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Forward modeling and inversion of DC resistivity and MMR data McGillivray, Peter Robert 1992

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FORWARD MODELING AND INVERSIONOF DC RESISTIVITY AND MMR DATAbyPETER ROBERT MCGILLIVRAYA THESIS SUBMITTED IN PARTIAL FULFILLMENT OFTHE REQUIREMENTS FOR THE DEGREE OFDOCTOR OF PHILOSOPHYinTHE FACULTY OF GRADUATE STUDIESDepartment of Geophysics and AstronomyWe accept this thesis as conformingto the required standardTHE UNIVERSITY OF BRITISH COLUMBIAJanuary 1992© Peter McGillivray, 1992In presenting this thesis in partial fulfilment of the requirements for an advanceddegree at the University of British Columbia, I agree that the Library shall make itfreely available for reference and study. I further agree that permission for extensivecopying of this thesis for scholarly purposes may be granted by the head of mydepartment or by his or her representatives. It is understood that copying orpublication of this thesis for financial gain shall not be allowed without my writtenpermission.______________________Department of_____________________The University of British ColumbiaVancouver, CanadaDate /_DE-6 (2188)AbstractThis thesis is a presentation of research that has addressed the forward and inverse problemsfor the DC resistivity and magnetometric resistivity (MMR) experiments. The emphasis has been onthe development of practical numerical procedures for solving problems involving a large number ofdata and unknowns. The relative value, in terms of information content, of the different data setsarising from DC resistivity or MMR experiments has also been emphasized. For the purposes of thiswork, a two-dimensional conductivity structure was assumed, although the results can be extendedto three-dimensions.The first part of this research focused on the development of numerical algorithms to accuratelyand efficiently solve the forward problem. A forward modeling algorithm based on the integratedfinite difference discretization was first developed. The algorithm was designed to model a varietyof different responses, including pole-pole, pole-dipole, dipole-dipole and MMR measurementsfor surface, cross-borehole and borehole-to-surface arrays. Complex conductivity structures andtopography can also be specified. The high accuracy of the algorithm was demonstrated by comparingforward modeled results with analytic solutions for different conductivity models. The algorithm wasthen used in the development of a multi-grid procedure for iteratively computing DC resistivityresponses. The multi-grid algorithm makes use of a sequence of grids of increasing fineness toaccelerate convergence. Testing of the multi-grid algorithm demonstrated its value as a fast andaccurate solver for the DC resistivity problem. The use of non-coextensive grids was also foundto be useful for achieving higher resolution in the vicinity of singularities and rapid changes in theconductivity. The multi-grid approach was used in the development of a novel adaptive grid designprocedure that iteratively refines an initial numerical grid. The application of this algorithm to themodeling of DC resistivity responses for different conductivity structures illustrated the usefulnessHof the approach, and demonstrated the need for assessing the accuracy of a numerically computedsolution.The second part of this research focused on the calculation of the sensitivities of the modeledresponses to changes in the model parameters — quantities that are essential to the solution of the nonlinear inverse problem. A study of the available techniques for numerically computing sensitivitieswas carried out to determine the most suitable approach. Based on this study, an adjoint formulationfor the 2D resistivity and MMR problem was developed. A comparison of these numerically computedsensitivities to ones obtained by perturbing the model parameters verified the accuracy of the approach.The final part of this research focused on the solution of the inverse problem. The inversionof DC resistivity data has traditionally employed a coarse parameterization of the model to reducethe non-uniqueness of the problem. Although this can succeed in reducing the non-uniqueness, itcan also lead to problems of poor stability and slow convergence. In this work, a strategy of usinga fine parameterization of the model was adopted. The resulting non-uniqueness was reduced byrequiring that the final solution minimize a global norm of the model. Computational problemswere addressed using a re-parameterization based on a generalized subspace approach. The useof linearized information to avoid computing a large number of forward solutions was examined.The resulting generalized subspace algorithm was tested by inverting synthetic data sets generatedfor pole-pole, pole-dipole, dipole-dipole and cross-borehole electrode configurations. The successof these inversions demonstrated the stability and efficiency of the generalized subspace approach.Synthetic MMR data Sets were also inverted, both individually and in a joint inversion with pole-pole resistivity data. The results indicated that the additional information provided by the magneticfield data can help to better resolve the subsurface. An E-SCAN pole-pole field data Set was alsoinverted, and a solution that delineated two conductors was obtained. The solution was consistentwith geological cross-Sections that were available for the study area.liiTable of ContentsAbstract.List of Figures ixAcknowledgments xvIntroduction 11.1 The DC resistivity experiment 11.1.1 Field procedure 21.1.2 Applications 31.1.3 Relationship between electrical resistivity and other parameters 41.1.4 Interpretation 51.2 The magnetometric resisrivity (MMR) experiment 71.2.1 Field procedure 71.2.2 Applications 81.2.3 Processing and interpretation 91.3 The E-SCAN pole-pole experiment 101.4 Solution of large-scale forward and inverse problems 121.4.1 Solution of the forward problem 121.4.2 Calculation of sensitivities 141.4.3 Solution of the inverse problemiv152 Finite Difference Solution of the 2D Pole-pole Resistivity and MMR Forward Problems. . . 172.1 Introduction 172.2 Mathematical formulation2.2.1 Transformed problem2.3 Discretization of the forward problem2.3.1 Discretization to obtain the FD operator and truncation error2.3.2 Approximation of boundary conditions2.3.3 Assembly of the mathx system2.4 Singularity removal2.4.1 Modeling of secondary potentials2.4.2 Discretization of secondary potential problem2.5 Method of solving the discrete matrix equations2.6 Inversion of the Fourier transform2.7 Examples2.8 Modeling of topographic responses2.9 Calculation of MMR. responses2.10 Examples2.11 Conclusions3 Multi-grid and Multi-Level Solution of the DC Resistivity Forward Problem3.1 Introduction3.2 Multi-grid solution of the forward problem3.2.1 Basic two-level multi-grid iteration3.2.2 General N-level multi-grid iterationV1819202125262627283334364547484951515253563.2.3 Convergence rate of the N-level multi-grid iteration 593.2.4 Computation work for the N-level multi-grid solution 593.2.5 Variations on the basic multi-grid iteration 603.2.6 Applications of multi-grid methods to DC resistivity modeling 633.2.7 Examples — convergence rates for various models and operators 693.3 The multi-level adaptive technique 773.3.1 Multi-level adaptive technique 783.3.2 Example 823.4 Conclusions 834 Adaptive Grid-design Using the Multi-grid Approach 854.1 Introduction 854.2 Numerical error and grid design considerations 864.2.1 Factors controlling truncation error strengths 874.3 Adaptive solution of the numerical forward problem 894.3.1 Two-level multi-grid approach to adaptive grid design 904.3.2 Efficiency of the adaptive multi-grid approach 934.4 Examples 964.5 Conclusions 1065 Numerical calculation of sensitivities 1085.1 Introduction 1085.2 Solution of the non-linear inverse problem 1095.3 Solution of the non-linear parametric inverse problem Illvi5.4 Calculation of Differential Sensitivities 1135.4.1 Perturbation approach 1135.4.2 Sensitivity equation approach 1135.4.3 Adjoint equation approach 1175.4.4 Example — Calculation of sensitivities for the 1 D resistivity problem . . . 1195.5 Adjoint sensitivities for the 2D resistivity and MMR problem 1295.5.1 Choice of model and model parameterization 1295.5.2 Calculation of 2D pole-pole sensitivities 1305.5.3 Calculation of 2D MIVIR sensitivities 1355.6 Conclusions 1386 Subspace Inversion of DC Resistivity and MMR Data 1406.1 Introduction 1406.2 Generalized subspace inversion 1416.2.1 Non-linear least-squares approach 1426.2.2 Minimization of a global model norm 1436.2.3 Computational aspects of the Gauss-Newton approach . 1446.2.4 Subspace formulation 1476.2.5 Use of additional basis vectors — the generalized subspace approach 1486.3 Regularization of the inverse problem 1526.3.1 Choice of weighting matrix 153vii6.3.2 Weighting schemes for cells along grid boundaries6.3.3 Non-uniform mesh spacing6.3.4 Determining the optimum ridge regression parameter.6.3.5 Problems related to regularization6.3.6 Subspace steepest descent algorithm6.4 Inversion of DC resistivity and MMR data6.4.1 Choice of data for the inversion6.4.2 Development of the 2D inversion algorithm6.5 Examples6.5.1 Inversion of pole-pole responses6.5.2 Inversion of pole-dipole and dipole-dipole responses6.5.3 Inversion of cross-borehole pole-pole responses . .6.5.4 Inversion of MMR responses6.5.5 Joint inversion of MMR and pole-pole resistivity responses6.5.6 Inversion of E-SCAN field data6.6 Conclusions7 Summary and ConclusionsReferences155156158161163165165166168169178179186189190195197Appendix A — Adjoint Equation Formulation for the Frequency Domain EM Problem 208200viiiList of Figures1.1 Electrode configuration for the pole-pole, pole-dipole and dipole-dipole arrays 21.2 Electrode configuration for an E-SCAN survey 112.1 Two dimensional finite difference grid used to discretize the transformed DC resistivityproblem 212.2 Finite difference operator used in the discretization of the transformed DC resistivityproblem 222.3 Quarterspace problem used to illustrate the accuracy problems associated with anon-conservative discretization of the secondary source 302.4 Secondary potentials computed using conservative and non-conservative discretizationschemes compared to the analytic solution for the model in Figure 2.3 322.5 Finite difference grid used to solve the transformed resistivity problem 362.6 Detail of the finite difference grid in Figure 2.5 372.7 Quarterspace model used to test the results of the finite difference algorithm 372.8 Forward modeled results for the quarterspace model in Figure 2.7 382.9 Vertical dike model used to test the results of the finite difference algorithm 392.10 Forward modeled results for the vertical dike model in Figure 2.9 402.11 Layered earth model used to test the results of the finite difference algorithm 412.12 Forward modeled results for the layered earth model in Figure 2.11 422.13 Conductive prism model used to test the accuracy of the inverse Fourier cosinetransform 432.14 Forward modeled results for the conductive prism model in Figure 2.13 44ix2.15 Cliff model used to illustrate the calculation of terrain effects using the finite differencealgorithm 452.16 Forward modeled results for the cliff model in Figure 2.15 462.17 Numerically modeled B and B fields for the layered earth problem in Figure 2.11,and B field for the quarterspace problem in Figure 2.7 493.1 Examples of a coarse grid !H and fine grid 1h for use in the two-level multi-gridalgorithm 543.2 Examples of a four-level multi-grid iteration using the “V-cycle” and the “W-cycle”scheme 583.3 Example of a four-level FMG multi-grid iteration 623.4 Full weighting restriction from fine grid to coarse grid 643.5 Injection from fine grid to coarse grid 673.6 Bilinear interpolation from the coarse grid to the fine grid 683.7 Higher order operator based interpolation from the coarse grid to the fine grid 683.8 Two prism problem used to illustrate the convergence properties of the multi-gridforward modeling algorithm 693.9 Coarsest grid in the multi-grid discretization of the problem in Figure 3.8 703.10 Convergence of the two-level multi-grid solution for the problem in Figure 3.8 713.11 Results of a two, three and four-level multi-grid solution for the problem in Figure 3.8. . 723.12 Convergence rates of the four-level multi-grid algorithm for different multi-grid transferoperators 733.13 Convergence rates of the four-level multi-grid algorithm for different relaxationschemes 743.14 Convergence rates of the four-level multi-grid algorithm for different wavenumbers andconductivity contrasts 75x3.15 Four-level multi-grid solution for the problem in Figure 3.8 763.16 Comparison of the solutions computed using a direct solver and the four-levelmulti-grid solver for the problem in Figure 3.8 773.17 A sequence of three coextensive grids used in the standard multi-grid iteration 783.18 A sequence of three non-coextensive grids. The finer grids extend over only asub-region of the coarser grids in the sequence 793.19 A sequence of composite grids where hanging nodes have been tied in to the rest of thegrid using rotated finite difference operators 813.20 Composite grid generated using the MLAT algorithm for the problem in Figure 3.8. . . 823.21 Transformed secondary potentials computed using the MLAT algorithm for the problemin Figure 3.8 834.1 Conductivity model used to illustrate the use of the two-level adaptive multi-gridalgorithm 964.2 Sequence of four coarse grids generated by the adaptive multi-grid algorithm for themodel in Figure 4.1 974.3 Profiles of the total potentials computed for the sequence of four grids generated in thefirst example 984.4 Relative error computed at the control node for each of iteration of the adaptivesolution of the problem in Figure 4.2 994.5 Two resistive prism problem 1004.6 First, second, third and fifth coarse grids generated by the adaptive multi-grid algorithmfor the model in Figure 4.5 1014.7 Profiles of the secondary potentials computed for the sequence of grids in Figure 4.5.. 