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GEOPlIYSICS, VOl .. 64, NO.3 (MAY-JUNE 1999); P. 874-887,15 1'IGS. Focusing geophysical inversion images Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT A critical problem in inversion of geophysical data is developing a stable inverse problem solution that can si- multaneously resolve complicated geological structures. The traditional way to obtain a stable solution is based on maximum smoothness criteria. This approach, however, provides smoothed unfocused images of real geoelectri- cal structures. Recently, a new approach to reconstruc- tion of images has been developed based on a total varia- tional stabilizing functional. However, in geophysical ap- plications it still produces distorted images. In this paper we develop a new technique to solve this problem which we call focusing inversion images. It is based on specially selected stabilizing functionals, called minimum gradi- ent support (MGS) functionals, which minimize the area where strong model parameter variations and disconti- nuity occur. We demonstrate that the MGS functional, in combination with the penalization function, helps to generate clearer and more focused images for geologi- cal structures than conventional maximum smoothness or total variation functionals. The method has been suc- cessfully tested on synthetic models and applied to real gravity data. INTRODUCTION One of the critical problems in inversion of geophysical data is developing a stable inverse problem solution which at the same time can resolve complicated geological structures. Tra- ditional geophysical inversion methods are usually based on Tikhonov regularization theory, and they provide a stable so- lution of the inverse problem. This goal is reached, as a rule, by introducing a maximum smoothness stabilizing functional. The obtained solution provides a smooth image of real geo- electrical structures that sometimes makes it look geologically unrealistic. A new approach to reconstructing noisy images, developed in papers by Rudin et al. (1992) and by Vogel and Oman (1998), is based on a total variational stabilizing functional. The func- tional requires that the model parameter's distribution be of bounded variation. This requirement is much weaker than one of maximum smoothness because it can be applied even to dis- continuous functions. In this way, the total variation method produces better quality images for blocky structures. How- ever, it still decreases bounds of model parameter variation and therefore somehow distorts the real image. We study different ways of focusing geophysical images us- ing specially selected stabilizing functionals. In particular, we introduce a new stabilizing functional that minimizes the area where strong model parameter variations and discontinuity oc- cur. We call this new stabilizer a minimum gradient support (MGS) functional. We demonstrate that this MGS functional, in combination with the penalization function, helps to gener- ate a stable solution of the inverse problem for complex geo- logical structures and does not impose destructive restrictions on the bounds of model parameter variations. Thus, it helps to generate much more focused images than conventional meth- ods. We call this approach focusing inversion images. We also present a comparative analysis of inversion schemes based on different stabilizing functionals. This analysis shows that inversion codes based on the MGS stabilizing functional and the penalization function could be considered a good al- ternative to maximum smoothness or total variational-based inverse algorithms. TIKHONOV REGULARIZATION AND STABILIZING FUNCTIONALS Consider the inverse problem d= Am, (1) where A is the forward modeling operator; m = m(r), a scalar function describing geological model parameter distribution in some volume V in the earth (m EM, where M is a Hilbert space of models with L z norm); and d = d(r), a geophysical data set (d E D, where D is a Hilbert space of data). Published on Geophysics Online, February 17, 1999. Manuscript received by the Editor April 13, 1998; revised manuscript received November 5, 1998. Published on line. *Dept. of Geology and Geophysics, University of Utah, Salt Lake City, Utah 84112-1183. E-mail: [email protected]; mzhdanov@mines. utah.edu. © 1999 Society of Exploration Geophysicists. All rights reserved. 874

Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

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Page 1: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

GEOPlIYSICS VOl 64 NO3 (MAY-JUNE 1999) P 874-88715 1IGS

Focusing geophysical inversion images

Oleg Portniaguine and Michael S Zhdanov

ABSlRACT

A critical problem in inversion of geophysical data is developing a stable inverse problem solution that can sishymultaneously resolve complicated geological structures The traditional way to obtain a stable solution is based on maximum smoothness criteria This approach however provides smoothed unfocused images of real geoelectrishycal structures Recently a new approach to reconstrucshytion of images has been developed based on a total variashytional stabilizing functional However in geophysical apshyplications it still produces distorted images In this paper we develop a new technique to solve this problem which we call focusing inversion images It is based on specially selected stabilizing functionals called minimum gradishyent support (MGS) functionals which minimize the area where strong model parameter variations and discontishynuity occur We demonstrate that the MGS functional in combination with the penalization function helps to generate clearer and more focused images for geologishycal structures than conventional maximum smoothness or total variation functionals The method has been sucshycessfully tested on synthetic models and applied to real gravity data

INTRODUCTION

One of the critical problems in inversion of geophysical data is developing a stable inverse problem solution which at the same time can resolve complicated geological structures Trashyditional geophysical inversion methods are usually based on Tikhonov regularization theory and they provide a stable soshylution of the inverse problem This goal is reached as a rule by introducing a maximum smoothness stabilizing functional The obtained solution provides a smooth image of real geoshyelectrical structures that sometimes makes it look geologically unrealistic

A new approach to reconstructing noisy images developed in papers by Rudin et al (1992) and by Vogel and Oman (1998) is based on a total variational stabilizing functional The funcshytional requires that the model parameters distribution be of bounded variation This requirement is much weaker than one of maximum smoothness because it can be applied even to disshycontinuous functions In this way the total variation method produces better quality images for blocky structures Howshyever it still decreases bounds of model parameter variation and therefore somehow distorts the real image

We study different ways of focusing geophysical images usshying specially selected stabilizing functionals In particular we introduce a new stabilizing functional that minimizes the area where strong model parameter variations and discontinuity ocshycur We call this new stabilizer a minimum gradient support (MGS) functional We demonstrate that this MGS functional in combination with the penalization function helps to genershyate a stable solution of the inverse problem for complex geoshylogical structures and does not impose destructive restrictions on the bounds of model parameter variations Thus it helps to generate much more focused images than conventional methshyods We call this approach focusing inversion images

We also present a comparative analysis of inversion schemes based on different stabilizing functionals This analysis shows that inversion codes based on the MGS stabilizing functional and the penalization function could be considered a good alshyternative to maximum smoothness or total variational-based inverse algorithms

TIKHONOV REGULARIZATION AND STABILIZING FUNCTIONALS

Consider the inverse problem

d= Am (1)

where A is the forward modeling operator m = m(r) a scalar function describing geological model parameter distribution in some volume V in the earth (m EM where M is a Hilbert space of models with Lz norm) and d = d(r) a geophysical data set (d E D where D is a Hilbert space of data)

Published on Geophysics Online February 17 1999 Manuscript received by the Editor April 13 1998 revised manuscript received November 5 1998 Published on line Dept of Geology and Geophysics University of Utah Salt Lake City Utah 84112-1183 E-mail oportniaminesutahedu mzhdanovmines utahedu copy 1999 Society of Exploration Geophysicists All rights reserved

874

875 Focusing Inversion Images

Inverse problem (1) is usually ill posed ie the solution can be nonuniquc and unstable The conventional way of solving ill-posed inverse problems according to regularization theory (Tikhonov and Arsenin 1977 Zhdanov 1993) is based on minshyimization of the Tikhonov parametric functional

pCem) = cent(m) + as(m) (2)

where cjJ(m) is a misfit functional determined as a norm of difshyference between observed and predicted (theoretical) field

cent(m) = IIAm - dllb = (Am - d Am - d)D (3)

Functional (m) is a stabilizing functional (stabilizer) There are several common choices for a stabilizer One is

based on the least-squares criteria or in other words on an L z norm for functions describing geoelectrical model parameters

2 SL2(m) = Ilmi~ = (m m) = Iv m do = min (4)

The conventional argument in support of this norm comes from statistics and is based on the assumption that the least-squares image is the best over the entire ensemble of all possible images

Another stabilizer uses the minimum norm of the difference between the selected model and some a priori model map

SL2 apr (m ) = 11m - m apr f = min (5)

This criterion as applied to the gradient of model parameters Vm brings us to a maximum smoothness stabilizing functional

smaxm(m) = IIVml1 2 = (Vm Vm) = min (6)

It has been successfully used in many inversion schemes develshyoped for EM data interpretation (Berdichevsky and Zhdanov 1984 Constable et al 1987 Smith and Booker 1991 Xiong and Kirsh 1992 Zhdanov and Fang 1996) This stabilizer proshyduces smooth geoelectrical models which in many practical situations do not describe properly the real blocky geological structures It also can result in spurious oscillations when m is discontinuous

In a paper by Rudin et al (1992) a total variation approach to reconstruction of noisy blurred images is introduced It uses a total variation stabilizing functional which is essentially the L [ norm of the gradient

sTV(m) = IIVmIIL = Iv Vml du (7)

This criterion requires that the model parameters distribution in some volume V be of bounded variation (Giusti 1984) Howshyever this functional is not differentiable at zero To avoid this difficulty Acar and Vogel (1994) introduce a modified total variation stabilizing functional

sfiTv(m) = Iv IVmI 2 + f32 du (8)

The advantage of this functional is that it does not require that the function m be continuous but that it be piecewise smooth (Vogel and Oman 1998) The total variation norm does not penalize discontinuity in the model parameters so we can reshymove oscillations yet preserve sharp conductivity contrasts At the same time it imposes a limit on the total variation of m and on the combined arc length of the curves along which m is discontinuous That is why the functional produces a much

better result than maximum smoothness functionals in imaging blocky structures

Total variation functionals sTV(m) and sfJTV(m) tend to deshycrease bounds of model parameter variation [equations (7) and (8)] and in this way still try to smooth the real image However this smoothness is much weaker than in the case of traditional stabilizers in equations (5) and (6)

We can diminish this smoothness effect by introducing a new stabilizing functional that would minimize the area where sigshynificant variations of the model parameters andor discontishynuity occur We call this new stabilizer a minimum gradient support (MGS) functional For the sake of simplicity we first discuss a minimum support (MS) functional which provides the model with the minimum area of the anomalous parameshyters distribution

MS AND MGS STABILIZING FUNCTIONALS

The minimum support functional was considered first by Last and Kubik (1983) where the authors suggest seeking the source distribution with the minimum volume (compactness) to exshyplain the anomaly This approach is modified in Guillen and Menichetti (1984) by introducing the functional minimizing moments of inertia with respect to the center of gravity or to a given axis We consider an approach based on a minimum gradient support stabilizer which leads to the construction of models with sharp boundaries

Consider the following integral of model parameter distrishybution

f m2 du (9)lfi(m) = v m2 + f3~

We introduce the support of m (denoted spt m) as the combined closed subdomains of V where m f- O We call spt m a model parameter support Then expression (9) can be modified as

f32

lfi(m) 2 2]dU= 1 [1 shysptm m + f3

21= spt m - f3 2 1 ~ du (10) sptm m + f3

From expression (10) we can see that

lfJ(m) -+ sptm if f3 -+ O (11)

Thus integral ifJ(m) can be treated as a functional proportional (for a small f3) to the model parameter support We can use this integral to introduce a minimum support stabilizing functional sfJMS(m) as

(m - mapr sfJMs(m) = lfJ(m - mapr ) = ( )2 2 du

v m - mapr + f3f (12)

To justify this choice we should prove that sflMs(m) can be considered as a stabilizer according to regularization theory This fact is demonstrated in Appendix A

This functional has an important property It minimizes the total area with the nonzero departure of the model parameters from the given a priori model Thus dispersed and smoothed distribution of the parameters with all values different from the a priori model map results in a big penalty function while well-focused distribution with a small departure from map has

876 Portniaguine and Zhdanov

a small penalty functionThis approach was originally used by Last and Kubik (1983) for compact gravity inversion

We can use this property of a minimum support functional to increase the resolution of blocky structures To do so we modify sfJMS(m) and introduce a minimum gradient support functional as

( Vmmiddot Vm d (13)sjMGs(m) = lj[Vm] = lv Vm Vm + f32 u

The value sptVm denotes the combined closed subdomains of V where Vm - O We call sptVm a model parameter disshytribution gradient support (or simply gradient support) Then expression (13) can be modified as

21sj1MGs(m) = sptVm - f3 1 ) draquo (14) sptVm Vm Vm +

From the last expression we can see that

SjMGS(m) ---+ sptVm if f3 ---+ o (15)

Thus we can see that sfJMGS(m) can really be treated as a funcshytional proportional (for a small fi) to the gradient support A possible way to clarify the physical interpretation for the mathshyematical form of equation (13) is to realize that the terms where gradient is nearing zero (or much less than fJ) have zero conshytribution while terms where any gradient exists (larger than fJ) have contributions equal to one even if the gradient is very large Thus solutions with sharp boundaries are promoted but the penalty for large gradients (discontinuous solutions) is not excessive

Repeating the considerations described in Appendix A for SfJMS(lrl) one can demonstrate that the minimum gradient supshyport functional satisfies Tikhonov criteria for a stabilizer

PARAMElRIC FUNCTIONAL MINIMIZATION SCHEME

Within the framework of the regularization theory as disshycussed above the inverse problem solution is reduced to the minimization of the Tikhonov parametric functional P [equashytion (2)] which can be written as

pet (m) = (Am - d Am - d)D + as(m) (16)

Note that all stabilizing functionals introduced above can be written as the squared L z norm of some function of the model parameters

sCm) = (f(m) f(mraquo (17)

For example the maximum smoothness stabilizer appears if

maxsl1I(m) = Vm (18)

In the case of the total variation stabilizing functional sfJTV(m)

this function is equal to

fjTv(m) = (IVmI 2 + (32)14 (19)

In the case of the minimum support functional Sf3MS(m) we obtain

m (20)hMs(m) = (m2 + (32)12

Finally for the minimum gradient support functional sf3MGS(m) we find

Vm hMGs(m) = (Vm Vm + (32)12 (21)

We can introduce a variable weighting function

f(m)we(m) = II )1 n (22)

where F is a small number Then the stabilizing functional in general cases can be written as the weighted least-squares norm ofm

sCm) = (f(m) f(mraquo ~ (we(m)m we(m)m) = im m)IJ1e

= Iv w(m)m 2 du if e ---+ O (23)

The corresponding parametric functional can be written as

pet(m) = (Am - d Am - d)D + atm m)we (24)

Therefore the problem of the minimization of the parametshyric functional introduced by equation (16) can be treated in a similar way as the minimization of the conventional Tikhonov functional with the L z norm stabilizer SLz(pr(m) [equation (5)] The only difference is that now we introduce some a priori variable weighting functions wr(m) for model parameters This method is similar to the variable metric method however in our case the variable weighted metric is used to calculate the stabilizing functional only

The minimization problem for the parametric functional inshytroduced by equation (24) can be solved using the ideas of traditional gradient type methods

The computational procedure to minimize the parametric functional (24) based on the reweighted conjugate gradient method is presented in Appendix B

PENALIZATION OF MAlERIAL PROPERlY AND FOCUSING INVERSION

In this section we discuss the possibility of using some ideas of the composite materials theory for solving the geophysishycal inverse problem Assume the geological model can be deshyscribed as a composite of two materials with known physical properties (for example density magnetization or electrical conductivity) One material corresponds to the background hoshymogeneous cross-section the other one forms the anomalous body In this situation the values of the material property in the inversion image can be equal to the background value or to the anomalous value However the geometrical distribution of these values is unknown We can force the inversion to produce a model which not only fits the data but which is also described by these known values thus painting the geometry of the obshyjectln the composite materials literature this method is known as penalization There is a simple and straightforward way of combining penalization and the MGS method Numerical tests show that MGS generates a stable solution but it tends to proshyduce the smallest possible anomalous domain It also makes the image look unrealistically sharp At the same time the mashyterial property values mer) outside this local domain tend to be equal to the background value mbg(r)which nicely reproduces first composite material ie the background We can impose the upper bound for the positive anomalous parameter values

