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ABSTRACT
We have developed a 2.5D finite-difference algorithm to
model the elastic wave propagation in heterogeneous media.
In 2.5D problems, it is assumed that the elastic properties of
models are invariant along a certain direction. Therefore, we
can convert the 3D problem into a set of 2D problems in the
spectral domain. The 3D solutions are then obtained by applying a numerical integration in the spectral domain. Usually, the quadrature points used in the numerical integration
scheme are sampled from the real axis in the spectral domain. The convergence of this quadrature can be very slow
especially at high frequencies. We have applied the optimal
quadrature scheme for the spectral integration. This is equivalent to transforming the contour of integration from the real
axis into a path in the complex plane. Our numerical studies
have indicated more than 10 times of reduction in the number of quadrature points compared with sampling along the
real axis in the spectral domain. This scheme alleviates the
bottleneck of computing speed in the 2.5D elastic wave
modeling. Furthermore, it can improve the computational
efficiency of 2.5D elastic full-waveform inversion algorithms.
INTRODUCTION
Numerical simulation of elastic wave propagation in heterogeneous medium provides a fundamental tool in seismic data
processing. Although real data are acquired in the 3D world, we
can still apply some approximation to simplify the model and to
accelerate the computation. For example, when the data are acquired along a straight line, they are mainly sensitive to the formation in the vertical plane of the acquisition line. Therefore, we can
Manuscript received by the Editor 25 October 2015; revised manuscript received 12 January 2016; published online 31 May 2016.
1
Tsinghua University, Beijing, China. E-mail: maokunli@tsinghua.edu.cn.
2
Schlumberger, Cambridge, Massachusetts, USA. E-mail: druskin1@slb.com; aria.abubakar@gmail.com; habashy1@slb.com.
2016 Society of Exploration Geophysicists. All rights reserved.
T155
Li et al.
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T156
FORMULATION
2.5D finite-difference modeling of elastic wave
propagation
2
ux uz
2
y
y
y x
z
y2
uy
uy
x
z
x
z
ux
uz
fy ;
x
z
y
y
2
ux uy uz
2
z
z
z
x
y
z
y2
uz
uz
ux
x
z
x
x
z
z
2
u
uy
z fz :
z
yz
z
2
u T u f;
y2
(1)
(2)
0;
y
(3)
0:
y
(4)
31
6
7
7
T6
4 2 5
2
6
6
6
4
2
x y yx
x z z x
yx
x y
2 x x z z
yz
z y
z x x z
2
z y yz
2 z 2 z x x
2 x 2 x z z
2
7
7
7;
5
(9)
and f is the force vector. The Fourier transform along the y-direction
is given by
1
ux; y; z
~ ky ; zeiky y dky
ux;
(10)
(11)
and
2
ux uy uz
2
2 ux ux
x
x
y
z
y
ux
ux
ux
x
z
x
x
z
x
2
u
u
z fx ;
yx y z
x
(8)
0;
y
(7)
2 rur fr; rS :
(6)
~ ky ; z
ux;
1
2
~ ky ; z;
~ y ux;
~ ky ; z fx;
~ ky ; z Tk
k2y ux;
(5)
(12)
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T157
i
2
ux; y; z
At y 0, we have
ux; 0; z
i
2
N
1X
~ ky;i ; zeiky;i y ky;i ;
a ux;
i1 i
(13)
where ky;i is the length of the ith interval and ai is the weighting
~ ky;i ; z is computed by solvcoefficient. In this equation, every ux;
ing a 2D problem as in equation 12. Therefore, the computational
complexity of the 2.5D problem is significantly affected by the
number of quadrature points N in equation 13. Many numerical
quadratures have been developed, such as the work by Zhou et al.
(2012) and Xiong et al. (2013). These studies usually follow the
definition of Fourier transform and the numerical quadrature points
are sampled along the real axis of ky . Because of the oscillatory
nature of eiky y , ky needs very dense samples. Moreover, the domain
of integration ky;max ; ky;max is proportional to the wavenumber k.
Therefore, the total number of integration points increases with frequency. Usually the number of samples for accurate computation
(relative error <0.01) is around hundreds to even thousands for
some applications (Xiong et al., 2013). In this paper, we apply
the quasi-optimal quadrature developed by Druskin et al. (2016)
to reduce the number of quadrature points. This method is based
on conversion of the Fourier integral from real ky axis to contours
in complex ky domain (see, e.g., Trefethen et al., 2006; Trefethen
and Weideman, 2014). The derivation can be explained as follows.
Substituting ux; ky ; z in equation 10 with equation 12, we obtain
ux; y; z
Assuming iky
lows:
~ y eiky y dky :
k2y I Tky 1 fk
(14)
p
s, the above equation can be written as fol-
p
p
1
~
p sI Ti s1 fi
sds;
s
(16)
p
where 1 s can be approximated using rational functions (see Ingerman et al., 2000); i.e.