1024.8 Relative error computed at the control node for each of iteration of the adaptivesolution of the problem in Figure 4.5 102xi4.9 Model used in the third two-level adaptive multi-grid example 1034.10 Sequence of three coarse grids generated by the adaptive multi-grid algorithm for themodel in Figure 4.9 1044.11 Profiles of the secondary potentials computed for the sequence of three grids in Figure4.10 1054.12 Relative error computed at the control node for each of iteration of the adaptivesolution of the problem in Figure 4.9 1055.1 Conductivty model and transformed surface potential used in the 1D resistivityexample 1235.2 Sensitivity as a function of depth for A = 0.005 computed using the perturbationmethod, the sensitivity equation method, and the adjoint equation method 1245.3 Perturbed model for step length parameter s = 1.0 and s = 2.0 1285.4 Transformed potential as a function of the step length parameter .s computed using thetracking sensitivity approach 1295.5 Parameterization of the 1000 2m uniform halfspace model that was used to demonstratethe accuracy of sensitivities calculated using the adjoint equation approach 1335.6 Pole-pole sensitivities computed for the 1000 fm uniform halfspace problem shown inFigure 5.5 1345.7 Sensitivities computed for the By response from an MMR experiment for the 1000 c2muniform halfspace problem shown in Figure 5.5 1376.1 Cpu time required to perform a Golub-Reinsch singular value decomposition of anM x M matrix as a function of the number of parameters M 1466.2 Parameterization of a 2D model 1586.3 Data misfit plotted against the ridge regression parameter R generated through thecourse of a non-linear line search 160xli6.4 Non-linear data misfit and linearized approximation to the data misfit plotted against theridge regression parameter ,u 1606.5 Model and parameterization used in the solution of the inverse problem 1686.6 Cross-sections showing the log resistivities (log10(p)) obtained by inverting pole-poleresistivity data for the model in Figure 6.5 1706.7 Convergence of the generalized subspace algorithm for the results in Figure 6.6. . . . 1716.8 Cross-section showing the log resistivities obtained after 40 iterations of the two basisvector subspace formulation. Pole-pole resistivity data for the model in Figure 6.5 wereused in the inversion 1726.9 Convergence of the generalized subspace algorithm for the results in Figure 6.8. . . . 1726.10 Results of the generalized subspace inversion of pole-pole data using additional“blocky” basis vectors 1736.11 Convergence of the generalized subspace algorithm for the results in Figure 6.10. . . 1746.12 Cross-sections showing the log resistivities obtained by inverting pole-pole resistivitydata for the model in Figure 6.5 for two different choices of a3 1756.13 Convergence of the generalized subspace algorithm for two different choices of a5. . 1766.14 Cross-sections showing the log resistivities obtained by inverting pole-pole resistivitydata for the model in Figure 6.5 1776.15 Convergence of the generalized subspace algorithm for the result in Figure 6.14. . . . 1776.16 Cross-sections showing the log resistivities obtained by inverting pole-dipole anddipole-dipole data sets for the model in Figure 6.5 1786.17 Model and parameterization used in the cross-borehole inversion examples 1806.18 Cross-section showing the log resistivities obtained by inverting cross-boreholepole-pole resistivity data for the model in Figure 6.17 1816.19 Convergence of the generalized subspace algorithm for the result in Figure 6i8. . .. 182XII 16.20 Model and numerical grid used to generate the synthetic data for the cross-boreholeresistivity example for a parameterization inconsistent with the true model 1836.21 Cross-section showing the log resistivities obtained by inverting cross-boreholepole-pole resistivity data for a shifted version of the model in Figure 6.17 1846.22 Cross-section showing the log resistivities obtained by inverting only surface pole-poleresistivity data for the model in Figure 6.17 1856.23 Cross-sections showing the log resistivities obtained by inverting MMR data sets for themodel in Figure 6.6 1876.24 Convergence of the generalized subspace algorithm for the results in Figure 6.23. . . 1886.25 Cross-section showing the log resistivities obtained by inverting pole—pole potential andBx MMR data sets for the model in Figure 6.6 1896.26 Current and potential electrode layout for the E-SCAN data set used in the generalizedsubspace inversion 1906.27 Numerical grid used to discretize the model for the inversion of the E-SCAN field dataset 1916.28 Cross-sections showing the log resistivities (1og10p)) obtained by inverting an E-SCANfield data set 1926.29 Convergence of the generalized subspace algorithm for the results in Figure 6.28. . . 1936.30 Comparison of the observed and predicted apparent resistivities for the inversion of theE-SCAN field data 194xivAcknowledgmentsI would like to thank my supervisor. Dr. Doug Oldenburg, for his support, guidance andencouragement over the years. I am also grateful to Dr. Mart Yedlin and Dr. Rob Ellis for ournumerous and enlightening discussions. I would also like to thank the people in the electromagneticsgroup at the Schiumberger-Doll Research lab, including Dr. Michael Oristaglio, Dr. Brian Spies andDr. Tarek Habashy, who gave me the opportunity to apply many of the results presented in this thesisin an industrial research environment. Funding for this research work was provided by an NSERCpost-graduate scholarship, a University Graduate Fellowship and NSERC research grant 5-84270.xvChapter 1IntroductionThe research presented in this thesis has focused on the solution of forward and inverse problemsfor the direct current (DC) resistivity and magnetometric resistivity (MMR) experiments. There weretwo primary objectives of this research The first was to develop numerical procedures that couldbe used in the analysis of data from these surveys. Because of the size of the problems that wereto be solved, considerable attention was given to developing procedures that were both accurate andefficient. The second objective was to assess the relative value, in terms of information content, of thedifferent data sets arising from DC resistivity or MMR experiments. These included pole-pole, pole-dipole and dipole-dipole measurements for surface and borehole electrode configurations, and MMRmagnetic field measurements. The inversion of these different data sets, either separately or in a jointanalysis, was used to demonstrate their relative usefulness in recovering accurate representations ofthe subsurface.1.1 The DC resistivity experimentThe DC resistivity method has been used in the geophysical exploration of the subsurface formany years. The simplicity of the equipment, the low cost of carrying out the survey and theabundance of interpretation methods make it a popular alternative to drilling and testing. Althoughthere are many variations of the DC resistivity technique, the basic procedure is to establish asubsurface current distribution by injecting current into the ground between two electrodes (Figure11.1). A series of potential differences are measured between pairs of potential electrodes in a lineor grid, and are then interpreted to yield information about the electrical conductivity beneath thestudy area.1.1.1 Field procedureNumerous ways of arranging the current and potential electrodes in a resistivity survey arepossible. Both the geometric configuration of the electrodes (i.e. the array used) and the relativespacing between electrodes can vary from survey to survey. Because both the depth of penetrationand vertical resolution depend on the particular arrangement of electrodes used (Roy and Apparao1971, Roy 1972, Ward 1990), a proper choice of array is important to the success of the experiment.This choice must be based on the nature of the target (such as depth of burial and resistivity contrast),as well as on the complexity of the surrounding medium. Arrays that are frequently encounteredinclude the pole-pole, pole-dipole, and dipole-dipole array. These are illustrated in Figure 1.1. Otherpopular arrays include the Wenner, Schiumberger and the gradient arrays (e.g. Ward 1990).---0-1Figure 1.1 Electrode configuration for the pole-pole, pole-dipole and dipole-dipole arrays. Dashedlines indicate electrodes located at infinity.‘—0--i2The most common way of acquiring resistivity data is to make use of one or more traverselines. To image lateral changes in the subsurface, the center of the array is moved along one ofthe traverse lines while keeping the electrode separations fixed. This mode of acquisition is referredto as profiling. Expanding the electrode array about a fixed point to image successively deeperregions of the earth is referred to as depth sounding. Combining the two techniques into a depthsounding/profiling survey is also possible.1.1.2 ApplicationsThe resistivity technique has been used extensively in the detection and mapping of groundwatercontamination (Klefstad et al. 1975, Stollar and Roux 1975, Kelly 1976, Urish 1983, Buselli et al.1990, Mazac Ct al. 1990a, Ross et al. 1990). Considerable work has also been done to apply thetechnique to the evaluation of groundwater resources and in the quantitative evaluation of aquiferparameters that control groundwater flow (Schwartz and McClymont 1977, Kelly 1977, Kosinskiand Kelly 1981, Sri Niwas and Singhal 1981, Sri Niwas and Singhal 1985, Mazac et al. 1990b).Resistivity measurements have also been used in the geostatistical extrapolation of aquifer parametersaway from well control (Ahmed et al. 1988). The use of geoelectric methods in the monitoring ofenhanced oil recovery (EOR) processes (Beasley 1989) and in archeological applications (Clark1986, Imai 1987) has also been described.The use of DC resistivity surveys in mining exploration has been less widespread. This isprimarily due to the small influence that disseminated mineralization often has on the resistivity, aswell as strong competition from the induced polarization (IP) method. Successful use of the DCresistivity technique in the mapping of both massive and disseminated ore deposits have, however,been described (e.g. Leney 1966, Maillot and Sumner 1966). The technique has also seen some usein the exploration for hydrocarbons (e.g. Yungul 1962).31.1.3 Relationship between electrical resistivity and other parametersThe close relationship between electrical current flow and porous media transport has stimulatedconsiderable interest in the application of DC resistivity methods to groundwater resource andcontamination problems. Much of the attention in recent years has focused on the relationshipsbetween electrical resistivity and parameters governing porous media flow (Worthington 1976,Frohlich and Kelly 1985, Mazac et al. 1985, Huntley 1986, Mazac Ct al. 1990b). Often theserelationships are based on experiment, and can only be applied to very specific situations. Nonetheless,they provide a way of characterizing properties of an aquifer or reservoir once the electrical structurehas been recovered.The starting point for most studies is to relate the bulk electrical resistivity Pb to the resistivityof the pore fluid p using a constant formation factor F, where(1.1)PfAssuming the formation factor is indeed constant, this allows one to determine the ionic contentof the pore fluid, and hence the water quality, once the bulk resistivity has been estimated. Theassumption of a constant formation factor, as pointed out by Worthington (1976), will be invalid forproblems where matrix conduction is significant. In these cases, more complicated formulae mustbe considered.For problems where the porous medium is non-homogeneous, theoretical relations like Archie’slaw(1.2)can be used to relate the formation factor to the porosity z9. Combining (1.1) and (1.2), one obtains= log (aPf/Pb) (1.3)(1.3) can be used to determine the porosity of the medium, given an estimate of its bulk electricalresistivity.4Relationships between formation factor and other aquifer parameters like hydraulic conductivityand permeability have also been examined (Frohlich and Kelly 1984, Mazac et al. 1985, Huntley1986). Hydraulic conductivity can be correlated directly with porosity, or it can depend on otherparameters (e.g. grain size, packing) which are related to porosity. One can thus observe either adirect or an inverse relationship. The formation factor can also display a direct or inverse correlationwith porosity, depending primarily on the mode of conduction. The need to establish the correctrelationship between electrical resistivity and the parameter of interest is essential to the success ofany geoelectric survey. In the groundwater problem this is usually done by comparing the resistivitysounding results to aquifer parameters estimated from pump tests at nearby wells.1.1.4 InterpretationThe first step in a typical interpretation of resistivity data is to convert the measured potentialsinto apparent resistivities — the apparent resistivity, Pa’ being the resistivity of a homogeneous earthcorresponding to the particular potential measurement (x, y, z). For the pole-pole experiment theapparent resistivity is given bypa/(X_Xs)2+(yys)2+(Z_Zs)2(X,y,Z) (1.4)Data from depth soundings are most often presented as apparent resistivity vs electrode separationplots, and are interpreted using type curves generated from simple layered-earth models (e.g. Orellanaand Mooney 1966). A more elaborate interpretation of sounding data makes use of the auxiliary pointmethod (Parasnis 1986). This involves matching successive branches of the sounding plots to twoor three-layer type curves, thereby constructing a more complete multi-layer cross-section. Moresophisticated direct interpretation or inversion techniques based on a lD model assumption have alsobeen used (Pekeris 1940, Zhohdy 1965, Koefoed 1966, Inman Ct al. 1973, Inman 1975, Oldenburg1978).5Apparent resistivity data obtained from profiling surveys are usually displayed as pseudo-sectionsor contoured plan maps and interpreted qualitatively. Analytic solutions for spheres, vertical dikesand other simple earth structures are often used to aid in the interpretation (e.g. Van Nostrand andCook 1966). To model more complicated structures, 2D and 3D forward modeling techniques areoften used. Recent work on the forward modeling of DC resistivity data has concentrated on theuse of standard numerical procedures, including the finite element method (Coggon 1971, Rijo 1977,Pridmore et al. 1981, Fox et al. 1980, Holcombe et al. 1984), finite difference method (Mufti 1976,Dey and Morrison 1979a,b, Mundry 1984, James 1985, Lowry et al. 1989) and boundary elementmethod (Snyder 1976, Oppliger 1984).A number of attempts have been made to solve the inverse problem for 2D and 3D conductivitydistributions. Pelton et al. (1978) examined the inversion of resistivity and W data over simple 2Dstructures using a data base of synthetic data generated for different models. Because of the need torestrict the size of the data base, only 9 parameters were actually used to describe the model. Theseincluded the thickness of an overburden layer, width and height of a buried prism, and resistivity andpolarizability of the overburden layer, prism and host. Petrick et al. (1981) presented a 3D inversionscheme based on the use of alpha centers. Smith and Vozoff (1984) used a least-squares approachto solve