Virieux - Full Waveform Inversion Challenges PDF

FullWaveform Inversion:
challenges
ByA.Asnaashari1,F.Bretaudeau1,R.Brossier1,C.Castellanos3,M.Dietrich1,S.
Garambois1,F.Lavou1,I.Masoni1,L.Mtivier1,2,S.Operto3,A.Ribodetti3 andJ.Virieux1
1ISTerre,UJFCNRS,2 LJK,UJFCNRS,3 GEOAZUR,CNRSUNSAIRDOCA,France
SEISCOPE I http://seiscope.oca.eu (2005-2011)
SEISCOPE II http://seiscope2.osug.fr (2013-2018)
18Sept2013 SMAI Paris Ondes&ProblmesInverses 1

Two statements
lamaniredAlbertTarantola
FWIis adatadriven imaging techniqueaswe

collect billionsofrealnumbers.
FWIis very democratic aseach updateis an

average oversourcesandreceivers
Adjointformulation Chavent (1974),Lailly (1983),Tarantola (1984),Pratt(1996)
Normalmode Woodhouse &Dziewonski (1984)
Asymptotic formulation:(mainly)surfacewaves Romanowicz/Snieder (1988a,1988b)

Asymptotic formulation:(mainly)bodywaves Jinetal(1992),Lambar etal(1992)
BP 2004 model using Full Waveform Inversion
from G.Pratt
exact model 1 7 Hz of data!!

Low frequency information
18 Sept 2013
2D synthetic example3
SMAI - Paris - Ondes & Problmes Inverses
The difficult time of the FWI !
Non-linearity or the cycle skipping or the phase
ambiguity or secondary minima !
Reflection seismic data are not enough for the
simultaneous reconstruction of short and long
wavelength content of the medium using linearized
techniques
Message of Albert with his work at the late 80s
(Jannane et al, 1989)
But data acquisition have changed . during the 90s !

Both reflection and refraction data are recorded
simultaneously using long streams or global offsets (12-
15 km)
18 Sept 2013 4
HOPE WAS BACK AGAIN !!!
Italy Baragiano Japan Nankai-Tokai
But data acquisition have changed . during the 90s !

Both reflection and refraction data are recorded
simultaneously using long streams or global offsets (12-
15 km)
Crustal
18 target
Sept 2013 (Operto et al, 2004) Lithospheric target (Operto et al, 2006)
5
ExplorationSeismology
FWIis there asatool!
Only acoustic !
(Camp & Thierry, The Leading Edge, 2010)

CLUSTERS DE CALCUL
Priode Pascal Amand (1996)
Clusters de calcul de plus
en plus compliqus !
Priode Caroline Ramel (2001)
18Sept2013 Priode Alain

SMAI Paris Ondes&ProblmesInverses Miniussi (2005) 7
CLUSTERS DE CALCUL
Priode Pascal Amand (1996)
Clusters de calcul de plus
en plus compliqus !
Unbesoinde
professionnels!
Priode Caroline Ramel (2001)
18Sept2013 Priode Alain

SMAI Paris Ondes&ProblmesInverses Miniussi (2005) 8
FWI: basic ingredients
Seismic data at long offsets

Acquisition configuration and scattering point illumination
illumination
- Data recording
- Propagation
- Optimisation
FWI uses mainly diving waves, pre-critical and post-critical reflections
18 Sept 2013 9
Elastodynamics
A linear PDE as a first-order symmetric hyperbolic
antidiagonal structure (Burridge, 1996)
0 0
0 0
forward modeling: leap-frog integration in time through explicit
formulation
0 0 0 0

0 0 0 0
This first-order non-symmetric hyperbolic system is the

mostly used one (or its second-order equivalence)
18 Sept 2013 10
Adjoint formulation (Tromp et al, 2005; Plessix, 2006)
One should use the same formulation as for the forward problem.
Solutions are independent of the form of PDEs: the source term should
change.
Gradient & Hessian computation

