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Bulletin of the Seismological Society of America, Vol. 96, No. 3, pp. 11821191, June 2006, doi: 10.

1785/0120050181

Retrieval of the Greens Function from Cross Correlation: The Canonical


Elastic Problem
by Francisco J. Sanchez-Sesma and Michel Campillo

Abstract In realistic materials, multiple scattering takes place and average field
intensities or energy densities follow diffusive processes. Multiple P to S energy
conversions by the random inhomogeneities result in equipartition of elastic waves,
which means that in the phase space the available elastic energy is distributed among
all the possible states of P and S waves, with equal amounts in average. In such
diffusive regimes, the P to S energy ratio equilibrates in a universal way independent
of the particular details of the scattering. We study the canonical problem of isotropic
plane waves in an elastic medium and show that the Fourier transform of azimuthal
average of the cross correlation of motion between two points within an elastic
medium is proportional to the imaginary part of the exact Greens tensor function
between these points, provided the energy ratio ES /EP is the one predicted by equi-
partition in two and three dimensions, respectively. These results clearly show that
equipartition is a necessary condition to retrieve the exact Greens function from
correlations of the elastic field. However, even if there is not an equipartitioned
regime and correlations do not allow to retrieve precisely the exact Greens function,
the correlations may provide valuable results of physical significance by reconstruct-
ing specific arrivals.

Introduction
In order to build descriptions of the Earth structure use- used. In fact, for waves within a diffusive regime, Weaver
ful for exploration or seismic risk studies, geophysicists have (1982) employed an elegant mode-counting argument that
studied seismic noise and the coda waves generated after the we explain in the Appendix together with an interpretation
passage of the direct arrivals, also called ballistic waves. In in the phase space. Later he showed (Weaver, 1990) the
his pioneering studies Aki pointed out that seismic noise and equipartition as a limit of multiple scattering, whereas Ry-
coda waves may contain valuable information of the prop- zhik et al. (1996) formally established the transport equation
agation media (Aki, 1957; Aki and Chouet, 1975). Akis of elastic waves and the associated diffusion approximation.
long term program ranged from single and multiple scatter- They pointed out that in such diffusive regimes the P to S
ing descriptions to radiative transfer ideas aimed to explain energy ratio equilibrates in a universal way independent of
coda envelopes. A comprehensive account can be found in the details of the multiple scattering. On the other hand,
Sato and Fehler (1998). Snieder (2002) used an ingenious probabilistic ball-counting
It has been demonstrated recently that the elastody- algorithm.
namic Greens function can be recovered from isotropic In real materials the multiple scattering that takes place
elastic wavefield generated by either multiple scattering or generates an interesting fact. Although in the microscale the
by a large number of sources (such as microseisms) as well field equations remain the same (Newton and Hookes laws,
(Campillo and Paul, 2003; Shapiro and Campillo, 2004; Sa- thus Naviers equations) intensities, like other averages, they
bra et al., 2005). Moreover, these experimental results follow diffusive processes and these averages satisfy diffu-
clearly show the existence of long range correlation. sion-like equations (e.g., heat equation). Therefore, in the
On the other hand, equipartition means that in the phase diffusive regime (when traveled distances are much longer
space the available energy is equally distributed, with fixed than the transport mean free path and the travel times long
average amounts, among all the possible states. This simple compared to the transport mean free time) the P to S energy
yet powerful concept is one of the building blocks of modern conversion by the random inhomogeneities equilibrates in a
thermodynamics, and it has also been put forward for mul- universal way independent of the details of the scattering.
tiple scattered waves and specifically for elastic waves. To The equipartition of energy in 3D for a homogeneous back-
establish the corresponding ratios, several devices have been ground medium leads to the relation ES(t,x) 2(/b)3