877 Focusing Inversion Images

1Il(r ) (the second mat eri a l) and du ring the iter ativ e proc ess c ho p off a ll the values above this bou nd Ill is algori thm ca n be desc ribed as

mer) - m lgt~ ( r) = 1I1 h(r ) if [mer) - mhg(r)] m~h ( r)

(25)m(r) -m h~ (r) = 0 if [mer) -lIIhg(r)] O

Thus acco rd ing to formula (25) the mat er ial prope rty val ues m(r) are alway s d ist ributed wit hin th e int erval

mh~ (r ) mer) II lgtg(r) + 111gt (1) (26)

A simi lar ru le is appl ied in the case of negative a no ma lous param et er val ues

NUME RICAL COM PARISON

We co mp are results of regularized inve rsio n pe rfo rmed with th e follow ing sta bilizers maxi mum smoothness sma-n(m) th e to ta l varia tion funct ion al srv(m) the MS fun ctiona l s ~ lfs( m)

a nd th e MG S funct iona l s~ If Gs(m ) We also co nside r a foc us-

a) Data

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0 o 20 40 60 80 100

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a

ing inversion method th at co mbines Tikh on ov regul ari zati on with th e MGS functio na l a nd pe na lizati on of mat erial propshyerty Minim izati o n problems for all th ese cases we re so lved using a reweighted conju gat e grad ien t optimiza tion techn iqu e d iscussed in Append ix B

We present synt he tic examples of differ ent geophys ica l dat a inversion Th ey include gravi ty field s tat ion ary magne tic field a nd E M field dat a

2-U gravity data inversion

Let us trea t m as den sit y dist ribution In th is case ope ra shytor A is a linear forward grav ity o pe ra to r Figure 1a presents synthe tic grav ity dat a with 5 random no ise (so lid line ) comshyputed for a rectangu lar mat e rial body pr esen ted in Figure 1b Not e tha t we hav e data in onl y ten o bse rva tio n points Th e unknown densities in th e gr id sho wn in Figure 1b form a la rge 20 x 15 mat rix of unknown param et ers Thus the inver se p rob shylem is und erdetermined which ca n lead to mult iple so lutio ns We have run fo ur inversio ns with th e different sta bilize rs a nd have ob tained four different mod els sho wn in Figure l c- L The

d) TV 08

10

20 06

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~40 04 Q)

050

60 02

70 o

o 50 100

e) Minimum Support

10 10

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~40 Q) 5I I 0 50

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70

o 0 50 100

I) Focusing

10

20

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1 1 i~40 11 I I II I I J I 105

0 50

60

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Dislance m

FIG I A 2-D grav ity inver sion fo r rec tan gul ar bod y Gr ayscale shows normalized den sity

878 Portniagu ine and Zhdanov

theor etical data computed for these mode ls fit the obs erved dat a pra ctically with the same accura cy of 5 (a ll four preshyd icted da ta curves arc sho wn by sta rs on Figu re 1a)

Figure lc shows the res ult of inversion with a maximu m smoo thness sta bil izer Figure ld sho ws the resul t obta ined with a tota l vari ati on stabilize r which is be tte r than the first one bu t still the image is ver y dispersed Figure I e sho ws an inversion res ult with an MGS stabilizer Th e image is ovcrsha rpc ncd Figure I f presen ts the res ult of foc using inversion For the foshycusing inve rsion we ass ume we know the upper bo und value of th e ano malo us de nsity

Th e next se t of inversi ons has be en done for the mod el of two sma ll bodies (Figure 2) Figure 2a depicts observed dat a with 5 rand om noise (so lid line) and theor et ical predi cted field s for four inversio n res ults (s ta rs) sho wn in th e other panshye ls Figure 2c shows the so lution with the maximum smoothness functi on a l Figure 2d prese nts the bounded total varia tio n soshylution Figure 2e shows th e so lution with the minimum gradi en t suppo rt functio nal and Figure 2f dem onst rates the focu sed imshyage We aga in ass ume we know the upp er bo und va lue of the a no ma lous den sity

08

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o

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o

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20 40 60

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100 o

Figure 3 shows the set of equivalent soluti ons for st epl ike density distribution (a) actua l data with 5 rand om noise (solid line) and theore tical predicted dat a for four inversion res ults (sta rs) shown in the o ther pan els (b) actua l model (c) maximum smoo thness so lution (d) the bounded total va riashytion solution (e) the so lutio n with a minimum gradient suppor t functi onal and (f) the result of focusing inversion Th e focusing inversion produces the best image of the ste plike struct ure

2-D magnetic data Inversion

No w we assume tha t m is magnet ic succeptibility and ope rshyator A is the linear forwa rd magnet ic ope ra to r We so lve the sta tiona ry magnetic inverse probl em Figu re 4 sho ws (a) synshythe tic observed magnetic dat a with 5 ra ndo m noise and theshyoreti cal predicted dat a for inversion result s (sta rs) sho wn in Figure 4c (b) the actual model and (c) the bound ed tota l variat ion inversion resul t We now have two ano malous bod shyies with differ ent susceptibilities We first assu me we know the ano ma lous prop erty of both bod iesThi s knowledge is include d in th e a lgor ithm as a priori informati on abo ut the distribution

d) TV

10 I

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40 050

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10 I I

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008

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o

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--

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FIG 2 A 2-D grav ity inversion for two sma ll bodi es Grayscale sho ws norma lized density

879 Focusing Inversion Images

of the co nstrain ts of anoma lous susce ptibility ( Figur e 5b) The resulting image is prese nte d in Figure 5a It reso lves well the posit ion and sha pe of bot h bodi es Figure 5d reflects th e wrong assumptio n about the bodi es susce ptibilities one is two times bigger and the othe r is two times smalle r Figur e 5e shows the focused image co mputed for th is case As on e would exp ec t the sizes of th e bodi es cor respo nd ingly increase and decrease by two times Figure 51 re flects the wro ng a prior i infor mati on abo ut susceptibility the susceptibility of the fi rst body is two times smaller and the suscepti bility of the second bod y is two tim es larger t han the true va lues Figure 5e sho ws the correshysponding focused image This example suggests that eve n if we do not know th e property exactly focusing inversion still can be applied and ca n pro duc e usefu l resu lts

3middot0 borehole induction data inversion

We have applied dif ferent sta bilizing functio na ls discussed above to so lving the following EM invers e pro blem Consider the model of two co nd uct ive bodies located a t a depth 01 1000 m (Figure 6) Th e bodies arc pr isms 20 x 20 m in the X and Y dishyrections and 10 111 in the Z directio n T he observation array

a) Data

I l

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~ oILshy

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~_

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70

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is form ed by a vertical magne tic dip ole transmi tt er and th reeshycom pon ent magn et ic field receive rs located in the bo re hole with a ve rt ical se pa rat ion of 6 m Resistivity of th e bod ies is 1 ohm -rn while the back gro und resistivi ty is 1000 o hm-m The theor e tical frequency-doma in EM field in this model was simshyulat ed for freq uencies of 16 32 64 and 128 kHz using SYSEM integra l equa tion for ward-mo de ling code (Xiong 1992) Th e transmitter-receiver insta llatio n was mo ving alon g the boreshyhole fro m 950 m to 1050 m with observat ions every 10 m (sta rs in Figure 6)

We use three-com pon en t dat a measured at the single obsershyvat ion po int in the boreho le to ob tain infor ma tion abo ut the location of the con du cting bo dies in the horizon tal plan e The res ults of sim ulation ar e shown in Figure 7 (sol id lines)

Th e first experime nt demonstr a tes the res ult of inver sion with a tot al var iation stabilize r

Pyenv (m) = cp(m) + rxsi TV(m)

= (Am - d Am - d)f)

+ v Jl vmI 2+ B2d v = min (27)

d) TV

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FIG) A 2-D grav ity inve rsion for st ep -like structure Grayscale shows nor malized density

880 Portniaguine and Zhdanov

The inversion image is shown in Figure 8 We cannot see two sep ar at e bod ies in this figure At the same time the misfit between the observed and predicted dat a fo r this image is onl y 15

The next num er ical experiment demonstr at es results of inshyversion using a minimum gradient suppo rt stabi lizer

P~f ( S (m ) = rp (m) + aSMradsup (m)

=(Am - d Am - d )raquo

1 (Vm Vm )+a d u (28)

v (Vm Vm ) + fJ2

and penalizat ion desc ribed above Figu re 9 present s the reshysults of inversion Figure 7 shows the compari son between th e

a) Data

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FIG 4 A 2-D magnetic field inversion Gra yscale shows norm alized magnet izat ion of the ce lls

obse rved (so lid lines ) and theoret ical pred icted data (stars) computed for the model shown in Figure 9 In this image two bodies a re obviously resolved At the same time the acc uracy of fitti ng here is almost the same (15 ) as that for tot al varishyation inversion

The obta ine d results clearl y dem onstrat e the ad vantages of the MGS plus penal ization approac h

FOCUSING INVERSION ON PENASQUITO GRAVIlY DATA

Gr avity data for the Penasquito site co llected by Kennecott Explora tion are used as a test for inversion Th e map of Bouguer ano malies for this site (te rrai n corre cted for near est 30 m) is shown in Figure lOa

The subsurface geology of the area is cha racte rized by the prese nce of intrusions embedded into sedime nta ry formations Co re tests sho w lowest density for breccia and quart z porphyry samples (232-247 gcrrr) Density is 258-273 gcrrr for both alte red and unalt ered background for mations

Thus negative gravity anomalies are possibly associated with breccia pipes Most of the area is covered with a lluvium ho wshyever one breccia pipe is out cropping at the centra l part of th e map An oth er breccia pipe was con firmed by drillin g

In the inve rsion procedure cont rast for breccia and backshygro und rock was taken as -03 gcm However there are man y areas with positive gravity anomalies up to 1 mGal which manshyifest format ions with density higher th an the backgro und

Focusing inversion allows us to obtai n a well-focused sharp sub surface image in contrast to widely known smoo th inshyversion meth od s It also requires app lication of th e penalizashytion technique in which upp er and lower limits of anoma lous density variati ons are used to produce the density model In this example we used values of - 03 gcrn as lower limits which cor responded to the drill ing core data abo ut the bre cshycia pipes anomalous density The posi tive constra ints were tak en as + 03 gcnr to designate unknown high-dens ity forshymati ons

Th e subsurface region under investigati on was divided into cubic cells of 100 x 100 m horizontal size Cell size increases with depth sta rt ing with 50 m at th e surface th en 50 75 100 150200300 400 and 500 rn There wer e 7800 data values a nd 20000 model paramet ers Th e density contrast within eac h cell was assum ed constant but it cha nged from ce ll to ce ll Star ting from the model with the zero anomalous density the inver sion procedure ite ratively conve rged to the model that bes t fit the grav ity dat a

Three separate experiments were done First focusing invershysion was performed for the entire area Second minim um Lz norm (smooth ) inversion was done for comparison also for the entire ar ea Third the inversion was app lied to a local data se t above one of known breccia pip es using a 3-D grid with sma ll uniform cubi c ce lls The res ults of the third experiment were compared with drillin g infor ma tion available in th e site

Re sults of inversion

The focusin g inversion was perf ormed on the re al gravshyity dat a from the Pen asquito site On ly 10 minutes of comshyputer time on a SPA RC-20 were required to invert a relati vely large 3-D model as demonstrated her e Figure l Obshows data

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

2 10

I

I

I20 I I

E 30 I

5 40 I

ltll 0 50

05 60

70 0

o 50 100 150 200

c) 4

10 I

20 I 3I

E 30 I

2~ 40 ltll

050 I

I60 I I I I70 I

0 o 50 100 150 200

e)

10 I I

I

o

20

E 30

~40 ltll

0 50

60

70

I

50

I

100 150 Distance m

I

I

I

200

05

a

errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

20

E 30

~40 ltll 050

601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

d)

10

20 Htttttttttt1tIi I f

E 30

~40 ltll

o 50 111lil i

60

70 I II I f) I I J I I Il LJo 0 50 100 150 200

f)

2 10

1I111 11 11 111 fJII II I I ~

20~t _ l l 5 E 30

t40 ltll

0 50

60~1 105

70 uuunuuuunu L-J 0

0 50 100 150 200 Distance m

FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

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l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

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F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

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0 5 ~ ~ i o6JI

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FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

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-09

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AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 2: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

875 Focusing Inversion Images

Inverse problem (1) is usually ill posed ie the solution can be nonuniquc and unstable The conventional way of solving ill-posed inverse problems according to regularization theory (Tikhonov and Arsenin 1977 Zhdanov 1993) is based on minshyimization of the Tikhonov parametric functional

pCem) = cent(m) + as(m) (2)

where cjJ(m) is a misfit functional determined as a norm of difshyference between observed and predicted (theoretical) field

cent(m) = IIAm - dllb = (Am - d Am - d)D (3)

Functional (m) is a stabilizing functional (stabilizer) There are several common choices for a stabilizer One is

based on the least-squares criteria or in other words on an L z norm for functions describing geoelectrical model parameters

2 SL2(m) = Ilmi~ = (m m) = Iv m do = min (4)

The conventional argument in support of this norm comes from statistics and is based on the assumption that the least-squares image is the best over the entire ensemble of all possible images

Another stabilizer uses the minimum norm of the difference between the selected model and some a priori model map

SL2 apr (m ) = 11m - m apr f = min (5)

This criterion as applied to the gradient of model parameters Vm brings us to a maximum smoothness stabilizing functional

smaxm(m) = IIVml1 2 = (Vm Vm) = min (6)

It has been successfully used in many inversion schemes develshyoped for EM data interpretation (Berdichevsky and Zhdanov 1984 Constable et al 1987 Smith and Booker 1991 Xiong and Kirsh 1992 Zhdanov and Fang 1996) This stabilizer proshyduces smooth geoelectrical models which in many practical situations do not describe properly the real blocky geological structures It also can result in spurious oscillations when m is discontinuous

In a paper by Rudin et al (1992) a total variation approach to reconstruction of noisy blurred images is introduced It uses a total variation stabilizing functional which is essentially the L [ norm of the gradient

sTV(m) = IIVmIIL = Iv Vml du (7)

This criterion requires that the model parameters distribution in some volume V be of bounded variation (Giusti 1984) Howshyever this functional is not differentiable at zero To avoid this difficulty Acar and Vogel (1994) introduce a modified total variation stabilizing functional

sfiTv(m) = Iv IVmI 2 + f32 du (8)

The advantage of this functional is that it does not require that the function m be continuous but that it be piecewise smooth (Vogel and Oman 1998) The total variation norm does not penalize discontinuity in the model parameters so we can reshymove oscillations yet preserve sharp conductivity contrasts At the same time it imposes a limit on the total variation of m and on the combined arc length of the curves along which m is discontinuous That is why the functional produces a much

better result than maximum smoothness functionals in imaging blocky structures

Total variation functionals sTV(m) and sfJTV(m) tend to deshycrease bounds of model parameter variation [equations (7) and (8)] and in this way still try to smooth the real image However this smoothness is much weaker than in the case of traditional stabilizers in equations (5) and (6)

We can diminish this smoothness effect by introducing a new stabilizing functional that would minimize the area where sigshynificant variations of the model parameters andor discontishynuity occur We call this new stabilizer a minimum gradient support (MGS) functional For the sake of simplicity we first discuss a minimum support (MS) functional which provides the model with the minimum area of the anomalous parameshyters distribution

MS AND MGS STABILIZING FUNCTIONALS

The minimum support functional was considered first by Last and Kubik (1983) where the authors suggest seeking the source distribution with the minimum volume (compactness) to exshyplain the anomaly This approach is modified in Guillen and Menichetti (1984) by introducing the functional minimizing moments of inertia with respect to the center of gravity or to a given axis We consider an approach based on a minimum gradient support stabilizer which leads to the construction of models with sharp boundaries

