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Gradient

Optimization of the objective function in Equation ([*]) requires computation of its gradient with respect to slowness. The objective function J can be rewritten using the inner product as:
\begin{displaymath}
J\left(s\right)= \frac{1}{2} \left< {\bf I}\left(\AA \u - {\...
 ...ght), {\bf I}\left(\AA \u - {\bf B}\mathcal T\right) \right\gt.\end{displaymath} (31)
A perturbation of the function J is related to a perturbation of the wavefield by the relation:
\begin{displaymath}
\delta J\left(s\right)= \left< {\bf I}\left(\AA \u - {\bf B}\mathcal T\right), {\bf I}\AA \delta \u \right\gt.\end{displaymath} (32)
If we replace $\delta \u$ from Equation ([*]) we obtain:
\begin{displaymath}
\delta J\left(s\right)= \left< {\bf I}\left(\AA \u - {\bf B}\mathcal T\right), {\bf I}\AA {\bf G}\bf \Delta s \right\gt,\end{displaymath} (33)
therefore the gradient of the objective function can be written as
\begin{displaymath}
\nabla_{\bf S}J= {\bf G}^* \AA^* {\bf I}^* {\bf I}\left(\AA \u - {\bf B}\mathcal T\right).\end{displaymath} (34)

Following the definition of the operator ${\bf G}$, we can write
\begin{displaymath}
{\bf G}^* = {\bf S}^* {\bf E}^* \left[\left({\bf 1}- {\bf E}...
 ...bf E}^* \left[\left({\bf 1}- {\bf E}\right)^{ *} \right]^{-1} .\end{displaymath} (35)

Finally, the expression for the gradient of the objective function with respect to slowness becomes  
 \begin{displaymath}
\nabla_{\bf S}J= 
 {\bf S}^* {\bf E}^* \left[\left({\bf 1}- ...
 ... \AA^* {\bf I}^* {\bf I}\left(\AA \u - {\bf B}\mathcal T\right)\end{displaymath} (36)
which takes special forms depending on our choice of the operators $\AA$ and ${\bf B}$:

WEMVA by TIF WEMVA by DSO
$ \nabla_{\bf S}J= {\bf S}^* {\bf E}^* \left[\left({\bf 1}- {\bf E}\right)^{ *} \right]^{-1}
 {\bf I}^* {\bf I}\left(\u - \mathcal T\right)$ $ \nabla_{\bf S}J= {\bf S}^* {\bf E}^* \left[\left({\bf 1}- {\bf E}\right)^{ *} \right]^{-1}
{\bf D}^* {\bf I}^* {\bf I}{\bf D}\u $

The gradient in Equation ([*]) is computed using the adjoint state method, which can be summarized by the following steps:

1.
Compute by downward continuation the wavefield
\begin{displaymath}
\AA^* {\bf I}^* {\bf I}\left(\AA \u - {\bf B}\mathcal T\right).\end{displaymath} (37)
2.
Compute by upward continuation the adjoint state wavefield
\begin{displaymath}
\omega= \left[\left({\bf 1}- {\bf E}\right)^{ *} \right]^{-1} \AA^* {\bf I}^* {\bf I}\left(\AA \u - {\bf B}\mathcal T\right),\end{displaymath} (38)
i.e. solve the adjoint state system
\begin{displaymath}
\left({\bf 1}- {\bf E}\right)^{ *} \omega= \AA^* {\bf I}^* {\bf I}\left(\AA \u - {\bf B}\mathcal T\right).\end{displaymath} (39)
3.
Compute the gradient
\begin{displaymath}
\nabla_{\bf S}J= {\bf S}^* {\bf E}^* \omega.\end{displaymath} (40)

next up previous print clean
Next: Linearization Up: Theory of wave-equation MVA Previous: Objective function
Stanford Exploration Project
11/11/2002