1182
Short Notes 1183

EP(t,x), where ES and EP are the S and P spatial energy in a homogeneous elastic medium (see, e.g., Aki and Rich-
densities, and and b are the P- and S-wave speeds, re- ards, 1980). Propagation takes place in the x1x3 plane.
spectively. Therefore, the antiplane (out-of-plane) displacement v(x, t)
Evidence of the transition toward equipartition has been fulfils the wave equation
observed in real data (Hennino et al., 2001; Shapiro et al.,
2000) from the observation of the stabilization of the P to S 2m 2m 1 2m
energies ratio in the coda at a value compatible with the 2 2 2 , (1)
x1 x3 b t2
theory. In fact, coda waves are natural candidates to undergo
equipartition. This is attested by the stabilization of the en- where b shear wave velocity and t time.
ergies ratio. Coda waves continue ringing for a duration A typical harmonic, homogeneous plane wave can be
many times longer than the sourcesite travel time, and this written as
suggests, at least, intense multipathing. The exponential de-
cay of coda waves, characterized by the coda Q that, al- m(x, x, t) F(x, w)exp(ikxj nj)exp(ixt), (2)
though frequency dependent, is a regional constant, is in-
dependent of magnitude and source depth (Aki and Chouet, where k x/b S wavenumber, F(x, w) complex
1975). This is very strong indication that coda waves sample waveform, x circular frequency, xT (x1, x3) Car-
the Earth uniformly around the recording station. Equipar- tesian coordinates (such that x1 r cosh rc1, x3 r sinh
tition is expected to arise naturally in the diffusive regime. rc3, with r, h polar coordinates) and nj direction
The energy ratio stabilization appears before the complete cosines (n1 cosw, n3 sinw) that define wave propa-
isotropy of the field but indicates that the diffusion can be gation.
used as a good approximation (Paul et al., 2005). Consider the correlation of the motion described in
In this work we deal with the canonical problem of a equation (2), evaluated at positions x and y, respectively.
uniform random distribution of plane waves within a ho- For simplicity assume y at the origin. In this way the scalar
mogeneous elastic medium. The cross correlation of the product nj xj rnjcj r cos[w h]. Thus, we can write
fields produced at two points by generic plane waves is com-
puted then azimuthally averaged. Polar and spherical coor-
m(y, x)m*(x, x)
dinates are used for 2D and 3D, respectively. We show that
F(x, w)F*(x, w)exp(ikr cos[w h]) . (3)
the Fourier transform of the average of the cross correlation
of motion between two points is proportional to the imagi-
Here and hereafter the time factor exp(ixt) is omitted.
nary part of the tensor Greens function between these
If we assume an isotropic field in which waves propagate
points, provided the energy ratio ES /EP is (/b)2 and 2(/
back and forth in directions given by w and such that the
b)3, in two and three dimensions, respectively (see the Ap-
average spectral density is F(x, w)F* (x, w) |F(x)|2,
pendix). These results clearly show that, for an elastic me-
roughly independent of w, then an azimuthal average over
dium, equipartition is a necessary condition to retrieve the
w leads to
Greens function from correlations of the isotropic elastic
field. However, the usefulness of correlations is not confined
to the equipartitioned case. Indeed, correlations do provide m(y, x)m*(x, x)
2p
significant information even in cases where the fully diffuse
exp(ikr cos[w h]) dw
1
nature of the fields is not at all obvious, as it was demon- |F(x)| 2
(4)
2p
strated in the several applications already mentioned. 0

The case of the homogeneous, isotropic, elastic body |F(x)|2 J0(kr),


with an isotropic random distribution of plane waves is an
important canonical problem. We retrieve the exact prop- where J0(kr) Bessel function of the first kind and zero
erties of Greens function, like distance behavior of P and S order of argument kr. This result comes out naturally from
waves and the precise balance between P and S amplitudes. the Neumann expansion of the complex exponential
Obviously, the energy ratio between P and S in the diffuse

en inJn(kr) cos n[w h] ,


incoming random field governs the balance in the correla-
exp(ikr cos[w h]) (5)
tion. In the elastic case the particular value of this ratio that n0
leads to the exact full Greens function is precisely the one
predicted by the theory of equipartition. We also discuss the where en Neumann factor (1 if n 0, 2 for n 0).
implications of these results for the retrieval of the surface It is clear that the only contribution to the integral comes
terms of Greens function in layered medium. from n 0. The result in equation (4) was found by Aki
The 2D Scalar Case (1957) in the framework of his study of microtremors. It is
the basis of the spatial auto-correlation (SPAC) method.
Lets start with a two-dimensional scalar field. Without In acoustic problems, the average correlations between
loss of generality we assume we are dealing with SH waves a pair of sensors placed within isotropic noise lead to the
1184 Short Notes

zero-order Bessel functions, cylindrical or spherical, in two


and three dimensions, respectively, as was well known since
the early 1960s. In his classic article, Cox (1973) overcame
the isotropy assumption and considered an arbitrary direc-
tional distribution of uncorrelated plane waves. He expanded
such distribution using spatial harmonics and obtained ana-
lytical expressions for each term of the expansion. It is pos-
sible to study elastic fields using the Cox (1973) approach.
Consider now the Greens function in the frequency do-
main

G22(x, y; x) 1/4il[J0(kr) iY0(kr)] , (6) Figure 1. Propagation of plane P and SV waves


in 2D.
where Y0(kr) Neumann function of zero order and l
shear modulus. From equations (4) and (6) it is clear that
J0(kr) is proportional to the imaginary part of the Greens where compressional wave velocity and t time. In
function. In fact, if ESH qx2|F(x)|2/2 energy density equation (9) the Einstein summation convention is used.
for SH waves, we can write Let us remember the form of the Greens function (e. g.,
Sanchez-Sesma and Campillo, 1991):
2
m(y, x)m*(x, x) E J (kr)
qx2 SH 0 1
Gij(x, y; x) {Adij B(2cicj dij)}
8ESH k2 Im[G22(x, y, x)] , (7) i8q (10)
i, j 1, 3,
where Im stands for imaginary-part-of. It is convenient to
establish that J0(kr) contains all the information regarding where q mass density,
the Greens function. Its real part is just the Hilbert transform
of the imaginary one, in fact, J0(kr) and Y0(kr) form a Hilbert H(2)
0 (qr) H0(2)(kr)
A and
pair. See Aki and Richards (1980) for a discussion. There- 2 b2 (11)
fore, the transform of iJ0(kr) gives a signal that is pro-
portional to the causal Greens function with an even con- H(2)
2 (qr) H2(2)(kr)
B ,
tribution in the negative times. 2
b 2