Consider the following integral of model parameter distrishybution

f m2 du (9)lfi(m) = v m2 + f3~

We introduce the support of m (denoted spt m) as the combined closed subdomains of V where m f- O We call spt m a model parameter support Then expression (9) can be modified as

f32

lfi(m) 2 2]dU= 1 [1 shysptm m + f3

21= spt m - f3 2 1 ~ du (10) sptm m + f3

From expression (10) we can see that

lfJ(m) -+ sptm if f3 -+ O (11)

Thus integral ifJ(m) can be treated as a functional proportional (for a small f3) to the model parameter support We can use this integral to introduce a minimum support stabilizing functional sfJMS(m) as

(m - mapr sfJMs(m) = lfJ(m - mapr ) = ( )2 2 du

v m - mapr + f3f (12)

To justify this choice we should prove that sflMs(m) can be considered as a stabilizer according to regularization theory This fact is demonstrated in Appendix A

This functional has an important property It minimizes the total area with the nonzero departure of the model parameters from the given a priori model Thus dispersed and smoothed distribution of the parameters with all values different from the a priori model map results in a big penalty function while well-focused distribution with a small departure from map has

876 Portniaguine and Zhdanov

a small penalty functionThis approach was originally used by Last and Kubik (1983) for compact gravity inversion

We can use this property of a minimum support functional to increase the resolution of blocky structures To do so we modify sfJMS(m) and introduce a minimum gradient support functional as

( Vmmiddot Vm d (13)sjMGs(m) = lj[Vm] = lv Vm Vm + f32 u

The value sptVm denotes the combined closed subdomains of V where Vm - O We call sptVm a model parameter disshytribution gradient support (or simply gradient support) Then expression (13) can be modified as

21sj1MGs(m) = sptVm - f3 1 ) draquo (14) sptVm Vm Vm +

From the last expression we can see that

SjMGS(m) ---+ sptVm if f3 ---+ o (15)

Thus we can see that sfJMGS(m) can really be treated as a funcshytional proportional (for a small fi) to the gradient support A possible way to clarify the physical interpretation for the mathshyematical form of equation (13) is to realize that the terms where gradient is nearing zero (or much less than fJ) have zero conshytribution while terms where any gradient exists (larger than fJ) have contributions equal to one even if the gradient is very large Thus solutions with sharp boundaries are promoted but the penalty for large gradients (discontinuous solutions) is not excessive

Repeating the considerations described in Appendix A for SfJMS(lrl) one can demonstrate that the minimum gradient supshyport functional satisfies Tikhonov criteria for a stabilizer

PARAMElRIC FUNCTIONAL MINIMIZATION SCHEME

Within the framework of the regularization theory as disshycussed above the inverse problem solution is reduced to the minimization of the Tikhonov parametric functional P [equashytion (2)] which can be written as

pet (m) = (Am - d Am - d)D + as(m) (16)

Note that all stabilizing functionals introduced above can be written as the squared L z norm of some function of the model parameters

sCm) = (f(m) f(mraquo (17)

For example the maximum smoothness stabilizer appears if

maxsl1I(m) = Vm (18)

In the case of the total variation stabilizing functional sfJTV(m)

this function is equal to

fjTv(m) = (IVmI 2 + (32)14 (19)

In the case of the minimum support functional Sf3MS(m) we obtain

m (20)hMs(m) = (m2 + (32)12

Finally for the minimum gradient support functional sf3MGS(m) we find

Vm hMGs(m) = (Vm Vm + (32)12 (21)

We can introduce a variable weighting function

f(m)we(m) = II )1 n (22)

where F is a small number Then the stabilizing functional in general cases can be written as the weighted least-squares norm ofm

sCm) = (f(m) f(mraquo ~ (we(m)m we(m)m) = im m)IJ1e

= Iv w(m)m 2 du if e ---+ O (23)

The corresponding parametric functional can be written as

pet(m) = (Am - d Am - d)D + atm m)we (24)

Therefore the problem of the minimization of the parametshyric functional introduced by equation (16) can be treated in a similar way as the minimization of the conventional Tikhonov functional with the L z norm stabilizer SLz(pr(m) [equation (5)] The only difference is that now we introduce some a priori variable weighting functions wr(m) for model parameters This method is similar to the variable metric method however in our case the variable weighted metric is used to calculate the stabilizing functional only

The minimization problem for the parametric functional inshytroduced by equation (24) can be solved using the ideas of traditional gradient type methods

The computational procedure to minimize the parametric functional (24) based on the reweighted conjugate gradient method is presented in Appendix B

PENALIZATION OF MAlERIAL PROPERlY AND FOCUSING INVERSION

In this section we discuss the possibility of using some ideas of the composite materials theory for solving the geophysishycal inverse problem Assume the geological model can be deshyscribed as a composite of two materials with known physical properties (for example density magnetization or electrical conductivity) One material corresponds to the background hoshymogeneous cross-section the other one forms the anomalous body In this situation the values of the material property in the inversion image can be equal to the background value or to the anomalous value However the geometrical distribution of these values is unknown We can force the inversion to produce a model which not only fits the data but which is also described by these known values thus painting the geometry of the obshyjectln the composite materials literature this method is known as penalization There is a simple and straightforward way of combining penalization and the MGS method Numerical tests show that MGS generates a stable solution but it tends to proshyduce the smallest possible anomalous domain It also makes the image look unrealistically sharp At the same time the mashyterial property values mer) outside this local domain tend to be equal to the background value mbg(r)which nicely reproduces first composite material ie the background We can impose the upper bound for the positive anomalous parameter values

877 Focusing Inversion Images

1Il(r ) (the second mat eri a l) and du ring the iter ativ e proc ess c ho p off a ll the values above this bou nd Ill is algori thm ca n be desc ribed as

mer) - m lgt~ ( r) = 1I1 h(r ) if [mer) - mhg(r)] m~h ( r)

(25)m(r) -m h~ (r) = 0 if [mer) -lIIhg(r)] O

Thus acco rd ing to formula (25) the mat er ial prope rty val ues m(r) are alway s d ist ributed wit hin th e int erval

mh~ (r ) mer) II lgtg(r) + 111gt (1) (26)

A simi lar ru le is appl ied in the case of negative a no ma lous param et er val ues

NUME RICAL COM PARISON

We co mp are results of regularized inve rsio n pe rfo rmed with th e follow ing sta bilizers maxi mum smoothness sma-n(m) th e to ta l varia tion funct ion al srv(m) the MS fun ctiona l s ~ lfs( m)

a nd th e MG S funct iona l s~ If Gs(m ) We also co nside r a foc us-

a) Data

08

06

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0 o 20 40 60 80 100

b) True model

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~40 Q)

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o 50 100 Distance m

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a

ing inversion method th at co mbines Tikh on ov regul ari zati on with th e MGS functio na l a nd pe na lizati on of mat erial propshyerty Minim izati o n problems for all th ese cases we re so lved using a reweighted conju gat e grad ien t optimiza tion techn iqu e d iscussed in Append ix B

We present synt he tic examples of differ ent geophys ica l dat a inversion Th ey include gravi ty field s tat ion ary magne tic field a nd E M field dat a

2-U gravity data inversion

Let us trea t m as den sit y dist ribution In th is case ope ra shytor A is a linear forward grav ity o pe ra to r Figure 1a presents synthe tic grav ity dat a with 5 random no ise (so lid line ) comshyputed for a rectangu lar mat e rial body pr esen ted in Figure 1b Not e tha t we hav e data in onl y ten o bse rva tio n points Th e unknown densities in th e gr id sho wn in Figure 1b form a la rge 20 x 15 mat rix of unknown param et ers Thus the inver se p rob shylem is und erdetermined which ca n lead to mult iple so lutio ns We have run fo ur inversio ns with th e different sta bilize rs a nd have ob tained four different mod els sho wn in Figure l c- L The

d) TV 08

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050

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1 1 i~40 11 I I II I I J I 105

0 50

60

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Dislance m

FIG I A 2-D grav ity inver sion fo r rec tan gul ar bod y Gr ayscale shows normalized den sity

878 Portniagu ine and Zhdanov

theor etical data computed for these mode ls fit the obs erved dat a pra ctically with the same accura cy of 5 (a ll four preshyd icted da ta curves arc sho wn by sta rs on Figu re 1a)

Figure lc shows the res ult of inversion with a maximu m smoo thness sta bil izer Figure ld sho ws the resul t obta ined with a tota l vari ati on stabilize r which is be tte r than the first one bu t still the image is ver y dispersed Figure I e sho ws an inversion res ult with an MGS stabilizer Th e image is ovcrsha rpc ncd Figure I f presen ts the res ult of foc using inversion For the foshycusing inve rsion we ass ume we know the upper bo und value of th e ano malo us de nsity

Th e next se t of inversi ons has be en done for the mod el of two sma ll bodies (Figure 2) Figure 2a depicts observed dat a with 5 rand om noise (so lid line) and theor et ical predi cted field s for four inversio n res ults (s ta rs) sho wn in th e other panshye ls Figure 2c shows the so lution with the maximum smoothness functi on a l Figure 2d prese nts the bounded total varia tio n soshylution Figure 2e shows th e so lution with the minimum gradi en t suppo rt functio nal and Figure 2f dem onst rates the focu sed imshyage We aga in ass ume we know the upp er bo und va lue of the a no ma lous den sity

08

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a) Data

20 40 60

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80 100 120 I

0 5

50

c) Max smoothness

100 o

Figure 3 shows the set of equivalent soluti ons for st epl ike density distribution (a) actua l data with 5 rand om noise (solid line) and theore tical predicted dat a for four inversion res ults (sta rs) shown in the o ther pan els (b) actua l model (c) maximum smoo thness so lution (d) the bounded total va riashytion solution (e) the so lutio n with a minimum gradient suppor t functi onal and (f) the result of focusing inversion Th e focusing inversion produces the best image of the ste plike struct ure

2-D magnetic data Inversion

No w we assume tha t m is magnet ic succeptibility and ope rshyator A is the linear forwa rd magnet ic ope ra to r We so lve the sta tiona ry magnetic inverse probl em Figu re 4 sho ws (a) synshythe tic observed magnetic dat a with 5 ra ndo m noise and theshyoreti cal predicted dat a for inversion result s (sta rs) sho wn in Figure 4c (b) the actual model and (c) the bound ed tota l variat ion inversion resul t We now have two ano malous bod shyies with differ ent susceptibilities We first assu me we know the ano ma lous prop erty of both bod iesThi s knowledge is include d in th e a lgor ithm as a priori informati on abo ut the distribution

d) TV

10 I

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10 I I

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--

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Distance m 100

FIG 2 A 2-D grav ity inversion for two sma ll bodi es Grayscale sho ws norma lized density

879 Focusing Inversion Images

of the co nstrain ts of anoma lous susce ptibility ( Figur e 5b) The resulting image is prese nte d in Figure 5a It reso lves well the posit ion and sha pe of bot h bodi es Figure 5d reflects th e wrong assumptio n about the bodi es susce ptibilities one is two times bigger and the othe r is two times smalle r Figur e 5e shows the focused image co mputed for th is case As on e would exp ec t the sizes of th e bodi es cor respo nd ingly increase and decrease by two times Figure 51 re flects the wro ng a prior i infor mati on abo ut susceptibility the susceptibility of the fi rst body is two times smaller and the suscepti bility of the second bod y is two tim es larger t han the true va lues Figure 5e sho ws the correshysponding focused image This example suggests that eve n if we do not know th e property exactly focusing inversion still can be applied and ca n pro duc e usefu l resu lts

3middot0 borehole induction data inversion

We have applied dif ferent sta bilizing functio na ls discussed above to so lving the following EM invers e pro blem Consider the model of two co nd uct ive bodies located a t a depth 01 1000 m (Figure 6) Th e bodies arc pr isms 20 x 20 m in the X and Y dishyrections and 10 111 in the Z directio n T he observation array

a) Data

I l

08

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~ oILshy

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20 40

~

60 80 100

~_

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__

b) True model

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is form ed by a vertical magne tic dip ole transmi tt er and th reeshycom pon ent magn et ic field receive rs located in the bo re hole with a ve rt ical se pa rat ion of 6 m Resistivity of th e bod ies is 1 ohm -rn while the back gro und resistivi ty is 1000 o hm-m The theor e tical frequency-doma in EM field in this model was simshyulat ed for freq uencies of 16 32 64 and 128 kHz using SYSEM integra l equa tion for ward-mo de ling code (Xiong 1992) Th e transmitter-receiver insta llatio n was mo ving alon g the boreshyhole fro m 950 m to 1050 m with observat ions every 10 m (sta rs in Figure 6)

We use three-com pon en t dat a measured at the single obsershyvat ion po int in the boreho le to ob tain infor ma tion abo ut the location of the con du cting bo dies in the horizon tal plan e The res ults of sim ulation ar e shown in Figure 7 (sol id lines)

Th e first experime nt demonstr a tes the res ult of inver sion with a tot al var iation stabilize r

Pyenv (m) = cp(m) + rxsi TV(m)

= (Am - d Am - d)f)

+ v Jl vmI 2+ B2d v = min (27)

d) TV

I

10

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sect40 0 50

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FIG) A 2-D grav ity inve rsion for st ep -like structure Grayscale shows nor malized density

880 Portniaguine and Zhdanov

The inversion image is shown in Figure 8 We cannot see two sep ar at e bod ies in this figure At the same time the misfit between the observed and predicted dat a fo r this image is onl y 15

The next num er ical experiment demonstr at es results of inshyversion using a minimum gradient suppo rt stabi lizer

P~f ( S (m ) = rp (m) + aSMradsup (m)

=(Am - d Am - d )raquo

1 (Vm Vm )+a d u (28)

v (Vm Vm ) + fJ2

and penalizat ion desc ribed above Figu re 9 present s the reshysults of inversion Figure 7 shows the compari son between th e

a) Data

50 100 150 200

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c) TV

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0 1 60 Htttttt+tIttttt 70 mtttttttttmltt o

o 50 100 150 Distance m

200

FIG 4 A 2-D magnetic field inversion Gra yscale shows norm alized magnet izat ion of the ce lls

obse rved (so lid lines ) and theoret ical pred icted data (stars) computed for the model shown in Figure 9 In this image two bodies a re obviously resolved At the same time the acc uracy of fitti ng here is almost the same (15 ) as that for tot al varishyation inversion

The obta ine d results clearl y dem onstrat e the ad vantages of the MGS plus penal ization approac h

FOCUSING INVERSION ON PENASQUITO GRAVIlY DATA

Gr avity data for the Penasquito site co llected by Kennecott Explora tion are used as a test for inversion Th e map of Bouguer ano malies for this site (te rrai n corre cted for near est 30 m) is shown in Figure lOa

The subsurface geology of the area is cha racte rized by the prese nce of intrusions embedded into sedime nta ry formations Co re tests sho w lowest density for breccia and quart z porphyry samples (232-247 gcrrr) Density is 258-273 gcrrr for both alte red and unalt ered background for mations

Thus negative gravity anomalies are possibly associated with breccia pipes Most of the area is covered with a lluvium ho wshyever one breccia pipe is out cropping at the centra l part of th e map An oth er breccia pipe was con firmed by drillin g

In the inve rsion procedure cont rast for breccia and backshygro und rock was taken as -03 gcm However there are man y areas with positive gravity anomalies up to 1 mGal which manshyifest format ions with density higher th an the backgro und

Focusing inversion allows us to obtai n a well-focused sharp sub surface image in contrast to widely known smoo th inshyversion meth od s It also requires app lication of th e penalizashytion technique in which upp er and lower limits of anoma lous density variati ons are used to produce the density model In this example we used values of - 03 gcrn as lower limits which cor responded to the drill ing core data abo ut the bre cshycia pipes anomalous density The posi tive constra ints were tak en as + 03 gcnr to designate unknown high-dens ity forshymati ons

