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Compressed wavefield extrapolation with curvelets Lin, Tim T. Y.; Herrmann, Felix J. 2007-12-31

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Compressed Wavefield Extrapolation with Curvelets Tim T.Y. Lin and Felix J. Herrmann University of British Columbia  SEG 2007 San Antonio, Sept 25  Introduction   Concerned with explicit forms of wavefield propagator W of the linearized forward model  P-  =  W- R+ W+  s+  ∆x3  x3 > 0   Would like to find explicit W suitable for waveequation migration:   simultaneously operates on sets of traces    fully incorporates velocity information of medium    no parabolic approximations  Introduction Compressed extrapolation with curvelets SM93 Goal: employ the complete 1-Way Helmholtz sparse reconstruction, Software: http://www.lx.it.pt/~mtf/GPSR/. REFERENCES operator for W Grimbergen, J., F. Dessing, and C. Wapenaar, 1998, Modal expansion of one-    Bednar, and C. Shin, 2006, Two-way versus one-way: A comparison: 76th Annual International Meeting, SEG, cts, 2343–2347. ±by 82, Seismic migration. Imaging of acoustic energy olation: Elsevier. ompressive sensing: Presented at the Institute of Applied minars, University of British Columbia. L. Demanet, 2005, The curvelet representation of wave ptimally sparse: Communications on Pure and Applied  1472–1528. anet, D. Donoho, and L. Ying, 2006a, Fast discrete curveAM Multiscale Modeling and Simulation, 5, 861–899.  Curvelets — A surprisingly effective L. Donoho, 2000a, esentation for objects with edges: in L. L. Schumaker et nd surfaces: Vanderbilt University Press.  vering edges in ill-posed problems: Optimality of1 curves of Statistics, 30, 784–842. ight frames of curvelets and optimal representations of wise C2 singularities: Communications On Pure and Aps, 57, 219–266. Donoho, L. Demanet, and L. Ying, 2005, Fast discrete m: http://www.curvelet.org/papers/FDCT.pdf. 2Software: http://www.acm. . Romberg, 2005, ᐉ1-magic. gic/. berg, and T. Tao, 2006b, Stable signal recovery from inccurate measurements: Communications On Pure and atics, 59, 1207–1223.  W  way operator on laterally varying media: Geophysics, 63, 995–1005. Guitton, A., and D. J. Verschuur, 2004, Adaptive subtraction of multiples using the ᐉ1-norm: Geophysical Prospecting, 52, 27–27. Hale, D., N. R. Hill, and 1 J. Stefani, 1992, Imaging salt with turning seismic waves: Geophysics, 57, 1453–1462. 2 Discussion and reply1by authors in 1 GEO-58-8-1205-1206. He, C., M. Lu, and C. Sun, 2004, Accelerating seismic migration using FPGA-based coprocessor platform: 12th Annual Symposium on FieldProgrammable Custom Computing Machines, IEEE, 207–216. Hennenfent, G., and F. J. Herrmann, 2006a, Application of stable signal recovery to seismic interpolation: 76th Annual International Meeting, SEG, Expanded Abstracts, 2797–2801. ——–, 2006b, Seismic denoising with non-uniformly sampled curvelets: 2 in Science and Engineering, 8, 16–25. Computing Herrmann, F. J., U. Boeniger, and D. J. Verschuur, 2007, Nonlinear primarymultiple separation with directional curvelet frames: Geophysical Journal International, 17, 781–799. Koh, K., S. J. Kim, and S. Boyd, 2007, Simple matlab solver for 11-regularized least squares problems, Software: http://www-stat.stanford.edu/ ~tibs/lasso.html. Levy, S., D. Oldenburg, and J. Wang, 1988, Subsurface imaging using magnetotelluric data: Geophysics, 53, 104–117. Mulder, W., and1R. Plessix, 2004, How to choose a subset of frequencies in frequency-domain finite-difference migration: Geophysical Journal International, 158, 