More precisely, taking the inverse Fourier transforma-


tion of equation (6), we have m () Jm() iYm() Hankel function of the
with H(2)

second kind and order m expressed in terms of the Bessel
functions of the first and second kind. The S and P wave-
G
1
G22(x, y, t) 22(x, y, x)exp(ixt)dx numbers are given by k x/b and q x/, respectively.
2p
The propagation of both P and SV waves assuming the
1 H(t r/b) field composed of harmonic, homogeneous plane waves can
, (8)
2pl t2 r2/b2 be described by means of

where H Heaviside function. We should note that this is ul(x, x, t) P(x, u)nl exp(iqxj nj)
a causal Greens function because imaginary and real part S(x, w)ml exp(ikxj mj), (12)
contribute equally in the positive times and cancel out ex-
actly in negative times. where P and S complex waveforms and mj, nj direction
cosines (m1cosw, m3 sinw, n1 cos u, n3 sin u).
The 2D Vector Case Note that polarization of the P part is given by nl while for
S part we have m1 m3 and m3 m1 and this guarantees
With reference to Figure 1, assume we are dealing with the proper polarization for shear waves (see e. g., Aki and
P and SV waves in a homogeneous, isotropic, elastic me- Richards, 1980).
dium. Again, propagation takes place in the x1-x3 (or x-z) Consider the cross-correlation of this vector motion,
plane. Therefore, the in-plane displacements ui(x, t), where evaluated at positions x and y, respectively. For simplicity
i 1, 3, fulfills the Navier equation assume y at the origin. Thus, we can write

2ui 2uj 2ui ul (y)us*(x) (P2nl ns SP*mn


l s) exp(iqr cos[u h])
b2 (2 b2) 2, (9)
xj xj xi xj t (S2mm
l s PS*nl m)
s exp(ikr cos[w h] . (13)
Short Notes 1185

Specializing equation (11) for l 1 and s 1 we have that is easily found to be ES /EP (/b)2 by a mode counting
argument (see Appendix).
u1(y)u1*(x) (14) The case without equipartition, namely P22 S2b2,
(P cos u SP* sinw cosu)exp(iqr cos[u h])
2 2 does not allow to retrieve the exact Greens function. How-
(S2 sin2w PS* cosu sinw)exp(ikr cos[w h]) ever, it is of great practical interest as all the Greens func-
tion components are there, with amplitudes for each wave
for l 3 and s 3 we can write consistent with the actual energy ratio.

u3(y)u3*(x) (15) The 3D Vector Case


(P2 sin2u SP* cosw sinu)exp(iqr cos[u h])
Now we have to deal with P, SV, and SH waves in a
(S2 cos2w PS* sinu cosw)exp(ikr cos[w h]), homogeneous, isotropic, elastic medium. Propagation takes
place in three dimensions, and displacements ui(x, t), where
and finally for l 1 and s 3 we have i 1, 2, and 3, again fulfill Naviers equation:
u1 (y)u3*(x) (P2 cosu sinu 2ui 2uj 2ui
SP* sinw sinu)exp(iqr cos[u h]) (16) b2 (2 b2) 2, (20)
xj xj xi xj t
(S2 sinw cosw
PS* cosu cosw)exp(ikr cos[w h] .
where both i and j run from 1 to 3.
It can be shown (Sanchez-Sesma and Luzon, 1995) that
Assume an isotropic two-dimensional (2D) field in
the Greens tensor is given by
which P and SV waves propagate in the directions given by
and w. Spectral densities P2 and S2 are independent of the
1
propagation angles. Let us assume further that P22 e Gij (x, y; x) [ f d ( f1 f2)ci cj] , (21)
S2b2. Then the azimuthal average over and w of equations 4plr 2 ij
(14)(16), taking into account equation (5); leads to
where f1 and f2 are Stokes functions, and they are given by
2 2
S b
ui (y)uj*(x) {Adij B(2ci cj dij)} , (17) f1 (b/)2 [12i/(qr) 2 /(qr)2 ]exp(iqr)
2
[2i/(kr) 2 /(kr)2]exp(ikr), and (22)
where f2 (b/) [i/(qr) 1 /(qr) ]exp(iqr)
2 2