Th e subsurface region under investigati on was divided into cubic cells of 100 x 100 m horizontal size Cell size increases with depth sta rt ing with 50 m at th e surface th en 50 75 100 150200300 400 and 500 rn There wer e 7800 data values a nd 20000 model paramet ers Th e density contrast within eac h cell was assum ed constant but it cha nged from ce ll to ce ll Star ting from the model with the zero anomalous density the inver sion procedure ite ratively conve rged to the model that bes t fit the grav ity dat a

Three separate experiments were done First focusing invershysion was performed for the entire area Second minim um Lz norm (smooth ) inversion was done for comparison also for the entire ar ea Third the inversion was app lied to a local data se t above one of known breccia pip es using a 3-D grid with sma ll uniform cubi c ce lls The res ults of the third experiment were compared with drillin g infor ma tion available in th e site

Re sults of inversion

The focusin g inversion was perf ormed on the re al gravshyity dat a from the Pen asquito site On ly 10 minutes of comshyputer time on a SPA RC-20 were required to invert a relati vely large 3-D model as demonstrated her e Figure l Obshows data

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

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errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

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601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

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FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

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Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 3: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

876 Portniaguine and Zhdanov

a small penalty functionThis approach was originally used by Last and Kubik (1983) for compact gravity inversion

We can use this property of a minimum support functional to increase the resolution of blocky structures To do so we modify sfJMS(m) and introduce a minimum gradient support functional as

( Vmmiddot Vm d (13)sjMGs(m) = lj[Vm] = lv Vm Vm + f32 u

The value sptVm denotes the combined closed subdomains of V where Vm - O We call sptVm a model parameter disshytribution gradient support (or simply gradient support) Then expression (13) can be modified as

21sj1MGs(m) = sptVm - f3 1 ) draquo (14) sptVm Vm Vm +

From the last expression we can see that

SjMGS(m) ---+ sptVm if f3 ---+ o (15)

Thus we can see that sfJMGS(m) can really be treated as a funcshytional proportional (for a small fi) to the gradient support A possible way to clarify the physical interpretation for the mathshyematical form of equation (13) is to realize that the terms where gradient is nearing zero (or much less than fJ) have zero conshytribution while terms where any gradient exists (larger than fJ) have contributions equal to one even if the gradient is very large Thus solutions with sharp boundaries are promoted but the penalty for large gradients (discontinuous solutions) is not excessive

Repeating the considerations described in Appendix A for SfJMS(lrl) one can demonstrate that the minimum gradient supshyport functional satisfies Tikhonov criteria for a stabilizer

PARAMElRIC FUNCTIONAL MINIMIZATION SCHEME

Within the framework of the regularization theory as disshycussed above the inverse problem solution is reduced to the minimization of the Tikhonov parametric functional P [equashytion (2)] which can be written as

pet (m) = (Am - d Am - d)D + as(m) (16)

Note that all stabilizing functionals introduced above can be written as the squared L z norm of some function of the model parameters

sCm) = (f(m) f(mraquo (17)

For example the maximum smoothness stabilizer appears if

maxsl1I(m) = Vm (18)

In the case of the total variation stabilizing functional sfJTV(m)

this function is equal to

fjTv(m) = (IVmI 2 + (32)14 (19)

In the case of the minimum support functional Sf3MS(m) we obtain

m (20)hMs(m) = (m2 + (32)12

Finally for the minimum gradient support functional sf3MGS(m) we find

Vm hMGs(m) = (Vm Vm + (32)12 (21)

We can introduce a variable weighting function

f(m)we(m) = II )1 n (22)

where F is a small number Then the stabilizing functional in general cases can be written as the weighted least-squares norm ofm

sCm) = (f(m) f(mraquo ~ (we(m)m we(m)m) = im m)IJ1e

= Iv w(m)m 2 du if e ---+ O (23)

The corresponding parametric functional can be written as

pet(m) = (Am - d Am - d)D + atm m)we (24)

Therefore the problem of the minimization of the parametshyric functional introduced by equation (16) can be treated in a similar way as the minimization of the conventional Tikhonov functional with the L z norm stabilizer SLz(pr(m) [equation (5)] The only difference is that now we introduce some a priori variable weighting functions wr(m) for model parameters This method is similar to the variable metric method however in our case the variable weighted metric is used to calculate the stabilizing functional only

The minimization problem for the parametric functional inshytroduced by equation (24) can be solved using the ideas of traditional gradient type methods

The computational procedure to minimize the parametric functional (24) based on the reweighted conjugate gradient method is presented in Appendix B

PENALIZATION OF MAlERIAL PROPERlY AND FOCUSING INVERSION

In this section we discuss the possibility of using some ideas of the composite materials theory for solving the geophysishycal inverse problem Assume the geological model can be deshyscribed as a composite of two materials with known physical properties (for example density magnetization or electrical conductivity) One material corresponds to the background hoshymogeneous cross-section the other one forms the anomalous body In this situation the values of the material property in the inversion image can be equal to the background value or to the anomalous value However the geometrical distribution of these values is unknown We can force the inversion to produce a model which not only fits the data but which is also described by these known values thus painting the geometry of the obshyjectln the composite materials literature this method is known as penalization There is a simple and straightforward way of combining penalization and the MGS method Numerical tests show that MGS generates a stable solution but it tends to proshyduce the smallest possible anomalous domain It also makes the image look unrealistically sharp At the same time the mashyterial property values mer) outside this local domain tend to be equal to the background value mbg(r)which nicely reproduces first composite material ie the background We can impose the upper bound for the positive anomalous parameter values

877 Focusing Inversion Images

1Il(r ) (the second mat eri a l) and du ring the iter ativ e proc ess c ho p off a ll the values above this bou nd Ill is algori thm ca n be desc ribed as

mer) - m lgt~ ( r) = 1I1 h(r ) if [mer) - mhg(r)] m~h ( r)

(25)m(r) -m h~ (r) = 0 if [mer) -lIIhg(r)] O

Thus acco rd ing to formula (25) the mat er ial prope rty val ues m(r) are alway s d ist ributed wit hin th e int erval

mh~ (r ) mer) II lgtg(r) + 111gt (1) (26)

A simi lar ru le is appl ied in the case of negative a no ma lous param et er val ues

NUME RICAL COM PARISON

We co mp are results of regularized inve rsio n pe rfo rmed with th e follow ing sta bilizers maxi mum smoothness sma-n(m) th e to ta l varia tion funct ion al srv(m) the MS fun ctiona l s ~ lfs( m)

a nd th e MG S funct iona l s~ If Gs(m ) We also co nside r a foc us-

a) Data

08

06

04

02

0 o 20 40 60 80 100

b) True model

10

20

E 30

~40 Q)

050

60

70 [

0 50 100

c) Max smoothness

10 1

20 I

E 30

I~ 40 Q)

0 50

60

70

1

o 50 100 Distance m

120

05

o

06

04

02

a

ing inversion method th at co mbines Tikh on ov regul ari zati on with th e MGS functio na l a nd pe na lizati on of mat erial propshyerty Minim izati o n problems for all th ese cases we re so lved using a reweighted conju gat e grad ien t optimiza tion techn iqu e d iscussed in Append ix B

We present synt he tic examples of differ ent geophys ica l dat a inversion Th ey include gravi ty field s tat ion ary magne tic field a nd E M field dat a

2-U gravity data inversion

Let us trea t m as den sit y dist ribution In th is case ope ra shytor A is a linear forward grav ity o pe ra to r Figure 1a presents synthe tic grav ity dat a with 5 random no ise (so lid line ) comshyputed for a rectangu lar mat e rial body pr esen ted in Figure 1b Not e tha t we hav e data in onl y ten o bse rva tio n points Th e unknown densities in th e gr id sho wn in Figure 1b form a la rge 20 x 15 mat rix of unknown param et ers Thus the inver se p rob shylem is und erdetermined which ca n lead to mult iple so lutio ns We have run fo ur inversio ns with th e different sta bilize rs a nd have ob tained four different mod els sho wn in Figure l c- L The

d) TV 08

10

20 06

E 30

~40 04 Q)

050

60 02

70 o

o 50 100

e) Minimum Support

10 10

20

E 30

~40 Q) 5I I 0 50

60

70

o 0 50 100

I) Focusing

10

20

E 30

1 1 i~40 11 I I II I I J I 105

0 50

60

70 I I I I I I I I I I I I I I I I I LJ 0 0 50 100

Dislance m

FIG I A 2-D grav ity inver sion fo r rec tan gul ar bod y Gr ayscale shows normalized den sity

878 Portniagu ine and Zhdanov

theor etical data computed for these mode ls fit the obs erved dat a pra ctically with the same accura cy of 5 (a ll four preshyd icted da ta curves arc sho wn by sta rs on Figu re 1a)

Figure lc shows the res ult of inversion with a maximu m smoo thness sta bil izer Figure ld sho ws the resul t obta ined with a tota l vari ati on stabilize r which is be tte r than the first one bu t still the image is ver y dispersed Figure I e sho ws an inversion res ult with an MGS stabilizer Th e image is ovcrsha rpc ncd Figure I f presen ts the res ult of foc using inversion For the foshycusing inve rsion we ass ume we know the upper bo und value of th e ano malo us de nsity

Th e next se t of inversi ons has be en done for the mod el of two sma ll bodies (Figure 2) Figure 2a depicts observed dat a with 5 rand om noise (so lid line) and theor et ical predi cted field s for four inversio n res ults (s ta rs) sho wn in th e other panshye ls Figure 2c shows the so lution with the maximum smoothness functi on a l Figure 2d prese nts the bounded total varia tio n soshylution Figure 2e shows th e so lution with the minimum gradi en t suppo rt functio nal and Figure 2f dem onst rates the focu sed imshyage We aga in ass ume we know the upp er bo und va lue of the a no ma lous den sity

08

06

0 4

02

0 1

o

10

20

E 30

40 Ggt 050

60

70

o

a) Data

20 40 60

b) True model

80 100 120 I

0 5

50

c) Max smoothness

100 o

Figure 3 shows the set of equivalent soluti ons for st epl ike density distribution (a) actua l data with 5 rand om noise (solid line) and theore tical predicted dat a for four inversion res ults (sta rs) shown in the o ther pan els (b) actua l model (c) maximum smoo thness so lution (d) the bounded total va riashytion solution (e) the so lutio n with a minimum gradient suppor t functi onal and (f) the result of focusing inversion Th e focusing inversion produces the best image of the ste plike struct ure

2-D magnetic data Inversion

No w we assume tha t m is magnet ic succeptibility and ope rshyator A is the linear forwa rd magnet ic ope ra to r We so lve the sta tiona ry magnetic inverse probl em Figu re 4 sho ws (a) synshythe tic observed magnetic dat a with 5 ra ndo m noise and theshyoreti cal predicted dat a for inversion result s (sta rs) sho wn in Figure 4c (b) the actual model and (c) the bound ed tota l variat ion inversion resul t We now have two ano malous bod shyies with differ ent susceptibilities We first assu me we know the ano ma lous prop erty of both bod iesThi s knowledge is include d in th e a lgor ithm as a priori informati on abo ut the distribution

d) TV

10 I

20

E 30

40 050

60

70 ~

o 50 100

e) Minimum Support

10 I I

20

E 30

40 Ql

050 I

60 I

70I

I I

I

i

I

15

I05

oshyo 50 100

f) Focusing

10 I

20 I

E 30

40 Ql

0 50 I I

60I

70I

o o 50 100

Distance m

008

006

004

002

o

10

I 1

01

--

I

20

E 30

40 Ql

050

I

I

005

60

70 o o 50

Distance m 100

FIG 2 A 2-D grav ity inversion for two sma ll bodi es Grayscale sho ws norma lized density

879 Focusing Inversion Images

of the co nstrain ts of anoma lous susce ptibility ( Figur e 5b) The resulting image is prese nte d in Figure 5a It reso lves well the posit ion and sha pe of bot h bodi es Figure 5d reflects th e wrong assumptio n about the bodi es susce ptibilities one is two times bigger and the othe r is two times smalle r Figur e 5e shows the focused image co mputed for th is case As on e would exp ec t the sizes of th e bodi es cor respo nd ingly increase and decrease by two times Figure 51 re flects the wro ng a prior i infor mati on abo ut susceptibility the susceptibility of the fi rst body is two times smaller and the suscepti bility of the second bod y is two tim es larger t han the true va lues Figure 5e sho ws the correshysponding focused image This example suggests that eve n if we do not know th e property exactly focusing inversion still can be applied and ca n pro duc e usefu l resu lts

3middot0 borehole induction data inversion

We have applied dif ferent sta bilizing functio na ls discussed above to so lving the following EM invers e pro blem Consider the model of two co nd uct ive bodies located a t a depth 01 1000 m (Figure 6) Th e bodies arc pr isms 20 x 20 m in the X and Y dishyrections and 10 111 in the Z directio n T he observation array

a) Data

I l

08

06

04

1 I ~

~ oILshy

o

02

20 40

~

60 80 100

~_

120

__

b) True model

10

20

E 30

40

050

05

60

0 50 100 o

c) Max smoothness

70

3

20

E 30

10

2

40

0 50

60

70[ o

0 50 100 Distance m

is form ed by a vertical magne tic dip ole transmi tt er and th reeshycom pon ent magn et ic field receive rs located in the bo re hole with a ve rt ical se pa rat ion of 6 m Resistivity of th e bod ies is 1 ohm -rn while the back gro und resistivi ty is 1000 o hm-m The theor e tical frequency-doma in EM field in this model was simshyulat ed for freq uencies of 16 32 64 and 128 kHz using SYSEM integra l equa tion for ward-mo de ling code (Xiong 1992) Th e transmitter-receiver insta llatio n was mo ving alon g the boreshyhole fro m 950 m to 1050 m with observat ions every 10 m (sta rs in Figure 6)

We use three-com pon en t dat a measured at the single obsershyvat ion po int in the boreho le to ob tain infor ma tion abo ut the location of the con du cting bo dies in the horizon tal plan e The res ults of sim ulation ar e shown in Figure 7 (sol id lines)

Th e first experime nt demonstr a tes the res ult of inver sion with a tot al var iation stabilize r

Pyenv (m) = cp(m) + rxsi TV(m)

= (Am - d Am - d)f)

+ v Jl vmI 2+ B2d v = min (27)

d) TV

I

10

20

E 30

40

050 i

70

60 u o 50 100

e) Minimum Support 40

20

o

- 20

o 50 100

I) Focusing

I

10

20

E 30

sect40 0 50

05

60

0 50 Distanc e m

100 o

70

FIG) A 2-D grav ity inve rsion for st ep -like structure Grayscale shows nor malized density

880 Portniaguine and Zhdanov

The inversion image is shown in Figure 8 We cannot see two sep ar at e bod ies in this figure At the same time the misfit between the observed and predicted dat a fo r this image is onl y 15

The next num er ical experiment demonstr at es results of inshyversion using a minimum gradient suppo rt stabi lizer

P~f ( S (m ) = rp (m) + aSMradsup (m)

=(Am - d Am - d )raquo

1 (Vm Vm )+a d u (28)

v (Vm Vm ) + fJ2

and penalizat ion desc ribed above Figu re 9 present s the reshysults of inversion Figure 7 shows the compari son between th e

a) Data

50 100 150 200

b) True model

I

2 10

20 15

E 30

~40 Q)