the 2D inverse problem for resistivity and IP data sets. Although the finite differencealgorithm they used in the inversion permits a highly detailed model, they chose to solve for theconductivity of only a small number of sub-regions. Tripp et al. (1984) presented an algorithm forinverting dipole-dipole data over a 2D earth. Again, the conductivity of only a small number ofsub-regions was solved for in the inversion. Sasaki (1989) considered the joint inversion of MT anddipole-dipole resistivity data using a least-squares approach, and later Sasaki (1990), using a similarstrategy, examined the inversion of cross-borehole data for 2D conductivity structures. Park and Van(1991) examined the inversion of surface pole-pole data for a 3D conductivity structure. Becauseof the computational problems encountered in solving the 3D problem, the conductivities of only a6small number of cells were solved for in the inversion.Although the use of inversion techniques for the interpretation of 2D and 3D problems is highlydesirable, good results have been limited by the small number of parameters that can be solved for.1.2 The magnetometric resistivity (MMR) experimentThe magnetometric resistivity (MMR) method is an electrical prospecting technique that wasfirst proposed by J. Jakosky in 1933 (e.g. Jakosky 1940). The method involves measuring the smallmagnetic field that arises due to current injected into the ground as it flows through the subsurface.The magnetic field is described by the Biot-Savart lawy, z) = f J(x’, y’, z’) x ‘ [ 2__1__2 2] dx’dy’dz’ (1.5)4K D /(-) +(y-y) +(z-z)where P(x, y, z) is the magnetic field measured at some point (x, y, z) outside of the source region,J is the subsurface current density and D is the domain of the problem. J can be related to thesubsurface conductivity a(x, y, z) by Ohm’s lawy, z) = —cr(x, y, y, z) (1.6)where (x, y, z) is the electrical potential. Equation (1.6) thus establishes a relationship that can beused to infer the subsurface conductivity distribution given surface measurements of the magneticfield responses.1.2.1 Field procedureIn a typical MMR survey over a two-dimensional structure, a pair of fixed current electrodesare placed parallel to strike several kilometers apart. A slowly alternating current is then injectedinto the ground. Measurements of one or more components of the resulting magnetic field are madeover the study area and anomalies in the field are then used to determine the electrical propertiesof the subsurface. Although anomalies in an MMR survey are typically quite small — on the order7of 0.1 nanoteslas for a current of several amps — they can still be measured to a high degree ofaccuracy using sensitive flux-gate magnetometers (Edwards and Howell 1976). Accuracies of severalthousandths of a nanotesla can usually be expected.Besides the linear MMR array described above, other configurations are possible, including cross-borehole and borehole-to-surface configurations. As with the DC resistivity method, the MMR arraymust be based on the nature of the target that is being studied, and the objectives of the survey.Several aspects of the magnetic field response associated with MMR survey make it a particularlyuseful tool for geophysical exploration problems. Unlike the potential field, the primary or “normalt’magnetic field for a current electrode at the surface of a uniform halfspace is independent ofconductivity (Edwards et al. 1978) and is thus easily subtracted from the measured response. Aswell, a simple application of Ampere’s law reveals that no magnetic field anomaly is observedat the surface for a current electrode over a layered halfspace. Thus our ability to resolve threedimensional structures buried within a sequence of layers should be less sensitive to our knowledgeof the background layering. The MMR response is also less sensitive to near surface inhomogeneitiesand local topography (Edwards and Howell 1976). Another advantage of the MMR technique is thatthe receiver does not have to be in physical contact with the earth. This has important practicalconsequences when making measurements over highly resistive ground or from within a casedborehole — situations where making electrical measurements is difficult or impossible.1.2.2 ApplicationsApplications of the MMR technique to various geophysical problems have demonstrated thevalue of this particular data set. The method was first used successfully by Edwards and Howell(1976) to delineate the contact between two basement rocks of differing conductivity. Acosta andWorthington (1983) used a borehole magnetometer and subsurface current electrode configuration tocarry out a cross-borehole MMR experiment over a landfill site. The results of 2D forward modeling8were then used to delineate zones of fissuring within underlying limestone bedrock. Nabighian etal. (1984) used an integral equation approach to interpret a cross-borehole MMR data set acquiredover a massive sulfide deposit. A combined DC resistivity and MMR survey were successfully usedby Szarka (1987) to study basement relief beneath a test site in Hungary. Variations on the MMRtechnique have also been used to study the electrical conductivity of the oceanic crust (Edwards etal. 1981, 1984).1.2.3 Processing and interpretationThe processing of MMR data prior to interpretation is usually very straightforward. A “normal”field, equal to the magnetic field response over a uniform halfspace, is first defined. If, for example,B(x, y, 0) is measured, then the normal field B(x, y, 0) for a current electrode at (0,0,0)is given byB(x,y,0)=4iry2+x(1.7)(Edwards et al. 1978). The normal field is subtracted from the measured magnetic field, and theresult is normalized by the normal field computed at a fixed reference location. For the x component,Edwards et al. (1978) take the reference location to be (x, 0,0). The MMR anomaly is then given byMMR anomaly = 100%• B(x, 0) — B(x, y, 0) (1.8)B(x,0,0)Other normalizations are also possible — the appropriate normalization depending on the nature ofthe survey and the component being measured.Once the measured data have been normalized, the resulting MMR anomaly is plotted in profileform for subsequent interpretation. Until recently, the interpretation of MMR data has relied primarilyon comparisons to closed form analytic solutions and numerical forward modeling. Although thenumber of analytic solutions for the MMR problem is somewhat limited, they can still yield valuableinformation about the nature of the MMR response. Edwards et al. (1978) presented an extensive suite9of analytic solutions for MMR problems, and demonstrated the advantages of the MMR technique.Edwards and Howell (1976) made use of analytic solutions for a vertical contact and a vertical diketo estimate the conductivities on either side of a basement contact.More recently, numerical and analogue forward modeling have also been used in an effort toobtain more detailed information from MMR data. Pai and Edwards (1983) describe a finite differencecode for modeling the MMR responses over general 2D earth structures. Acosta and Worthington(1983) make use of a similar finite difference code to forward model cross-borehole MMR responsesmeasured over a landfill site. Nabighian et al. (1984) used an integral equation approach to forwardmodel the results of a cross-borehole MMR study. Gomez-Trevino and Edwards (1979) use a 2Dboundary element code to demonstrate the usefulness of the MMR technique in the presence ofconductive overburden. Szarka (1987) used analogue modeling to interpret a joint potential andMMR data set.Thus far, the only attempt to apply formal inverse techniques to study MMR data was carriedout by Sezinger (1989). He employed a non-linear least-squares algorithm to simultaneously invertsynthetic cross-borehole MMR and dipole-dipole potential data for a 2D earth structure. The regionalconductivity outside the area of investigation was assumed known, and a parameterization that wasconsistent with the known model was used. A line current source, rather than a point current source,was also assumed. In this thesis, a more practical approach is developed that does not assumeinformation is available to specify the regional conductivity or parameterization. As well, a morerealistic point current source is used in the formulation.1.3 The E-SCAN pole-pole experimentThe E-SCAN experiment is a relatively new DC resistivity technique based on the pole-polearray. The survey involves recording a set of pole-pole measurements using a two-dimensional gridof electrodes (Figure 1.2). Each electrode in the grid is in turn activated as a current electrode,10and potentials are measured at each of the remaining electrodes. Thus far the E-S CAN techniquehas been used primarily in the exploration for structures associated with mineral deposits and inthe study of hydrothermal areas. Other proposed applications include the evaluation of groundwaterresources, detection and monitoring of groundwater contamination, and the monitoring of enhancedoil recovery (EOR) processes.Figure 1.2 Electrode configuration for an E-SCAN survey. The potential electrodes are indicated by the symbol “v”.Because of the high density of data that is measured, the E-SCAN technique has the potentialfor resolving more complicated earth structures than standard DC resistivity surveys. In addition, thetechnique also allows for the measurement of other DC resistivity responses, including pole-dipoleand dipole-dipole responses. Future plans also call for the measurement of one or more componentsof the MMR magnetic field associated with the direct current flow. The infonnation from theseadditional data sets shonid provide additional constraints on the subsurface conductivity distribution.The interpretation of E-SCAN data sets has been limited primarily to the qualitative interpretationof apparent resistivity pseudo-sections and plan maps. Because of the large number of data that canbe measured, and the detailed model that may need to be represented, standard forward modeling andinversion procedures are not well suited to the interpretation of E-SCAN data. A suitable forwardxz11modeling algorithm must be able to accurately model a large and varied set of responses, includingpole-pole, pole-dipole, dipole-dipole data for either a line or a two-dimensional grid of electrodes.A suitable inversion algorithm must be capable of inverting these large data sets, and have enoughflexibility to permit a very detailed representation of the subsurface. These requirements can makethe use of standard modeling and inversion procedures extremely expensive.1.4 Solution of large-scale forward and inverse problemsTo deal with the large-scale forward and inverse problems that are associated with B-SCAN,MMR and conventional DC resistivity surveys, new, more efficient numerical procedures were needed.1 4 1 Solution of the forward problemThe use of standard numerical techniques to model large-scale pole-pole resistivity and MMR datasets is plagued by problems with accuracy and efficiency. Because of the large number of currentelectrodes, and the complexity of the model that must be represented, the numerical grid used inforward modeling can become very detailed. This can result in an excessively expensive calculation,both in terms of computation time and memory requirements. In order to obtain a sufficiently accuratesolution without making the problem excessively expensive to solve, new approaches are needed. Tomeet this need, the first phase of research was devoted to the development of accurate and efficientforward modeling algorithms for the pole-pole resistivity and MMR forward problems.In the initial stages of research a more traditional forward modeling algorithm, based on theintegrated finite difference technique, was developed. Particular emphasis was placed on accountingfor the errors that result from representing the continuous problem by a discrete problem. The methodof solving the discrete problem was selected so that the problem could be solved efficiently for a largenumber of source locations. A secondary potential formulation for removing a singularity associatedwith the current electrode was also incorporated into this basic algorithm. By properly removing the12singularity, considerable improvements in accuracy could be realized. The development and testingof this finite difference algorithm is the focus of Chapter 2 of this thesis.Because of the need to solve large problems, and to achieve the necessary resolution in the vicinityof singularities, an iterative solution to the forward problem based on the multi-grid approach wasalso developed. Rather than solving the numerical problem on a single grid, as is usually done, asequence of grids of increasing fineness is used. Since resolution is often required in only a smallregion of the model near the electrodes, the grids in the sequence can also be made spatially lessextensive as they become finer. In this way the fine grids are used only to achieve accuracy in theregion of interest, while the coarser, more extensive grids are used to satisfy the boundary conditionsand to accelerate convergence of the fine grid solution. This can result in considerable computationalsavings over more conventional approaches. As well, solutions are generated for grids of increasingfineness, so that the numerical accuracy of the final solution can be assessed.The application of the multi-grid algorithm to the solution of a particular problem requires acareful choice of operators used in the multi-grid process. This is particularly critical in the DCresistivity case, where discontinuities in the model and singularities in the solution can easily degradethe convergence rate of the algorithm. Because of this, and the general complexity of the algorithm,it has not been previously applied to geophysical problems of this nature. The development andtesting of a suitable multi-grid algorithm, and its use in the modeling of pole-pole resistivity dataare presented in Chapter 3.Since the design of the numerical grid used in the solution of the forward problem results in atrade-off between computational woiic and accuracy, it is important that the grid be properly designed.If the grid is too coarse where the solution is changing rapidly, the accuracy of the numerical solutionwill be poor. On the other hand, if the grid is too fine then the cost of the calculation will beexcessively high. Since the accuracy of the solution for a particular grid will depend on the modeland the survey geometry, it is difficult to design an adequate grid a priori. Based on the development13in Chapter 3, however, a study of the factors that control the accuracy of the solution can be helpfulin designing an adequate grid. These considerations led to the development of the