[1 i/(kr) 1 /(kr)2]exp(ikr).
J0(qr) J (kr)
Ae 0 2 and
2 b (18) These functions have the constants 1 and (1 (b/)2)/
2, respectively as limits if x or r tend to zero. It is convenient
J2(qr) J (kr)
Be 2 2 , for our analysis to express f1 and f2 in terms of spherical
2 b Hankels functions of the second kind. Then, it is possible
to show that
with Jn(kr) Bessel function of the first kind and order n
of argument kr. This result is precisely the extension of the f1 ikrb3(a 2b)/3,
scalar SH case. It can be demonstrated that the cross terms (23)
cancel out in the averaging. If e 1 in equation (18), then f2 ikrb3(a b)/3,
from equations (10) and (11) one can see that the expression
within brackets in equation (17) is precisely 8q where
Im[Gij(x,y;x)]. Considering that l qb2 and ES qx2S2/
2 we can write h(2)
0 (qr) 2h(2)(kr)
a 03 ,
3
b (24)
ui (y, x)uj*(x, x) 8Es k2 Im[Gij(x, y, x)] , (19)
h(2)
2 (qr) h2(2)(kr)
b , and
which generalizes the result of equation (7). These two equa- 3
b 3

tions are remarkable. It can be shown that they hold if x and


y and/or i and j are exchanged. These properties are conse- m (z) jm(z) iym(z) spherical Hankels function of the
h(2)
quences of reciprocity. second kind and order m expressed in terms of the spherical
The energy ratio we consider (e 1) can be interpreted Bessel functions of the first and second kind, respectively.
as a 2D expression of the energy Equipartition Principle in The structure of equation (24) is similar to that of equation
the only two states of propagation, namely P and S waves, (11) in the 2D elastic case. The differences are in the cubes
1186 Short Notes

of propagation velocities in denominators and the factor 2


in the second term of a.
Consider the propagation of P, SV, and SH waves (see
Fig. 2) assuming the field composed of harmonic, homoge-
neous plane waves by means of

ul(x, x, t) P(x, h0, u0)nl exp(iqxj nj)

SV (x, h1, u1)mexp(ikx


l j mj) (25)

SH(x, h2, u2)hexp(ikx


l j hj) ,

where, k x/b and q x/, P, SV, and SH complex Figure 2. Propagation of plane P, SV, and SH
waveforms and nj, mj, hj direction cosines, respectively. waves in 3D.
A convenient way to express all the possible propaga-
tion directions is by means of the spherical coordinates r, h,
and (the values j 1, 2, and 3 correspond as usual to ul(y)u*s (x) (P2nl ns SV P*mn
l s

Cartesian coordinates): SH P*hnl s)exp(iqr cosh0)

(PS*V nl ms SV2 mm
l s (29)
SH SV* hm)exp(ikr cosh1)


sinh0 cosu0 sinh1 cosu1 l s

{nj} sinh0 sinu0 , {mj} sinh1 sinu1 , (PSH* nl hs SV S*H mh


l s

cosu0 cosh1 SH2 hh)exp(ikr


l s cosh2) .


sinh2 cosu2 This vector product is a second-order tensor and is ex-
and {hj} sinh2 sinu2 . (26) pressed as the sum of nine elementary tensors (the exponen-
cosh2 tials are scalars). The squares in this equation stand for spec-
tral densities. Lets perform the azimuthal average over all
possible incidences of P, SV, and SH waves by formally
The polarization of motions is important and has to be applying three times (over the angles m and hm for m 0,
described using the spherical coordinates. P waves are po- 1, and 2, respectively) upon our tensor of equation (29) of
larized as the propagation directions nj. For SV and SH waves an operator of the form
we choose vertical and horizontal polarizations expressed by
2p p

du sinhdh,
1


cosh1 cosu1 (30)
4p
{m}
j cosh1 sinu1 , and 0 0

sinh1
(27) which gives one when acting over a unitary constant because


sinu2 the integrand of the double integral is the differential of area
{h}
j cosu2 . of the unit sphere.
0 Performing the average for l 1 and s 1, one obtains
p
P2
It is convenient to express the position vector xj as rcj u1(y)u1* (x)
4 sin h 2
0 exp(iqr cosh0)sinh0 dh0
where 0
p
S2
V cos h2
1 exp(ikr cosh1)sinh1 dh1 (31)


sinh cosu 4
0
{cj} sinh sinu . (28) 2
p

exp(ikr cosh )sinh


SH
cosh 2 2 dh2 ,
4
0

Consider now the cross correlation of the vector motion,


evaluated at positions x and y, respectively. For simplicity for l 2 and s 2 we find:
assume y at the origin and x at h 0 with a distance r from
the origin. Thus, we can write u2(y)u*2 (x) u1(y)u*1 (x) . (32)
Short Notes 1187

For l 3 and s 3, the result is Without equipartition, P22 S2V b2 S2H b2, we do
p not retrieve precisely the exact Greens function. However,
P2
cos h
the relevant physics is there with amplitudes for each wave
u3(y)u*3 (x) 2
0 exp(iqr cosh0)sinh0 dh0
2 consistent with the actual energy ratios.
0
p
Note that equation (34) for n 0 and z krcosh with
S2V k x/c(x) expresses the azimuthal average of correlation

2 sin h 2
1 exp(ikr cosh1)sinh1 dh1 . (33) coefficient for the acoustic case in three dimensions.
0

