Multifrequency electromagnetic data interpretation using stochastic Markov-chain Monte Carlo and simulated annealing methods

Author(s):  
Yuteng Jin ◽  
Siddharth Misra ◽  
Yifu Han

Geophysics ◽  
2016 ◽  
Vol 81 (5) ◽  
pp. R293-R305 ◽  
Author(s):  
Sireesh Dadi ◽  
Richard Gibson ◽  
Kainan Wang

Upscaling log measurements acquired at high frequencies and correlating them with corresponding low-frequency values from surface seismic and vertical seismic profile data is a challenging task. We have applied a sampling technique called the reversible jump Markov chain Monte Carlo (RJMCMC) method to this problem. A key property of our approach is that it treats the number of unknowns itself as a parameter to be determined. Specifically, we have considered upscaling as an inverse problem in which we considered the number of coarse layers, layer boundary depths, and material properties as the unknowns. The method applies Bayesian inversion, with RJMCMC sampling and uses simulated annealing to guide the optimization. At each iteration, the algorithm will randomly move a boundary in the current model, add a new boundary, or delete an existing boundary. In each case, a random perturbation is applied to Backus-average values. We have developed examples showing that the mismatch between seismograms computed from the upscaled model and log velocities improves by 89% compared to the case in which the algorithm is allowed to move boundaries only. The layer boundary distributions after running the RJMCMC algorithm can represent sharp and gradual changes in lithology. The maximum deviation of upscaled velocities from Backus-average values is less than 10% with most of the values close to zero.





2011 ◽  
Vol 52 ◽  
Author(s):  
Nikolaj Grigorjev ◽  
Gediminas Stepanauskas

In this paper the problem of the construction of schedule of lectures is considered. The Markov chain Monte Carlo method is used. A particular program based on simulated annealing algorithm was created.  









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