adaptive griddesign procedure presented in Chapter 4. This approach requires solving the problem on a sequenceof grids, where each grid is obtained from a partial refinement of the previous grid in the sequence.The refinement criterion is based on an analysis of the relative error between the solution on thetwo finest grids. This approach can result in considerable computational savings since only thoseregions of the model that contribute most to the error in the solution are finely discretized. Anadaptive multi-grid forward modeling algorithm that makes use of this strategy was developed forthe pole-pole DC resistivity problem. The development of this algorithm, and its use in the modelingof pole-pole resistivity data, is presented in Chapter 4.1.4.2 Calculation of sensitivitiesIn order to make the solution of 2D and 3D inverse problems tractable, the conductivity modelis usually parameterized by subdividing it into a number of sub-regions or blocks. The resistivities ofeach block are then the parameters that are solved for in the inversion. Since the relationship betweenthe model parameters and the data is generally non-linear, an iterative solution to the inverse problemis required. This involves improving, in an iterative manner, an initial estimate of the solution soas to achieve a better fit to the observed data. These changes in the model can be related to thedesired improvement in the data by the sensitivities or partial derivatives of the data with respectto the model parameters. Since sensitivities form the basis of most optimization procedures, theircalculation is fundamental to the solution of the inverse problem.A variety of approaches exists for the numerical calculation of sensitivities. The approachesdiffer, both in terms of the type of sensitivity information that is obtained, and in the computationalrequirements of the algorithms. To assess these approaches, and to determine which was most suitedto the problem being addressed here, a detailed study of existing techniques was carried out. The14results of the study were used in the development of an efficient algorithm for the calculation ofsensitivities for the 2D pole-pole resistivity and MMR problem. The development and testing of thisalgorithm is the focus of Chapter 5 of this thesis.1.4.3 Solution of the inverse problemSince only a finite number of data are available for characterizing what can be an arbitrarilycomplicated earth, the inverse problem is inherently non-unique — there is generally an infinitenumber of models that fit the observed data. In order to avoid problems with non-uniqueness, mostattempts at solving the inverse problem use a relatively coarse parameterization of the model. Tofurther reduce the non-uniqueness, the regional model is often specified a priori, and the resistivity ofonly a small portion of the model is solved for in the inversion. Although these strategies can reducethe mathematical non-uniqueness, other difficulties are likely to result from the loss of flexibility inthe solution. In particular, the outcome of the inversion will be strongly influenced by the form of theparameterization and choice of regional model. The lack of flexibility in the solution can also lead topoor convergence (or even divergence) of the model iterates, even if the form of the parameterizationis consistent with the true earth structure.To avoid these problems the strategy adopted here is to make use of as fine a parameterization ofthe model as possible. This gives the inversion algorithm maximum flexibility, and makes the outcomeof the inversion less sensitive to the way in which the parameterization is specified. Unfortunately,this strategy can also result in a very significant increase in computational expense. Much of theresearch presented here has focused on making the solution of these large-scale inverse problemspractical. In particular, an optimization procedure based on a generalized subspace formulation hasbeen developed. This reduces the number of effective parameters that must be solved for in theinversion, while still maintaining the needed flexibility.15To deal with problems of non-uniqueness that arise when specifying a fine parameterization,the solution to the inverse problem was required to have minimum structure relative to a specifiedreference model. This was achieved by requiring that the model not only fit the observed data,but also minimize an appropriate model objective function. Character that is not demanded by thedata is thus suppressed, leading to improved stability in the inversion. The use of this fonnulationalso allows one to take advantage of any a priori information about the true solution that mightbe available. For example, the model norm can be chosen to emphasize certain features that areanticipated in the solution.The combined use of efficient forward modeling and optimization strategies, and the minimizationof a global norm of the model, leads to an inversion procedure that is both stable and computationallypractical. The development of an inversion procedure for large-scale problems is presented in Chapter6. The use of this algorithm in inverting a variety of synthetic DC resistivity and MMR data sets,and an E-SCAN field data set, is also presented.16Chapter 2Finite Difference Solution of the 2D Pole-pole Resistivityand MMR Forward Problems2.1 IntroductionVarious algorithms have already been described for modeling resistivity data collected usingSchiumberger, dipole-dipole and other commonly used electrode arrays. These include algorithmsbased on the finite difference, finite element and boundary element methods. In spite of the availabilityof existing algorithms, none was found suitable for all of the problems that were considered in thisstudy.A particular problem with existing forward modeling algorithms is the poor accuracy obtainedwhen modeling pole-pole responses. To obtain an accurate numerical solution it is first necessary tounderstand where errors in the solution arise. This can be done through a study of the discretizationerror that results from representing the differential operator by a discrete operator. The informationthat this yields can then assist in the design of a more accurate numerical grid and can form the basisof an adaptive approach to the solution of the forward problem. Although these are importantconsiderations in computing any numerical solution, they have received very little attention ingeophysics.Second only in importance to accuracy, is the efficiency of the forward modeling algorithm. Thisis particularly true if the algorithm is to be used in the solution of the inverse problem, where manyforward solutions may be required to obtain a model that fits the data. Two ways of maximizing the17efficiency of the forward modeling algorithm can be considercd. The first is to keep the numericalgrid as coarse as possible without degrading accuracy. An algorithm that can be made more accuratewill thus also be more efficient. The second approach is to consider alternate numerical formulationsthat are inherently more efficient. The need for more efficient procedures led to the investigation ofthe multi-grid and multi-level approaches presented in Chapter 3.Because of the desire to examine a wide variety of problems, it was important to develop analgorithm with as much flexibility as possible. Of particular importance was having the flexibilityto model a variety of different responses, including pole-pole, pole-dipole, dipole-dipole and MMRmeasurements for surface, cross-borehole and borehole-to-surface arrays. The flexibility to considercomplex conductivity structures and to include topography was also considered essential. As discussedin Chapter 5, the sensitivities, which are at the heart of most inversion routines, can be computedusing the same forward code used to compute the forward responses. The forward modeling algorithmmust thus be able to model a large number of sensitivities accurately and efficiently if the solutionto the inverse problem is to be practical.To meet the needs of this research, a forward modeling algorithm based on the integrated finite-difference formulation was developed. The basic algorithm was then used in the formulation ofmore efficient multi-level and adaptive multi-grid solvers described in Chapters 3 and 4, and wasalso incorporated into the generalized sub-space inversion algorithm presented in Chapter 6. Thedevelopment and testing of the algorithm is the focus of this chapter.2.2 Mathematical formulationThe first step in obtaining a numerical solution to any forward problem is to derive the governingequation and boundary conditions that describe the physical experiment. For the DC resistivityexperiment these are developed from basic physical principles, beginning with the expression for18conservation of charge(2.1)where J is the current density and I is the current injected into the ground at = (x3,y3,z3).Ohm’s law for a 2D conductivity model u(x, z) can be written as1= —u(x,z) (2.2)where (x, y, z) is the scalar potential. The governing differential equation for the DC resistivityproblem, obtained by combining (2.1) and (2.2), is then found to be=—. (c(x,z)’c) = 15(x— Xs)’5(y — ys)(z — z3) (2.3)For a horizontal air-earth interface the potential must also satisfy the boundary conditions(9 (2.4)and= 0 (2.5)where R = — x)2 + (y — y5)2 + (z — z3)2. Topography can be included in the problem byassigning small values of conductivity to regions above the air-earth interface.2.2.1 Transformed problemAlthough a two-dimensional conductivity structure has been assumed in this work, the potentialfield that results from injecting current into the ground at a single point current electrode is stillthree-dimensional. The effective dimensionality of the problem can be reduced by considering theFourier cosine transform of the total potential, given by= (x,k,z) = J(xyz)cos(kvy)dy (2.6)19where k is a spatial wavenumber in the y direction. (e.g. Snyder 1976, Dey and Morrison 1979a,Gomez-Trevino and Edwards 1979, Mundry 1984). The transformed potential is then found tosatisfy the boundary value problem= _—o(x, z) + k(x, z) — -cr(x, z).i =— x)ö(z — z) (2.7)= 0 (2.8)0 (2.9)where r8 =— x3)2 + (z — z)2. The factor of on the right hand side of (2.7) arises becausethe limits of the integral transform in (2.6) are from zero to infinity and the problem is symmetricabout the y axis.If (2.7-2.9) is solved for a series of wavenumbers, then the potential in the spatial domain canbe obtained by numerically evaluating the inverse Fourier cosine transformó(xy,z) = f(x,k,z)cos(ky)dkv (2.10)The full 3D problem is thus reduced to a more tractable set of uncoupled 2D problems.2.3 Discretization of the forward problemExcept when dealing with very simple models one must usually resort to numerical methods toobtain a solution to (2.3-2.5) or (2.7-2.9). Recent work on the numerical solution of the DC resistivityforward problem has concentrated on the use of the finite element method (Coggon 1971, Rijo 1977,Pridmore et aL 1981, Fox et al. 1980, Holcombe et al. 1984), finite difference method (Mufti 1976,Dey and Morrison 1979a,b, Mundry 1984, James 1985, Lowry et al. 1989) and boundary elementmethod (Snyder 1976, Oppliger 1984). A variation on the solution of the finite difference methodfor the 2D pole-pole problem is presented below.20— a(x,z) dl+kf u(x,z)dA=I(x—x)S(z — z3) dA2SI SI -:1z___Figure 2.1 Two dimensional finite difference grid used to discretize the transformed DC resistivity problem. Thecurrent electrode is indicated by an arrow, the potential electrodes by V’s.2.3.1 Discretization to obtain the FD operator and truncation errorThe first step in formulating the numerical problem is to develop a discrete approximation to (2.7).Given a 2D earth model, a rectangular grid is first superimposed over the model and conductivityvalues are assigned to each element in the grid, as shown in Figures 2.1 and 2.2.For the ij internal node, the governing equation (2.7) is integrated over the corresponding cell(shaded in Figure 2.2), yielding(2.11)z21The two terms on the left side of (2.11) are expanded asz+Iz/2—dl= —f +x1/2,z) dz+ f -(x,zj +zj/2) dx +f 1-(x,zj +izj/2) dx(2.12)— f — x_i/2,z) dz —z,+4z, /2— f ui(x + x/2,z) dzz—zz1_/2iji—1j —14,, ::_______—1+1]Z•1•1ijk-1Ax_1 L\xFigure 2.2 Finite difference operator used in the discretization of the transformed DC resistivityproblem. The shaded region corresponds to the ij cell.22andr.+.x,/2 z+1z,/2k fci(x, z) dA = kf Ju.i(x, z) dx dz+k J J.iics(x,z)dxdz + ... (2.13)—x_1/2 Zjx,+ix,/2 z,+kf Ja1(x, z) dx dxX,z,—z,_i /2Taylor series expansions are then used to relate the integrands to the values of the potential atthe ij and adjacent nodes. For example -+ x/2,z) = + (a)+1+(z — z)— + (ux)xzI,++ x(z — z)——(2.14)+(x)xxzI+i+(Xi)2(Z—zj) + x)zzI,+j+xi(z —— zj)3 + 0(h4)andc(x,z) = + (a)I+,+(x — x) + (a)I÷+(z — z)— x)2 + ()zI,+1+(x — x)(z — zj) (2.15)— z)2 + 0(h3)where h = and 0(h’) is a term that approaches zero as quickly ash as h—÷ 0. Limits in the expansions, for example(c) j++ = lim (2.16)are assumed to exist.Carrying out the integrations in (2.12) and (2.13), and combining terms, yields the five-pointfinite difference operatora1,_ +b1_ + + + = Li + (2.17)23wherec7_1_LZ + o-,_13za,, =— 2x1_,b — + °j_L’2Lz,_,k2c,, = —(a,, + b,, + d,, + e,,) + - (o1t.x4z +_1,x,_z,+ cr_1x4z,.1+o1_1x,_z) (2.18)d — — +c7,,zx,‘2— 2z—— o.ij_1zj +— 2xand f,, the integrated source term, is given by= f 6(x — x8)6(z — z)dx dz = for electrode at ij’th node2 D,, 2 (2.19)= 0 otherwiseThe truncation error, is given by= z,.