Computational Methods in Geophysical

Electromagnetics

Eldad Haber
haber@math.ubc.ca

August 9, 2014
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 Contents

Preface 9

1 Maxwell’s Equations and their geophysical applications 11

1.1 Di↵erent representations of Maxwell’s equations . . . . . . . . . 11
1.1.1 Maxwell’s equations in time and frequency . . . . . 11
1.1.2 Integral form of Maxwell’s equations and interface
conditions . . . . . . . . . . . . . . . . . . . . . . . . 13
1.1.3 The equations in weak form . . . . . . . . . . . . . . 14
1.2 Dimensional Analysis and Geophysical Experiments . . . . . . . 15
1.2.1 Elliptic case - Statics with magnetic sources: Mag-
netics . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2.2 Statics with electric sources: Direct Current and
Magnetometric Resistivity . . . . . . . . . . . . . . . 19
1.2.3 Parabolic approximations: Quasi Static regime and
electromagnetic induction . . . . . . . . . . . . . . . 20
1.2.4 Hyperbolic regime - Ground Penetrating radar and
Radio Imaging . . . . . . . . . . . . . . . . . . . . . 24
1.2.5 Frequency dependent conductivity and Induced Po-
larization . . . . . . . . . . . . . . . . . . . . . . . . 24
1.3 Electromagnetic fields, Sources and the EM coupling problem . 28
1.4 Some useful analytic solutions . . . . . . . . . . . . . . . . . . . 29
1.4.1 DC resistivity over a uniform earth . . . . . . . . . . 29
1.4.2 Magnetotelluric response of a half space . . . . . . . 29
1.4.3 The frequency response of a half space to a magnetic
dipole . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.4.4 The frequency response of full and half space to a
electric dipole . . . . . . . . . . . . . . . . . . . . . . 31
1.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

2 The Finite Volume method in 1D and its application to Maxwell’s

equations 33
2.1 Deriving the discretization . . . . . . . . . . . . . . . . . . . . . 33
2.2 Matrix Representation . . . . . . . . . . . . . . . . . . . . . . . 35
2.3 Implementation of boundary conditions . . . . . . . . . . . . . . 36

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2.4 1D in practice . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.5 Programmer note: Testing the code - The method of fictitious
sources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.6 The 1D MT problem . . . . . . . . . . . . . . . . . . . . . . . . 41
2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

3 Finite Volume Discretization in 3D 45

3.1 Discretization of di↵erential operators on a tensor mesh . . . . . 45
3.2 Inner Products on tensor mesh . . . . . . . . . . . . . . . . . . . 49
3.2.1 Cell center inner product . . . . . . . . . . . . . . . 49
3.2.2 Face variables inner product . . . . . . . . . . . . . 49
3.2.3 Edge variables inner product . . . . . . . . . . . . . 50
3.3 Discretization on logically orthogonal grids . . . . . . . . . . . . 50
3.3.1 Di↵erential Operators . . . . . . . . . . . . . . . . . 54
3.3.2 Computation of inner products . . . . . . . . . . . . 56
3.4 Programming the operators using Kronecker products . . . . . . 60
3.4.1 Programming Linear Di↵erential Operators . . . . . 61
3.4.2 Programming the inner product matrices . . . . . . 63
3.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64

