Mathematical Methods For Finding Oil

Universidad Simn Bolvar
Objective : Find Oil
Mathematical methods used for Knowing the

earth model and then finding oil.
Velocity estimation as an Inverse

Problem and the Ray Tracing
Problem
Debora Cores Carrera
cores@usb.ve
CIMPA 2012
Caracas-Venezuela
OUTLINE
The inverse Problem to solve
The ray tracing problem (RT)
Models for solving the inverse problem (IP)
Seismic Reflection tomography inversion (SRTI)
Fullwave inversion (FI)
Expressions for the velocities
Constant velocity (homogeneous medium)
velocity (heterogeneous medium)
Ellipsoidal velocity (homogeneous anisotropic medium)
Brief historical overview
The optimization Solver
Numerical Results for RT, SRTI and FI
Conclusions
The Inverse Problem
Estimate some parameters that define the subsoil in

order to describe the layers of the earth model.
The Inverse Problem
Unknown: the velocities vij Known: seismic line

(travel times for each source
and receiver)
The Travel Time Function or Ray Tracing Problem (RT)
Xr 2 n 1
dl l
Minimize T ( x, y , z )
X v( x, y, z )
X r i
Xs
s
i 2 v i
v ( x , y, z ) is the group velocity and dl is the differential
along the ray. l2
The number of
layers is given
by n
Seismic Reflection Tomography Inverse problem (SRTI)
1
Minimize f (v ) || Tobs T (v ) ||22
2
l vu
l 2j
l 5j
T (v ) (T1 (v ),...Tnr (v )) T
2 n 1 j
li
T j (v )
j
l 3 l 4j
i 2 v i
f ( v ) J T ( v )T (T ( v ) Tobs )
Fullwave Inverse problem (FI)
1
Minimize p' (v), p(v)
lij vij uij 2
where,
1
p' (v) Vp p(v),
p(v) p( xr , t; xs ) p( xr , t; xs )obs ,
p is the pressure wavefield in the receiver position xr at
time t, generated by a source xs, v is the velocity
wavefield matrix , and the matrix Vp is a
covariance operator.
Fullwave Inverse Problem (FI)
The pressure wavefield p( x, t; xs ) is a
function must satisfy the wave equation:
1 p( x, t ; xs ) 1
( x). p ( x , t ; x s ) s ( x , t ; x s )
t ( x)
2 2
v( x)
p( x,0; xs ) 0 is a function described by
the source, (x ) is the density
p( x, t ; xs )
p( x,0; xs ) 0 of the medium.The full
t wave equation is solved with
the staggered-grid finite
difference scheme (Luo and
Schuster 1991, Savic 1995)
Expresions for the velocity
Homogeneous isotropic v cte.
medium: velocity does v
not change with
position or direction.
Heterogeneous isotropic
For example: v ( x, y , z ) 3x 2
z
medium: the velocity
changes with psotion.
Homogeneous For example: 2D ellipsoidal
anisotropic v1
medium: velocity v2
changes with
direction.
General Ellipsoidal Velocity

1 1 (zi' ) 2 (xi' ) 2 (yi' ) 2
2
2
2
,
vi li ((v z , j ) i ) ((v x , j ) i ) ((v y , j ) i )
xi' xi cos( i ) cos(i ) yi sin( i ) cos( i ) zi sin( i ),
yi' xi sin( i ) yi cos(i ),
zi' xi sin( i ) cos(i ) yi sin( i ) sin( i ) zi cos( i ),
A general travel time equation

2 n 1
(zi ' ) 2 (xi ' ) 2 (yi ' ) 2
TXr
Xs ( X ,Y , Z )
i 2
2 2
((vZ , j )i ) ((vx , j )i ) ((v y , j )i ) 2
where,
xi ' xi cosi cos i yi sin i cosi zi sini
yi ' xi sin i yi cos i

zi ' xi cos i sini yi sini sin i zi cosi
Brief Historical Overview
Ray Tracing Approaches
Solving Differential Equations Solving Optimization Problems
Especially in the 70s More recently
P.L. Jacson (1970) Um and Thurber (1987)

H. Jacob (1970) Prothero et al. (1988)
R.L. Wesson (1970-1971) Mao and Stuard (1997)
Julian and Gubbins (1970-1971) Cores et al. (2000)
Pereyra et al. (1980)
Inverse tomography Approaches
Reconstruction Techniques Damped Gauss Newton
Dines and Lytle Bishop et al. (1985)

(1979)
Chiu et al. (1986)
Ivansson (1983)
Zhu and Brown (1987)
Lines and Treitel
Farra and Madariaga
(1984)
(1988)
Conjugate Gradient type methods
Pica et al. (1990)