(x2(u)I+ —+ 48 (.3cb)I + x(crcb)I,-)+‘ +x,_i (z()+—(2.20)+‘ ‘‘ (z(u&),++ 0(h5)For a continuous model and uniform grid the first term in (2.20) vanishes, leading to an 0(h2)approximation. Otherwise, the approximation is 0(h). Since the order of the approximationapproaches zero as h —f 0, the scheme is said to be consistent. Consistency guarantees that fora stable problem (i.e. one for which a unique solution exists) the numerical solution will convergeto the exact solution as the grid spacing is reduced.242.3.2 Approximation of boundary conditionsFinite difference equations for nodes along the upper boundary of the grid are derived in thesame way, with the boundary condition (2.8) being applied prior to integration. Nodes along theleft, right, and lower boundaries require special attention since the infinity boundary condition (2.9)cannot be used on a finite grid. To describe the solution along one of these boundaries, the mixedboundary conditionk, z) + a(x, k, z) 0 (2.21)is used (Dey and Morrison 1979a,b). This has the advantage of specifying the form of the solutionwithout restricting its amplitude. The coefficient a is determined from the asymptotic behavior of thepotential away from the source region. Using this approach, the true source distribution (includingsecondary sources) is represented by a point source located at or below the center of the electrodearray. For a point source in a halfspace of conductivity a1!2’ the asymptotic transformed potentialis given by.K0(k) (2.22)2ira112where r3 =— x)2 + (z — z3)2. The appropriate value for a at a particular boundary node isthen obtained by substituting the analytic solution for the point source into (2.21), yieldingK1(kyr.) aa = 1c , —r (2.23)IkO(kyr.) anFor this asymptotic representation to be accurate the boundaries must be far enough from theanomalous region that the source distribution can in fact be represented by a single point source.The accuracy of the representation is poorer for small wavenumber components of the solution,which have energy out to greater distances from the electrode. This limits the value of the smallestwavenumber that can be accurately modeled on a particular grid.25The finite difference approximations for boundary nodes arc found to be of the same form as(2.17-2.19). Expressions for the truncation error show that the approximations are again 0(h2) for asmoothly varying model and uniform grid spacing, and 0(h) otherwise.2.3.3 Assembly of the matrix systemHaving obtained discrete representations for the governing equation and boundary conditions ateach node, the transformed forward problem can be written as the system of linear equationsLçb = f (2.24)where 1, is the sparse, banded matrix whose entries are the finite difference coefficients for each node.2.4 Singularity removalThe singular nature of the source term in (2 3) can present difficulties when the potentials aresolved for directly. Note that close to the current electrode the potential will approach the halfspaceresponse(x,y,z) =___12 2(2.25)2ircr0 r-+(y-y) +(z-z)where o is the conductivity around the current electrode. Taking the Fourier cosine transform ofthe halfspace response yieldsK(kyr.) (2.26)2iru0which displays a logarithmic singularity as r5 = /(x — x3)2 + (z — z)2 — 0.One method for treating the singularity is to refine the mesh in the area around the singularity.This approach is most practical when used in a multi-grid formulation, where the refinement can bedone without an overwhelming increase in cost. For numerical modeling algorithms that constructthe solution from a set of basis functions (i.e. the finite element or boundary element methods) onecan augment the set with higher order basis functions (Cavendish et al. 1969). These higher order26functions are chosen so that the solution can be represented more accurately near the singularity.Another possibility is to make use of a local solution defined on an “analytic patch” containing thesingularity (Cavendish et al. 1969, Hayes et al. 1977, Charbeneau and Street 1979a,b). The localsolution represents the singularity exactly, so that the total solution less the local analytic solutioncan be more accurately modeled.2.4.1 Modeling of secondary potentialsThe approach used in this work involves reformulating the problem so that only the secondaryresponse is modeled. (The secondary response is defined as the total response less some analyticreference or primary response that includes the singularity.) Coggon (1971) and Rijo (1977) apply thistechnique to the modeling of EM and DC resistivity responses using the finite element method. Peltonet al. (1978) discuss some of the advantages and disadvantages of modeling anomalous potentials forthe DC resistivity problem. Lowry et al. (1989) model anomalous potentials for various electrodearrays using an integral finite difference scheme. Although the modeling of secondary responses is notnew, the way in which the secondary problem has been formulated in the past can lead to poor resultsfor certain kinds of models. An improved solution for the secondary responses is described below.To deal with the singularity associated with the 2D pole-pole resistivity problem, a primary potential (x, k, z) and a secondary potential 5(x, k, z) are first defined. The reference conductivitystructure can be a halfspace, or any other model for which transformed potentials can be computedanalytically (i.e. a dike, vertical contact or layered halfspace), and is chosen so that the secondaryresponse is small relative to the primary response. Let u,,(x, z) and u3(x, z) = a(x, z)—o(x, z)denote the reference and anomalous conductivity respectively. Substituting for q. = + cb in (2.7)and noting that44 = — z) + ka(x, z)4 — u(x,z) = — — z) (2.27)27leads to the governing equation for the secondary potentialsic= __cr(x,z)-. + ka(x,z)5— o.(x,z)-i=—(2.28)where_(L—4)p=-as(x,z) —ku(x,z) +_(x,z)2 (2.29)Note that the point source representing the current electrode in the original problem has been replacedin the secondary problem by a current density distributed throughout the domain. The boundaryconditions for the secondary problem are0-= 0 (2.30)and= 0 (2.31)Together, (2.28-2.31) constitute the boundary value problem that must be solved to obtain thesecondary potentials.2.4.2 Discretization of secondary potential problemApplying the finite difference discretization scheme described earlier to the secondary problem(2.28-2.31) yields the system of linear equations= .f (2.32)where the coefficient matrix L is the same as that used in solving for the total potentials, andf8 is a discrete approximation to the secondary source term. Care must be taken in obtaining anaccurate representation of the source term for the secondary problem. Previous efforts at solving forsecondary potentials have made use of the same finite difference operator to discretize both sides ofthe governing equation. Thus the discrete problem=—(I—L) (2.33)28is solved, where L is the coefficient matrix that results from discretizing the primary potentialproblem and is the continuous primary potential sampled at each node in the grid. Althoughthis discretization appears reasonable, it can lead to large errors in the computed solution, particularlywhen the current electrode is buried in a region that is conductive relative to other regions in themodel.To show why (2.33) is not an appropriate representation for the secondary source term, thetruncation error for the discretization must be examined. Note that the exact solution to the continuoustotal potential problem, cont’ satisfies= f + f (2.34)where is the truncation error. As well=f + (2.35)Combining (2.34) and (2.35) yieldss,con =—(L—L) p,cont + — (2.36)The truncation error that results from using the discretization in (2.33) is thus=—(2.37)29Medium 1 Medium 2Figure 2.3 Quarterspace problem used to illustrate the accuracy problems associated with thediscretization scheme given by (2.33)To illustrate the result of using the discretization in (2.33), the quarterspace problem shown inFigure 2.3 was considered. Substituting the analytic solution for the secondary potential into (2.20),yields expressions for the truncation error f in each medium. These are(x,k,z) = r12 (4 + — b)2 +Y2) . (2.38)in medium 1, andf3(x,k,z) = r21-• (-- + — b)2 + y2) (2.39)in medium 2, where r12 = = —r1, and = zj = for all i and j. If o-i >> u2 thenthe resulting error contributed to the solution in medium 1 is proportional to i/o-i and the relativeerror is independent of the conductivity in either medium. In medium 2, the error is proportionalto i/a2 so that the relative error is proportional to o-i/o-2. Clearly for the case of cr >> CT2, thediscretization scheme in (2.33) will lead to large errors in the more resistive quarterspace.A more accurate representation of the secondary source term can be obtained using the discretization= fs,int + tnt (2.40)30where frjj is obtained by integrating the analytic secondary source distribution over each cell inthe grid. For the cell in Figure 2.2 this yields= —f (—4)dxdz= fD,( Ox Ox— kcT8 + s)dxdz (2.41)1 (+--cixdzOx 9z OzJSince the model is assumed to consist of a set of homogeneous blocks, the derivatives of theconductivity in (2.41) can be written asOo— J’ (u2j — c_1)6(x — x) for z> zj— 1 (u — a_ii)6(x — x) for z < Z(2.42)Oos— f (oj — — z) for x > x—1 (i_i — z1) for x < xEquation (2.41) then becomes(!s,int)ii = — a_1) J+ (u_1—) f(2.43)+(ij_1j) f (x1,k,z)dz+ (_ — u) f k, z) dzz1—z3_/2A five-point Gaussian quadrature scheme was used to evaluate each of the integrals in (2.43). Sincethis results in a very accurate integration, the error in discretizing the source term is essentially zero.Since all of the source is accounted for in (2.40), the scheme is said to be conservative. Clearly thiswill not be the case with the discretization in (2.33) since — (L — L) c, will be non-zero whereverthe conductivity differs from that at the current electrode.31An analysis of the truncation error for the quarterspace problem can also be carried out forthe discretization scheme in (2.40). The relative error in both quarterspaces is then found to beindependent of the conductivities.To illustrate the impact of using a non-conservative discretization, secondary potentials werecomputed for the vertical contact model in Figure 2.3. In the first case the left quarterspace, whichcontained the electrode, had a resistivity of 10.0 m and the right quarterspace had a resistivity of1000.0 fm. For the second case the resistivities of the two quarterspace were interchanged. Thesecondary potentials for y = 100.0 m obtained using the two discretization schemes are comparedto the analytic solutions for the two models in Figure 2.4. As expected, a severe error is observedin the solution corresponding to the non-conservative scheme when the electrode is buried in themore conductive quarterspace. When the resistivities are interchanged, the discretizations are foundto yield comparible results. Although this analysis was carried out for a simple model it is clearthat similar problems will be encountered for the non-conservative scheme whenever the currentelectrode is placed in a locally conductive region.0.080.0600.020.00—800 —400 0 400 800 —800 —400 0 400 800X position (m) X position (m)Figure 2.4 Secondary potentials computed using the conservative discretization scheme (triangles) and non-conservativescheme (dashed line) compared to the analytic solution (solid line) for the model in Figure 2.3 with (a)= [0.0 Qm and P2 1000.0 m, and (b) with P’ = 1000.0 Qm and P2 = 10.0 f2m. For bothproblems, a current of 10 A was injected at the surface of medium 1 at x = —67.0 m and thepotentials were modeled for y = 100.0 m. The contact was located at x = 67.0 m.>0C00a-322.5 Method of solving the discrete matrix equationsFor the solution of matrix problems the matrix problems in (2.24) and (2.32), a direct solver basedon the Cholesky decomposition (Golub and Van Loan 1983) was used. For the general problemAii= (2.44)the Cholesky decomposition involves factoring the coefficient matrix A into a lower and an uppertriangular matrixA = LLT (2.45)where L and LT are respectively lower and upper triangular matrices. The system in (2.44) becomesLLTi= b (2.46)LettingLTII = (2.47)the vector can be computed by solving(2.48)by forward substitution; the solution ñ is then obtained by solving (2.47) by backward substitution.Although the Cholesky factorization can be expensive, obtaining solutions for different righthand sides is relatively economical once the factors have been computed. This is an importantconsideration in the DC resistivity forward problem, where each current electrode in the physicalproblem corresponds to a different right hand side that must be solved for in the numerical problem.As well, if the inverse problem is also to be addressed, the sensitivities must also be forward modeled.This involves solving the original forward problem repeatedly for sources located at each observationlocation. Because of the need to solve for a large number of right hand sides in the DC resistivityproblem, the Cholesky factorization was considered a practical choice.332.6 Inversion of the Fourier transformOnce the transformed forward problem has been solved for a set of wavenumbers, the potentialsin the spatial domain are obtained by numerically evaluating the inverse transform given in (2.10).For pole-pole calculations this step is of extreme importance since errors associated with invertingthe transform are not cancelled by taking differences, as they are when responses for dipole current orpotential electrodes are modeled. In this regard, the low frequency part of the integration is critical.As pointed out by Pelton et al. (1978), the use of a simple quadrature scheme to evaluatethe inverse transform can lead to poor results if the spectrum is not a monotonically decreasingfunction. This is a particular problem when integrating transformed secondary potentials since theassociated spectrum often display a great deal of character. A more accurate solution is obtained byusing a cubic spline to interpolate between modeled points in the spectrum. This is done in the logwavenumber domain since the spectrum is expected to change rapidly near = 0 and less rapidlyfor large k. Once the spline has been fit to the modeled potentials, a high density of interpolatedpoints are generated. Four or five interpolated potentials between each pair of modeled potentialsare usually sufficient to accurately represent the spectrum. A piecewise linear function is fit to theinterpolated spectrum and the integration is then carried out analytically. The resulting quadratureformula is given byf(y) = Jf(x)cos(xy)dx2 (ax+bjcos(xy)dx (2.49)7r(a,C0 +j(x)s)where=f(x,) f(x)-x,+1 — (2.50)——xf(x1)34In the solution of the 2D pole-pole inverse problem, it is often necessary to integrate a largenumber of transformed sensitivities for each iteration. Since accuracy is less important in thecalculation of the sensitivities, the use of the integration scheme described above is not necessary.Instead of using a spline to generate a denser sampling of the spectrum, a piecewise exponentialfunction is fit to the modeled data and the integration is carried out analytically usingf(y) = JJ(x)cos(xy)dx2 f be cos (xy)dx (2.51)j xi2V-\j( )a3sin(XY) ycos(xy) X+ia+y2wherea.