One should use the first-order symmetric system for
construction the gradient and Hessian of material
properties as they appear only on the LHS of the PDE for
the local optimisation
0 0
0 0
18 Sept 2013 11
FWI: multiscale features
From Operto (2013) and Jannane et al (1989)
FWI is supposed to sample continuously the wavenumber spectrum of the

subsurface with broadband data and comple illumination: if not only a partial fill-
in of the spectrum is performed
18 Sept 2013 12
Separation
between two scales
Recorded seismic traces bring different information from medium properties
(Claerbout, 1984)
Macro-model Velocity from low frequency content Various signatures of

Impedance/Reflectivity from high frequency content parameters on data
18 Sept 2013 13
Time or Frequency
Forward problem Time/Frequency
Optimisation Time/Frequency
Data compression in frequency Window in time
In fact (forward,inverse)=(frequency,frequency) or (time,frequency) or (time,time)

have their specific advantages
18 Sept 2013 14
3D real case study: Valhall oil
reservoir (BP Norway)
49954 shots
2400 receivers
4C data
Only 1C
(hydrophones) is
used in this
illustration
No more a big
challenge (2
hours of CPU in
modern clusters)
18 Sept 2013 15
Complexity of the information
18 Sept 2013 16
DATA: source 1: 3.8 Hz : m init
Data Synthetics
Residues
Brossier (2012)
18 Sept 2013 17
DATA: source 1: 3.8 Hz : m3.8Hz
Data Synthetics
Residues
18 Sept 2013 18
A 3D real example
(Sirgue et al, 2008, 2010) (Etienne et al, 2012) (Brossier et al, 2013)
18 Sept 2013 19
FWIobjectives
FWIasthebuildingofVp modelforlow
frequencies inthe(anisotropic)acoustic
approximation;animproved background
modelforwavebased depth migration
Other challenges?
Computational issues Keyissuesforapplications

Illposedness oftheinversionproblem

Introduction
MostFWIapplicationsdealwith asingleparameter
reconstruction
Density should haveastrong impactonamplitudeof
reflection data
Anisotropic parameters areinvolved onthemodeling
butnotintheinversion(only fewcases)
What dowe need

formultiparameter FWI?
Motivation
Macroscale orFWIimaged parameter
Vp
Modeling error
Acoustic velocity
Downscaling
Porosity
Microscale parameter
FWIreconstruction or
Local parameter
See also thepresentation byY.Capdeville

Downscaling
Dupuy(2011)
Reconstructionof
porosity
Nbr ofmodels and
consolidationparameter
using Gassmannlaw
from FWIparameters
Even with only acoustic

information
Importanceof
multiparametric
reconstruction
Outline
Introduction
FWIingredients
Multiparameter reconstructionQp
GradientandHessian features
Scaling andregularization
Hessian approximations
Modelimpacts
Conclusion

FWI:anoptimisation
problem inthedataspace
Misfit function definition:Ridge regression L2L2(Tarantola,1987)
Updating themodelat iteration k+1from iteration k
Hessian approximation ~
~
(otherapproximationsaspseudoHessian(Shinetal,2001)
orthelBFGSapproach (Nocedal &Wright,1986))
TheFWImainly adatadriven technique
Outline
Introduction
FWIingredients
Modelimpacts
Conclusion

FWIreconstructionofthree parameters
Strategy A:simultaneous inversion
Acoustic velocity Vp
Density
Attenuation factorQp
True modelinQp
InitialmodelinQp (constantvalue=150)
Smallregularization
Strong regularization
lBFGS
quasiNewtonapproach
Different FWIreconstructionsoftheparameter Qp forsynthetic Valhall dataset

(Prieux,2013)
Strategy B:twosteps inversion
1step (Vp,Qp)
2step (Vp, ,Qp)
True modelinQp
Starting modelofQp after thefirststep
Smallregularization

(Prieux,2013)
Strategy C:twosteps inversion
1step (Vp)
2step (Vp, ,Qp)
True modelinQp
Starting modelofQp (150constantvalue)
Smallregularization

(Prieux,2013)
Real2DValhall case(4C)
Suitabledamping parameters

Sensitivity ofdata
Seismic datamay havevarious imprints of

parameters andwe mustconsider these variable
imprints forbetter reconstruction
Deciphering theoptimisationformulation
Hunting fortheHessian inverseoperator
Reducing themodelsampling (prior info.)