0 50

0 5 60

70 o

o 50 100 150 200 Distance m

c) TV

10

20 11 i

E 30

02 R 40 Q) I i 050

0 1 60 Htttttt+tIttttt 70 mtttttttttmltt o

o 50 100 150 Distance m

200

FIG 4 A 2-D magnetic field inversion Gra yscale shows norm alized magnet izat ion of the ce lls

obse rved (so lid lines ) and theoret ical pred icted data (stars) computed for the model shown in Figure 9 In this image two bodies a re obviously resolved At the same time the acc uracy of fitti ng here is almost the same (15 ) as that for tot al varishyation inversion

The obta ine d results clearl y dem onstrat e the ad vantages of the MGS plus penal ization approac h

FOCUSING INVERSION ON PENASQUITO GRAVIlY DATA

Gr avity data for the Penasquito site co llected by Kennecott Explora tion are used as a test for inversion Th e map of Bouguer ano malies for this site (te rrai n corre cted for near est 30 m) is shown in Figure lOa

The subsurface geology of the area is cha racte rized by the prese nce of intrusions embedded into sedime nta ry formations Co re tests sho w lowest density for breccia and quart z porphyry samples (232-247 gcrrr) Density is 258-273 gcrrr for both alte red and unalt ered background for mations

Thus negative gravity anomalies are possibly associated with breccia pipes Most of the area is covered with a lluvium ho wshyever one breccia pipe is out cropping at the centra l part of th e map An oth er breccia pipe was con firmed by drillin g

In the inve rsion procedure cont rast for breccia and backshygro und rock was taken as -03 gcm However there are man y areas with positive gravity anomalies up to 1 mGal which manshyifest format ions with density higher th an the backgro und

Focusing inversion allows us to obtai n a well-focused sharp sub surface image in contrast to widely known smoo th inshyversion meth od s It also requires app lication of th e penalizashytion technique in which upp er and lower limits of anoma lous density variati ons are used to produce the density model In this example we used values of - 03 gcrn as lower limits which cor responded to the drill ing core data abo ut the bre cshycia pipes anomalous density The posi tive constra ints were tak en as + 03 gcnr to designate unknown high-dens ity forshymati ons

Th e subsurface region under investigati on was divided into cubic cells of 100 x 100 m horizontal size Cell size increases with depth sta rt ing with 50 m at th e surface th en 50 75 100 150200300 400 and 500 rn There wer e 7800 data values a nd 20000 model paramet ers Th e density contrast within eac h cell was assum ed constant but it cha nged from ce ll to ce ll Star ting from the model with the zero anomalous density the inver sion procedure ite ratively conve rged to the model that bes t fit the grav ity dat a

Three separate experiments were done First focusing invershysion was performed for the entire area Second minim um Lz norm (smooth ) inversion was done for comparison also for the entire ar ea Third the inversion was app lied to a local data se t above one of known breccia pip es using a 3-D grid with sma ll uniform cubi c ce lls The res ults of the third experiment were compared with drillin g infor ma tion available in th e site

Re sults of inversion

The focusin g inversion was perf ormed on the re al gravshyity dat a from the Pen asquito site On ly 10 minutes of comshyputer time on a SPA RC-20 were required to invert a relati vely large 3-D model as demonstrated her e Figure l Obshows data

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

2 10

I

I

I20 I I

E 30 I

5 40 I

ltll 0 50

05 60

70 0

o 50 100 150 200

c) 4

10 I

20 I 3I

E 30 I

2~ 40 ltll

050 I

I60 I I I I70 I

0 o 50 100 150 200

e)

10 I I

I

o

20

E 30

~40 ltll

0 50

60

70

I

50

I

100 150 Distance m

I

I

I

200

05

a

errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

20

E 30

~40 ltll 050

601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

d)

10

20 Htttttttttt1tIi I f

E 30

~40 ltll

o 50 111lil i

60

70 I II I f) I I J I I Il LJo 0 50 100 150 200

f)

2 10

1I111 11 11 111 fJII II I I ~

20~t _ l l 5 E 30

t40 ltll

0 50

60~1 105

70 uuunuuuunu L-J 0

0 50 100 150 200 Distance m

FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 4: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

877 Focusing Inversion Images

1Il(r ) (the second mat eri a l) and du ring the iter ativ e proc ess c ho p off a ll the values above this bou nd Ill is algori thm ca n be desc ribed as

mer) - m lgt~ ( r) = 1I1 h(r ) if [mer) - mhg(r)] m~h ( r)

(25)m(r) -m h~ (r) = 0 if [mer) -lIIhg(r)] O

Thus acco rd ing to formula (25) the mat er ial prope rty val ues m(r) are alway s d ist ributed wit hin th e int erval

mh~ (r ) mer) II lgtg(r) + 111gt (1) (26)

A simi lar ru le is appl ied in the case of negative a no ma lous param et er val ues

NUME RICAL COM PARISON

We co mp are results of regularized inve rsio n pe rfo rmed with th e follow ing sta bilizers maxi mum smoothness sma-n(m) th e to ta l varia tion funct ion al srv(m) the MS fun ctiona l s ~ lfs( m)

a nd th e MG S funct iona l s~ If Gs(m ) We also co nside r a foc us-

a) Data

08

06

04

02

0 o 20 40 60 80 100

b) True model

10

20

E 30

~40 Q)

050

60

70 [

0 50 100

c) Max smoothness

10 1

20 I

E 30

I~ 40 Q)

0 50

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70

1

o 50 100 Distance m

120

05

o

06

04

02

a

ing inversion method th at co mbines Tikh on ov regul ari zati on with th e MGS functio na l a nd pe na lizati on of mat erial propshyerty Minim izati o n problems for all th ese cases we re so lved using a reweighted conju gat e grad ien t optimiza tion techn iqu e d iscussed in Append ix B

We present synt he tic examples of differ ent geophys ica l dat a inversion Th ey include gravi ty field s tat ion ary magne tic field a nd E M field dat a

2-U gravity data inversion

Let us trea t m as den sit y dist ribution In th is case ope ra shytor A is a linear forward grav ity o pe ra to r Figure 1a presents synthe tic grav ity dat a with 5 random no ise (so lid line ) comshyputed for a rectangu lar mat e rial body pr esen ted in Figure 1b Not e tha t we hav e data in onl y ten o bse rva tio n points Th e unknown densities in th e gr id sho wn in Figure 1b form a la rge 20 x 15 mat rix of unknown param et ers Thus the inver se p rob shylem is und erdetermined which ca n lead to mult iple so lutio ns We have run fo ur inversio ns with th e different sta bilize rs a nd have ob tained four different mod els sho wn in Figure l c- L The

d) TV 08

10

20 06

E 30

~40 04 Q)

050

60 02

70 o

o 50 100

e) Minimum Support

10 10

20

E 30

~40 Q) 5I I 0 50

60

70

o 0 50 100

I) Focusing

10

20

E 30

1 1 i~40 11 I I II I I J I 105

0 50

60

70 I I I I I I I I I I I I I I I I I LJ 0 0 50 100

Dislance m

FIG I A 2-D grav ity inver sion fo r rec tan gul ar bod y Gr ayscale shows normalized den sity

878 Portniagu ine and Zhdanov

theor etical data computed for these mode ls fit the obs erved dat a pra ctically with the same accura cy of 5 (a ll four preshyd icted da ta curves arc sho wn by sta rs on Figu re 1a)

Figure lc shows the res ult of inversion with a maximu m smoo thness sta bil izer Figure ld sho ws the resul t obta ined with a tota l vari ati on stabilize r which is be tte r than the first one bu t still the image is ver y dispersed Figure I e sho ws an inversion res ult with an MGS stabilizer Th e image is ovcrsha rpc ncd Figure I f presen ts the res ult of foc using inversion For the foshycusing inve rsion we ass ume we know the upper bo und value of th e ano malo us de nsity

Th e next se t of inversi ons has be en done for the mod el of two sma ll bodies (Figure 2) Figure 2a depicts observed dat a with 5 rand om noise (so lid line) and theor et ical predi cted field s for four inversio n res ults (s ta rs) sho wn in th e other panshye ls Figure 2c shows the so lution with the maximum smoothness functi on a l Figure 2d prese nts the bounded total varia tio n soshylution Figure 2e shows th e so lution with the minimum gradi en t suppo rt functio nal and Figure 2f dem onst rates the focu sed imshyage We aga in ass ume we know the upp er bo und va lue of the a no ma lous den sity

08

06

0 4

02

0 1

o

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E 30

40 Ggt 050

60

70

o

a) Data

20 40 60

b) True model

80 100 120 I

0 5

50

c) Max smoothness

100 o

Figure 3 shows the set of equivalent soluti ons for st epl ike density distribution (a) actua l data with 5 rand om noise (solid line) and theore tical predicted dat a for four inversion res ults (sta rs) shown in the o ther pan els (b) actua l model (c) maximum smoo thness so lution (d) the bounded total va riashytion solution (e) the so lutio n with a minimum gradient suppor t functi onal and (f) the result of focusing inversion Th e focusing inversion produces the best image of the ste plike struct ure

2-D magnetic data Inversion

No w we assume tha t m is magnet ic succeptibility and ope rshyator A is the linear forwa rd magnet ic ope ra to r We so lve the sta tiona ry magnetic inverse probl em Figu re 4 sho ws (a) synshythe tic observed magnetic dat a with 5 ra ndo m noise and theshyoreti cal predicted dat a for inversion result s (sta rs) sho wn in Figure 4c (b) the actual model and (c) the bound ed tota l variat ion inversion resul t We now have two ano malous bod shyies with differ ent susceptibilities We first assu me we know the ano ma lous prop erty of both bod iesThi s knowledge is include d in th e a lgor ithm as a priori informati on abo ut the distribution

d) TV

10 I

20

E 30

40 050

60

70 ~

o 50 100

e) Minimum Support

10 I I

20

E 30

40 Ql

050 I

60 I

70I

I I

I

i

I

15

I05

oshyo 50 100

f) Focusing

10 I

20 I

E 30

40 Ql

0 50 I I

60I

70I

o o 50 100

Distance m

008

006

004

002

o

10

I 1

01

--

I

20

E 30

40 Ql

050

I

I

005

60

70 o o 50

Distance m 100

FIG 2 A 2-D grav ity inversion for two sma ll bodi es Grayscale sho ws norma lized density

879 Focusing Inversion Images

of the co nstrain ts of anoma lous susce ptibility ( Figur e 5b) The resulting image is prese nte d in Figure 5a It reso lves well the posit ion and sha pe of bot h bodi es Figure 5d reflects th e wrong assumptio n about the bodi es susce ptibilities one is two times bigger and the othe r is two times smalle r Figur e 5e shows the focused image co mputed for th is case As on e would exp ec t the sizes of th e bodi es cor respo nd ingly increase and decrease by two times Figure 51 re flects the wro ng a prior i infor mati on abo ut susceptibility the susceptibility of the fi rst body is two times smaller and the suscepti bility of the second bod y is two tim es larger t han the true va lues Figure 5e sho ws the correshysponding focused image This example suggests that eve n if we do not know th e property exactly focusing inversion still can be applied and ca n pro duc e usefu l resu lts

3middot0 borehole induction data inversion

We have applied dif ferent sta bilizing functio na ls discussed above to so lving the following EM invers e pro blem Consider the model of two co nd uct ive bodies located a t a depth 01 1000 m (Figure 6) Th e bodies arc pr isms 20 x 20 m in the X and Y dishyrections and 10 111 in the Z directio n T he observation array

a) Data

I l

08

06

04

1 I ~

~ oILshy

o

02

20 40

~

60 80 100

~_

120

__

b) True model

10

20

E 30

40

050

05

60

0 50 100 o

c) Max smoothness

70

3

20

E 30

10

2

40

0 50

60

70[ o

0 50 100 Distance m

is form ed by a vertical magne tic dip ole transmi tt er and th reeshycom pon ent magn et ic field receive rs located in the bo re hole with a ve rt ical se pa rat ion of 6 m Resistivity of th e bod ies is 1 ohm -rn while the back gro und resistivi ty is 1000 o hm-m The theor e tical frequency-doma in EM field in this model was simshyulat ed for freq uencies of 16 32 64 and 128 kHz using SYSEM integra l equa tion for ward-mo de ling code (Xiong 1992) Th e transmitter-receiver insta llatio n was mo ving alon g the boreshyhole fro m 950 m to 1050 m with observat ions every 10 m (sta rs in Figure 6)

We use three-com pon en t dat a measured at the single obsershyvat ion po int in the boreho le to ob tain infor ma tion abo ut the location of the con du cting bo dies in the horizon tal plan e The res ults of sim ulation ar e shown in Figure 7 (sol id lines)

Th e first experime nt demonstr a tes the res ult of inver sion with a tot al var iation stabilize r

Pyenv (m) = cp(m) + rxsi TV(m)

= (Am - d Am - d)f)

+ v Jl vmI 2+ B2d v = min (27)

d) TV

I

10

20

E 30

40

050 i

70

60 u o 50 100

e) Minimum Support 40

20

o

- 20

o 50 100

I) Focusing

I

10

20

E 30

sect40 0 50

05

60

0 50 Distanc e m

100 o

70

FIG) A 2-D grav ity inve rsion for st ep -like structure Grayscale shows nor malized density

880 Portniaguine and Zhdanov

The inversion image is shown in Figure 8 We cannot see two sep ar at e bod ies in this figure At the same time the misfit between the observed and predicted dat a fo r this image is onl y 15

The next num er ical experiment demonstr at es results of inshyversion using a minimum gradient suppo rt stabi lizer

P~f ( S (m ) = rp (m) + aSMradsup (m)

=(Am - d Am - d )raquo

1 (Vm Vm )+a d u (28)

v (Vm Vm ) + fJ2

and penalizat ion desc ribed above Figu re 9 present s the reshysults of inversion Figure 7 shows the compari son between th e

a) Data

50 100 150 200

b) True model

I

2 10

20 15

E 30

~40 Q)

0 50

0 5 60

70 o

o 50 100 150 200 Distance m

c) TV

10

20 11 i

E 30

02 R 40 Q) I i 050

0 1 60 Htttttt+tIttttt 70 mtttttttttmltt o

o 50 100 150 Distance m

200

FIG 4 A 2-D magnetic field inversion Gra yscale shows norm alized magnet izat ion of the ce lls

obse rved (so lid lines ) and theoret ical pred icted data (stars) computed for the model shown in Figure 9 In this image two bodies a re obviously resolved At the same time the acc uracy of fitti ng here is almost the same (15 ) as that for tot al varishyation inversion

The obta ine d results clearl y dem onstrat e the ad vantages of the MGS plus penal ization approac h

FOCUSING INVERSION ON PENASQUITO GRAVIlY DATA

Gr avity data for the Penasquito site co llected by Kennecott Explora tion are used as a test for inversion Th e map of Bouguer ano malies for this site (te rrai n corre cted for near est 30 m) is shown in Figure lOa

The subsurface geology of the area is cha racte rized by the prese nce of intrusions embedded into sedime nta ry formations Co re tests sho w lowest density for breccia and quart z porphyry samples (232-247 gcrrr) Density is 258-273 gcrrr for both alte red and unalt ered background for mations

Thus negative gravity anomalies are possibly associated with breccia pipes Most of the area is covered with a lluvium ho wshyever one breccia pipe is out cropping at the centra l part of th e map An oth er breccia pipe was con firmed by drillin g

In the inve rsion procedure cont rast for breccia and backshygro und rock was taken as -03 gcm However there are man y areas with positive gravity anomalies up to 1 mGal which manshyifest format ions with density higher th an the backgro und

Focusing inversion allows us to obtai n a well-focused sharp sub surface image in contrast to widely known smoo th inshyversion meth od s It also requires app lication of th e penalizashytion technique in which upp er and lower limits of anoma lous density variati ons are used to produce the density model In this example we used values of - 03 gcrn as lower limits which cor responded to the drill ing core data abo ut the bre cshycia pipes anomalous density The posi tive constra ints were tak en as + 03 gcnr to designate unknown high-dens ity forshymati ons