N
X
1
wn
p
;
s n1 s sn
ux; y; z
p
p
p
e sy
~
p sI Ti s1 fi
sds:
s
(15)
(17)
ux; 0; z
i
2
Z X
N
p
p
wn
~
sI Ti s1 fi
sds:
s sn
n1
(18)
ux; 0; z
N
X
p
~ p
wn sn I Ti sn 1 fi
sn
n1
N
X
p
~ i sn ; z;
wn ux;
(19)
n1
p
~ i sn ; z represents the solution of a 2D problem in
where ux;
p
equation 12 with ky i sn .
From the above derivations, we can see that an efficient approxip
mation of 1 s using rational functions is crucial to the efficiency
of the 2.5D elastic modeling algorithm. The details of computing
the poles si and residues wi in equation 17 can be found in Druskin
et al. (2016). This derivation is valid if sn is not located in the
p
same half-plane with the poles of sn I Ti sn 1 . The above
assumption was experimentally verified in Druskin et al. (2016)
for the cases in which absorbing boundary conditions such as stable
perfectly matched layer (PML) are in use for the 2D problem. However, to our knowledge, rigorous proof is currently absent.
Moreover, the convergence of equation 19 is bounded by the error of the rational approximant on the eigenvalues of matrix T. The
negative and positive eigenvalues correspond to propagating and
evanescent modes in elastic waves, respectively, represented by real
and imaginary ky values. We will use the two interval Zolotarev
approximation of the square root developed in Druskin et al.
(2016). In the original formulation, it requires an estimate of positive and negative intervals of Ts spectrum.
We start with the propagative (negative s) interval. Its left bound
can be estimated as k2max , where kmax is the maximal wavenumber
in the model. Normally, in elastic model, this is the wavenumber of
the slowest S-wave of the model (Lisitsa, 2008). The right bound of
Li et al.
the algorithms. Figure 3 compares the displacement field along
the line of z 100 m and from x 110 to 201 m. We use three
methods to compute the displacement field including analytical
formulation, finite-difference modeling using uniform sampling
along the real axis, or quasi-optimal sampling in complex spectral
plane. The integration interval for quasi-optimal sampling is
1; 5 109 5 109 ; 1. We observe that all three results
agree with each other well. This validates the new quadrature
scheme. Figure 4 compares the convergence of the two integration
schemes. We observe that the quasi-optimal quadrature converges
much faster than the uniform sampling along the real axis of ky . To
achieve the same level of error (<0.01), we only need 20 points in
optimal quadrature compared with 100 points using uniform sampling. Because we need to solve a 2D problem for each sampling
point of ky , reduction in the number of quadrature points means a
great improvement in the total computational efficiency.
a)
4
x 10
11
ux by xdipole
Analytic
Uniform sampling
Optimal sampling
abs (u )
the negative interval, i.e., the negative value of s closest to the origin, is rather difficult to estimate.
Estimation of right bound of the interval can be quite laborious,
and one approach is to extend the methodology of Asvadurov et al.
(2003). They use for this bound k2min 2 , where kmin is the minimal
wavenumber in the model (normally of the fastest P-wave) and is
the cosine of the minimal incidence number. Our quadrature corresponds to the equivalent PML boundary at y 0 (Druskin et al.,
2016), and assuming that the first grid step of the equivalent optimal
PML is close to the minimal grid step of the XZ grid, we can estimate as the condition number of the latter grid (ratio of the minimal step to the size of computational domain); i.e., we estimate the
propagative interval as k2max ; k2min 2 .
Another approach to set this parameter is to use an optimized
formula from Ingerman et al. (2000),
p which yields the negative interval as k2max ; k2max exp2 N . As it was shown in the
above paper, such a choice yields consistent approximation error
on the interval with the same left bound but including the origin.
In other words, if
even there would be eigenvalues of T in interval
p
k2max exp2 N ; 0, their contribution would not increase the
error significantly. In the numerical examples of this paper we used
the first approach, but the second one is preferable for grids with a
very large condition number.
Even though usually the positive (evanescent) spectral interval is
larger than the negative one, the density of the evanescent spectrum
of the solution decays rather fast, and we always obtain good results
if we choose positive interval symmetrically to the negative ones
described above.
0
100
120
140
120
140
160
180
200
160
180
200
5
100
x (m)
b)
uz by xdipole
12
abs (uz )
Homogeneous model
Angle (ux )
NUMERICAL EXAMPLES
x 10
Analytic
Uniform sampling
Optimal sampling
0
100
120
140
160
180
200
Angle (uz )
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T158
Analytic
Uniform sampling
Optimal sampling
5
100
120
140
160
180
200
x (m)
the two schemes agree with each other very well. Table 1 compares
the computational cost of the two schemes. We observe a significant
speed up using the quasi-optimal quadrature. Moreover, the number
of quadrature points in the uniform ky sampling scheme increases
with frequency, whereas this number does not change in the quasioptimal ky sampling. This is because in uniform ky sampling along
the real axis, each ky corresponds to a propagating plane wave
mode. The higher the frequency, the more plane wave modes exist.