=’’’xi+1 —- (2.52)= exp x+1lnf— xlnf+,xi+1 —This is the same approach used by Dey and Morrison (1979a), and others.The accuracy of the integration depends on how well the spectrum is initially sampled. Bestresults have been obtained by sampling the spectrum for ten or more approximately logarithmicallyspaced wavenumbers. When selecting the range of wavenumbers to be sampled it is important toconsider whether one needs to calculate potentials for non-zero values of y, in which case more caremust be taken in sampling the low frequency portion of the spectrum. Although these are useful rules,they are very approximate. Generally it is worthwhile to examine spectra of the modeled potentialsfor selected locations to insure proper sampling.2.7 ExamplesTo demonstrate the accuracy of the integrated finite difference algorithm, total and secondarypotentials were modeled for a series of example problems. For consistency, the grid depicted in35Figure 2.5 was used in all of the forward modeling calculations. A detail of the center portion of thegrid below the area of interest is shown in Figure 2.6. A standard suite of 16 wavenumbers (0.000 1,0.000325, 0.0005, 0.001, 0.0025, 0.00325, 0.005, 0.01, 0.025, 0.05, 0.1, 0.3, 0.7, 1.0, 5.0, 10.0)was used in all of the examples.As a test of the overall accuracy of the finite difference algorithm, transfonned potentials werefirst modeled for the quarterspace problem shown in Figure 2.7. A current of 10 A was injectedinto the ground at = (—67.0,0,0) m. The transfonned total and secondary potentials modeledfor a potential electrode at = (0, 100,0) m are shown as solid lines in Figures 2.8a and 2.8brespectively. The same results are shown for a potential electrode at CF,, = (167, 100, 0) m in Figures2.8c and 2.8d. The numerically computed transformed potentials, indicated by triangles, are in goodagreement with the analytic solutions, which are indicated by solid lines. For both total and secondarypotentials the spectrum varies exponentially over most of the range of sampled wavenumbers andan exponential interpolation would be expected to perform well. Using the inverse Fourier cosinetransform algorithm described earlier, the potential profiles in Figure 2.8e and 2.8f were obtained.As expected, these results are also in good agreement with the analytic solutions. Only at the node0.0______r:4-E4J0-.a)04000.0—4000.0 0.0 4000.0Distance (m)Figure 2.5 Finite difference grid used to solve the transformed resistivity problem.36corresponding to the current electrode at x = —67 m, for the total potential result in Figure 2.8e,does the error become large.0.0 — — —C4JG)1000.0—1000.0zz:z:0.0Distance (m)1000.0Figure 2.6 Detail of the finite difference grid in Figure 2.5.0.0C6)0.0Distance (m)Figure 2.7 Quarterspace model used to test the results of the finite difference algorithm. The resistivities of theleft and right quarterspaces are 10 fm and 1000 flm respectively and the contact is at x = 67 m. Acurrent of 10 A was injected into the ground at i = (—67.0,0,0) m.EHHHHE1000.0—1000. 0 1000.0371 40E>100Ca)00•0a)E0C0120806040200io-12010080° 6004020F-0iO-0.200.1500.100a-0.050.00101101E>0Ca)00-oa)E0C0F—io— io— 10—2 101 10° 101Wavenumber (rn—1)60500Ca)0a.-oa)20U,C0I—40302010N00.08-: 0.0600.040.02r, nraiO- 10—2 10—1 10°Wovenumber (rn—1)d.101—800 —400 0 400X position (m)800Figure 2.8 Forward modeled results for the quarterspace model in Figure 2.7. (a) Transformed total potentials for(0, 100, 0) m. (b) Transformed secondary potentials for i (0, 100, 0) m. (c) Transformed totalpotentials for = (167, 100, 0) m. (d) Transformed secondary potentials for i = (167, 100, 0) m. (e) Totalpotentials computed by numerically evaluating the inverse Fourier cosine transform. (f) Secondary potentials.The numerically computed quantities are shown as triangles, the analytic solutions as solid lines.iO— 10—2 10’ 10°Wovenumber (m’)10—i 102 1O— 100Wovenumber (m1)—800 —400 0 400 800X position (m)38As a second test, transformed potentials were modeled for the vertical dike problem shown inFigure 2.9. The transformed total and secondary potentials at I, = (0, 100,0) m are compared to thecorresponding analytic solutions in Figures 2.lOa and 2.lOb. The numerically computed transformedpotentials are again in good agreement with the analytic solutions.0.0———————f——— -EZZ]1000.0—1000 .0Figure 2.9 Vertical dike model used to test the results of the finite difference algorithm. The resistivities of the left andright quarterspaces are 10 Qm and 100 m respectively. The resistivity of the dike is 1000 2m.4)a)0.0Distance Cm)1000.039>0C000>0C000io— 10—2 10—1 100 10’Wavenumber (m1)Figure 2.10 Forward modeled results for the vertical dike model in Figure 2.9. (a) Transformed total potentials for= (0, 100, 0) m. (b) Transformed secondary potentials for i = (0, 100, 0) m. (c) Total potentialscomputed by numerically evaluating the inverse Fourier cosine transform. (d) Secondary potentials. Thenumerically computed quantities are shown as triangles, the analytic solutions as solid lines.140120>100C.i 8000.60E.2 4020b.io0iO- io— 10—2 10 100Wovenumber (m’)101—800 —400 0 400X position (m)800 —800 —400 0 400X position (m)80040Transformed potentials were next modeled for the layered earth problem shown in Figure 2.11.A current of 1OA was injected into the ground at = (—67.0, 0, 0) m. The transformed total andsecondary potentials modeled for a potential electrode at , = (0, 100,0) m are shown as solid linesin Figures 2.12a and 2.12b respectively. The numerically computed solutions agree well with theanalytic solution except for low wavenumbers, where the accuracy of the transformed total potentialbecomes poorer. In spite of this loss of accuracy for small wavenumbers, the spatial domain results,shown in Figures 2.12c and 2.12d, are in good agreement with the analytic solutions.E-1J0)Figure 2.11 Layered earth model used to test the results of the finite difference algorithm. The resistivity ofthe layer is 10 !m and the resistivity of lower halfspace is 0.1 !lm.0.0::z:::Iz:z:rzz:]Dz::1000.0—1000.0 0.0Distance (m)1000.041IAFigure 2.12 Forward modeled results for the layered earth model in Figure 2.11. (a) Transformed total potentials for= (0, 100, 0) m. (b) Transformed secondary potentials for = (0, 100, 0) m. (c) Total potentialscomputed by numerically evaluating the inverse Fourier cosine transform. (d) Secondary potentials. Thenumerically computed quantities are shown as triangles, the analytic solutions as solid lines.E>0C00.5,E05C0I—1210864206>0C5)0a.•05,60aCCI-100—10—20—30—40—50—60—70— —io- 10—s 10—2 10 100 101Wovenumber (m)io— 10—2 10—1 10°Wovenumber (m’)101>0C5)0a->CCa)0a-—800 —400 0 400 800X position (m)—800 —400 0 400X position (m)800420.01000.0—1000.0 0.0 1000.0Distance (m)Figure 2.13 Conductive prism model used to test the accuracy of the inverse Fourier cosine transform.The resistivities of the prism is 0.1 fm and the background is 1000 2m.In the vertical dike and layered earth examples, both total and secondary transformed potentialswere found to be monotonically decreasing functions of wavenumber. This is generally the casewith the transformed total potentials. As Pelton et al. (1978) point out, however, the transformedsecondary potentials are usually not monotonically decreasing functions of wavenumber and can bemuch more difficult to integrate accurately. To assess the accuracy of the inverse Fourier transformfor such a situation, secondary potentials were computed for the rectangular prism problem shownin Figure 2.13. In this example, a 0.1 2m conductive prism was buried in a 10 Qm halfspace. Thetransformed potentials computed for the standard suite of wavenumbers are indicated by the trianglesin Figure 2. 14a and 2. 14b. The transformed secondary potential for this particular problem is clearlynot monotonic. In addition to the standard set of wavenumbers, transformed secondary potentialswere also computed for a much denser set of 40 wavenumbers. These are shown as solid lines inFigure 2. 14a and 2. 14b. The spatial domain potentials computed using this denser set of wavenumberswere then compared to those computed using the much sparser standard set in order to assess theaccuracy of the integration scheme. The results are shown in Figures 2.14c and 2.14d. Very little43E>aV00E0C0Figure 2.14 Forward modeled results for the conductive prism model in Figure 2.13. (a) Transformed total potentials for= (0, 100, 0) m. The triangles indicate the coarsely sampled spectrum (16 wavenumbers),the solid line indicates the more finely sampled spectrum (40 wavenumbers). (b) Transformedsecondary potentials for = (0, 100, 0) m. (c) Total potentials computed by numericallyevaluating the inverse Fourier cosine transform using 16 and 40 wavenumbers, shown as trianglesand solid lines respectively. (d) Secondary potentials computed by numerically evaluatingthe inverse Fourier cosine transform using the two sets of wavenumbers.difference is seen between the results computed with the different sets of wavenumbers, indicatingan accurate integration.80>6005000.4Q0VE 30020CC- 100io-0.140.12iO 10—2 10—1 100 101Wavenumber (rn—1)iO— 10—2 10—1Wavenumber (m1)._.. 0.10>0.08CV0.06a-0.040.020.00>0CV00.—800 —400 0 400 800 —800 —400 0 400 800X position (m) x position (m)442.8 Modeling of topographic responsesBecause electrical surveys are seldom canied out over flat terrain it is important to be ableto include topography into any forward modeling problem. Modeling the effects of topography isrelatively straightforward with the boundary element and finite element methods, where irregularboundaries can be easily generated. The nature of the finite difference4method makes it moredifficult to represent irregular boundaries. A simple solution is to approximate regions of air aroundtopographic highs by elements having small but non-zero conductivities. In this way a rectangulargrid can still be used to represent the domain.To verify this approximation is accurate, the finite difference algorithm was used to model theterrain effect due to the “cliff’ shown in Figure 2.15. For the numerical computations a resistivity0.0E410)1000.0—1000.0 1000.0Figure 2.15 Cliff model used to illustrate the calculation of terrain effects using the finite differencealgorithm. The resistivity of the left quarter space prism is 10 fm. To simulate a region ofair, the right quarterspace was assigned a resistivity of 1.0 x irn.0.0Distance (m)45Figure 2.16 Forward modeled results for the cliff model in Figure 2.15. (a) Transformed total potentials for= (0, 100, 0) m. (b) Transformed secondary potentials for £,, = (0, 100,0) m. (c) Total potentialscomputed by numerically evaluating the inverse Fourier cosine transform. (d) Secondary potentials. Thenumerically computed quantities are shown as triangles, the analytic solutions as solid lines.of 1.0 x 106 m was assigned to elements corresponding to the air region. The total and secondarypotentials computed using this approximation (triangles) are compared to the true analytic solutionfor a vertical cliff (solid lines) in Figure 2.16. The approach is found to be successful in simulatingthe effects due to abrupt terrain features.0.250.200.15CC5)0.10ci.0.050.00>0C5)00—800 —400 0X position (m)—800 —400X position (m)0462.9 Calculation of MMR responsesOnce the transformed potentials have been computed for a particular 2D problem throughout thedomain, the subsurface current density can easily be approximated. This allows the correspondingmagnetic field response to be computed through an application of the Biot-Savart law, given in (1.5).To simplify calculations of the magnetic field responses the modified Biot-Savart lawy, z) =• j dx’dy’dz’ (2.53)is used instead (Edwards et al. 1978). To apply this to the 2D problem, equivalent expressionsfor each magnetic field component in the wavenumber domain are needed. Consider first the BcomponentB(x, y, z) = f f j • a’ /(x_xl)2+(y_y)2+(z_z)2 dx’dy’dz’ (2.54)Note that y, z) and .,f( ,)2(1,)2(,)2 are odd and even functions of y respectively.Taking the Fourier sine transform of BF[B]= J B(x, y, z) sin (ky)dy (2.55)and making use of the convolution theorem for Fourier sine transformsFs[f*g] =F[fj.F[g] (2.56)where f and g are odd and even functions of y respectively, and the relationshipsF = —kF[f 1 (2.57)F1 1 = Ko(kr’) (2.58)./(x_zI)2+(y_y1)2+(z_zl 2 Jthe Fourier sine transform of (2.54) becomesF5[B] 1 f(’)I(’) . KoQCr’) dx’dz’ (2.59)47Similarly, for the other componentsF[B} = —[0— i(xk,z’) Ko(k,,r’) dx’dz’ (2.60)F8[B21 = jjkyq5(xky,z’)u(xz’) . Ko(kyr’) dx’dz’Since these expressions involve integrals of modeled potentials or their gradients, they arerelatively inexpensive to evaluate once the forward problem has been solved. It is then a simplematter to invert the Fourier sine and cosine transforms (using the same algorithm described earlier)to obtain the magnetic field components in the spatial domain.In calculating the transformed magnetic field components, care must be taken in performing therequired integrations because of the singular nature of the Bessel functions near each observationlocation. It was found that accurate results could be obtained using a 5 point Gaussian quadratureformula for each boundary segment. Values for the transformed potential at any desired pointwere obtained by linearly interpolating between nodes, while potential gradients (computed using asimple difference scheme) were assumed constant along segment boundaries. For secondary potentialcalculations the analytic primary potentials were added to the computed secondary potentials beforeintegration. Although more accurate results could be obtained by computing transformed secondarymagnetic field components and adding the primary to it after inverting the transform, this wouldrestrict calculations to fiat earth models.2.10 ExamplesTo verify the accuracy of the magnetic field calculations, the integrated finite difference algorithmwas used to compute the B and B components for the layered earth problem in Figure 2.11, andB for the quarterspace problem in Figure 2.7. The numerical results are compared to the respectiveanalytic solutions (Edwards et al. 1978) in Figure 2.17. The results are in excellent agreement withthe analytic solutions in all cases.48—2F-C —4x—6—8—100.0—0.5I—C C> N1.0a—1.5—2.0—800 —400 0 400 800X position (m)Figure 2.17 Numerically modeled MMR responses (triangles) compared to analytic solutions (solid lines) fory = lOOm. (a) B field for the layered earth problem in Figure 2.11. (b) B field for the layered earthproblem in Figure 2.11. (c) B field for the quarterspace problem in Figure 2.7.2.11 ConclusionsAn integrated finite difference algorithm for the forward modeling of DC resistivity and MMRresponses has been developed. The algorithm allows for the modeling of total or secondary potentialsfor a variety of electrode configurations including pole-pole, pole-dipole and dipole-dipole arrays. Theability to place sources at depth also allows cross-borehole and borehole-to-surface configurations tobe modeled. MMR responses for a variety of electrode configurations can also be modeled. The—800 —400 0 400 800X position (m)—800 —400 0 400 800X position (m)49ability to represent complex conductivity structures and topography makes the algorithm particularlyusefiji.Comparisons of forward modeled results with analytic solutions for a variety of models indicatedthat the algorithm was accurate, even when used to model pole-pole responses. High accuracy wasachieved through the use of appropriate boundary