Th e subsurface region under investigati on was divided into cubic cells of 100 x 100 m horizontal size Cell size increases with depth sta rt ing with 50 m at th e surface th en 50 75 100 150200300 400 and 500 rn There wer e 7800 data values a nd 20000 model paramet ers Th e density contrast within eac h cell was assum ed constant but it cha nged from ce ll to ce ll Star ting from the model with the zero anomalous density the inver sion procedure ite ratively conve rged to the model that bes t fit the grav ity dat a

Three separate experiments were done First focusing invershysion was performed for the entire area Second minim um Lz norm (smooth ) inversion was done for comparison also for the entire ar ea Third the inversion was app lied to a local data se t above one of known breccia pip es using a 3-D grid with sma ll uniform cubi c ce lls The res ults of the third experiment were compared with drillin g infor ma tion available in th e site

Re sults of inversion

The focusin g inversion was perf ormed on the re al gravshyity dat a from the Pen asquito site On ly 10 minutes of comshyputer time on a SPA RC-20 were required to invert a relati vely large 3-D model as demonstrated her e Figure l Obshows data

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

2 10

I

I

I20 I I

E 30 I

5 40 I

ltll 0 50

05 60

70 0

o 50 100 150 200

c) 4

10 I

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050 I

I60 I I I I70 I

0 o 50 100 150 200

e)

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0 50

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I

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I

100 150 Distance m

I

I

I

200

05

a

errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

20

E 30

~40 ltll 050

601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

d)

10

20 Htttttttttt1tIi I f

E 30

~40 ltll

o 50 111lil i

60

70 I II I f) I I J I I Il LJo 0 50 100 150 200

f)

2 10

1I111 11 11 111 fJII II I I ~

20~t _ l l 5 E 30

t40 ltll

0 50

60~1 105

70 uuunuuuunu L-J 0

0 50 100 150 200 Distance m

FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 5: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

878 Portniagu ine and Zhdanov

theor etical data computed for these mode ls fit the obs erved dat a pra ctically with the same accura cy of 5 (a ll four preshyd icted da ta curves arc sho wn by sta rs on Figu re 1a)

Figure lc shows the res ult of inversion with a maximu m smoo thness sta bil izer Figure ld sho ws the resul t obta ined with a tota l vari ati on stabilize r which is be tte r than the first one bu t still the image is ver y dispersed Figure I e sho ws an inversion res ult with an MGS stabilizer Th e image is ovcrsha rpc ncd Figure I f presen ts the res ult of foc using inversion For the foshycusing inve rsion we ass ume we know the upper bo und value of th e ano malo us de nsity

Th e next se t of inversi ons has be en done for the mod el of two sma ll bodies (Figure 2) Figure 2a depicts observed dat a with 5 rand om noise (so lid line) and theor et ical predi cted field s for four inversio n res ults (s ta rs) sho wn in th e other panshye ls Figure 2c shows the so lution with the maximum smoothness functi on a l Figure 2d prese nts the bounded total varia tio n soshylution Figure 2e shows th e so lution with the minimum gradi en t suppo rt functio nal and Figure 2f dem onst rates the focu sed imshyage We aga in ass ume we know the upp er bo und va lue of the a no ma lous den sity

08

06

0 4

02

0 1

o

10

20

E 30

40 Ggt 050

60

70

o

a) Data

20 40 60

b) True model

80 100 120 I

0 5

50

c) Max smoothness

100 o

Figure 3 shows the set of equivalent soluti ons for st epl ike density distribution (a) actua l data with 5 rand om noise (solid line) and theore tical predicted dat a for four inversion res ults (sta rs) shown in the o ther pan els (b) actua l model (c) maximum smoo thness so lution (d) the bounded total va riashytion solution (e) the so lutio n with a minimum gradient suppor t functi onal and (f) the result of focusing inversion Th e focusing inversion produces the best image of the ste plike struct ure

2-D magnetic data Inversion

No w we assume tha t m is magnet ic succeptibility and ope rshyator A is the linear forwa rd magnet ic ope ra to r We so lve the sta tiona ry magnetic inverse probl em Figu re 4 sho ws (a) synshythe tic observed magnetic dat a with 5 ra ndo m noise and theshyoreti cal predicted dat a for inversion result s (sta rs) sho wn in Figure 4c (b) the actual model and (c) the bound ed tota l variat ion inversion resul t We now have two ano malous bod shyies with differ ent susceptibilities We first assu me we know the ano ma lous prop erty of both bod iesThi s knowledge is include d in th e a lgor ithm as a priori informati on abo ut the distribution

d) TV

10 I

20

E 30

40 050

60

70 ~

o 50 100

e) Minimum Support

10 I I

20

E 30

40 Ql

050 I

60 I

70I

I I

I

i

I

15

I05

oshyo 50 100

f) Focusing

10 I

20 I

E 30

40 Ql

0 50 I I

60I

70I

o o 50 100

Distance m

008

006

004

002

o

10

I 1

01

--

I

20

E 30

40 Ql

050

I

I

005

60

70 o o 50

Distance m 100

FIG 2 A 2-D grav ity inversion for two sma ll bodi es Grayscale sho ws norma lized density

879 Focusing Inversion Images

of the co nstrain ts of anoma lous susce ptibility ( Figur e 5b) The resulting image is prese nte d in Figure 5a It reso lves well the posit ion and sha pe of bot h bodi es Figure 5d reflects th e wrong assumptio n about the bodi es susce ptibilities one is two times bigger and the othe r is two times smalle r Figur e 5e shows the focused image co mputed for th is case As on e would exp ec t the sizes of th e bodi es cor respo nd ingly increase and decrease by two times Figure 51 re flects the wro ng a prior i infor mati on abo ut susceptibility the susceptibility of the fi rst body is two times smaller and the suscepti bility of the second bod y is two tim es larger t han the true va lues Figure 5e sho ws the correshysponding focused image This example suggests that eve n if we do not know th e property exactly focusing inversion still can be applied and ca n pro duc e usefu l resu lts

3middot0 borehole induction data inversion

We have applied dif ferent sta bilizing functio na ls discussed above to so lving the following EM invers e pro blem Consider the model of two co nd uct ive bodies located a t a depth 01 1000 m (Figure 6) Th e bodies arc pr isms 20 x 20 m in the X and Y dishyrections and 10 111 in the Z directio n T he observation array

a) Data

I l

08

06

04

1 I ~

~ oILshy

o

02

20 40

~

60 80 100

~_

120

__

b) True model

10

20

E 30

40

050

05

60

0 50 100 o

c) Max smoothness

70

3

20

E 30

10

2

40

0 50

60

70[ o

0 50 100 Distance m

is form ed by a vertical magne tic dip ole transmi tt er and th reeshycom pon ent magn et ic field receive rs located in the bo re hole with a ve rt ical se pa rat ion of 6 m Resistivity of th e bod ies is 1 ohm -rn while the back gro und resistivi ty is 1000 o hm-m The theor e tical frequency-doma in EM field in this model was simshyulat ed for freq uencies of 16 32 64 and 128 kHz using SYSEM integra l equa tion for ward-mo de ling code (Xiong 1992) Th e transmitter-receiver insta llatio n was mo ving alon g the boreshyhole fro m 950 m to 1050 m with observat ions every 10 m (sta rs in Figure 6)

We use three-com pon en t dat a measured at the single obsershyvat ion po int in the boreho le to ob tain infor ma tion abo ut the location of the con du cting bo dies in the horizon tal plan e The res ults of sim ulation ar e shown in Figure 7 (sol id lines)

Th e first experime nt demonstr a tes the res ult of inver sion with a tot al var iation stabilize r

Pyenv (m) = cp(m) + rxsi TV(m)

= (Am - d Am - d)f)

+ v Jl vmI 2+ B2d v = min (27)

d) TV

I

10

20

E 30

40

050 i

70

60 u o 50 100

e) Minimum Support 40

20

o

- 20

o 50 100

I) Focusing

I

10

20

E 30

sect40 0 50

05

60

0 50 Distanc e m

100 o

70

FIG) A 2-D grav ity inve rsion for st ep -like structure Grayscale shows nor malized density

880 Portniaguine and Zhdanov

The inversion image is shown in Figure 8 We cannot see two sep ar at e bod ies in this figure At the same time the misfit between the observed and predicted dat a fo r this image is onl y 15

The next num er ical experiment demonstr at es results of inshyversion using a minimum gradient suppo rt stabi lizer

P~f ( S (m ) = rp (m) + aSMradsup (m)

=(Am - d Am - d )raquo

1 (Vm Vm )+a d u (28)

v (Vm Vm ) + fJ2

and penalizat ion desc ribed above Figu re 9 present s the reshysults of inversion Figure 7 shows the compari son between th e

a) Data

50 100 150 200

b) True model

I

2 10

20 15

E 30

~40 Q)

0 50

0 5 60

70 o

o 50 100 150 200 Distance m

c) TV

10

20 11 i

E 30

02 R 40 Q) I i 050

0 1 60 Htttttt+tIttttt 70 mtttttttttmltt o

o 50 100 150 Distance m

200

FIG 4 A 2-D magnetic field inversion Gra yscale shows norm alized magnet izat ion of the ce lls

obse rved (so lid lines ) and theoret ical pred icted data (stars) computed for the model shown in Figure 9 In this image two bodies a re obviously resolved At the same time the acc uracy of fitti ng here is almost the same (15 ) as that for tot al varishyation inversion

The obta ine d results clearl y dem onstrat e the ad vantages of the MGS plus penal ization approac h

FOCUSING INVERSION ON PENASQUITO GRAVIlY DATA

Gr avity data for the Penasquito site co llected by Kennecott Explora tion are used as a test for inversion Th e map of Bouguer ano malies for this site (te rrai n corre cted for near est 30 m) is shown in Figure lOa

The subsurface geology of the area is cha racte rized by the prese nce of intrusions embedded into sedime nta ry formations Co re tests sho w lowest density for breccia and quart z porphyry samples (232-247 gcrrr) Density is 258-273 gcrrr for both alte red and unalt ered background for mations

Thus negative gravity anomalies are possibly associated with breccia pipes Most of the area is covered with a lluvium ho wshyever one breccia pipe is out cropping at the centra l part of th e map An oth er breccia pipe was con firmed by drillin g

In the inve rsion procedure cont rast for breccia and backshygro und rock was taken as -03 gcm However there are man y areas with positive gravity anomalies up to 1 mGal which manshyifest format ions with density higher th an the backgro und

Focusing inversion allows us to obtai n a well-focused sharp sub surface image in contrast to widely known smoo th inshyversion meth od s It also requires app lication of th e penalizashytion technique in which upp er and lower limits of anoma lous density variati ons are used to produce the density model In this example we used values of - 03 gcrn as lower limits which cor responded to the drill ing core data abo ut the bre cshycia pipes anomalous density The posi tive constra ints were tak en as + 03 gcnr to designate unknown high-dens ity forshymati ons

Th e subsurface region under investigati on was divided into cubic cells of 100 x 100 m horizontal size Cell size increases with depth sta rt ing with 50 m at th e surface th en 50 75 100 150200300 400 and 500 rn There wer e 7800 data values a nd 20000 model paramet ers Th e density contrast within eac h cell was assum ed constant but it cha nged from ce ll to ce ll Star ting from the model with the zero anomalous density the inver sion procedure ite ratively conve rged to the model that bes t fit the grav ity dat a

Three separate experiments were done First focusing invershysion was performed for the entire area Second minim um Lz norm (smooth ) inversion was done for comparison also for the entire ar ea Third the inversion was app lied to a local data se t above one of known breccia pip es using a 3-D grid with sma ll uniform cubi c ce lls The res ults of the third experiment were compared with drillin g infor ma tion available in th e site

Re sults of inversion

The focusin g inversion was perf ormed on the re al gravshyity dat a from the Pen asquito site On ly 10 minutes of comshyputer time on a SPA RC-20 were required to invert a relati vely large 3-D model as demonstrated her e Figure l Obshows data

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

2 10

I

I

I20 I I

E 30 I

5 40 I

ltll 0 50

05 60

70 0

o 50 100 150 200

c) 4

10 I

20 I 3I

E 30 I

2~ 40 ltll

050 I

I60 I I I I70 I

0 o 50 100 150 200

e)

10 I I

I

o

20

E 30

~40 ltll

0 50

60

70

I

50

I

100 150 Distance m

I

I

I

200

05

a

errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

20

E 30

~40 ltll 050

601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

d)

10

20 Htttttttttt1tIi I f

E 30

~40 ltll

o 50 111lil i

60

70 I II I f) I I J I I Il LJo 0 50 100 150 200

f)

2 10

1I111 11 11 111 fJII II I I ~

20~t _ l l 5 E 30

t40 ltll

0 50

60~1 105

70 uuunuuuunu L-J 0

0 50 100 150 200 Distance m

FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 6: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

879 Focusing Inversion Images

of the co nstrain ts of anoma lous susce ptibility ( Figur e 5b) The resulting image is prese nte d in Figure 5a It reso lves well the posit ion and sha pe of bot h bodi es Figure 5d reflects th e wrong assumptio n about the bodi es susce ptibilities one is two times bigger and the othe r is two times smalle r Figur e 5e shows the focused image co mputed for th is case As on e would exp ec t the sizes of th e bodi es cor respo nd ingly increase and decrease by two times Figure 51 re flects the wro ng a prior i infor mati on abo ut susceptibility the susceptibility of the fi rst body is two times smaller and the suscepti bility of the second bod y is two tim es larger t han the true va lues Figure 5e sho ws the correshysponding focused image This example suggests that eve n if we do not know th e property exactly focusing inversion still can be applied and ca n pro duc e usefu l resu lts

3middot0 borehole induction data inversion

We have applied dif ferent sta bilizing functio na ls discussed above to so lving the following EM invers e pro blem Consider the model of two co nd uct ive bodies located a t a depth 01 1000 m (Figure 6) Th e bodies arc pr isms 20 x 20 m in the X and Y dishyrections and 10 111 in the Z directio n T he observation array

a) Data

I l

08

06

04

1 I ~

~ oILshy

o

02

20 40

~

60 80 100

~_

120

__

b) True model

10

20

E 30

40

050

05

60

0 50 100 o

c) Max smoothness

70

3

20

E 30

10

2

40

0 50

60

70[ o

0 50 100 Distance m

is form ed by a vertical magne tic dip ole transmi tt er and th reeshycom pon ent magn et ic field receive rs located in the bo re hole with a ve rt ical se pa rat ion of 6 m Resistivity of th e bod ies is 1 ohm -rn while the back gro und resistivi ty is 1000 o hm-m The theor e tical frequency-doma in EM field in this model was simshyulat ed for freq uencies of 16 32 64 and 128 kHz using SYSEM integra l equa tion for ward-mo de ling code (Xiong 1992) Th e transmitter-receiver insta llatio n was mo ving alon g the boreshyhole fro m 950 m to 1050 m with observat ions every 10 m (sta rs in Figure 6)

We use three-com pon en t dat a measured at the single obsershyvat ion po int in the boreho le to ob tain infor ma tion abo ut the location of the con du cting bo dies in the horizon tal plan e The res ults of sim ulation ar e shown in Figure 7 (sol id lines)

Th e first experime nt demonstr a tes the res ult of inver sion with a tot al var iation stabilize r

Pyenv (m) = cp(m) + rxsi TV(m)

= (Am - d Am - d)f)

+ v Jl vmI 2+ B2d v = min (27)

d) TV

I

10

20

E 30

40

050 i

70

60 u o 50 100

e) Minimum Support 40

20

o

- 20

o 50 100

I) Focusing

I

10

20

E 30

sect40 0 50

05

60

0 50 Distanc e m

100 o

70

FIG) A 2-D grav ity inve rsion for st ep -like structure Grayscale shows nor malized density

