Two-dimensional anisotropic magnetotelluric inversion using a limited-memory quasi-Newton method

Geophysics ◽  
2021 ◽  
pp. 1-71
Author(s):  
Guo Yu ◽  
Colin G. Farquharson ◽  
Qibin Xiao ◽  
Man Li

We have developed a two-dimensional (2D) anisotropic magnetotelluric (MT) inversion algorithm that uses a limited-memory quasi-Newton (QN) method for bounds-constrained optimization. This algorithm solves the inverse problem, which is non-linear, by iterative minimization of linearized approximations of the classical Tikhonov regularized objective function. The QN approximation for the Hessian matrix is only implemented for the data-misfit term of the objective function; the part of the Hessian matrix for the regularization is explicitly computed. This adjustment results in a better approximation for the data-misfit term in particular. The inversion algorithm considers arbitrary anisotropy, and is extended for special cases including azimuthal and vertical anisotropy. The algorithm is shown to be stable and converges rapidly for several simple anisotropic models. These synthetic tests also confirm that the anisotropic inversion produces a correct anomaly with different but equivalent anisotropic parameters. We also consider a complex 2D anisotropic model; the successful results for this model further confirm that the inversion algorithm presented here, which uses the novel modified limited-memory QN approach, is capable of solving the 2D anisotropic magnetotelluric inverse problem. Finally, we present a practical application on MT data collected in northern Tibet to demonstrate the effectiveness and stability of our algorithm.

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Shou-Lei Wang ◽  
Yu-Fei Yang ◽  
Yu-Hua Zeng

The estimation of implied volatility is a typical PDE inverse problem. In this paper, we propose theTV-L1model for identifying the implied volatility. The optimal volatility function is found by minimizing the cost functional measuring the discrepancy. The gradient is computed via the adjoint method which provides us with an exact value of the gradient needed for the minimization procedure. We use the limited memory quasi-Newton algorithm (L-BFGS) to find the optimal and numerical examples shows the effectiveness of the presented method.


Geophysics ◽  
2006 ◽  
Vol 71 (5) ◽  
pp. G191-G196 ◽  
Author(s):  
Anna Avdeeva ◽  
Dmitry Avdeev

We apply a limited-memory quasi-Newton (QN) method to the 1D magnetotelluric (MT) inverse problem. Using this method we invert a realistic synthetic MT impedance data set calculated for a layered earth model. The calculation of gradients based on the adjoint method speeds up the inverse problem solution many times. In addition, regularization stabilizes the QN inversion result and a few correction pairs are sufficient to produce reasonable results. Comparison with the L-BFGS-B algorithm shows similar convergence rates. This study is a first step towards the solution of large-scale electromagnetic problems, with a full treatment of the 3D conductivity structure of the earth.


Geophysics ◽  
2012 ◽  
Vol 77 (5) ◽  
pp. R207-R216 ◽  
Author(s):  
Yong Ma ◽  
Dave Hale

We present a method, in realistic-size full-waveform inversion (FWI), to explicitly construct a projected Hessian matrix and its inverse matrix, which we subsequently used to solve FWI with a quasi-Newton method. Newton’s method is practically unfeasible in solving realistic-size FWI problems because of the prohibitive cost (computing time and memory consumption) of calculating the Hessian matrix and the inverse Hessian. Therefore, the Gauss-Newton method and various quasi-Newton methods are proposed to approximate a Hessian matrix. Particularly, current quasi-Newton FWI (QNFWI) commonly uses the limited-memory BFGS (L-BFGS) method, which, however, only implicitly approximates an inverse Hessian. We repose FWI as a sparse optimization problem in a sparse model space, which contains substantially fewer model parameters that are constrained by structures of the model. With respect to fewer parameters in the sparse model, we can avoid the “limited-memory” approximation and are able to explicitly compute and store a projected Hessian matrix that saves the computational time and required memory. We constructed such a projected Hessian matrix by adapting the classic BFGS method to a projected BFGS (P-BFGS) method in the sparse space. Using the projected Hessian matrix and its inverse, we can apply the P-BFGS method to solve FWI with a quasi-Newton method. In QNFWI with P-BFGS because we invert for a sparse model with much fewer parameters, the memory required to compute the projected Hessian is negligible compared to either forward modeling or gradient calculation. QNFWI with P-BFGS converges in fewer iterations than conjugate-gradient based methods and QNFWI with L-BFGS.


2013 ◽  
Vol 380-384 ◽  
pp. 1143-1146
Author(s):  
Xiang Guo Liu

The paper researches the parametric inversion of the two-dimensional convection-diffusion equation by means of best perturbation method, draw a Numerical Solution for such inverse problem. It is shown by numerical simulations that the method is feasible and effective.


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