Vigo 2007

Universidad Simón Bolívar
A 3-D Ray Tracing and Inverse

Problem Approach
Debora Cores Carrera

SOVG 2004
Noviembre 14-17, 2004
OUTLINE
The Ray tracing problem (RT)

The Inverse problem approach (IP)
Brief historical overview
The optimization Solver

Adavantages of the solver
Numerical Results for RT and IP
Full waveform inversion
Conclusions
The Ray Tracing Problem
Xr 2 n 1
dl li
Minimize TXX r  
s
Xs
v( x, y, z ) i 2 vi
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
Tomography Inverse problem

1
Minimize || Tobs  T (v ) ||22 T (v )  (T1 (v ),...Tnr (v )) T
l vu 2
l 2j
l 5j
2 n 1 j
l
T j (v )   i
l 3j l 4j i 2 vi
Brief Historical Overview
Ray Tracing Approaches
Solving Differential Equations Solving Optimization Problems
Especially in the 70’s 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)
Brief Historical Overview
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)
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, •Fast Local Convergence
Hestenes-Stiefel) for a •Do not require to solve a
nonlinear optimization linear system of equation per
problem. iteration
Projected Spectral Gradient (PSG) Min f (x)
Method s. t. l  xu
1. Given x0   n , 0   and M  0
2. If || P( x k  g k )  xk || 0 , stop
3. Compute d k  P( xk   k g k )  xk and set  1 :
4. If f ( xk 1 )  max f ( xk  j )    gkT dk , then
0  j  min{ k , M  1}
k  , xk 1  xk  k dk , yk  gk 1  gk , 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 )

Advantages of the Optimization Approach
1. The projection over  is simple and has low computational
cost
2. The objective function is not monotonicaly decreasing 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 Quasi Newton 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 if we have an
stratified and dipped model with constant velocity between
layers
Numerical Results for Ray Tracing
5 layer synthetic model where P-S converted waves velocities are considered
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
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

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 ((v[ x , z ], j ) i ) 2 ((v[ x , 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
If the medium is an stratified or dipped model, the approach converges to a
global minimum

157 receivers at the surface and 1
source in the origen.
(vz , p )i  1500  100 * i m / s,

(v[ x , z ], p )i  1200  50 * i m / s,
(v[ x , y ], p )i  1350  80 * i m / s,
(vz , s )i  1400  100 * (n  3  i ) m / s,
(v[ x , z ], s )i  1000  50 * (n  3  i ) m / s,
(v[ y , z ], s )i  1150  80 * (n  3  i ) m / s
for i=2,...,n+1
5 layer synthetic ellipsoidal anisotropic medium

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
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 PSG
Final velocities (PSG) Final velocities (PR+)

The quality of the solution by the 2 methods are almost the same
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+.
Conclusions
1. The PSG method is a simple, global and fast method for

large scale problems (Example: inversion and ray tracing).
2. The PSG method reachs quickly to a good precision (For
example 10e-02 or 10e-03).
3. The PSG method only requires firts order information.
4. The PSG method does not require exhastive line search
which implies less function evaluations per iteration.
5. We also used the method for Full waveform inversion,
obtaining very good results.
Full waveform inversion (for Modified Marmousi model)

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Universidad Simón Bolívar

A 3-D Ray Tracing and Inverse

Debora Cores Carrera

The Ray tracing problem (RT)

Brief historical overview

The optimization Solver

Numerical Results for RT and IP

Full waveform inversion

Tomography Inverse problem

Ray Tracing Approaches

Solving Differential Equations Solving Optimization Problems

Especially in the 70’s 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)

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

4 layer synthetic lateral heterogeneous model of complex stratigraphy

1 1 (zi' ) 2 (xi' ) 2 (yi' ) 2

Numerical Results for Ray Tracing

(vz , p )i  1500  100 * i m / s,

5 layer synthetic ellipsoidal anisotropic medium

We fixed CPU time and the

We used a (20x20) Real velocities Initial velocities

Final velocities (PSG) Final velocities (PR+)

1. The PSG method is a simple, global and fast method for

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