Outline
Introduction
FWIingredients
Modelimpacts
Conclusion

Gradientstructure
Forward problem with asymmetric matrixBwhere theRHSis zero
except at sources:thesourceterm is connected tothedefinition ofB

Adjointproblem where theRHSis zero except at receivers with a
restrictionoperator R
Incidentfield Adjointfield:summation overreceivers

, ,
Crosssection
Propagationcombinesdiffraction/reflection andtransmissionfeatures
Radiationacts asalocaloperator onmaterial properties
Thesocalled FWIdemocracy
Gradientstructure
Forward problem with asymmetric matrixBwhere theRHSis zero
except at sources:thesourceterm is connected tothedefinition ofB

Adjointproblem where theRHSis zero except at receivers with a
restrictionoperator R
Incidentfield Adjointfield

Crosssection
Propagationcombinesdiffraction/reflection andtransmissionfeatures
Radiationacts asalocaloperator onmaterial properties
Thesocalled FWIdemocracy
Crosssections
(radiation,scattering )
Isotropic acoustic FWI
Atleastthree possibleclasses
From P.D.E.,setting( ,
From reflection,setting ,
Alternativesetting ,
Narrowoffsets:same radiationsfrom velocity

anddensity
Infact,morecomplex tradeoffintheFWI

Normalequations:scaling
Updating themodelrequires anaccurate estimationoftheHessian
Dimensionality analysis
Only theactionoftheHessian onthegradientgives thephysical units ofthemodelperturbation
Hessian structure(often anapproximationwith some smooth regularization)

Modelparameter descriptionsuch that theHessian hasamoreorless diagonalshape inorder
tocancelouttradeoffs,ifpossible.
SVDdecomposition (Plessix andCao,2011)
Resolution analysis (Fichtner &Trampert,2011)
Asymptotic analysis (Jinetal,1992,Lambar etal,2003)
Multiscale investigation(Opt Root etal,2012)
Outline
Introduction
FWIingredients
Scaling (andregularization)
Modelimpacts
Conclusion

Aknowexample
Simultaneous inversionofvelocity
andhypocenter parameters (Pavlis &
Booker,1980;Julian&Gubbins,1980)
Vp velocity andfourparameters
(x,y,z,t0)foreach quake
Hypocenter parameters
Scaling is
required andwas
obtained by
LeMeur etal(1997) Inthezoomparameters areordered as numerical
(x,y,z,t);(x,y,z,t);. calibration!

Avery simpleexample
Threeparameters tobe inverted

inthis particular caseofanisotropic
paramters
Vp Acoustic velocity
Thomsenparameter
Thomsenparameter
Gholami etal(2013)
Operto etal(2013)
Scaling influence
Noscaling Vp is scaled by Allclassesarescaled

its background bytheir background

Noscaling

Vp scaling

Classscaling
Scaling is required although Hessian operator should take it into account

HESSIANANALYSIS
TheHessian can be diagonalized either numerically or
asymptotically orapproximatively
ASVDdecomposition could be applied ifaffordable
and,therefore,anewparametrisation can be deduced
moresuitable fortheoptimisation(Plessix andCao,2011)
Aprobing preconditioning (Demanet etal,2010)
Anumerical approximation(Shinetal,2001)
Still achallenging purpose:SVDonFrchetderivatives

forscaling (LeMeur etal,1997;Silvestrov etal,2013)