It can be demonstrated that the other terms of the av- Discussion


erage correlation tensor ul(y)u*s (x) , that is, those for l s, The proportionality of the correlation and the Greens
cancel out. function is established for a specific ratio between the energy
Considering the Poisson-Gegenbauers integral (see of isotropically distributed P and S waves. This energy ratio
Abramowitz and Stegun, 1972) is an expression of the principle of equipartition of energy
p
in the states of propagation, namely P and S waves. The
fulfillment of this condition is necessary for equations (19)
exp(iz cosh)P (cosh)sinhdh,
1
jn(z) (i)n n (34) and (37) to be valid.
2
0 In practice the azimuthal average is replaced by the
stacking of correlations of coda records from differnt earth-
where Pn(cosh) Legendre polynomial of order n, and the quakes of various magnitudes. Normalization is therefore
identities P0(cosh) 1, P1(cosh) cosh, and P2(cosh) required, and normalized versions of equations (19) and (37)
(3cos2h1)/2, then equations (31)(33) can be written as are more useful.
The density of energy E can be estimated in each real-
P2 ization as
u1(y)u1* (x) ( j0(qr) j2(qr))
3
2
S S2 1 1
v ( j0(kr) 2j2(kr)) H j0(kr) , (35) E qx2|u(y, x)|2 qx2|u(x, x)|2
6 2 2 2
1
qx2|u(x, x)| |u(y, x)| . (38)
P2 2
u3(y)u3* (x) ( j (qr) 2j2(qr))
3 0
2S2 Using the equipartition condition, the total energy den-
V ( j0(kr) j2(kr)) . (36) sities in two and three dimensions are given by E ES
3
(1 b2/2) and E ES(1 b3/23), respectively. Thus,
more practical expressions can be devised in the forms:
The spectral densities P2, S2V , and S2H are independent of
propagation angles. Let us assume that they satisfy the re-
lationship P23 S2V b3 S2H b3 which express that, in the Im[Gij (x, y, x)]
(1 b2/2) ui(y, x)

average, the energy ratio of S (including SH and SV modes) u*j (x, x)
, and (39)
to P waves is given by ES /EP 23/b3, the equipartition 4l |u(y, x)| |u(x, x)|
ratio for 3D elastic fields (see Appendix). Here ES qx2S2/
2, with S2 S2V S2H . Therefore, equations (35) and (36)
Im[Gij(x, y, x]
and the identity u1(y)u*1 (x) u2(y)u*2 (x), taking into
(1 b3/23)k ui(y, x)
account equations (20), (23), and (24), lead to
2pl
|u(y, x)|
u* (x, x)
j
|u(x, x)|
, (40)
ui(y, x)u*j (x, x) 4pEs k3 Im[Gij(x, y; x)] . (37)
for two and three dimensions, respectively. The equipartition
Note that this result corresponds to h 0 (or c1 c2 ratio, for Poissons coefficient of 0.25, is 3 and 10.4 in these
0, c3 1) and then, from equation (20); we have G11(x, two cases. Thus, the first factor in equations (39) and (40)
y; x) f2 /4plr, G22(x, y; x) f2 /4plr and G33(x, y; x) is of the order of 1.
f1 /4plr, being null the other components of the Greens Equation (39) for 2D elasticity is formally applicable to
function. Because both the azimuthal average correlation the surface terms of Greens functions in a layered space, at
and the Greens function are tensors, their equality remains least for a singe mode. In Aki and Richards (1980), asymp-
valid for any reference system. Therefore, equation (37) is totic expressions of the Greens function are given in terms
valid for arbitrary x and y. Again, note that equation (36) of normal modes for a unit force within a layered half-space.
holds if x and y and/or i and j are exchanged, because of Thus formal relationships exist between the horizontal com-
reciprocity. ponents of Rayleigh and Love waves and their in-plane
1188 Short Notes