880 Portniaguine and Zhdanov

The inversion image is shown in Figure 8 We cannot see two sep ar at e bod ies in this figure At the same time the misfit between the observed and predicted dat a fo r this image is onl y 15

The next num er ical experiment demonstr at es results of inshyversion using a minimum gradient suppo rt stabi lizer

P~f ( S (m ) = rp (m) + aSMradsup (m)

=(Am - d Am - d )raquo

1 (Vm Vm )+a d u (28)

v (Vm Vm ) + fJ2

and penalizat ion desc ribed above Figu re 9 present s the reshysults of inversion Figure 7 shows the compari son between th e

a) Data

50 100 150 200

b) True model

I

2 10

20 15

E 30

~40 Q)

0 50

0 5 60

70 o

o 50 100 150 200 Distance m

c) TV

10

20 11 i

E 30

02 R 40 Q) I i 050

0 1 60 Htttttt+tIttttt 70 mtttttttttmltt o

o 50 100 150 Distance m

200

FIG 4 A 2-D magnetic field inversion Gra yscale shows norm alized magnet izat ion of the ce lls

obse rved (so lid lines ) and theoret ical pred icted data (stars) computed for the model shown in Figure 9 In this image two bodies a re obviously resolved At the same time the acc uracy of fitti ng here is almost the same (15 ) as that for tot al varishyation inversion

The obta ine d results clearl y dem onstrat e the ad vantages of the MGS plus penal ization approac h

FOCUSING INVERSION ON PENASQUITO GRAVIlY DATA

Gr avity data for the Penasquito site co llected by Kennecott Explora tion are used as a test for inversion Th e map of Bouguer ano malies for this site (te rrai n corre cted for near est 30 m) is shown in Figure lOa

The subsurface geology of the area is cha racte rized by the prese nce of intrusions embedded into sedime nta ry formations Co re tests sho w lowest density for breccia and quart z porphyry samples (232-247 gcrrr) Density is 258-273 gcrrr for both alte red and unalt ered background for mations

Thus negative gravity anomalies are possibly associated with breccia pipes Most of the area is covered with a lluvium ho wshyever one breccia pipe is out cropping at the centra l part of th e map An oth er breccia pipe was con firmed by drillin g

In the inve rsion procedure cont rast for breccia and backshygro und rock was taken as -03 gcm However there are man y areas with positive gravity anomalies up to 1 mGal which manshyifest format ions with density higher th an the backgro und

Focusing inversion allows us to obtai n a well-focused sharp sub surface image in contrast to widely known smoo th inshyversion meth od s It also requires app lication of th e penalizashytion technique in which upp er and lower limits of anoma lous density variati ons are used to produce the density model In this example we used values of - 03 gcrn as lower limits which cor responded to the drill ing core data abo ut the bre cshycia pipes anomalous density The posi tive constra ints were tak en as + 03 gcnr to designate unknown high-dens ity forshymati ons

Th e subsurface region under investigati on was divided into cubic cells of 100 x 100 m horizontal size Cell size increases with depth sta rt ing with 50 m at th e surface th en 50 75 100 150200300 400 and 500 rn There wer e 7800 data values a nd 20000 model paramet ers Th e density contrast within eac h cell was assum ed constant but it cha nged from ce ll to ce ll Star ting from the model with the zero anomalous density the inver sion procedure ite ratively conve rged to the model that bes t fit the grav ity dat a

Three separate experiments were done First focusing invershysion was performed for the entire area Second minim um Lz norm (smooth ) inversion was done for comparison also for the entire ar ea Third the inversion was app lied to a local data se t above one of known breccia pip es using a 3-D grid with sma ll uniform cubi c ce lls The res ults of the third experiment were compared with drillin g infor ma tion available in th e site

Re sults of inversion

The focusin g inversion was perf ormed on the re al gravshyity dat a from the Pen asquito site On ly 10 minutes of comshyputer time on a SPA RC-20 were required to invert a relati vely large 3-D model as demonstrated her e Figure l Obshows data

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

2 10

I

I

I20 I I

E 30 I

5 40 I

ltll 0 50

05 60

70 0

o 50 100 150 200

c) 4

10 I

20 I 3I

E 30 I

2~ 40 ltll

050 I

I60 I I I I70 I

0 o 50 100 150 200

e)

10 I I

I

o

20

E 30

~40 ltll

0 50

60

70

I

50

I

100 150 Distance m

I

I

I

200

05

a

errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

20

E 30

~40 ltll 050

601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

d)

10

20 Htttttttttt1tIi I f

E 30

~40 ltll

o 50 111lil i

60

70 I II I f) I I J I I Il LJo 0 50 100 150 200

f)

2 10

1I111 11 11 111 fJII II I I ~

20~t _ l l 5 E 30

t40 ltll

0 50

60~1 105

70 uuunuuuunu L-J 0

0 50 100 150 200 Distance m

FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 7: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

880 Portniaguine and Zhdanov

The inversion image is shown in Figure 8 We cannot see two sep ar at e bod ies in this figure At the same time the misfit between the observed and predicted dat a fo r this image is onl y 15

The next num er ical experiment demonstr at es results of inshyversion using a minimum gradient suppo rt stabi lizer

P~f ( S (m ) = rp (m) + aSMradsup (m)

=(Am - d Am - d )raquo

1 (Vm Vm )+a d u (28)

v (Vm Vm ) + fJ2

and penalizat ion desc ribed above Figu re 9 present s the reshysults of inversion Figure 7 shows the compari son between th e

a) Data

50 100 150 200

b) True model

I

2 10

20 15

E 30

~40 Q)

0 50

0 5 60

70 o

o 50 100 150 200 Distance m

c) TV

10

20 11 i

E 30

02 R 40 Q) I i 050

0 1 60 Htttttt+tIttttt 70 mtttttttttmltt o

o 50 100 150 Distance m

200

FIG 4 A 2-D magnetic field inversion Gra yscale shows norm alized magnet izat ion of the ce lls

obse rved (so lid lines ) and theoret ical pred icted data (stars) computed for the model shown in Figure 9 In this image two bodies a re obviously resolved At the same time the acc uracy of fitti ng here is almost the same (15 ) as that for tot al varishyation inversion

The obta ine d results clearl y dem onstrat e the ad vantages of the MGS plus penal ization approac h

FOCUSING INVERSION ON PENASQUITO GRAVIlY DATA

Gr avity data for the Penasquito site co llected by Kennecott Explora tion are used as a test for inversion Th e map of Bouguer ano malies for this site (te rrai n corre cted for near est 30 m) is shown in Figure lOa

The subsurface geology of the area is cha racte rized by the prese nce of intrusions embedded into sedime nta ry formations Co re tests sho w lowest density for breccia and quart z porphyry samples (232-247 gcrrr) Density is 258-273 gcrrr for both alte red and unalt ered background for mations

Thus negative gravity anomalies are possibly associated with breccia pipes Most of the area is covered with a lluvium ho wshyever one breccia pipe is out cropping at the centra l part of th e map An oth er breccia pipe was con firmed by drillin g

In the inve rsion procedure cont rast for breccia and backshygro und rock was taken as -03 gcm However there are man y areas with positive gravity anomalies up to 1 mGal which manshyifest format ions with density higher th an the backgro und

Focusing inversion allows us to obtai n a well-focused sharp sub surface image in contrast to widely known smoo th inshyversion meth od s It also requires app lication of th e penalizashytion technique in which upp er and lower limits of anoma lous density variati ons are used to produce the density model In this example we used values of - 03 gcrn as lower limits which cor responded to the drill ing core data abo ut the bre cshycia pipes anomalous density The posi tive constra ints were tak en as + 03 gcnr to designate unknown high-dens ity forshymati ons

Th e subsurface region under investigati on was divided into cubic cells of 100 x 100 m horizontal size Cell size increases with depth sta rt ing with 50 m at th e surface th en 50 75 100 150200300 400 and 500 rn There wer e 7800 data values a nd 20000 model paramet ers Th e density contrast within eac h cell was assum ed constant but it cha nged from ce ll to ce ll Star ting from the model with the zero anomalous density the inver sion procedure ite ratively conve rged to the model that bes t fit the grav ity dat a

Three separate experiments were done First focusing invershysion was performed for the entire area Second minim um Lz norm (smooth ) inversion was done for comparison also for the entire ar ea Third the inversion was app lied to a local data se t above one of known breccia pip es using a 3-D grid with sma ll uniform cubi c ce lls The res ults of the third experiment were compared with drillin g infor ma tion available in th e site

Re sults of inversion

The focusin g inversion was perf ormed on the re al gravshyity dat a from the Pen asquito site On ly 10 minutes of comshyputer time on a SPA RC-20 were required to invert a relati vely large 3-D model as demonstrated her e Figure l Obshows data

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

2 10

I

I

I20 I I

E 30 I

5 40 I

ltll 0 50

05 60

70 0

o 50 100 150 200

c) 4

10 I

20 I 3I

E 30 I

2~ 40 ltll

050 I

I60 I I I I70 I

0 o 50 100 150 200

e)

10 I I

I

o

20

E 30

~40 ltll

0 50

60

70

I

50

I

100 150 Distance m

I

I

I

200

05

a

errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

20

E 30

~40 ltll 050

601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

d)

10

20 Htttttttttt1tIi I f

E 30

~40 ltll

o 50 111lil i

60

70 I II I f) I I J I I Il LJo 0 50 100 150 200

f)

2 10

1I111 11 11 111 fJII II I I ~

20~t _ l l 5 E 30

t40 ltll

0 50

60~1 105

70 uuunuuuunu L-J 0

0 50 100 150 200 Distance m

FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 8: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

881 Focusing Inversion Imag es

predicted from the focusin g inversion Th e predieted dat a fit the obse rved data wel l Figure l 1a sho ws the residu al field which is the d iffere nce bet ween observed a nd pred icted gra vshyity dat a We ca n trea t th e res idual field as the random noise which contamina tes real dat a Maximum erro rs a rc on the o rshyder o f 01 mGal but they occur only ab ove one of the brecci a pipes Most of the errors a re less than O02mGal A histogram of resid ua ls is sho wn in Figure I Ib The residu als fo rm a Gaussian d istribution which is not surprising given the fact tha t leastshysqua res minim iza tion of residuals was per fo rmed Dispersion (sq uare roo t of sum of e rro r sq ua res d ivided by num ber of samples) is 00 I rnt i al fo r thi s pial Most of the residual fie ld is o f shor t len gth which mean s it represents rand om obser vation

a)

2 10

I

I

I20 I I

E 30 I

5 40 I

ltll 0 50

05 60

70 0

o 50 100 150 200

c) 4

10 I

20 I 3I

E 30 I

2~ 40 ltll

050 I

I60 I I I I70 I

0 o 50 100 150 200

e)

10 I I

I

o

20

E 30

~40 ltll

0 50

60

70

I

50

I

100 150 Distance m

I

I

I

200

05

a

errors and near-su rface featu res too small and sha llow for the resolution of the meth od

The res ulting inversion model is prese nted furthe r as slices of ano malous densi ty a t differ ent dep ths Figure 12 presents slices a t 200 and 325 m de pth respective ly

The plot co rrespo nding to 200 m depth is most informative and clea r (Figure 12a ) It sho ws two known breccia pip es a t 0 N - 05 E and -1 N O3 E Th e prospective pipe at - 03 N - 22 E starts shifting 10 th e nor th and the prosp ective pipe a t - 15 N 22 E is shifting toward the sou th

Ther e a re a lso num erou s positive-con trast density bodies On e of these features (a t 0 N -12 E ) is present on the dee per slice a t 325 m depth (Figure 12b )

b)

lllli l III1111 1111 111 1 PI 2 10

20

E 30

~40 ltll 050

601 f 10511 111 11 11 111 11111111

70 1111 1 111 1111 1 LJ 0 0 50 100 150 200

d)

10

20 Htttttttttt1tIi I f

E 30

~40 ltll

o 50 111lil i

60

70 I II I f) I I J I I Il LJo 0 50 100 150 200

f)

2 10

1I111 11 11 111 fJII II I I ~

20~t _ l l 5 E 30

t40 ltll

0 50

60~1 105

70 uuunuuuunu L-J 0

0 50 100 150 200 Distance m

FIG 5 A 2-D magnetic fie ld inversion with various constraints Grayscale shows norm alized magn et izati on of the ce lls Figu re Sac and c sho ws magne tic field inverse problem solutions for the mod el presented in Figure 4 with the different assumptions about the ma ximum ano ma lous suscep tibi lity of each body (co nstra ints) Figure 5b d and f shows distri buti ons o f the co nstrai nts applied in each case Note that differ ent constr aints can be applied to differ ent parts of th e sa me model For example (b) shows that normalized susceptibility of the left bod y sho uld not exceed 05 unit s and normalized susceptibility of the right body sho uld 110t exceed 2 Figure 5a corresponds to a prior i co nstraints sho wn in (b) (c) corresponds to (d) and (e ) corresponds to (f)

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 9: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

882 Portniaguine and Zhdanov

09 150

08

07

06 E 200

05

04

03

250 02

50

0 1

50 - 50

Vim) X(m)

FIG 6 Tru e model fo r 1- D bo rehole EM inv er sion Grayscale shows an om alou s co nd uctivity in siem ensm et er

Minimum L 2 norm inversion results

Fo r com par ison the results o f th e minimum L2 norm invershysio n arc a lso pres e nted This inversion pr oduces smooth mu rky images How ever it may also provide useful infor ma tion

Smooth in ve rsion pro du ces th e data whi ch fit the observashytion with a lmos t the same acc uracy as for focus ing inversion H ow ever th e in ver se a no ma lo us den sity model is di fferent becau se it is a smoo th mod el now This result cor res po nds to the fact tha t th e so lutio n of gra vity inverse problem is nonun iqu e By introd ucing a d ifferen t st abilizing functio na l in th e Tikhonov regul arizat ion sche me we se lect differ ent so lushytions from th e class o f possible inverse mod els

Th e resul tin g smooth inver sion model is pr esented fur ther as s lices o f an om al ou s de nsity at different depths (Figures 1lab) T he slices look so mewhat similar to the co rrespo nd ing s har p pictures howeve r the images her e are mor e disp er sed and un clea r It is hard to eva lua te the sha pe of ano ma lo us bod ies from th ese pictures a nd so me bod ies cann ot be distinguished a t a ll

Validation of results with drilling data

Th e re are no data so far to co nfirm or reject any hyp othesis about deep structures how ev er th er e are drill ing data ava ilshyab le o n th e site to co mpa re with at depth up to 100-200 m

O ne kn own br ecci a p ipe was se lec ted for more ca reful invershysio n in th e sma ll wind ow to be tte r und er st and geome try o f thi s particu lar pipe and to che ck th e reli ab ility of inversion results

A wind ow 15 x 15 km was cut fro m the dat a a nd in vershysio n was pe rformed for th e dat a within th is windo w Ce lls were ta ke n as c ubes with sides of 100 m for all depths up to 15 km A fter focu sin g inversion the cells with zero de nsi ty were e rased a nd a 1-0 image of th e bod y was ge nera ted as shown in Figshyure 14 Sta rs in Figure 14 sho w boreh olesT he X axis is directed to the cast and the Y axis is directed to th e no rth

Co mpa ring these pictures with th e images of th e sa me bod y obta ine d fro m the entire map we cannot sec any significa nt d iffe rence wh ich demonstrates th e ro b ustness of th e algo rithm to th e ce lls size

Figure 15 shows th e view of th e bod y from th e top a nd the conto ur of br eccia pipe derived from drilling dat a In ver sion correctly pr edicts wh ich wells arc insid e a nd whi ch wells arc outs ide of the br eccia pipe

