A new method for constructing the Hessian in elastic full waveform inversion
Vegard Stenhjem Hagen
*
and Børge Arntsen, Norwegian University of Science and Technology;
Espen Birger Raknes, Aker BP and Norwegian University of Science and Technology
SUMMARY
We propose a method for constructing the Hessian in Elastic
Full Waveform Inversion (EFWI) as a series of Hessian-vector
products with model perturbations. The assembled Hessian
of both simple and complex synthetic models are studied to
draw conclusions regarding spatial resolution and parameter
retrieval. The results indicate a strong cross-talk between
the different model parameters of a common density-velocity
parametrisation in EFWI. Furthermore we are able to comment
on the influence of offset by comparing zero- and intermediate-
offset results.
INTRODUCTION
The ill-posedness of EFWI introduces local minima which must
be avoided to perform successful recovery of subsurface param-
eters (Operto et al., 2013). Commonly, the gradient update in
EFWI is estimated by linearising the problem and approximat-
ing the Hessian with a scalar as a way of eliminating some
computational complexity, but at the cost of information loss.
We propose calculating the action of the Hessian matrix on
a subset of the model (Hessian-vector products) as a way of
estimating the resolution and parameter cross-talk in a defined
region, helping us give an estimate of the accuracy of the in-
version.
By utilising second-order events we are able to construct the
Hessian kernel (Marquering et al., 1999; Fichtner and Tram-
pert, 2011b). We can then analyse the Hessian kernel to help
us better understand the inversion results obtained from EFWI.
For instance the Hessian contain information about parameter
cross-talk and sensitivity to model changes (Sager et al., 2017),
indicating how well different areas of the model is resolved in
terms of uncertainty and resolution.
We have calculated the Hessian-vector product for a vertical
slice of the model for different model perturbations along the
slice. The products have then been assembled to construct
the Hessian of the model slice which we use for studying the
resolution and uncertainty of the model slice.
The Hessian can also be directly used in a Newton inversion
scheme (Pratt et al., 1998; Epanomeritakis et al., 2008), but
these methods will not be discussed here.
THEORY
FWI is a technique for iteratively recovering model parameters
using the entire recorded waveform (Tarantola, 1984; Mora,
1987). For a comprehensive overview of modern FWI we refer
to Virieux and Operto (2009), but we will state a brief overview
of the basic in elastic media using the adjoint formulation in
the time-domain (Fichtner et al., 2006).
The elastic displacement field u(x, t ) in a model m(x, t ) with
space-coordinates x ∈ G ⊂ R
3
and time t ∈ [0, T ] ⊂ R can be
described by the wave-operator L(u, m) defined as
L(u, m) = ρ(x) ¨ u(x, t ) -∇σ (x, t ) = f (x, t ), (1)
where f (x, t ) is the driving force, density is denoted by ρ, and
the stress tensor σ (x, t ) given by the 4th order stiffness tensor
C as
σ
ij
= C
ijkl
∂
k
u
l
, (2)
using the Einstein summation convention.
Next we define a misfit function
Ψ = Ψ(u(m, x
r
), d
0
) (3)
as a measure of how good a fit our modelled recording u(x
r
, t )
is to the true recorded data d
0
(x
r
, t ) at recording locations x
r
.
By calculating the gradient of the misfit with respect to the
model parameters we can then find a model update that will
decrease the misfit. This is done by introducing the Jacobian
as
J(m + δm) = ∇
m
Ψ(m + δm), (4)
and linearising around m resulting in
J(m + δm) ’ J(m) + ∇
m
J(m) δm = 0. (5)
Thus introducing the Hessian
H(m) = ∇
m
J(m) = ∇
m
∇
m
Ψ(m) . (6)
The model update δm can then be obtained from equation (5)
by solving
H(m) δm = -J(m) (7)
for δm.
To compute the full Hessian one would need to calculate the
second partial derivative of every model point which is compu-
tationally prohibitive for reasonable large models. A common
adequate approximation is substituting the Hessian with a scalar
and performing a line search for the optimal α ∈ R to instead
solve (Raknes, 2014)
δm ’ αJ, (8)
thus losing 2nd order information in the process. In this work
we will be calculating the action of the Hessian on model per-
turbations (Hessian-vector products) using an adjoint approach
proposed by Fichtner and Trampert (2011a).
We can calculate the Jacobian in equation (4) by introducing
the adjoint wavefield u
†
. This wavefield can be obtained by
time-reversing the kernel χ of the misfit function (3) as
Ψ =
Z
T
Z
G
χ
u(m; x
r
, t ), d
0
dt dG, (9)
10.1190/segam2018-2998233.1
Page 1359
© 2018 SEG
SEG International Exposition and 88th annual Meeting
Downloaded 11/24/18 to 111.89.211.186. Redistribution subject to SEG license or copyright; see Terms of Use at http://library.seg.org/