Outline
Introduction
FWIingredients
Modelimpacts
Conclusion

Multi-parameters trade-off
and secondary scattering effects
Hessianoperator plays asignificant role (Prattetal,1998)

proper gradientscaling with respecttoparameters?
correctforacquisitionbiases inthepointsampling (illumination)
BUTtradeoffandsecondary scattering effects arekeyissueswhen considering multi

parameters

H(m)=B(m)+C(m)
B(m)=>GaussNewtonmethod
B(m)+C(m)=>QuasiNewtonandfullNewtonmethod
(1)
Brossieretal(2008)
lBFGS is solving (1)with aquadratic interpolationthrough FDs (two modeling +storage)
Truncated Newtonis solving (1)while Hessian could notleadtoaquadratic form (Nash,

2000)(fourmodeling ~GaussNewtonoverload) Mtivier etal(2013)
BP2004model

Low frequency
content
Three methods work well !

Intermediate
frequency content
LBFGSmethod hasdifficulties because ofhighcontrasts !

Higher frequency
content
Truncated Newtonmethod gives thebestresult !

When doing multiparametric reconstruction,avoid any
compromiseasmuch aspossibleontheHessian inverse
operator !
We expect amitigationoftradeoffeffects between parameters while

considering truncated Newtonmethods:relaxconstrains onscaling
(ongoing work )(Lavou/Bretaudeau inour group)

Outline
Introduction
FWIingredients
Modelimpacts
Conclusion

MODEL CONTRIBUTION
Aregularization approach
Themisfit function:adimensionless quantity

1 1 1

2 2 2

Ridge regression+Tikhonov+ Prior influence = L2 L2

(Tikhonov and Arsenin, 1977)
Using l-BFGS-B for Hessian influence leads to perform only gradient
numerical estimations (Byrd et al., 1995)
Two effects of the model gradient: smoothing and prior information (easy
to introduce in existing FWI workflow)
Estimation of hyper-parameters ?
Lasso regression: L2 L1 (preserving the sparsity in model space ) ?
Newingredients
Hyperparameters
Smoothing (it hasadimensionifmisfit has)
Priorimportance
Weighting matricesorcovariancematrices
Wd is diagonalbecause seismic dataarenot
correlated (simplehypothesis):used for
normalization ofthedata
Wm is moredifficult todesignandaneasy
strategy is through thetwo terms
ZoomontheMarmousi II
(Martinetal,2006)
Asnaashari etal(2013)
18Sept2013 SMAI Paris Ondes&ProblmesInverses
Initialandpriormodels
Initialmodel:highlysmoothed truemodel
Priormodel:linearinterpolationoftwovelocityprofilesinwells
Verysmallvaluefor ,sincewewanttoinvestigateonlytheeffectofpriormodelto
constraintheinversion
Initialmodel Priormodel

FWIwithPrior&Uncertainty
(Wellington,2013)
Wm
From logsinformation

Wm definition
Selectedhyperparameters
20 and 3 10
Two wells prior information
combined with adepth variation

Onlydatashouldspeak
Inpractice,thepriormodelcanbefarfromrealityandalsothe
finalFWImodelcankeepasignificantfootprintoftheprior
modelstructureduetofixedweightonpriorterm.
Dynamicpriorweightinginordertodecreasegradually with
iterations,basedonderivativesofcostfunctionevolution.
Fixedpriorweight Dynamicpriorweight
Modeldriven reconstruction
Automatic reduction ofhyper
parameter
Priormodel/dynamic weight
StandardFWI
Datamisfit only with simple

regularization (Tikhonovterm)

Modeldriven reconstruction
Automatic reduction ofhyper
parameter
Priormodel/dynamic weight
StandardFWI
Datamisfit only with simple

regularization (Tikhonovterm)

Priorinformationshould improve our
reconstructionofparameters with different
imprints intheseismic data
Density
Anisotropy parameters
Attenuation parameters
Elastic parameters
Conclusion
FWIis anhigh resolution imaging technique
(still aleastsquaremethod)
Multiparameter reconstructionis feasable aslongas
Accurate estimationoftheHessian inverseoperator