Michelena et al. (1993)
Fullwave inversion approaches
Conbining travel time Using multiscale

inversion and wave equation descomposition techniques
techniques for findind long wavelength
components first and then
Pratt and Goultry (1991)
recursively refine them to get
Zhou et al. (1995) shorter scales.
Charara (1996)
Kolb, Collino and Lailly (1986)
Korenaga et al. (1997)
Pica, Diet and Tarantola (1990)
Primiero (2002)
Bunks et al. (1995)
Dessa and Pascal (2003)
The Optimization Approach used for solving both Problems
The Projected Spectral Gradient (PSG)

Method (Raydan et al. (2000))
Considered a low cost Local Storage requirements

and storage technique as Few floating point operations
any of the extensions of per iteration
conjugate gradient
methods (Polak-Ribiere, Do not require to solve a
Hestenes-Stiefel) for a linear system of equation per
nonlinear optimization iteration
problem.
Projected Spectral Gradient (PSG) Min f (x)
Method s. t. l xu
1. Given x0 n , 0 and M 0
2. If || P( xk gk ) xk || 0 , stop
3. Compute d k P( xk k g k ) xk and set :
4. If f ( xk 1 ) max f ( xk j ) g kT d k , then
k , xk 1 xk k d k , yk g k 1 g k , sk xk 1 xk go to step 5
skT sk
5. k 1 T
sk y k
Where: P is the projection on {x n / l x u} and g k f ( xk )

Numerical Results for Ray Tracing
5 layer synthetic model where P-S converted waves velocities are considered
Numerical Results for Ray Tracing in an Isotropic Homogeneous Medium
1. 157 recievers and 3

sources randomly
genereted at the
surface.
2. The average CPU
time for 1 shot is 3 s
(from different initial
rays).
3. Convergence to the
global minimum is
obtained.
5 layer synthetic model where P-S converted wave velocities are considered
Cores, Fung and Michelena, A fast and global two point low storage optimization technique for tracing rays
in 2D and 3D isotropic media, Journal of Applied geophysics 45, 273-278, 2000.
Numerical Results for Ray Tracing in an Isotropic Heterogeneous Medium
1. 157 recievers and 5 sources
randomly generated at the
surface.
2. Lateral heterogeneous
model :
v( x, y ) ax by c,
a (0,1.7,1.5,1.3,0.8,0.8,1.3,1.5,1.7)T ,
b (0,1,1,1,1,1,1,1,1)T ,
c (0,800,700,500,150,150,500,700,800)T
3. We can not guarantee

convergence to the global
minumum.
4. The average CPU time for
the first shot was 50 s (from
different initial rays).
4 layer synthetic lateral heterogeneous model of complex stratigraphy
Cores, Fung and Michelena, A fast and global two point low storage optimization technique for tracing rays
in 2D and 3D isotropic media, Journal of Applied geophysics 45, 273-278, 2000.
Numerical Results for Ray Tracing in an Ellipsoidal Anisotropic Medium
We consider a 5 layer ellipsoidal anisotropic medium,where the velocities are

given by the formula:
1 1 (zi' ) 2 (xi' ) 2 (yi' ) 2

,
vi li ((vz , j )i ) 2 ((vx , j )i ) 2 ((v y , j )i ) 2
xi' xi cos( i ) cos(i ) yi sin( i ) cos( i ) zi sin( i ),
yi' xi sin(i ) yi cos(i ),
zi' xi sin( i ) cos(i ) yi sin( i ) sin( i ) zi cos( i ),
Where i and i denote the polar and azimuthal rotation angles in the
layer i, and j=P,SV,SH, i=1,2,...,2n+1
Theorem: If the medium is an stratified or dipped model, this optimization
model converges to a global minimum.
Numerical Results for Ray Tracing in an Ellipsoisal Anisotropic Medium
157 receivers at the surface and 1
source in the origen.
(vz , p )i 1500 100 * i m / s,

(vx , p )i 1200 50 * i m / s,
(v y , p )i 1350 80 * i m / s,
(vz , s )i 1400 100 * (n 3 i ) m / s,
(vx , s )i 1000 50 * (n 3 i ) m / s,
(v y , s )i 1150 80 * (n 3 i) m / s
for i=2,...,n+1
5 layer synthetic ellipsoidal anisotropic medium
Cores and Loreto, A generalized two point ellipsoidal anisotropic ray tracing for converted waves, Optimization and
Engineering 8, 373-396, 2007.
Numerical Results for the Homogeneous Tomography Inversion
We used a 20x20 Real velocities Initial velocities

grid size to measure The initial velocities have an error of 50% from the real velocities
the precision of PR+
and GSG
Final velocities (GSG) Final velocities (PR+)