conditions, a careful integration of the transformedpotentials to effect the inverse Fourier transform, and a reformulation of the problem to removethe source singularity. Problems that have been encountered in the past with the removal of thesingularity and the inverse Fourier transform have been addressed.The use of a direct Cholesky decomposition to solve the discrete problem allowed for the efficientcalculation of solutions corresponding to different source distributions. Not only did this result in anefficient forward modeling code, but it also makes the calculation of the large number of sensitivitiesneeded for the solution of the inverse problem practical. The efficiency afforded by using a directsolver is also used to advantage in the development of the multi-grid and multi-level algorithms inChapter 3, and in the development of an adaptive multi-grid algorithm in Chapter 4.50Chapter 3Multi-grid and Multi-Level Solution of the DC Resistivity Forward Problem3.1 IntroductionIn obtaining a solution to the forward problem in Chapter 2, a direct approach utilizing abanded Cholesky decomposition was used. Although the banded Choleski decomposition requiresconsiderably less computational effort and storage than would be needed if the matrix were simplyinverted, it is still relatively inefficient. Other direct solvers that make better use of the structure ofthe coefficient matrix are available, including the cyclic reduction and nested dissection algorithms.Even after taking maximum advantage of the stmcture of the coefficient matrix, however, directmethods may still be impractical when many unknowns must be solved for.Iterative methods, because they require the storage of only the solution itself, can sometimesbe better suited to large-scale problems. A disadvantage of most iterative schemes, however, isthat they are local processes. This invariably results in a poor rate of convergence for the lowfrequency components of the solution, particularly when a large number of unknowns are involved.The convergence rate is also problem dependent, and can degrade considerably when discontinuitiesin the material properties and unusual boundary conditions are imposed.In addition to the computational problems associated with the direct solution of large-scaleforward problems, there is also the problem of how to obtain a suffIciently accurate discretization.In designing a numerical grid, the region of the domain below the survey must be finely discretized51if the rapid changes in the solution near the current electrodes are to be accurately represented. Atthe same time, the grid must be extensive enough so that the infinity boundary conditions imposed inthe numerical problem are reasonably accurate. These two requirements can lead to an excessivelyexpensive calculation unless the nature of the solution is taken into account in designing a suitablegrid. Because the solution is usually computed on a single grid, there is no opportunity to uncoverproblems in the discretization and to optimize the grid design.To address these difficulties, the use of the multi-grid technique (Brandt 1977, Stuben andTrottenberg 1982, Hackbusch 1985) was examined as a fast iterative solver for large-scale DCresistivity problems. Rather than solving the forward problem on a single grid, as is done withtraditional forward solvers, a sequence of grids of increasing fineness is used to obtain a solution.This provides an opportunity to assess the accuracy of the solution and decide on regions of thenumerical grid that need further refinement. Since the multi-grid technique is an iterative method, thestorage requirements are also relatively small. In spite of the advantages of the multi-grid technique,it appears that no attempt has been made to apply the method to the solution of the DC resistivityproblem. The goal of the research presented in this chapter was to develop a multi-grid procedurefor the DC resistivity problem and to demonstrate that multi-grid methods can be used as fast andaccurate solvers for the solution of the DC resistivity forward problem.3.2 Multi-grid solution of the forward problemThe rate of convergence of iterative relaxation schemes will in general be good for high frequencycomponents of the solution, and poorer for low frequency components (e.g. Hackbusch 1985). Thisis due to the ability of the relaxation operator to easily resolve only local features of the error in thesolution. For problems involving a large number of unknowns, the convergence of the low frequencycomponents becomes even poorer.52Recognizing that the low frequency components of the solution are responsible for the poorconvergence of iterative solvers, one can consider how the convergence rate for these componentsmight be accelerated. One possibility is to construct a grid with twice the grid spacing and to resolvethe low frequency part of the solution on this coarser grid. If an iterative solver is used, the lowfrequency part of the solution will converge more quickly on the coarser grid. As well, becausethe coarse grid has fewer unknowns, relaxations can be carried out more economically than on thefine grid. The high frequency part of the solution, which is resolved on the fine grid, can then beimproved by adding the low frequency component as a correction. Low frequencies that cannot beresolved easily on the coarse grid can be resolved on an even coarser grid, resulting in a procedurethat uses a sequence of grids of increasing coarseness to obtain a solution.For this multi-grid approach to be effective, it is important that the relaxation operator used ona particular grid be an effective smoother. This results in rapid convergence of the high frequenciesand allows for a proper separation of low and high frequency components between grids. Since lowfrequency corrections are computed on the coarser grids, the overall convergence rate of the relaxationscheme is less important. The use of this coarse grid correction strategy to accelerate convergenceof an iterative scheme is fundamental to the multi-grid algorithm.3.2.1 Basic two-level multi-grid iterationIn formulating a multi-grid solution, it is first necessary to develop a multi-grid procedureinvolving only a pair of grids. This two-level procedure can then be used to recursively definea more general N-level multi-grid procedure.Consider the numerical solution of the continuous boundary value problem£u=f inD(3.1)M’u=g on6Dwhere D is the domain of the problem and ÔD is its boundary. In the basic two-level multi-griditeration the boundary value problem is discretized using both a fine grid 2h and a coarse grid Qij53(Figure 3.1), where ii and II = 2h denote the grid spacing for the respective grids. The number ofelements in either direction are assumed to equal 2k for some possibly large integer k.tH=2hFigure 3.1 Examples of a coarse grid fH and fine grid fh for use in the two-level multi-grid algorithm.andThe solutions on the fine and coarse grid, 1h and 1H’ will satisfy the discrete problemsLhiih = fhLHi1H ff1(3.2)(3.3)respectively, where the operators Lh and LH are the corresponding finite difference or finite elementcoefficient matrices derived from the governing equation and boundary conditions.Let Üh be some initial approximation to h In order to improve this initial approximation, v1iterations of a suitable relaxation scheme are used to reduce the high frequency components of theerror. This procedure is written symbolically asUk—(SJl)vhih (3.4)+54where Sj, is the operator corresponding to a single relaxation sweep. Rather than performingmore relaxation sweeps in an attempt to further reduce the error (which is now dominated by lowfrequencies), a correction to the fine grid solution is computed on the coarse grid. To accomplish this,the residual ‘h = fh — £hh is first computed. Note that the residual acts as a source to the problemLhh = Th (3.5)where 5h = Uh — Uh is the correction that must be added to -h to obtain the fine grid solution. Theresidual is transferred to the coarse grid and the correction to the fine grid solution is computed there.The residual on the coarse grid is given byrH = Ifrh (3.6)where If is the fine-to-coarse grid transfer (or restriction) operator. Possible choices for the restrictionoperator include the injection operator, represented by the stencil000I= 0 1 0 (3.7)000and the full-weighting operator, represented by the stencil11212 4 2 (3.8)121The stencils I in (3.7) and (3.8) represent the 2-dimensional operators corresponding to a row ofthe matrix operator If.After transferring the residuals to cjj, the correction is computed. This can be done usingeither a direct or iterative solver. The next step is to transfer the correction to 1h’ where it is usedto correct uh. This opcration is denoted byUh h + Iil11 (3.9)55where I is the coarse-to-fine grid transfer (or interpolation) operator. For most applications, thebilinear interpolation operator, denoted by the stencil1212 4 2 (3.10)121is used.Once the fine grid solution has been corrected, a final v2 relaxation sweeps are then used toremove any high frequency errors that result from the interpolation. This operation is denoted by‘Uh —* (Sh)v2h (3.11)The solution after this second smoothing phase then becomes the starting approximation for the nextmulti-grid iteration. The sequence of operations involved in a single two-level multi-grid iterationis depicted in (3.12).S’1h Suk4 VhrZIVH ‘S (3 12)1’rH=Ifr Lijqr3.2.2 General N-level multi-grid iterationThe use of the two-level multi-grid iteration in (3.12) still requires the solution of the coarsegrid problemLHH = (3.13)in order to obtain the coarse grid correction. Although solving this problem is computationally morefeasible than solving the original problem on the fine grid, a direct solution may still be impractical.The usual way of solving the coarse grid correction problem is to introduce another, even coarsergrid, with grid spacing 4h, and to perform a two-level multi-grid iteration between it and the secondcoarsest grid. The coarse grid correction for this problem is in turn computed through the application56of yet another two-level multi-grid iteration. The multi-grid procedure then becomes recursive, withthe solution at the finest level and corrections on each of the coarser levels being computed using asequence of relaxations, a coarse grid correction, and a final sequence of relaxations. The additionof coarser grids is continued until the direct solution of the coarse grid correction becomes trivial.Denoting the level number by k, where levels are numbered from coarse to fine, the problem tobe solved on the kt level is given byLk’iJk = Tk (3.14)where ‘15N = UN and rN = fjv. For k < N, ‘15k is a correction for the quantity being computed onthe (k + 1)th level, and ik is the residual for the problem on the (k + l)t level restricted to the ktlevel. The N-level multi-grid algorithm, in its simplest fonn, is then given by1. For all levels, initialize k, to zero2. Beginning with the finest grid and working down to the second coarsest grida. carry out v1 smoothing iterations on the kth grid levelVk—(3.15)b. compute the residual and transfer it to the next coarsest grid= it-’ ( - L) (3.16)3. Solve L1 i = i for the correction on the coarsest grid4. Beginning with the second coarsest grid and proceding up to the finest grida. interpolate the correction from the (k — l)th grid and apply the correction to i)kVk + 4_1Vk 1 (3.17)57b. carry out ‘2 relaxations on the kth grid levelVk — (3.18)A single iteration of this process, illustrated for N = 4 in Figure 3.2a, is referred to as a “V-cycle”.It results when only a single multi-grid iteration is used to compute a coarse grid correction on anygiven level. In general, 7 iterations are used to compute the coarse grid correction. If two iterationsare used, the result is the “W-cycle” iteration shown in Figure 3.2b.Figure 3.2 Examples of a four-level multi-grid iteration using (a) the “V-cycle” scheme and (b) the “W-cycle”scheme. Each level in the multi-grid sequence is indicated by a thin horizontal line. Downwardpointing arrows indicate restriction of a residual to a coarser level and upward pointingarrows indicate interpolation of an interpolation to a finer grid.583.2.3 Convergence rate of the N-level multi-grid iterationBounds on convergence rates for the multi-grid algorithm can be obtained by studying themulti-grid process for a problems involving simple models and boundary conditions. For Poisson’sequation on a uniform grid a bound on the asymptotic convergence rate can be derived (e.g. Stubenand Trottenberg 1982). Not only is the convergence rate for the two-level multi-grid scheme foundto be excellent for a proper choice of multi-grid operators, but it is also seen to be independent ofthe grid spacing h (or equivalently the number of unknowns in the problem). This h-independencyis a common goal in the design of all multi-grid algorithms. An h-independent convergence rate forthe N-level multi-grid iteration can also be derived (Stuben and Trottenberg 1982, Hackbusch 1985).The analysis of the multi-grid algorithm based on simple models provides understanding ofthe multi-grid process and presents one with a tool for debugging computer programs. It shouldbe realized, however, that bounds on convergence rates are problem specific, and may not bemeaningful when applied to more difficult problems. When solving problems with discontinuitiesin the material properties or singularities in the source distribution, for example, these estimates canbe very optimistic. The challenge of developing a multi-grid algorithm to solve a specific problemis how to best design the multi-grid operators so as to maintain the h-independent convergence ratewhile still keeping the computational work to a minimum.3.2.4 Computation work for the N-level multi-grid solutionHaving defined the operators for the entire multi-grid process, it is a simple matter to quantifythe computational work required for a single two-level multi-grid iteration. The number of floatingpoint operations for relaxations, residual calculations and grid transfers are all found to 0(n2). Thecalculation of the coarse grid correction using a Cholesky decomposition, however, requires O(n1)operations for the initial decomposition and 0(n3) operations to solve for each correction.59Hackbusch (1985) derives the upper bound for the number of operations involved in an N-layermulti-grid iteration. Assuming 7 < 3, he shows that the bound on the number of operations will be0(n2). If the choice of operators also yields an h-independent convergence rate is obtained, thenthe N-level multi-grid algorithm will yield a solution in 0(n2) operations. For large problems thisis considerably more efficient than other iterative techniques, including the preconditioned