Priormodelinformationforbalancing thedifferent imprints of
parameters
OnceHRmultiparametric imaging is validated onsynthetic andrealdata,

downscaling extractionof local parameters (porosity,saturation,
consolidationparameter etc)could be performed ifanexperimental or
theoretical downscaling law is considered
FWI /2
Thank you very much for your attention
Many thanks to sponsors
of the Seiscope consortium

Seiscope contribution

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FullWaveform Inversion:

SEISCOPE I http://seiscope.oca.eu (2005-2011)

SEISCOPE II http://seiscope2.osug.fr (2013-2018)

18Sept2013 SMAI Paris Ondes&ProblmesInverses 1

FWIis adatadriven imaging techniqueaswe

FWIis very democratic aseach updateis an

Normalmode Woodhouse &Dziewonski (1984)

Asymptotic formulation:(mainly)surfacewaves Romanowicz/Snieder (1988a,1988b)

exact model 1 7 Hz of data!!

But data acquisition have changed . during the 90s !

But data acquisition have changed . during the 90s !

(Camp & Thierry, The Leading Edge, 2010)

Priode Caroline Ramel (2001)

18Sept2013 Priode Alain

Priode Caroline Ramel (2001)

18Sept2013 Priode Alain

Seismic data at long offsets

FWI uses mainly diving waves, pre-critical and post-critical reflections

This first-order non-symmetric hyperbolic system is the

Gradient & Hessian computation

From Operto (2013) and Jannane et al (1989)

FWI is supposed to sample continuously the wavenumber spectrum of the

Macro-model Velocity from low frequency content Various signatures of

In fact (forward,inverse)=(frequency,frequency) or (time,frequency) or (time,time)

Computational issues Keyissuesforapplications

18Sept2013 SMAI Paris Ondes&ProblmesInverses 20

What dowe need

See also thepresentation byY.Capdeville

Even with only acoustic

18Sept2013 SMAI Paris Ondes&ProblmesInverses 24

Updating themodelat iteration k+1from iteration k

18Sept2013 SMAI Paris Ondes&ProblmesInverses 26

Different FWIreconstructionsoftheparameter Qp forsynthetic Valhall dataset

Starting modelofQp after thefirststep

Different FWIreconstructionsoftheparameter Qp forsynthetic Valhall dataset

Starting modelofQp (150constantvalue)

Different FWIreconstructionsoftheparameter Qp forsynthetic Valhall dataset

18Sept2013 SMAI Paris Ondes&ProblmesInverses 30

Seismic datamay havevarious imprints of

18Sept2013 SMAI Paris Ondes&ProblmesInverses 31

18Sept2013 SMAI Paris Ondes&ProblmesInverses 32

Radiationacts asalocaloperator onmaterial properties

Radiationacts asalocaloperator onmaterial properties

Narrowoffsets:same radiationsfrom velocity

18Sept2013 SMAI Paris Ondes&ProblmesInverses 35

Hessian structure(often anapproximationwith some smooth regularization)

18Sept2013 SMAI Paris Ondes&ProblmesInverses 37

18Sept2013 SMAI Paris Ondes&ProblmesInverses 38

Threeparameters tobe inverted

Noscaling Vp is scaled by Allclassesarescaled

18Sept2013 SMAI Paris Ondes&ProblmesInverses 40

18Sept2013 SMAI Paris Ondes&ProblmesInverses 41

18Sept2013 SMAI Paris Ondes&ProblmesInverses 42

Scaling is required although Hessian operator should take it into account

Still achallenging purpose:SVDonFrchetderivatives

18Sept2013 SMAI Paris Ondes&ProblmesInverses 44

18Sept2013 SMAI Paris Ondes&ProblmesInverses 45

Hessianoperator plays asignificant role (Prattetal,1998)

BUTtradeoffandsecondary scattering effects arekeyissueswhen considering multi

Truncated Newtonis solving (1)while Hessian could notleadtoaquadratic form (Nash,

18Sept2013 SMAI Paris Ondes&ProblmesInverses 47

Three methods work well !

18Sept2013 SMAI Paris Ondes&ProblmesInverses 48