4 Discretization of Maxwell’s equations 67

4.1 Discretization of Maxwell’s equations in frequency . . . . . . . . 67
4.2 Statics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
4.3 Programming Maxwell’s equations . . . . . . . . . . . . . . . . . 69
4.4 Setting up sources . . . . . . . . . . . . . . . . . . . . . . . . . . 70
4.4.1 Mathematical models of the sources and receivers . 71
4.4.2 Direct discretization of the sources . . . . . . . . . . 71
4.4.3 Primary secondary discretization . . . . . . . . . . . 75
4.5 Time stepping . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.5.1 A (very) quick review of methods for time dependent
ODE’s . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.5.2 Discretization of Maxwell’s equations in time . . . . 79
4.5.3 Initialization of the Magnetic fields and their diver-
gence . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.5.4 Exponential integrators . . . . . . . . . . . . . . . . 83
4.6 Solving the linear systems . . . . . . . . . . . . . . . . . . . . . 85
4.6.1 The ill-conditioning of the discrete Maxwell system 85
4.6.2 Iterative solvers and the discrete Helmholtz decom-
position . . . . . . . . . . . . . . . . . . . . . . . . . 86
4.6.3 Solution using direct solvers . . . . . . . . . . . . . . 88
4.7 Example - modeling magnetic loop in conductive media . . . . . 89
4.7.1 Source generation . . . . . . . . . . . . . . . . . . . 90
4.7.2 Calculation of the data . . . . . . . . . . . . . . . . 91
4.7.3 The data from a block in a half-space . . . . . . . . 92
4.8 Exercises for Maxwell’s simulation . . . . . . . . . . . . . . . . . 94
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5 Sensitivity Calculation 95
5.1 The concept of sensitivities . . . . . . . . . . . . . . . . . . . . . 95
5.2 The basic sensitivity equation . . . . . . . . . . . . . . . . . . . 96
5.3 Computation of the sensitivities . . . . . . . . . . . . . . . . . . 97
5.3.1 Computation stationary linear forward problem . . . 98
5.3.2 Computation for time dependent problems . . . . . 99
5.4 Sensitivities of complex variables . . . . . . . . . . . . . . . . . . 100
5.5 Working with sensitivities in practice . . . . . . . . . . . . . . . 101
5.6 Di↵erentiating linear algebra expressions . . . . . . . . . . . . . 102
5.7 Programmer note . . . . . . . . . . . . . . . . . . . . . . . . . . 104
5.7.1 Derivative test . . . . . . . . . . . . . . . . . . . . . 104
5.7.2 The adjoint test . . . . . . . . . . . . . . . . . . . . 106
5.8 Example - sensitivities for the time domain model problem . . . 107
5.9 Exercises for sensitivity calculation . . . . . . . . . . . . . . . . 110

6 Data fitting, Regularization and Inversion 111

6.1 The misfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
6.2 Over-fitting and Regularization techniques . . . . . . . . . . . . 113
6.2.1 Subspace and parametric techniques . . . . . . . . . 115
6.2.2 L2 based regularization . . . . . . . . . . . . . . . . 117
6.2.3 Total variation and anisotropic di↵usion . . . . . . . 119
6.3 L1 based Regularization . . . . . . . . . . . . . . . . . . . . . . 120
6.3.1 Discretization of regularization operators . . . . . . 122
6.3.2 Hard constraints . . . . . . . . . . . . . . . . . . . . 122
6.4 Inversion through optimization . . . . . . . . . . . . . . . . . . . 122
6.4.1 First order methods . . . . . . . . . . . . . . . . . . 123
6.4.2 Gauss-Newton and Inexact Gauss-Newton . . . . . . 127
6.4.3 Bound constraints . . . . . . . . . . . . . . . . . . . 131
6.4.4 A comment about direct search methods . . . . . . 133
6.4.5 Optimization over complex variables . . . . . . . . . 133
6.4.6 Implementation . . . . . . . . . . . . . . . . . . . . 135
6.4.7 Regularization parameter selection . . . . . . . . . . 139
6.5 Inversion through inverse scale space methods . . . . . . . . . . 140
6.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

7 Large scale problems and problems with many sources 143

7.1 Big data and big models . . . . . . . . . . . . . . . . . . . . . . 143
7.2 Mesh decoupling . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
7.3 Stochastic methods for problems with many sources . . . . . . . 148
7.3.1 Stochastic Hessians . . . . . . . . . . . . . . . . . . 149
7.3.2 The stochastic gradient and Gauss-Newton . . . . . 150

8 Inversion in practice 153

8.1 Electromagnetic data set . . . . . . . . . . . . . . . . . . . . . . 153
8.2 Understanding the data . . . . . . . . . . . . . . . . . . . . . . . 154
8.3 Solving the inverse problem - first pass . . . . . . . . . . . . . . 156
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Bibliography 161