The quality of the solution by the 2 methods are almost the same
Castillo, Cores and Raydan, Low cost optimization techniques for solving the nonlinear seismic reflection
tomography, Optimization and Engineering 1, 155-169, 2000.
Numerical Results for Ellipsoidal Anisotropic Tomography Inversion
Bounds on the unknown parameters: For i=2,,2n+1

0.2km (vZ , j )i (vz )i 5km
0.2km (v y , j ) i (v y )i 5km
0.2km (v x , j ) i (vx )i 5km
10 i 30
2 i 9
Stopping criteriun:
P( X k f ( X k )) X k 2
1006
M=8 (SPG)
Square mesh Radial mesh

Square mesh ns=2 nr=5 Radial mesh ns=5 nr=16
i ( v x )i (v )ap ( v y )i (v y )iap (vz )i (v z )iap (v x )iap (v y )iap (v z )iap

x i
2 1.5 1.5 1.7 1.69 1.9 1.86 1.49 1.69 1.9

3 2 1.91 2.3 2.22 2.5 2.37 1.81 2.06 2.21
4 3 2.86 2.8 2.85 3.3 3.21 3.01 2.81 3.55
5 2.7 2.83 2.9 2.85 3.1 3.19 2.73 2.88 2.91
6 1.8 1.89 2 2.07 2.3 2.42 2.01 2.27 2.59
7 1.3 1.29 1.6 1.61 1.8 1.84 1.29 1.6 1.81
inversion
Square mesh ns=2 nr=15 Radial mesh ns=5 nr=16
i
i iap i i
ap
iap iap
2 5 5.84 20 21.49 8.46 20.1
3 7 7.36 15 15.46 4.93 13.46
4 3 6 25 20.31 2 25.13
5 3 5.78 25 19.14 6 20.43
6 7 7.47 15 14.29 4.47 12
7 5 5.01 20 18.94 7.64 19.86
.
Numerical Results on the Anisotropic
Tomography Inversion
This is a highly nonlinear problem that has many solutions, so regularization of the
problem and priori information is required.
The SPG optimization method gets a good precision for estimating the velocities
using small number of rays.
The problem for obtaining a better estimate of the polar angle vector is not the
optimization scheme used, it depends on the seismic data acquisition.
Increasing the number of rays, the error in the velocity vector and in the azimuthal
angle vector can be reduced, but the CPU time increase.
None of the mesh distribution used here give enough information for obtaining a
good estimate of the polar angle vector ( ). May be the travel time information is
not appropiate for estimating fracture orientation.
Meza and Cores, Seismic velocity estimation and fracture orientation in orthorombic media, in
preparation
Numerical Results for Full Waveform Inversion (for Modified Marmousi model)
Numerical results for Fullwave Inversion
Numerical Results for Fullwave

Inversion
The solution obtained is sufficiently close to the
global minimum. Even though this model does
not represent real data, we hope our methodology
will be accurate enough in real cases with a
broader frequency spectrum.
Zeev, Savasta and Cores, Non monotone spectral projeted gradient method applied to full
waveform inversion, Geophysical Prospecting 54, 1-10, 2006.
Conclusions
To estimate velocities from seismic data can be done by
solving a non linear least squares problem (inverse problem)
via tomography formulation or full wave formulation.
Poor approximations of the wave propagation velocities in
the earth models could introduce distorsions on the final
images of the subsoil that can have enormous economic
impact.
Any optimization technique that solves the non linear least
squares problem could be used to estimate velocities from
seismic data.
Since the inverse problems presented here are considered
large scale optimization problems, any low cost and storage
optimization techniques are desirable in these cases.
Conclusions
The PSG method is a simple, global and fast method for
large scale problems (Example: seismic inversion and ray
tracing).
The PSG method reachs quickly to a good precision (For
example 10e-02 or 10e-03).
The PSG method only requires firts order information.
The PSG method does not require exhastive line search
which implies less function evaluations per iteration.
We also used the SPG method for Full waveform inversion,
obtaining very good results.
Ellipsoidal Velocity
Solving the eigenvalue problem: (G(1 ,2 ) WI )U 0
Where 1 and 2 are the polar and azimuthal phase angles.
3
Gik C
ijkl j l
j ,l 1
1 cos(2 ) sin(1 )
2 sin(2 ) sin(1 )
3 sin(1 )
Approximating the eigenvalues of the Christoffel equation
and using the Byun Transformation, Contreras et al. in
1997 obtained an ellipsoidal group velocity:
1 1 1
2
2
cos2
(1i ) 2
cos 2
(2i ) sin 2
(1i )
(vi ) ((vZ , j )i ) ((vNMO , j )i )[ X ;Z ]
1
2
sin 2
(2i ) sin 2
(1i )
((vNMO[Y ;Z ] , j )i )
vi is the group velocity in the layer delimited by

