Accelerating Hessian-free Gauss-Newton full-waveform inversion via l-BFGS preconditioned conjugate-gradient algorithm

Geophysics ◽  
2017 ◽  
Vol 82 (2) ◽  
pp. R49-R64 ◽  
Author(s):  
Wenyong Pan ◽  
Kristopher A. Innanen ◽  
Wenyuan Liao

Full-waveform inversion (FWI) has emerged as a powerful strategy for estimating subsurface model parameters by iteratively minimizing the difference between synthetic data and observed data. The Hessian-free (HF) optimization method represents an attractive alternative to Newton-type and gradient-based optimization methods. At each iteration, the HF approach obtains the search direction by approximately solving the Newton linear system using a matrix-free conjugate-gradient (CG) algorithm. The main drawback with HF optimization is that the CG algorithm requires many iterations. In our research, we develop and compare different preconditioning schemes for the CG algorithm to accelerate the HF Gauss-Newton (GN) method. Traditionally, preconditioners are designed as diagonal Hessian approximations. We additionally use a new pseudo diagonal GN Hessian as a preconditioner, making use of the reciprocal property of Green’s function. Furthermore, we have developed an [Formula: see text]-BFGS inverse Hessian preconditioning strategy with the diagonal Hessian approximations as an initial guess. Several numerical examples are carried out. We determine that the quasi-Newton [Formula: see text]-BFGS preconditioning scheme with the pseudo diagonal GN Hessian as the initial guess is most effective in speeding up the HF GN FWI. We examine the sensitivity of this preconditioning strategy to random noise with numerical examples. Finally, in the case of multiparameter acoustic FWI, we find that the [Formula: see text]-BFGS preconditioned HF GN method can reconstruct velocity and density models better and more efficiently compared with the nonpreconditioned method.

Geophysics ◽  
2016 ◽  
Vol 81 (4) ◽  
pp. U25-U38 ◽  
Author(s):  
Nuno V. da Silva ◽  
Andrew Ratcliffe ◽  
Vetle Vinje ◽  
Graham Conroy

Parameterization lies at the center of anisotropic full-waveform inversion (FWI) with multiparameter updates. This is because FWI aims to update the long and short wavelengths of the perturbations. Thus, it is important that the parameterization accommodates this. Recently, there has been an intensive effort to determine the optimal parameterization, centering the fundamental discussion mainly on the analysis of radiation patterns for each one of these parameterizations, and aiming to determine which is best suited for multiparameter inversion. We have developed a new parameterization in the scope of FWI, based on the concept of kinematically equivalent media, as originally proposed in other areas of seismic data analysis. Our analysis is also based on radiation patterns, as well as the relation between the perturbation of this set of parameters and perturbation in traveltime. The radiation pattern reveals that this parameterization combines some of the characteristics of parameterizations with one velocity and two Thomsen’s parameters and parameterizations using two velocities and one Thomsen’s parameter. The study of perturbation of traveltime with perturbation of model parameters shows that the new parameterization is less ambiguous when relating these quantities in comparison with other more commonly used parameterizations. We have concluded that our new parameterization is well-suited for inverting diving waves, which are of paramount importance to carry out practical FWI successfully. We have demonstrated that the new parameterization produces good inversion results with synthetic and real data examples. In the latter case of the real data example from the Central North Sea, the inverted models show good agreement with the geologic structures, leading to an improvement of the seismic image and flatness of the common image gathers.


Geophysics ◽  
2021 ◽  
pp. 1-37
Author(s):  
Xinhai Hu ◽  
Wei Guoqi ◽  
Jianyong Song ◽  
Zhifang Yang ◽  
Minghui Lu ◽  
...  

Coupling factors of sources and receivers vary dramatically due to the strong heterogeneity of near surface, which are as important as the model parameters for the inversion success. We propose a full waveform inversion (FWI) scheme that corrects for variable coupling factors while updating the model parameter. A linear inversion is embedded into the scheme to estimate the source and receiver factors and compute the amplitude weights according to the acquisition geometry. After the weights are introduced in the objective function, the inversion falls into the category of separable nonlinear least-squares problems. Hence, we could use the variable projection technique widely used in source estimation problem to invert the model parameter without the knowledge of source and receiver factors. The efficacy of the inversion scheme is demonstrated with two synthetic examples and one real data test.