801–812. Oldenburg, D. W., S. Levy, and K. P. Whittall, 1981, Wavelet estimation and deconvolution: Geophysics, 46, 1528–1542. Paige, C. C., and M. A. Saunders, 1982, LSQR: An algorithm for sparse lin-  =e  ∓j∆xH  H =H H  Problem: computation & storage complexity creating and storing H is trivial however H is not trivial to compute and store  H =  H =  Introduction   In this case W decomposition  is computed by eigenvalue  H2 = LΛL = T  L  Λ  L  T  W = ±  L   e−j  √  Λ∆x3  LT  requires, per frequency:   1 eigenvalue problem (O(n4))    2 full matrix-vector for eigenspace transform (O(n2))  Introduction   Band-diagonalization techniques like parabolic approximation trades for speed with approximations    Is there another way?  Our approach   Consider a related, but simpler problem: shifting (or translating) signal  −j ∆x 2π D    operator is S = e    D is differential operator  D=  Our approach   Computation requires similar approach to W±  D = LΛL = T  L  Λ  L  T  S= L   −j ∆x 2π Λ  e  LT  However, for D, L = DFT , so computation trivial with FFT  Our approach Suppose FFT does not exist yet  ......    s(k)  Fω=1,2,3,4,...  s(x)  Our approach suppose some nodes didn’t finish their jobs  ......    s(k)  Fω=1,4,...  s(x)  Our approach   mathematically, the system is incomplete  =  Fω=1,4,...  s(k)  s(x)    evidently some information of original invariably lost. Or is it?  s(x) is  Compressed Sensing SM78    Lin and Herrman  states that given system of the form  L ,L measured the fo y͉x=͉ s.t. Ax = y, ˜ x = argmin ʈxʈ = ͉x ͉ minʈxʈ1signal = ͑2͒ ͚ 1 i s i x i = 1accur x i = 1 linear model of restricted representation of on the ˜ sparse with the symbol hereby reserved for qua measurement process original data ereby reserved for (measurement quantities obtained by solvbasis) ing an optimization problem. The argmin cause x st problem. The argminx stands for the argument ofof the given the minimum, i.e., the value arg rows ue of the expression attains val e value of the given argument for which the val-its minimum previ cessful the measurement attains its minimum value. Thiswhen recovery is suc- and sparsity comp herent and when m is large enough compar asurement and sparsity representations are incoingreco n zero entries in x0. Because m N, this s large enough comparedsion to of theannumber of non-system. As long underdetermined N  ͚  N  H  Compressed Sensing SM78    Lin and Herrman  states that given system of the form Compressed extrapolation with curvelets  L ,L REFERENCES measured the fo y͉x=͉ s.t. Ax = y, ˜ x = argmin ʈxʈ = ͉x ͉ minʈxʈ1signal = ͑2͒ ͚ 1 i s i x i = 1accur x i = 1 linear model of restricted representation of on the ˜ sparse with the symbol hereby reserved for qua measurement process original data ereby reserved for (measurement quantities obtained by solvbasis) ing an optimization problem. The argmin cause x st problem. The argminx stands for the argument ofof the given the minimum, i.e., the value arg rows SM78 Lin and Herrman ue of the expression attains its minimum val e value of the given argument for which the val can exactly “recover” x from y by solving L1 problem previ cessful the measurement N when attains its minimum value. This recovery is suc- and sparsity L H, L comp herent and when m is large enough compar the fo ˜ x = argmin ʈxʈ = ͉x ͉ s.t. Ax = y, ͑2͒ ͚ 1 i asurement and sparsity representations are incox ing n zeroi entries in x0. Because m N, this reco accur = 1 s large enough compared to the number of nonthe sion of an underdetermined system. As on long ˜ N  ͚  Bednar, J. B., C. J. Bednar, and