CONCLUSIONS

The results of o ur work dem on strat e that by choosin g differ shyent typ es of st abilizin g fun ction als we can generate inv er sio n images res olving th e a no ma lo us bodies with differ ent acc ushyrac yThe max imum smoothness fun ctional obvious ly produces a very diffuse image Th e to ta l vari ati on funct ion al ge nera tes a more focused image but still ca nno t resolve an omal ou s bodshyies well Finally th e MG S fun cti on al in co mbina tio n with peshynalization produces the mor e resolved a nd focused image of ano ma lous structu res

Thus the MGS functio nal in co mbina tio n with pen ali zati o n helps to ge nerate clearer and mor e foc use d images for geologshyica l st ructu res than co nve nt io na l maximum smo othness and tot al varia tio n function als

Focusin g inversi on cod e was performed on the real gravity dat a from th e Pen asquito si te Th e results of focusing inv ers ion hav e been compared with con vention al in version and ch ecked aga inst drill ing data Co mpariso n shows th at fo cusing inversion pr oduces a different kind of info rmati on th an the conventi on al smooth method Th e shap e a nd size of th e bod ies ar e mu ch better resolved especially at sma ller dep ths an d ar e co nfirme d by drilling data As such focusin g inver sion ca n be a useful tool in interpreting the dat a

ACKNOWLEDGMENTS

We thank Mr J Inm an from Rio Ti nto for useful discussion a nd co mme nts We ar e gra te ful to Ri o Tinto for pe rmission to p ublish the Penasquito grav ity dat a and associa te d results

Th e a utho rs acknowledge the sup po rt o f the U nive rsi ty of Uta h Co nsortium of Elec tro magne tic Mod eling and lnversion (CE M I) which includes Advanced Power Tec hno logies BHP IN CO Jap an National Oil Corp MIM Expl or ati on Minshyd cco Naval Res earch Laboratory Newmont Explo ra tion Rio Tinto Shell Inte rn at io nal Explorati on and Production Schlumberger-Doll Research West ern Atlas West ern Mining Un ocal G eothermal Corp and Zon ge Engi neering

REFERENCES

Acar R and Vogel C R 1994 Analysis of total variation penalty methods Inverse Problems 10 1217-1 229

Berdichevsky M N and Zhdanov M S 1984 Advanced theory of deep geomagnetic sounding Elsevier Science Publ Co Inc

Constable S C Parker R C and Constable G G 1987 Occams inversion A practical algorithm for generating smooth models from EM sounding data Geoph ysics 52 289-300

Eckhart u 1980 Weber s problem and Weiszfelds algorithm in genshyeral spaces Math Program 18 186-196

Giusti E 1984 Minimal surfaces and functionsof bounded variations Birkhauser-Verlag

Guillen A and Mcnichetti v 1984 Gravity and magnetic invershysion with minimization of a specific functional Geophysics 49 1354-1 360

Last BJ and Kubik K 1983 Compact gravity inversion Geophysics 48 713- 721

Rudin L I Osher S and Fatemi E 1992 Nonlinear total variation based noise removal algorithms Physica D 60 259-268

SmithJ T and Booker J R 1991 Rapid inversion of two- and threeshydimensional magnetotelluric data J Geophys Res 96 3905-3922

Tikhunov A N and Arsenin V Y 1977 Solution of ill-posed problems V H Winston and Sons

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 10: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

883 Focusing Inversion Images

Hx Hz 250 f-- - --- - - --

150 1111-- ----__ shy1 o 05 1

x 10-9 X 10 9 X 10 8

FIG 7 Pred icted (sta rs) and observed (so lid lines ) normalized magnetic field components (H H HJ for 3-D boreh ole EM inver sion

2 3 05

016

150 014

1 012

01 ~2COj

J008

0 06

004

~ 0

100 002 __ 50

50~

gt a- 50

Y 1m) X(m)

FIG 8 Total va riati on inversion res ult G rayscale shows anoma lous conduct ivity in sieme nsmeter

VOgel C R and Oman M E 1998 Fast tot al variation based recon shyslruclion of noisy blurred images IE E E Trans Image Processing 7 813- 824

Xiong Z 1992 EM model ing of three-dimen sion al structures by the method of syste m ite ra tion using integral eq uations Geop hysics 57 1556-1561

09

150

1 08

07

06 E 20 0

as

04

03

250 02

50

-~~ _____---~ 100

a 50 uo

-5 0 Vi m)

X(m)

FIG 9 Focusing inversion result G raysca le shows ano malous co nductivity in siemensmete r

Xiong Z and Kirsch A 1992 Thr ee-dimen sional earth conductivity inversion 1 Compo Appl Math 42 109- 121

Zhda nov M S 1993 Regularization in inver sion theor y Tutor ial Colorado School of Mines

Zhd anov M S and S Fang 1996 3-0 quasi linear electro magne tic inversion Radio Science 31 No4 741-754

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 11: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

0gt

~

- 1

b)

FI G 10

215

a) a) ~ middot~ -~~~ O _ r bull ti~~~~--=-- -16~ 9 ~~ J)h3~ ~_-~cent doltJmiddot v J

c= 6- 0 ~Q Cr Scent C- 0

bull 1= bull -JGc e bull ~ I ~ Cgt 1- -) 0 - bull 2 cent ~ )

() ~ ~ ~~~~ ~ ~~V ~ middot) ~ olt) ~ Q(amp011 )J~Ilt 11 gt 00 ~~ Q d ~ 1)0 ~Q 0 1(0 1J

o Omiddot p O ~- J bull bull ~~ 0 ~ ( I IO~ e_ C ~ () dlttf o c-o ~ C O tr middot 0 Q ) ~ bull 1 ( f

Do ~ 0deg0 G I ~ ~ bull bull C] vO ~ ogt Q ~ ~~ 05 ~O - bull ~PO ~V ~g~ ~- bull 9 ~ 1= 0 gt o ~ bull CS

~ f P -o 0 Q Q 0- n bull y lt I bull r] Cgt ~ lt ~ e 0 V ~ ~-ay r bull (0I- Cgt bull

0) - bullbull~ )DQ l Qg - bull Ao ~ ~ O ~ cent ~ ltgt S O )J I ef) Jt cr ~~e degl ~ OOmiddot I f C - bull O() ~ l (I ri 0 bull s rgt 0 0ltgt V lt~ r- bull o - ~o a ltfpound(r vo ~~~ ~ sr ~ vS~ bullCJ0 c 0 d bull C~ cent l ltI~ lt) 4_

Z ltJv 0 ~oye ~ Q ~ ~ CT 00 0 4 (

-0 5 ~ - ltgt Ol ~ ltgt 9 - ~ ~O ~ bull bull 1 I bull Ilt(7 ~ - v 0~ ~ - u

~l __ cent u t DQ middot C Od _ltJ~ ~ gt t ~ 00 ltl ~ 0 aC~~ ltraquo 01) -~q~~(1 cc 0 ) amp~ - 11egt ~~~ 0 0 ~ ~ _ C ~at~ ~~ - 1 ~~oC bull(~ - ~ ~ -~-Q fl

C _ 0- A bull q~ bull o - ~ bull C Omiddott 1 - 1 ~ o 0 0 (1 bull ---- ~ if ~oO 01gt 1~ 1 tebull ~ ltgt~~ l

-15 1 ~ bull O ~ il) ltgt bull fl Cltp 0 ~ 0 P -tPmiddotmiddot_ 0 ~~lt) ~ ~ 7 9=) ~ bull7 Q

- ltJ O b O- U laquoraquo 000)1 (HI bull ~_ - 0 ( deg -) CgtoO - o c_) o

o

-2 - 15 -1 -05 0 05 1 15 2 S Easting km iii

(C

l

b) 1500 CD til J a N J a

til J oI lt

ltn 1000

a lE Jl 0

D E gt z

0 ---- AJllll llllllh

- 006 -004 - 002 0 002 004 006 008 01 012 014 Residual value mGal

FIG I I R esidua l (a) and re sid ua l distribution (b) for foc using inversion Gra ysca le shows millig a ls

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 12: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

--

03 a)a)

02

01 05

Ex

E

0 0o E 0cE

1e a o

z - 05

-0 1

Z

- 1 -1 ~ shy

- 02

-15 -15 1 11

- 0 3 -2 - 15 -1 - 05 deg 05 15 2 - 2 -15 - 1 -05 0 05 15 2

Easting km Easting km

03 b)b)

1515

02

01 0505

~ E

E0o ~

s 11 oo Zz

-DS -01

- 05

-D2

-15 -15

-0 3 -2 -15 - 1 - 05 05 15 2 - 2 - 15 -1 -05 0 05 15 2

Easl ing krn Easting km

deg - 05

I I I -bull

-- -~ - -i I + t-bullI - I

I I II I

II I

f I I I I

II fa - f-~

I

I I - M I I

I fI I I I

I I -II I I

~ -II I I

Ihb deg

I

-

0

02

01

deg -01

- 02

- 03 ~ n t en 5

ltC

5 lt(l)

iil 15 l01

3 III

ltC (l) en

0

- 0 1

-02

F IG 12 Slices of focusing inversion res ult Grayscale shows gram s pe r cubic censhy F IG 13 Slices of smooth image Gr ayscal e shows grams per cub ic centime ter (a) timeter (a) Slice at 200 m depth (b) slice a t 325 rn depth Slice a t 200 rn depth (b) Slice at 325 m dept h

(Xl (Xl (n

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 13: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

886 Portn iaguine and Zhdanov

i0I bull 0 ~ j 0 2 - S I

1 g pound0 3 2 I

I ~

N 04 a 4 ~

0 5 ~ ~ i o6JI

euro o 7 1 ~

4~ - 06

-08

- 041- i

102

- 12

-1 4 - 02Y km X km

FIG 14 A 3-D image of breccia pipe viewed from the so uthshywest Sta rs show boreh ole locatio ns Gray cubes sho w cells with ano ma lous den sity

-05

- 06

~O 7

-0 8

-09

s - - 11

~

~tlrL I

_ - I~

I - 12

bull It I - 13

I-14shy

bull J

-04 -0 2 oc 04 06 OB X ltIn

L_15 ~ 1

FIG 15 Top view of 3-D image of breccia pipe G ray cube s sh ow ce lls with anom alous density Stars sho w boreh ole loca shytions Dash ed line shows co ntour of breccia pipe infer red fro m drillin g da ta

AP PEN DIX A

MINIMUM SUPPORT FUNCTIOl1AL AS A STABILIZER

Acc ordin g to reg ulariza tio n theor y (Tikho no v an d A rsenin 1977) a nonnegat ive function al s(m) on so me Hi lbert space M is called a sta bilizing functiona l if for any real c gt 0 the subset M of clements m E M for which sCm) c is a co mpact Co nside r the subset Me eleme nts of M satisfying the condi tion

SJl Ms(m) c (A-I)

wher e HlS(IIl) is a minimum sup port stabilizing functiona l de shytermined by eq ua tion (14) From the othe rsidcs PMsis a mon o shyton ically incr easi ng funct ion of 11 m - 1Il 1 11 2

Sfl Gs(l11l) lt sj1Gs(m2) if 11m - mpr ll lt 11m2 - mlrll (A-2)

To prove this le t us co nsider the first varia tio n of th e minim um sup po rt fun ctional

1 (Ill - mpr)2 8sj1 s(lIl ) = 8 2 2 d v

v (Ill - lIlpr) + fi

-1 fJ 2 - Ii laquoIIl _IIlpr)2 +fi8(m - mpr fdv

= 1a28(m - III ) 2 d v (A -3)v u~

where

a2 = laquo m

fJ 2 - mpr)2 + f3 2)2

(A-4)

Usi ng the theor em of the average val ue we ob tai n

8spMs( m) = cPv 8(m - mpr)2d v (A -5)

28=0 v (m - nlpr)2d v = 02811111-II1prI1 2

= 202 11 m - 1I1prIl8 I1 m - lIlaprll (A-6)

where 02 is an aver age valu e of a2 in volume V Taking into acco unt that 02 gt 0 and 11m - mp II gt 0 we obta in equa shytion (A-2 ) from equa tion (A -6)

Thus from condition (A- I) we see th at

11 m - mprll q m E M (A -7)

where q gt 0 is so me co nsta nt ie Me forms a sphe re in the spac e M with a cente r a t the point ml It is well known that the sp here is a co mpac t in a Hilbert space Therefor e wc can use funct ion al spMS(m) as a st abil izer in a Tikhon ov regula rizati on proccss

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate

Page 14: Focusing geophysical inversion images...Oleg Portniaguine* and Michael S. Zhdanov* ABSlRACT . A critical problem in inversion of geophysical data is developing a stable inverse problem

887 Focusing Inversion Images

APPENDIXB

CONJUGATE GRADIENT REWEIGHTED OPTIMIZATION

Consider a discrete inverse problem equivalent to the genshyeral inverse problem (1) in the case of the discrete model parameters and data Suppose that N measurements are pershyformed in some geophysical experiment Then we can consider these values as the components of vector dof a length N Simshyilarly some model parameters can be represented as the comshyponents of vector rn of a length L

In this case equation (1) can be rewritten in matrix notation

d = A(m) (B-1)

where A is the matrix column of the operator A The parametric functional (24) for a general nonlinear inshy

verse problem can be expressed using matrix notations

pa(m) = (WdA(m) - Wdd)(WdA(m) - Wdd)

+a(Wem)Wem (B-2)

where w and W~ are weighting matrices of data and model parameters and the asterisk denotes a transposed complex conshyjugate matrix W~ = W~(rn) is the matrix of the weighting funcshytion we(m) introduced above in equation (22) Thus using as fern) in equation (22) the corresponding expression (18) we obtain a maximum smoothness stabilizer Determining fern) according to eq uation (19) yields a total variation stabilizer Substituting corresponding formula (20) or (21) instead fern) produces minimum gradient support or minimum support stabilizers

We use the conjugate gradient method to minimize the parashymetric functional (B-2) It is based on the successive line search in the conjugate gradient direction l(rn ) ll

mll+1 = mn + 8m = mil - knl(mn) (B-3)

The idea of the line search is that we present P (mil - kl(rnll ) )

as a function of one variable k and evaluating it three times along direction 7(llllI) approximately fit it by parabola and then find its minimum and the value of k ll corresponding to this minshy

imum The conjugate gradient directions l(rnll ) are selected as follows

First we use the gradient direction - A A AJ A A A2

L(ma) = I(ma) = F~jWJCA(ma) - d) + aWeama (B-4)

where Wo = W(mo) Next the conjugate gradient direction is the linear combinashy

tion of the gradient on this step and the direction l(rnu) on the previous step

l (ml) = i(ml) + BIl(mo) (B-5)

On the n + 1th step

l(mn+d = i(mn+l) + Bn+ll(mn) (B-6)

where A A A2 A A A2

I(mn) = F~jWd(A(mn) - d) + aWenmn (B-7)

and WII = W(rnl) The coefficients fJlI+1 are defined from the condition that the

directions l(rnll+d and l(ml) are conjugate

i(mn+1 )i(mn+l) (B-8)Bn+l = i(mn)i(mn)

This algorithm always converges to the local minimum because on every iteration we apply the parabolic line search We call this algorithm conjugate gradient reweigh ted optimization beshycause the weighting matrix Wl is updated on every iteration One can find the formal proof of the convergence of this type of optimization technique in Eckhart (1980)

In the case of linear forward operator A the parametric funcshytional has only one local minimum so the minimization of P is unique (Tikhonov and Arsenin 1977)

The advantage of the conjugate gradient reweighted optishymization algorithm is that we do not have to know the gradient of fern) for every iteration-only its value for corresponding model parameters which is easy to calculate