Author(s):  
Linan Xu ◽  
Edgar Manukyan ◽  
Hansruedi Maurer

Summary Seismic Full Waveform Inversion (FWI) has the potential to produce high-resolution subsurface images, but the computational resources required for realistically sized problems can be prohibitively large. In terms of computational costs, Gauss-Newton algorithms are more attractive than the commonly employed conjugate gradient methods, because the former have favorable convergence properties. However, efficient implementations of Gauss-Newton algorithms require an excessive amount of computer memory for larger problems. To address this issue, we introduce Compact Full Waveform Inversion (CFWI). Here, a suitable inverse model parameterization is sought that allows representing all subsurface features, potentially resolvable by a particular source-receiver deployment, but using only a minimum number of model parameters. In principle, an inverse model parameterization, based on the Eigenvalue decomposition, would be optimal, but this is computationally not feasible for realistic problems. Instead, we present two alternative parameter transformations, namely the Haar and the Hartley transformations, with which similarly good results can be obtained. By means of a suite of numerical experiments, we demonstrate that these transformations allow the number of model parameters to be reduced to only a few percent of the original parameterization without any significant loss of spatial resolution. This facilitates efficient solutions of large-scale FWI problems with explicit Gauss-Newton algorithms.


Geophysics ◽  
2019 ◽  
Vol 84 (5) ◽  
pp. R793-R804 ◽  
Author(s):  
Debanjan Datta ◽  
Mrinal K. Sen ◽  
Faqi Liu ◽  
Scott Morton

A good starting model is imperative in full-waveform inversion (FWI) because it solves a least-squares inversion problem using a local gradient-based optimization method. A suboptimal starting model can result in cycle skipping leading to poor convergence and incorrect estimation of subsurface properties. This problem is especially crucial for salt models because the strong velocity contrasts create substantial time shifts in the modeled seismogram. Incorrect estimation of salt bodies leads to velocity inaccuracies in the sediments because the least-squares gradient aims to reduce traveltime differences without considering the sharp velocity jump between sediments and salt. We have developed a technique to estimate velocity models containing salt bodies using a combination of global and local optimization techniques. To stabilize the global optimization algorithm and keep it computationally tractable, we reduce the number of model parameters by using sparse parameterization formulations. The sparse formulation represents sediments using a set of interfaces and velocities across them, whereas a set of ellipses represents the salt body. We use very fast simulated annealing (VFSA) to minimize the misfit between the observed and synthetic data and estimate an optimal model in the sparsely parameterized space. The VFSA inverted model is then used as a starting model in FWI in which the sediments and salt body are updated in the least-squares sense. We partition model updates into sediment and salt updates in which the sediments are updated like conventional FWI, whereas the shape of the salt is updated by taking the zero crossing of an evolving level set surface. Our algorithm is tested on two 2D synthetic salt models, namely, the Sigsbee 2A model and a modified SEG Advanced Modeling Program (SEAM) Phase I model while fixing the top of the salt. We determine the efficiency of the VFSA inversion and imaging improvements from the level set FWI approach and evaluate a few sources of uncertainty in the estimation of salt shapes.


2018 ◽  
Vol 26 (2) ◽  
pp. 243-257 ◽  
Author(s):  
Zichao Yan ◽  
Yanfei Wang

AbstractFull waveform inversion is a large-scale nonlinear and ill-posed problem. We consider applying the regularization technique for full waveform inversion with structure constraints. The structure information was extracted with difference operators with respect to model parameters. And then we establish an {l_{p}}-{l_{q}}-norm constrained minimization model for different choices of parameters p and q. To solve this large-scale optimization problem, a fast gradient method with projection onto convex set and a multiscale inversion strategy are addressed. The regularization parameter is estimated adaptively with respect to the frequency range of the data. Numerical experiments on a layered model and a benchmark SEG/EAGE overthrust model are performed to testify the validity of this proposed regularization scheme.


Geophysics ◽  
2012 ◽  
Vol 77 (4) ◽  
pp. R189-R198 ◽  
Author(s):  
Yong Ma ◽  
Dave Hale ◽  
Bin Gong ◽  
Zhaobo (Joe) Meng

Multiple problems, including high computational cost, spurious local minima, and solutions with no geologic sense, have prevented widespread application of full waveform inversion (FWI), especially FWI of seismic reflections. These problems are fundamentally related to a large number of model parameters and to the absence of low frequencies in recorded seismograms. Instead of inverting for all the parameters in a dense model, image-guided full waveform inversion inverts for a sparse model space that contains far fewer parameters. We represent a model with a sparse set of values, and from these values, we use image-guided interpolation (IGI) and its adjoint operator to compute finely and uniformly sampled models that can fit recorded data in FWI. Because of this sparse representation, image-guided FWI updates more blocky models, and this blockiness in the model space mitigates the absence of low frequencies in recorded data. Moreover, IGI honors imaged structures, so image-guided FWI built in this way yields models that are geologically sensible.


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