C. Shin, 2006, Two-way versus one-way: A case study style comparison: 76th Annual International Meeting, SEG, Expanded Abstracts, 2343–2347. Berkhout, A. J., 1982, Seismic migration. Imaging of acoustic energy by wave field extrapolation: Elsevier. Candès, E., 2007, Compressive sensing: Presented at the Institute of Applied Mathematics Seminars, University of British Columbia. Candès, E. J., and L. Demanet, 2005, The curvelet representation of wave propagators is optimally sparse: Communications on Pure and Applied Mathematics, 58, 1472–1528. Candès, E., L. Demanet, D. Donoho, and L. Ying, 2006a, Fast discrete curvelet transforms: SIAM Multiscale Modeling and Simulation, 5, 861–899. Candès, E. J., and D. L. Donoho, 2000a, Curvelets — A surprisingly effective nonadaptive representation for objects with edges: in L. L. Schumaker et al., eds., Curves and surfaces: Vanderbilt University Press. ——–, 2000b, Recovering edges in ill-posed problems: Optimality of curvelet frames: Annals of Statistics, 30, 784–842. ——–, 2004, New tight frames of curvelets and optimal representations of objects with piecewise C2 singularities: Communications On Pure and Applied Mathematics, 57, 219–266. Candès, E. J., D. L. Donoho, L. Demanet, and L. Ying, 2005, Fast discrete curvelet transform: http://www.curvelet.org/papers/FDCT.pdf. Candès, E. J., and J. Romberg, 2005, ᐉ1-magic. Software: http://www.acm. caltech.edu/limagic/. Candès, E., J. Romberg, and T. Tao, 2006b, Stable signal recovery from incomplete and inaccurate measurements: Communications On Pure and Applied Mathematics, 59, 1207–1223.  with the symbol  N  H  sparse reconstruction, Software: http://www.lx.it.pt/~mtf/GP Grimbergen, J., F. Dessing, and C. Wapenaar, 1998, Modal expa way operator on laterally varying media: Geophysics, 63, 995 Guitton, A., and D. J. Verschuur, 2004, Adaptive subtraction of ing the ᐉ1-norm: Geophysical Prospecting, 52, 27–27. Hale, D., N. R. Hill, and J. Stefani, 1992, Imaging salt with tur waves: Geophysics, 57, 1453–1462. Discussion and reply b GEO-58-8-1205-1206. He, C., M. Lu, and C. Sun, 2004, Accelerating seismic mig FPGA-based coprocessor platform: 12th Annual Symposiu Programmable Custom Computing Machines, IEEE, 207–21 Hennenfent, G., and F. J. Herrmann, 2006a, Application of stab covery to seismic interpolation: 76th Annual International M Expanded Abstracts, 2797–2801. ——–, 2006b, Seismic denoising with non-uniformly sample Computing in Science and Engineering, 8, 16–25. Herrmann, F. J., U. Boeniger, and D. J. Verschuur, 2007, Nonlin multiple separation with directional curvelet frames: Geophy International, 17, 781–799. Koh, K., S. J. Kim, and S. Boyd, 2007, Simple matlab solver fo ized least squares problems, Software: http://www-stat.s ~tibs/lasso.html. Levy, S., D. Oldenburg, and J. Wang, 1988, Subsurface imagin netotelluric data: Geophysics, 53, 104–117. Mulder, W., and R. Plessix, 2004, How to choose a subset of fr frequency-domain finite-difference migration: Geophysical J national, 158, 801–812. Oldenburg, D. W., S. Levy, and K. P. Whittall, 1981, Wavelet es deconvolution: Geophysics, 46, 1528–1542. Paige, C. C., and M. A. Saunders, 1982, LSQR: An algorithm f  hereby reserved for quantities obtained by solv-  cause  signal in time domain  r  F signal in time domain  signal in Fourier domain  r  F signal in time domain  signal in Fourier domain  R  restricted signal in Fourier domain (real)  r  F signal in time domain  signal in Fourier domain  L1  R  recovered signal in time domain restricted signal in Fourier domain (real)  r  Compressed Sensing   x has to be sparse    A has to be Fourier transform    Compressed sensing theory gives us strict bounds on regions of recoverability    Enables deliberate incomplete computations  Compressed Sensing “Computation”   −j ∆x 2π Λ  if we “shift” s(k) with e we recover s(x) using s’(k)?  = s (k)  , what happens when  = −j ∆x 2π Λ  e  s(k)  Fω=1,4,...  s(k)  s(x)  Compressed Sensing “Computation”   −j ∆x 2π Λ  if we “shift” s(k) with e we recover s(x) using s’(k)?  = s (k)  , what happens when  = −j ∆x 2π Λ  e  s(k)  Fω=1,4,...  s(k)  s(x)   Answer: we recover a shifted s(x)!  Compressed Sensing  L1  F R incomplete signal in Fourier domain  signal in space domain  signal in space domain  Compressed Processing  FR signal in space domain  L1  ∆x −j −j∆x Λ 2π 2π Λ  ee  incomplete and shifted signal in Fourier domain  shifted signal in space domain  Straightforward Computation  F  F  −j ∆x 2π Λ  e  shifted signal in Fourier domain  signal in space domain  shifted signal in space domain  Compressed Processing  FR signal in space domain  L1  −j ∆x 2π Λ  e  incomplete and shifted signal in Fourier domain  shifted signal in space domain  ear equationsdata: and deconvolution: Geophysics, 46, 1528–1542. netotelluric tions for the curvelet design: 76th Annual International Meeting, SEG, Excurvelet transform: http://www.curvelet.org/papers/FDCT.pdf. 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Querre, D. Donoho, 2005, Simultaneous cartoon sentations of way operator on laterally varying media: Geophysics, 63, 995–1005. Plessix, R., and W. M ized least squares problems, Software: http://www-stat.stanford.edu/ Chen, S. S., D. L. Donoho, and M. A. Saunders, 2001, Atomic decomposition tion: Geophysics and texture image inpainting using morphological component analysis Pure and Apone-way: A tude-preserving Guitton, A., and D. J. Verschuur, 2004, Adaptive subtraction of multiples us~tibs/lasso.html. by basis pursuit: SIAM Journal on Scientific Computing, 43, 129–159. Ying, L., L. Deman ͑MCA͒: Applied and Computational Harmonic Analysis, 19, 340–358. 1 eeting, SEG,  Compressed Sensing “Computation”  Compressed Wavefield Extrapolation   Recall the similarity between W± and  W = ±  S  H2 = L  √  −j Λ∆x3  e  LT  D=  S= F  −j ∆x 2π Λ  e  F  T  Compressed Wavefield Extrapolation   H2 = LΛL  T  Structure of H1  analytically  H2 = H1 H1 H2 = k 2 (x) + ∂µ ∂µ   discretely H2 = C + D2       H2 =      ω c1  2  0  0 .. .  ω c2  0  0  .. .  2  ···  0  ··· .. .  0 .. .  ···  ω cn1         + D2   2  H1 = LΛ  1/2  T  L  Compressed Wavefield extrapolation eigenfunctions of H2 at 30 Hz for constant velocity medium  0  5  10  15  20  25  Eigenvalue Index  Asymptotically identical to the Cosine transform  Compressed Wavefield extrapolation eigenfunctions of H2 at 30 Hz for Marmousi velocity medium 4400  4200  4000  Wave Velocivty (m/s)  3800  3600  3400  3200  3000  2800  2600  2400  0  50  100  150  Position Index  200  250  Compressed Wavefield extrapolation eigenfunctions of H2 at 30 Hz for Marmousi velocity medium  0  5  10  15  20  25  Eigenvalue Index  fairly close to the Cosine transform  Straightforward 1-Way inverse Wavefield Extrapolation  LT  e−j  √  L  Λ∆x3  back-extrapolated to impulse source in space-time domain  back-extrapolated wavefield in H2 domain  wavefield in space-time domain  Compressed 1-Way Wavefield Extrapolation  LT  √ −j Λ∆x3  Re  wavefield in space-time domain  incomplete backextrapolated wavefield in H2 domain  L1 back-extrapolated to impulse source in space-time domain  Compressed wavefield extrapolation simple 1-D space/time