Therefore, we need more sampling points. On the other hand, in the
a)
10
Depth (m)
Numerical error
Uniform sampling
Optimal sampling
Real (ux)
Imag (ux)
20
20
40
40
60
60
80
80
100
100
10
120
0.5
b)
10
50
100
150
200
120
0.5
x 10
0.5
14
0.5
x 10
Real (ux)
14
Imag (ux)
0
Depth (m)
50 Hz
75 Hz
100 Hz
a)
Optimal
Uniform
Optimal
400
560
1600
20
20
20
95.7
128.3
369.6
5.47
5.47
5.47
m/s
b)
VP
4200
20
3600
100
3400
20
20
Distance (m)
60
60
80
80
100
100
kg/m3
2300
0
20
40
60
1900
80
1800
100
1700
20
20
Distance (m)
Depth (m)
80
40
2000
Depth (m)
3800
40
0.5
0.5
14
x 10
120
0.5
0.5
14
x 10
c)
2100
20
60
20
120
17.5
23.4
67.6
m/s
4000
40
20
Speed up
Uniform
VP
Depth (m)
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Heterogeneous model
T159
2250
40
60
2200
80
100
20
20
Distance (m)
2150
Li et al.
T160
VP
m/s
3500
3000
2500
2000
1500
500
1000
3000
4000
5000
6000
Distance (m)
b)
VS
m/s
Depth (m)
Depth (m)
a)
2500
500
2000
1000
1500
3000
4000
5000
6000
Distance (m)
109
109
211
211
211
20
20
20
20
20
106
106
193
193
193
Optimal
20.3
20.3
20.3
20.3
20.3
Figure 7. Plot of the receiving field for the synthetic crosswell survey. The horizontal and vertical
axes represent the locations of the sources and
receivers, respectively. The color at each pixel
maps to the field amplitude.
kg/m
5.2
5.2
9.5
9.5
9.5
a)
3000
500
2500
1000
2000
3000
4000
6000
Uniform sampling
20
x 10
15
40
60
4
80
2
100
c)
Optimal sampling
20
Uniform sampling
x 10
8
6
60
80
2
100
20 40 60 80 100
Depth of receivers (m)
60
4
80
2
100
20 40 60 80 100
Depth of receivers (m)
20
40
15
x 10
8
40
20 40 60 80 100
Depth of receivers (m)
b)
5000
Distance (m)
Hz
Hz
Hz
Hz
Hz
Uniform
c)
15
d)
Depth of sources (m)
1
2
3
4
5
Optimal
Speed up
Depth (m)
Uniform
Quadrature points
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Optimal sampling
15
x 10
8
20
6
40
60
80
2
100
20 40 60 80 100
Depth of receivers (m)
0
1
2000
3000
4000
5000
6000
7000
x 10
0
3000 4000 5000 6000
Horizontal distance (m)
d)
7000
1
2000
x 10
3000
4000
0
5
2000
e)
Real (ux)
0
3000
4000
5000
6000
2
2000
7000
Imag (ux)
Imag (ux)
x 10
0
2
2000
7000
x 10
7000
13
1
2000
x 10
3000
4000
5000
6000
7000
7000
13
0
1
2000
13
13
7000
x 10
1
2000
6000
x 10
14
13
5000
Real (ux)
2
2000
c)
13
Imag (ux)
x 10
Real (ux)
Real (ux)
Real (ux)
x 10
14
Imag (ux)
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b)
13
IImag (ux)
a)
T161
x 10
3000
4000
5000
6000
7000
7000
13
0
2
2000
Figure 9. Comparison of computed data using uniform and quasi-optimal quadrature. The red dashed-dotted lines represent the receiving field
computed using uniform ky sampling, and the blue dashed lines represent the receiving field computed using quasi-optimal ky sampling.
agreement between these two methods. To achieve accurate results,
109 uniform quadrature points are used at 1 and 2 Hz, and 211
points are needed at higher frequencies of 3, 4, and 5 Hz. But only
20 quasi-optimal quadrature points are needed to achieve the same
level of accuracy. The acceleration is approximately 5 or 10 times in
computational time. Table 2 shows a detailed comparison of computational cost between these two methods. Furthermore, similar as
the previous example, we also observe that the quasi-optimal quadrature is more stable with frequency than the uniform quadrature.
CONCLUSIONS
We presented a new quadrature for numerical integration in the ky
domain for the frequency-domain 2.5D finite-difference modeling
algorithm. This scheme replaces the sampling scheme along the real
ky axis with a quasi-optimal sampling scheme in the complex ky
domain. It can significantly reduce the number of quadrature points
for spectral integration. Therefore, the new scheme has a better
computational efficiency. Moreover, unlike the uniform sampling
scheme, the new quadrature maintains its accuracy at higher
frequencies with no need to increase the number of quadrature
points. This makes the new scheme more efficient for high
frequencies.
ACKNOWLEDGMENTS
The authors would like to thank L. Knizhnerman from Central
Geophysical Expedition in Moscow, Russia, for his help in the
quasi-optimal quadrature and G. Pan from Schlumberger-Doll Research for his help in the absorbing boundary condition and parallelization of the algorithm. The first author would also like to
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