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Lagrangian augmented functional method

We are now going to use the recipe with the augmented functional that Plessix (2006) provides to derive the image-space DSO gradient. First, let us form the Lagrangian augmented functional, $ {\mathcal L}$ :
$\displaystyle {{\mathcal L}({\bf p},{\bf q},I_{\bf h},{\bf\lambda},{\bf\mu},\gamma_{\bf h},c) = }$
    $\displaystyle \sum_{\bf h} \frac{1}{2} \left < {\bf h}~ I_{{\bf h}},~ {\bf h}~ I_{{\bf h}} \right >$  
    $\displaystyle + \left < \bf\lambda,~ {\bf f} - {\bf L}(c) {\bf p} \right >$  
    $\displaystyle + \left < \bf\mu,~ {\bf f~'} - {\bf L^*}(c) {\bf q} \right >$  
    $\displaystyle + \sum_{\bf h} \left < \gamma_{\bf h},~ ({\bf S}_{+{\bf h}} {\bf p})^* {\bf M}^* ({\bf S}_{-{\bf h}} {\bf q}) - I_{\bf h} \right >$ (24)

Then the adjoint state equations are obtained by taking the derivative of $ {\mathcal L}$ with respect to state variables $ {\bf p}$ , $ {\bf q}$ and $ I_{\bf h}$ :

$\displaystyle \frac{\partial {\mathcal L}}{\partial {\bf p}} = - {\bf L^*} (c) ...
...{\bf S}_{+{\bf h}})^* {\bf M}^*({\bf S}_{-{\bf h}} {\bf q}) \gamma_{\bf h} = 0,$ (25)

$\displaystyle \frac{\partial {\mathcal L}}{\partial {\bf q}} = -{\bf L} (c) \bf...
... ({\bf S}_{-{\bf h}})^* {\bf M} ({\bf S}_{+{\bf h}} {\bf p})\gamma_{\bf h} = 0,$ (26)

$\displaystyle \frac{\partial {\mathcal L}}{\partial I_{\bf h}} = -\gamma_{\bf h} + {\bf h}^2 I_{\bf h} = 0, \forall ~{\bf h}.$ (27)

Equation 25, 26, 27 are the adjoint-state equations. Variables $ \lambda=(\lambda_x,\lambda_y,\lambda_z,\lambda_V,\lambda_H)^T$ and $ \mu=(\mu_x,\mu_y,\mu_z,\mu_V,\mu_H)^T$ are the adjoint-state fields and the solution of the adjoint-state equations 25 and 26. Variable $ \gamma_{\bf h}$ is the scaled image slice at the subsurface offset $ {\bf h}$ .

Now the gradient of the objective function 15 with respect to velocity is:

$\displaystyle \nabla_c J$ $\displaystyle =$ $\displaystyle \left < \bf\lambda,~ -\frac{\partial {\bf L}}{\partial c} {\bf p}...
...ht >
+ \left < \bf\mu,~ -\frac{\partial {\bf L}^*}{\partial c} {\bf q} \right >$  
  $\displaystyle =$ $\displaystyle \left ( -\frac{\partial {\bf L}}{\partial c} {\bf p} \right )^* \...
...bda +
\left ( -\frac{\partial {\bf L}^*}{\partial c} {\bf q} \right )^* \bf\mu,$ (28)

If we combine equations 25, 26, and 27 with equation 28, we will arrive at the same solution as in the previous section.


next up previous [pdf]

Next: Extension to update anisotropic Up: Migration Velocity Analysis Gradients Previous: Adjoint method from the

2012-05-10