propagation example with point scatters 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0  2  4000 3200 2400  4  6  8  10  Compressed wavefield extrapolation simple 1-D space/time propagation example with point scatters 0  0  0.1  0.1  0.2  0.2  0.3  0.3  0.4  0.4  0.5  0.5  0.6  0.6  0.7  0.7  0.8  0.8  0.9  0.9  1 0  2  4  6  propagated 1.5km down  8  10  1 0  2  4  6  8  recovered though L1 inverson  Restricted L transform to ~0.01 of original coefficients  10  Compressed extrapola  Sparsity through curvelets REFERENCES   for extrapolation to reflectivity, we first transform Bednar, J.into B., C.aJ. sparsifies Bednar, and C.reflectivity Shin, 2006, Two-way versus one-way: A signal case study style comparison: 76th Annual International Meeting, SEG,  Expanded Abstracts, 2343–2347. Berkhout, A. J., 1982, Seismic migration. Imaging of acoustic energy by  we know reflectivityElsevier. are sparse in curvelets wave field extrapolation: Candès, E., 2007, Compressive sensing: Presented at the Institute of Applied Mathematics Seminars, University of British Columbia. Candès, E. J., and L. Demanet, 2005, The curvelet representation of wave propagators is optimally sparse: Communications on Pure and Applied Mathematics, 58, 1472–1528. Candès, E., L. Demanet, D. Donoho, and L. Ying, 2006a, Fast discrete curvelet transforms: SIAM Multiscale Modeling and Simulation, 5, 861–899. Candès, E. J., and D. L. Donoho, 2000a, Curvelets — A surprisingly effective nonadaptive representation for objects with edges: in L. L. Schumaker et al., eds., Curves and surfaces: Vanderbilt University Press. ——–, 2000b, Recovering edges in ill-posed problems: Optimality of curvelet frames: Annals of Statistics, 30, 784–842. ——–, 2004, New tight frames of curvelets and optimal representations of objects with piecewise C2 singularities: Communications On Pure and Ap-  Example (Canadian overthrust)  original reflectivity  downward extrapolated 50m  inverse extrapolated explicitly  Example (Canadian overthrust)  inverse extrapolated explicitly  inverse extrapolated with compressed computation  ~15% coefficients used  Discussions   Bottom line: synthesis, operation, and storage cost savings versus L1-solver cost    require good sparsity-promoting basis (ie Curvelets)    potential to apply same technique to a variety of different operators  Conclusions   1) Take linear operator with suitable structure for compressed sensing, having a diagonalizing basis which is incoherent with the signal basis    2) Compressed sensing theory tells us how much computation we can throw away while still recovering full signal with L1 solver    3) Then we can take advantage of results in compressed sampling for compressed computation    Take home point:  Exploit compressed sensing theory for gains in scientific computation  Still awake?   Check-out the full paper at:  Lin, T.T.Y. and F. Herrmann, 2007, Compressed wavefield extrapolation: Geophysics, 72, SM77-SM93  Compressed wavefield extrapolation        y ˜ x   ˜ u  √  Λ∆x3 LT u  = Re = arg minx x ˜ =x −jω  1  s.t. RL x = y T  Randomly subsample in the Modal domain Recover by norm-one minimization Capitalize on  the incoherence between modal functions and impulse sources  reduced explicit matrix size  Compressed wavefield extrapolation with curvelets   y ˜ x   ˜ u  √  Λ∆x3 LT CT u  = Re = arg minx x ˜ =x −jω  1  s.t. RL C x = y T  T    Original and reconstructed signals remain in the curvelet domain    Original curvelet transform must be done outside of the algorithm  

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