counterparts of P and SV waves, respectively. On the other ground, he gives a geometrical interpretation (stationary
hand, for the vertical displacements of Rayleigh waves, the phase in a region around the direction of the receivers re-
problem is analogous to the 2D scalar homogeneous problem ferred to as end fire lobes). One must note that none of
(i j 2). Because the symmetries are the same, it suffices these last authors really deal with a Greens function made
a proper interpretation. The x and z axis should be horizontal, of different contributions for which the relative amplitudes
the y axis vertical, and wavenumbers q x/cR(x) and k of the contributions are discussed. Our analytical results in-
x/cL(x) would correspond to Rayleigh and Love waves. Af- dicate that both equipartition and isotropy of the field are
ter tensor rotation, the longitudinal and transverse compo- required to exactly retrieve the elastic Greens function.
nents will give the contributions of Rayleigh and Love Since equipartition is expected for multiply scattered waves,
waves. This analysis is similar of the one given by Snieder late coda records are good candidates for use in reconstruc-
(2004). With the presence of various modes, equipartition tion of complete Greens functions. Furthermore, the ran-
will certainly arise in the diffusive regime but the precise domness of the field and particularly its isotropy can be im-
relationship of correlation with Greens function requires proved by averaging the cross correlation over a set of
further scrutiny. In any case, the Fourier transform of cor- sources (see Paul et al., 2005 for a thorough discussion).
relations may reveal the various modes. Seismic noise on Earth has an origin that is not fully under-
Lobkis and Weaver (2001) give a demonstration of the stood, and there is no guarantee that noise has a homoge-
proportionality between Greens function and correlation neous distribution of arrival directions or any kind of equi-
based on a modal approach that was later extended to an partition between the different waves since it can be
open medium (Weaver and Lobkis, 2004). They considered dominated by ballistic arrivals. It can be isotropic enough to
a source distribution in their acoustic formulation. They did make it possible good reconstructions of specific arrivals,
not require any sources in the neighborhood of receivers and such as fundamental mode of surface waves. It was dem-
extended the argument to apply to the far more useful case onstrated that long-range correlations in the noise can actu-
of the receiver region insonified by a conventionally diffuse ally be used to retrieve the surface-wave part of the Greens
equipartitioned set of random plane waves. Van Tiggelen functions (Shapiro and Campillo, 2004; Sabra et al., 2005)
(2003) gives a theoretical analysis of the reconstruction of and even to produce tomographic maps (Shapiro et al.,
the scalar Greens function from correlation of the signals 2005). In spite of the practical success of these approaches,
produced by a single source in a disordered medium with which shows the robustness of the method, its interpretation
homogeneous background using the diffusion approxima- and the limits of the method are still open for discussion. It
tion. Wapenaar (2004) gives an interpretation based on a is noteworthy that the P and S energy densities equilibrate
special kind of representation theorem and assumes a con- to the equipartition ratio before the field isotropy is reached
tinuous distribution of sources on a closed surface surround- (e.g., Paul et al., 2005). An anisotropic flux as well as the
ing the receivers. Using a heterogeneous acoustic model, absence of equipartition has to be considered to fully un-
Van Manen et al. (2005) actually test this idea and computes derstand the limitations of the method.
the field with finite differences. Wapenaars (2004) is a for-
mal argument that is close to the one of the perfect time Conclusions
reversal mirror (Derode et al., 2003) but generalized to elas-
ticity. The analogy with the time reversal, as well as Wap- The equipartition of the energy carried by diffuse elastic
enaars argument, indicates that the reconstructed signal, waves in three dimensions leads to the relationship ES
when it emerges correctly from the remnant fluctuations, is 2(/b)3 EP, where ES and EP are the S and P spatial energy
the actual Greens function of the medium. densities, and and b are the P- and S-wave speeds, re-
Snieder (2004) uses a model for surface waves that as- spectively. In two dimensions that factor is simply (/b)2.
sumes that multiple scattering is equivalent to the contribu- The case of the elastic, isotropic, and homogeneous body
tion of a random, uncorrelated (secondary) source distribu- under isotropic random distribution of plane waves is an
tion. Indeed, he obtains the surface waves in the correlation important canonical problem. We retrieve from the field cor-
and gives a geometrical interpretation (stationary phase: con- relations the exact properties of Greens function, like dis-
structive contributions from the sources located in the direc- tance behavior of P and S waves and the precise balance
tion defined by the two receivers). Snieder also concludes between P and S energies. Even if there is no scattering at
that Greens function reconstruction has no relation with all, equipartition can be reached within a portion of a perfect
equipartition, while we show here that in canonical cases, it elastic solid if random sources are isotropically distributed
is a clear requirement. The stationary phase argument is also far away from the center of the station pair. The energy ratio
strongly used by researchers from ocean acoustics since the between P and S in the diffuse incoming random field gov-
early works by Kuperman and Ingenito (1980). For example, erns the balance in the correlation. In the elastic case, the
Roux et al. (2005) compute the correlation in a three- particular value of this ratio that leads to the exact full
dimensional (3D) acoustic medium with a homogeneous dis- Greens function is precisely the one predicted by the theory
tribution of uncorrelated sources and get the 3D Greens of equipartition. Without equipartition we do not retrieve the
function. Again dealing with a purely homogeneous back- exact Greens function from the correlation. However, dif-
Short Notes 1189