interfaces i-1 and i. (vNMO[ X ;Z ] , j )i is the i-th component of
the normal move out velocity in the symmetry plane [X,Z]
with wave propagation mode j=P,SV or SH .
Ellipsoidal velocity
fi ( xi , yi ) fi 1 ( xi 1, yi 1 ) ( xi xi 1 ) 2 ( yi yi 1 ) 2
cos(1i ) sin(1i )
li li
yi yi 1
sin(2i )
( xi xi 1 )2 ( yi yi 1 )2
xi xi 1
cos(2i )
( xi xi 1 )2 ( yi yi 1 )2
A More general ellipsoidal velocity

The distance segment (xi ' , yi ' , zi ' ) between two
consecutive points at interfaces i-1 and i,
( xi ' , yi ' , zi ' ) Rp Ra ( xi , yi , zi )
T T
cosi 0 sini

Rp 0 1 0
sin 0 cosi
i
cos i sin i 0

Ra sin i cos i 0
0 1
0
For j=P,SV,SH and i=2,,2n+1
zi xi yi2
2 2
1 1
2
2
2
vi li ((vZ , j )i ) ((vNMO[ XZ ] , j )i ) ((vNMO[YZ ] , j )i )
where,
yi yi yi 1
zi zi zi 1
xi xi xi 1
Numerical results for the tomography inversion
We fixed CPU time and the

grid size (500x500) to observe
the reduction in the gradient
and the residual during that
period of time
Advantages of the Optimization Approach
1. The projection over is simple and has low computational
cost
2. The objective function does not decrease monotonicaly because
of step lenght and the non monotone line search (step 4),
implying less function evaluations to converge from any initial
point (Global convergence).
3. The step size k is not the classical choice for the steepest
descent method. It speeds up the convergence of the PSG
method.
4. The PSG method is related to the Secant methods. It can be
view as a two point method.
5. The PSG method is competitive and many times out performs
the extensions of CG methods (CONMIN and PR+)
6. The method converge to the global minimun of the ray tracing
problem, if we have an stratified and dipped model with constant
velocity between layers
Numerical Results for the tomography inversion
Conclusions
1. SIRT has low computational cost per iteration but requires too many
iterations and therefore consumes more CPU time.
2. PSG, PR+ and CONMIN reach quickly a good precision (10e-03) when
compared to SIRT and Gauss Newton methods.
3. Gauss Newton is fast, in CPU time, for very small size of the grid.
4. The PSG and PR+ methods outperform CONMIN for very large
problems.
5. The PSG method is always slightly faster , in CPU time, than PR+.

Mathematical Methods For Finding Oil

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Mathematical Methods For Finding Oil

Hochgeladen von

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Universidad Simn Bolvar

Objective : Find Oil

Mathematical methods used for Knowing the

Velocity estimation as an Inverse

Estimate some parameters that define the subsoil in

Unknown: the velocities vij Known: seismic line

v ( x , y, z ) is the group velocity and dl is the differential

along the ray. l2

General Ellipsoidal Velocity

A general travel time equation

yi ' xi sin i yi cos i

Ray Tracing Approaches

Solving Differential Equations Solving Optimization Problems

Especially in the 70s More recently

P.L. Jacson (1970) Um and Thurber (1987)

Dines and Lytle Bishop et al. (1985)

Conjugate Gradient type methods

Pica et al. (1990)

Conbining travel time Using multiscale

The Optimization Approach used for solving both Problems

The Projected Spectral Gradient (PSG)

Considered a low cost Local Storage requirements

Where: P is the projection on {x n / l x u} and g k f ( xk )

1. 157 recievers and 3

3. We can not guarantee

We consider a 5 layer ellipsoidal anisotropic medium,where the velocities are

1 1 (zi' ) 2 (xi' ) 2 (yi' ) 2

(vz , p )i 1500 100 * i m / s,

We used a 20x20 Real velocities Initial velocities

Final velocities (GSG) Final velocities (PR+)

Bounds on the unknown parameters: For i=2,,2n+1

Square mesh Radial mesh

Square mesh ns=2 nr=5 Radial mesh ns=5 nr=16

i ( v x )i (v )ap ( v y )i (v y )iap (vz )i (v z )iap (v x )iap (v y )iap (v z )iap

2 1.5 1.5 1.7 1.69 1.9 1.86 1.49 1.69 1.9

Numerical Results for Fullwave

vi is the group velocity in the layer delimited by

A More general ellipsoidal velocity

We fixed CPU time and the

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