plane generated by these points can be written as:

fi;j;k =

1i (xi;j;k p1i ) 2i (yi;j;k qi1 )

3i

+ i1

where,

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i1 = (qi2 qi1 )(ki3 ki1 )

i2 = (ki2 ki1 )(p3i p1i )
i3 = (p2i p1i )(qi3 qi1 )
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ki2 ki1 )(qi3 qi1 )

2
p1i )(ki3 ki1 )
(pi
2
(qi
qi1 )(p3i p1i )
(

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DISCRETIZED PROBLEM: Model parameters

Result: For different values of ki1 ; ki2 ; ki3 , i = 1; : : : ; n + 1, we can

generate any dip plane in

<3. Then for estimating the location of the model

interfaces we only need to determine three parameters in each interface, i,

those parameters are k i1 ; ki2 ; ki3 .

At each layer i = 1; : : : ; n, we have to estimate six parameters for the

velocity and three parameters for the depth. So, if the problem has n layers
the number of model parametrs is 9n.

The model parameter vector is given by S = (a; b; c; k ) T . where,

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a = (a2 ; a3 ; : : : ; a2n+1 );
b = (b2 ; b3 ; : : : ; b2n+1 );
c = (c2 ; c3 ; : : : ; c2n+1 );
k = (k11 ; k12 ; k13 ; k21 ; k22 ; k23 ; : : : ; kn1 +1 ; kn2 +1 ; kn3 +1 ):
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GENERAL DISCRETIZED PROBLEM

Min 12 kT T (S )k22 =
s:t: L  S  U
r

P =1 P =1 P =1 T
ns

nr

ri;j;k

S ))2

i;j;k (

where,

T : <   ! <9 ,
S = (a; b; c; k) 2 <9 ,
a = (a2 ; a3 ; : : : ; a2 +1 );
b = (b2 ; b3 ; : : : ; b2 +1 );
c = (c2 ; c3 ; : : : ; c2 +1 );
k = (k11 ; k12 ; k13 ; k21 ; k22 ; k23 ; : : : ; k1 +1 ; k2 +1 ; k3 +1 ):
L = (l1 ; l2 ; : : : ; l9 );
U = (u1 ; u2 ; : : : ; u9 );
The Jacobian matrix, rT (S ), is sparse.
ns nr n

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NUMERICAL APPROACH

An optimization scheme for solving

MinimizekTr

T (S )k2

that satisfies the following conditions:

 Only function and gradient evaluations (first order information) are

required

rf (S ) = rT (S )(T (S ) Tr )

 Global convergence
 Fast local convergence
 Low computational cost and storage
 Box constraints

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NUMERICAL APROACH

 For tracing rays in this medium we use the algorithm in A fast and global
two point low storage optimization technique for tracing rays in 2D and 3D
isotropic Media, Cores, Fung and Michelena, Journal of Apllied
Geophysics, vol. 45, 2000.

Minimize T (x; y; z )

 We use The Spectral Proyected Gradient Method (SPG), Birgin,

Martinez and Raydan, SIAM Journal on Optimization, vol. 4, 1999) to
solve,

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Minimize
s:t:

k
Tr T (S )k22
2

LSU

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NUMERICAL APPROACH
Spectral Projected Gradient Method (SPG)
Step 1: If

kP (S

rf (S

k ))

k  tol, then Stop.

Step 2: Nonmonotone Line-search

=
Step 2.2: Set S+ = P (S
rf (S ))
Step 2.3: If f (S+ )  max0 
1 f (S ) + (S+ S )
 = , S +1 = S+ , W = S +1 S , y = rf (S +1 )
Step 2.1: Set

k;M
k

rf (S ) then
rf (S ), go
k

to Step 3.

 2 [1 ; 2 ] go to Step 2.2

Step 3: b = W y
If b  0,  +1 = 
,
else a = W W and  +1 = minf

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else,

T
k

max

T
k

max

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; maxf

min

ak
bk

gg

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PRELIMINARY NUMERICAL RESULTS

We consider a synthetic model with five dip layers and converted wave. We first fix the
real velocities and we estimate the depth parameters. Second, we fix the depth
parameters and estimate the P wave velocities and S wave velocities .

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Synthetic Model
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PRELIMINARY NUMERICAL RESULTS
Depth parameter estimation: Initial Model Vs. Final Model

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PRELIMINARY NUMERICAL RESULTS
Velocity estimatimation: Initial Model vs. Final Model

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CONCLUSIONS

 The SPG method estimates depth parameters and velocities with good
prescision, few iterations and few function evaluations since it utilized a
nonmonotone line search.

 The ray tracing takes most CPU time required for the inversion. However,

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the average of CPU time for the inversion is 55 s.

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