ferent arrivals can be usefully reconstructed with each am- Sanchez-Sesma, F. J., and M. Campillo (1991). Diffraction of P, SV and
plitude governed by the energy distribution among the Rayleigh waves by topographic features: a boundary integral formu-
lation, Bull. Seism. Soc. Am. 81, 22342253.
modes of the recorded field. Sanchez-Sesma, F. J., and F. Luzon (1995). Seismic response of three-
dimensional alluvial valleys for incident P, S and Rayleigh waves,
Bull. Seism. Soc. Am. 85, 269284.
Acknowledgments Sato, H., and M. Fehler (1998). Wave Propagation and Scattering in the
Heterogeneous Earth, Springer-Verlag, New York.
We dedicate this work to the late K. Aki (19302005). His extra- Shapiro, N. M., and M. Campillo (2004). Emergence of broadband Ray-
ordinary contributions and unselfish advice to generations of seismologists leigh waves from correlations of the ambient seismic noise, Geophys.
are among the multifarious legacy of this great man. We acknowledge Res. Lett. 31, L07614, doi 10.1029/2004GL019491.
enlightening comments from R. L. Weaver and the keen critical comments Shapiro, N. M., M. Campillo, L. Margerin, S. K. Singh, V. Kostoglodov,
by H. Sato. Thanks are given to A. Cisternas, F. Luzon, and V. J. Palencia and J. Pacheco (2000). The energy partitioning between P and S
for the careful reading of the manuscript and their constructive remarks. waves and the diffusive character of the seismic coda, Bull. Seism.
G. Sanchez N. and her team of Unidad de Servicios de Informacion (USI) Soc. Am. 90, 655665.
were crucial to locate useful references. Partial support from CONACYT, Shapiro, N. M., M. Campillo, L. Stehly, and M. Ritzwoller (2005). High
Mexico, under Grant NC-204; from DGAPA-UNAM, Mexico, under Project resolution surface wave tomography from ambient seismic noise,
IN114706 and from Project DyETI of INSU-CNRS are gratefully acknowl- Science 307, 16151618.
edged. Snieder, R. (2002). Coda wave interferometry and the equilibration of en-
ergy in elastic media, Phys. Rev. E 66, 04615-1-8.
Snieder, R. (2004). Extracting the Greens function from the correlation of
coda waves: A derivation based on stationary phase, Phys. Rev. E 69,
References
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415456. a disordered world, Phys. Rev. Lett. 91, 243904.
Aki, K., and B. Chouet (1975). Origin of coda waves: source, attenuation Wapenaar, K. (2004). Retrieving the elastodynamic Greens function of an
and scattering effects, J. Geophys. Res. 80, 33223342. arbitrary inhomogeneous medium by cross correlation, Phys. Rev.
Aki, K., and P. G. Richards (1980). Quantitative Seismology, W. H. Free- Lett. 93, 254301-1-4.
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Campillo, M., and A. Paul (2003). Long range correlations in the seismic 71, 16081609.
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Cox, H. (1973). Spatial correlation in arbitrary noise fields with applications Phys. Solids 38, 5586.
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Derode, A., E. Larose, M. Tanter, J. de Rosny, A. Tourin, M. Campillo, the emergence of the Greens function, J. Acoust. Soc. Am. 116, 2731
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Eagle, D. M. (1981). Diffuse waves in solid media, J. Acoust. Soc. Am. 70,
Appendix Equipartition Ratio of Elastic Waves
476480.
Hennino, R., N. Tregoure`s, N. Shapiro, L. Margerin, M. Campillo, B. van within a Diffuse Field
Tiggelen, and R. L. Weaver (2001). Observation of equipartition of
seismic waves in Mexico, Phys. Rev. Lett. 86, 34473450. Diffuse Field
Kittel, C., and H. Kroemer (1980). Thermal Physics, W.H. Freeman and
Co., San Francisco. The extension of some of the concepts of room acoustics
Kuperman, W. A., and F. Ingenito (1980). Spatial correlation of surface to elastic waves lead to the consideration of diffuse fields
generated noise in a stratified ocean, J. Acoust. Soc. Am. 67, 1988 (Eagle, 1981). One definition of a diffuse field at a given
1996. frequency establishes that at each point of the vibrating me-
Lobkis, O. I., and R. L. Weaver (2001). On the emergence of the Greens
dium the disturbance be an isotropic random superposition
function in the correlations of a diffuse field, J. Acoust. Soc. Am. 110,
30113017. of plane waves. Weaver (1982) extended such a definition
Paul, A., M. Campillo, L. Margerin, E. Larose, and A. Derode (2005). of a diffuse field in a system and allowed it to be an exci-
Empirical synthesis of time-asymmetrical Green function from the tation for which each normal mode with a natural frequency
correlation of coda waves, J. Geophys. Res. 110, doi 10.1039/ in the neighbourhood of that frequency is, statistically speak-
2004JB003521.
ing, excited to equal energy. Additionally, there is no cor-
Roux, P., K. G. Sabra, W. A. Kuperman, and A. Roux (2005). Ambient
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Ryzhik, L. V., G. C. Papanicolau, and J. B. Keller (1996). Transport equa- In what follows we explain the mode-counting approach
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327370. between shear and dilatational waves in a diffuse field. Ad-
Sabra, K. G., P. Gerstoft, P. Roux, W. A. Kuperman, and M. C. Fehler
(2005). Extracting time-domain Greens function estimates from am-
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2004GL021862. a self-contained account.
1190 Short Notes

Weavers Mode-Counting Approach 1


Nd (Volume of ns)
8 (A7)
The displacement field ui (x, t) within a homogeneous,
3
isotropic, elastic medium must fulfil Naviers equation:

1
8
4p
(n2x n2y n2z )3/2
3
p Lx
6 p
.
ui
2
uj ui
2 2
l (k l) q 2, (A1)
xj xj xi xj t This value becomes a very good approximation when the
size of the control volume is much greater than the wave-
where xi stands for x, y, and z (when i 1, 2, and 3, re- length.
spectively); k, l Lame constants, q mass density, and Regarding S waves, the arguments follow along the
t time. Solutions of equation (A1) can be found by means same lines using instead b l/q, the shear-wave velocity.
of Helmholtzs decomposition: Additionally, we have waves polarized in two perpendicular
planes, so we must multiply by 2 to account for that. We
U Wk Wk
ui(x, t) eijk , with 0, (A2) can write then the number of transverse modes as
xi xj xk
p Lx 3
and U Wk are scalar and vector potentials (for P and S waves,
respectively) and eijk permutation symbol (see Aki and
Nt 2
p 2
6
(nx ny2 nz2)3/2
3 pb
. (A8)

Richards, 1980). The potential for P waves should fulfil the


wave equation in three dimensions: Since we have developed expressions for the numbers of
dilatational and transverse waves in a large control volume
2U 2U 2U 1 2U L3 V, it is of interest to know the distributions with fre-
, (A3)
x2 y2 z2 2 t2 quency. This may be obtained by taking the derivative of
the number of modes with respect to frequency:
where (k 2l)/q P-wave propagation velocity.
Without loss of generality, let us assume standing P waves dNd
within a finite region (a cube with side L much larger than (1/2p2)x23V, and
dx
the wavelength) with Dirichlet boundary condition (U 0) (A9)
at the edges so that we can give a modal solution of the form dNt
2(1/2p2)x2b3V,
dx
nx p x n py
U A sin sin y
L L
for dilatational and transverse waves, respectively. These ex-
nz pz
sin sin xt . (A4) pressions assume no coupling between P and S waves.
L Weaver (1982) points out that this is not the case for the true
normal modes of a finite solid. However, for a sufficiently
Here x 2p/K circular frequency, and K wave- large solid with xL/c k 1, the coupling is weak. It tends to
length of P waves. Substituting this solution into the wave zero as V goes to infinity and thus the estimates become
equation (equation A3) gives exact. Let us make the diffuse-field assumption and assign
2 2 2 energy to the elastic standing waves in a volume according
2p 2

nx p
L

ny p
L

nz p
L

K
, (A5) to the principle of equipartition of energy. The energy as-
sociated to each state is then proportional to the number of
modes. In this way, the ratio of the expected amounts of
which can be simplified to energy in transverse and dilatational waves in a small fre-
quency interval Dx is the ratio of Nt to Nd:
2
n2x n2y n2z Lx
p
. (A6)
3
Our aim is to obtain the number of modes that can meet this
ES
EP

(dNt /dx)Dx
(dNd /dx)Dx
2
b
. (A10)

condition. This amounts to counting all the possible com-


binations of the integer n values. This can be done approx- This result is due to Weaver (1982).
imately by treating the number of combinations as the vol- In two dimensions, we deal with the mode counting in
ume of a sphere in the n-space multiplied by 1/8 to similar way. Instead of a mode volume, we have a mode
consider only the positive ns (see, e. g., Kittel and Kroemer, area, and in-plane S waves have only one polarization.
1980). Therefore, the number of dilatational modes is given Therefore, the number of dilatational and transverse modes
by in a given area A L2 are
Short Notes 1191

1 with two possible polarizations. Assuming a uniform distri-


Nd (Area of ns)
4 bution of energy, it comes out that for P waves in a narrow
2
p Lx 2

1 p Lx frequency band [x, xDx], the energy is proportional to
p(n2x ny2) and Nt ,
4 4 p 4 pb the volume of the thin shell containing the solutions:

respectively. Then, using the same arguments above, the en- EP 4p(x/)2Dq 4px23Dx, (A14)
ergy ratio in two dimensions becomes simply
while for the two polarizations of S waves, the energy is:
2

ES
. (A11)
EP b ES 2 4p(x/b )2Dk 8px2b3Dx. (A15)

Up to here the equipartition concept a` la Weaver is based The ratio of energy in three dimensions is therefore:
upon the extension of the results from those of a finite body
to and infinite domain.
3
ES
EP
2
b
, (A16)
Plane Waves Approach
If instead of modes we speak of plane waves defining and corresponds to equation (A10). The argument for the 2D
the phase space, a simple argument can be given for the case case follows in parallel.
of the homogeneous infinite space. In this case, the P and S
plane waves form a continuous set of solutions of the Navier Instituto de Ingenieria (UNAM)
Cd. Universitaria,
equation. Assuming equipartition in the phase space means Circuito Escolar S/N,
an excitation of all plane waves at a constant energy level. Coyoacan 04510, Mexico D. F.
At a given frequency x, the phase space is defined by (qx, Mexico
(F.J.S.-S.)
qy, qz). The plane P waves are distributed on a sphere defined
by Laboratoire de Geophysique
Interne et Tectonophysique
q2x q2y q2z (x/)2, (A12) Observatoire de Grenoble
Universite Joseph Fourier, BP 53
38041 Grenoble Cedex
where P-wave speed. Similarly, S waves are distributed France
on a sphere defined by (M.C.)

k2x k2y k2z (x/b )2, (A13) Manuscript received 25 August 2005.