conjugategradient technique which at best yields a solution in 0(n25)operations (Kettler 1981).3.2.5 Variations on the basic multi-grid iterationTwo variations on the basic N-level multi-grid algorithm must be considered if the method is tobe used to it’s fullest advantage in solving the DC resistivity problem. The first variation, known asthe Full Approximation Storage (FAS) multi-grid technique (Brandt 1977) represents a reformulationof the basic technique so that the coarse grid corrections are solved for implicitly on all grid levels.This has importance when solving non-linear problems and when the grids in the sequence are notcoextensive. The second variation is the Full Multi-Grid (FMG) technique (Brandt 1977, Stuben andTrottenberg 1982, Hackbusch 1985). This approach builds up the solution to an N-level multi-gridproblem by solving a sequence of multi-grid sub-problems involving 2, 3 — 1 levels, with thefinal result of each sub-problem being used to initialize the solution for the next in the sequence.This approach is found to be more efficient than the basic N-level multi-grid algorithm, and alsoallows for the design of non-coextensive grids based on the nature of the evolving solution. Eachof these variations will be described below.Full Approximation Storage (FAS) schemeThe basic N-level multi-grid scheme described in (3.15-3.18) is known as a Correction Storage(CS) multi-grid technique since at each level except the NtI, a correction for the next finest levelis computed and stored. In the FAS scheme proposed by Brandt (1977) coarse grid corrections aresolved for implicitly at each level. The procedure is most easily described for the two-grid multi-grid60iteration. Let Üh be an initial approximation to the fine grid solution iZh. As before, v1 iterations of arelaxation scheme are used to smooth the initial error, and the residual f = — Lhüh is computedand transferred to the coarse grid. As well, the approximation to the fine grid solution, ith, is alsotransferred to the coarse grid. This is denoted byUH = 1’Uh (3.19)where ]T1 is another restriction operator, possibly different from the one used to transfer the residual.After transferring the residuals to 1H. the correction is computed implicitly by solvingLHZH = LHfIH + TH (3.20)The correction i3’H— UH is then transferred to h, where it is used to correct This isdenoted byUh Uh +I(H UH) (3.21)It is not appropriate to simply transfer H to the fine grid since only corrections can be interpolatedaccurately without introducing aliased energy back into the fine grid solution. The sequence ofoperations involved in a single two-level FAS iteration is shown in (3.22).SZ2hVh=I.(WH—11H)—f “ (322)I 1’=]f =Ij—+ LHH=LffH+7HGeneralization of the two-level FAS iteration to an N-level FAS iteration is straightforward.From (3.22) it is clear that the correction computed using FAS will be identical to that computedusing the CS approach. The advantage of using FAS is that the approach can be used even if theproblem is non-linear. As well, if I is chosen to be the injection operator, then the solutions hand ÜH both converge to uh. This is important if the coarse and fine grids are not coextensive, sincethe coarse grid can then be used to solve for corrections to the fine grid solution and a coarse gridsolution simultaneously. This is not possible in the CS formulation where only corrections can besolved for on the coarse grid.61Full Multi-grid (FMG) iterationIn both the CS and FAS schemes discussed above, an initial estimate of the solution on thefinest grid was assumed. The multi-grid procedure was then used to improve the estimate througha sequence of relaxations and coarse grid corrections. A more effective approach is to initialize thesolution to an N level multi-grid problem using the final solution from an N — 1 level problem. Ifthe solution tiN—i has been obtained on a reasonable initial approximation UN to the solutionon N is given byUN ffLiUN_1 (3.23)where I is an interpolation operator. For most applications the bilinear operator in (3.10) canbe used, although it is sometimes advantageous to use a higher order interpolation scheme. Theinitial estimate can then be refined using an N-level multi-grid iteration to yield ‘uN. If the initialapproximations to solutions for the N — 1, N — 2,. . . , 2 level problems are obtained in a similarmanner, one obtains the sequence of multi-grid iterations shown in Figure 3.3. This sequence ofmulti-grid iterations results is referred to as the Full Multi-Grid (FMG) iteration. It can be used witheither the CS algorithm in an FMG-CS iteration or with the FAS algorithm in an FMG-FAS iteration.Figure 3.3 Example of a four-level FMG multi-grid iteration. Each level in the multi-grid sequence isindicated by a thin horizontal line. Downward pointing arrows indicate restriction of a residualto a coarser level and upward pointing solid arrows indicate interpolation of a correction toa finer grid. Dashed arrows indicate interpolation of the solution to a finer grid.I///623.2.6 Applications of multi-grid methods to DC resistivity modelingBecause of its small memory requirements and h-independent convergence rate, the multi-gridtechnique is well suited to the solution of large-scale pole-pole DC resistivity problems. Since itis a technique that has never been applied to this geophysical problem, it was unclear how well itwould perform. The goal of this research was to apply the multi-grid algorithm to the modelingof pole-pole DC resistivity data, and to examine the convergence properties of the algorithm fordifferent conductivities and source-receiver geometries. To this end, a flexible N-level multi-gridcode was developed to model the transformed potential responses. The development and testing ofthe multi-grid algorithm is detailed below.Several aspects of the pole-pole DC resistivity problem must be considered when developingan appropriate multi-grid algorithm. Discontinuities and corners in the material properties, sourcesingularities associated with the current electrode and/or distributed secondary sources, and the useof non-Dirichiet boundary conditions could potentially degrade the convergence rate of an iterativesolution. The design of the various multi-grid operators must take these aspects of the problem intoaccount if an acceptable convergence rate is to be maintained. The design of the multi-grid operatorsthat were used in the solution of the pole-pole DC resistivity problem is detailed below.RelaxationFor a relaxation scheme to work well in a multi-grid algorithm it must act as an effective smootherof the error. Since the low frequency components of the error are computed on the coarser grids inthe sequence, the convergence of these components is less ctitial.To assess the smoothing properties of a particular relaxation scheme, Fourier methods can beused (e.g. Brandt 1977, Stuben and Trottenberg 1982). Since only changes in local features of thesolution are of interest, details of the domain and the model can be ignored for the analysis. The63material properties of the medium can be “frozen” (i.e. assumed equal to some constant) and theaction of the relaxation operator on a Fourier component of the error can be examined.Although local Fourier analysis is not valid for problems with rapid variations in the materialproperties or non-uniform grid spacing, it can still serve as a guide for selecting an appropriaterelaxation scheme. It is well known from local Fourier analysis, for example, that point relaxationschemes display very poor smoothing rates for strongly anisotropic problems. In these cases thereis a decoupling of the solution in the two directions corresponding to the major and minor axis ofanisotropy. To obtain a good smoothing rate, the solution along lines parallel to the major axismust be relaxed simultaneously. This suggests the use of a line relaxation scheme as a smoother forstrongly anisotropic problems. For problems with strong discontinuities in the material properties,a similar decoupling of the solution also occurs between different blocks in the model. The needto use block or alternating direction line relaxation as a smoother for these type of problems hasbeen discussed by several authors (e.g. Alcouffe et al 1981, Rude and Zenger 1985). Kettler (1981)compares the use of various relaxation schemes and shows that line relaxation schemes are superiorto point relaxation when discontinuities are present. Thus, to allow for the possibility of strongdiscontinuities in the conductivity, alternating direction Gauss-Seidel line relaxation (e.g. Lapidusand Pinder 1982) was selected as the smoothing operator for the DC resistivity problem.Besides the basic line relaxation smoother, several variations were also examined. Because ofthe localized nature of the source terms for both the total and secondary potential problems it wasfelt that partial relaxations, as suggested by Brandt (1977) and Bai and Brandt (1987), could be usedto improve the overall multi-grid convergence rate. At each iteration this involved using additionalpoint Gauss-Seidel relaxation sweeps around source locations. This was also used in the vicinity ofcorners in the model, where large, high frequency residuals often remained after the basic smoothingcycle was complete. The use of the partial relaxation strategy was found to yield a somewhatimproved convergence rate. Another variation on the basic smoother was to make use of a simple64over-relaxation strategy. It was found that the use of either line or point over-relaxation could alsolead to an improved convergence rate over the basic scheme.Coarse grid operatorMuch discussion has taken place in the multi-grid literature concerning the design of the coarsegrid operator LH once Lh has been specified. Of particular interest has been the design of LHwhen strong discontinuities are present, since coarse grid lines may no longer coincide with thediscontinuities. In order to achieve rapid convergence it is necessary to ensure that the coarse gridproblem is an accurate representation of the true problem. This may be difficult if discontinuities inthe model are smeared out through the coarsening process.A frequently used scheme for forming LH is given byLH = I,’LhI (3.24)This scheme arises naturally when the multi-grid method is applied to the solution of finite elementproblems (e.g. Hackbusch 1985). The use of (3.24) to generate the coarse grid operator whendiseontinuities are present is examined by Scott (1985) and Alcouffe et al (1981). An alternatemethod for obtaining a coarse grid problem using effective material properties have been describedin Alcouffe et al (1981). Rude and Zenger (1985) and Alcouffe et al (1981) discuss modificationsto the coarse grid operator in order to obtain a better discretization in the vicinity of junctures inthe model.For the purposes of this work, it is assumed that discontinuities in the conductivity are restrictedto lie along grid lines of the coarsest grid. The coarse grid operator is then defined with the samediscretization scheme used on the fine grid. This makes it unnecessary to deal with problems resultingfrom the smearing out of contacts between zones of different conductivity. It does, however, limitthe degree of coarsening that can be realized between the finest and coarsest grid in the sequence.65Solver on coarsest gridSince the coarsest grid is visited frequently during a single multi-grid iteration, a direct solverbased on the Cholesky decomposition was selected as the solver for the coarsest grid. This takes fulladvantage of work done in factorizing the coarse grid coefficient matrix since the same factors canbe used to solve for all coarse grid corrections for each current electrode location.Restriction of residualsBecause of the presence of discontinuities in the conductivity and singular source terms, theresiduals that are calculated after the first smoothing phase will still contain considerable highfrequency energy (Alcouffe et al 1981). To prevent aliasing, it is necessary to smooth the residualsbefore transferring them to the coarse grid. This suggests the use of the full weighting restrictionoperator (3.8). Using this operator, a weighted average of the residuals in the vicinity of theinjection point are computed prior to injection. The weighting scheme is illustrated in Figure 3.4.Since weighted averages of the residuals are transferred, components of the residual that cannot berepresented on the coarser grid are effectively eliminated.Figure 3.4 Full weighting restriction from fine grid to coarse grid. The coarse grid solution is aweighted average of the solutions on the fine grid.c2h66Another consideration in deciding on an appropriate restriction operator is the relative weightingof residuals in different regions of the model. From the form of the truncation error for the DCresistivity problem it is clear that residuals will be scaled by the conductivity on either side of adiscontinuity. Rude and Zenger (1985) suggest scaling the residuals by the reciprocal of the localconductivity before using a full weighting restriction. The residuals on the coarse grid can then bere-scaled by the conductivity. This modified full weighting operator and the usual full weightingoperator were both incorporated into the CS and FAS multi-grid codes. For restriction of the solutionin the FAS code, the injection operator (3.7) was selected. The operator is illustrated in Figure 3.5.Figure 3.5 Injection from fine grid to coarse grid. For fine grid nodes corresponding to coarse grid nodesthe fine grid solution is simply transferred to the coarse grid.Interpolation of correctionsPrevious work by Alcouffe et al (1981) and Rude and Zenger (1985) describe problems thatcan be encountered when simple interpolation schemes are used for the coarse to fine correctiontransfers across a discontinuity. Since it has been assumed in this case that all discontinuities in theconductivity lie along grid lines of the coarsest grid, this problem cannot arise. Thus the bilinearinterpolation operator given in (3.10) was used to interpolate corrections in both the FAS and CScodes. The interpolation scheme is illustrated in Figure 3.6.67Figure 3.6 Bilinear interpolation from the coarse grid to the fine grid. For fine grid nodes corresponding to coarse gridnodes (case 1) the coarse grid solution is simply transferred to the fine grid. For fine grid nodes at the centerof coarse grid elements (case 2), the coarse grid solution at the four corners of the element are averaged andtransferred to the fine grid. For fine grid nodes at the center of coarse grid element edges (case 3), thecoarse grid solution at the ends of the edge are averaged and transferred to the fine grid.Figure 3.7 Higher order operator based interpolation from the coarse grid to the fine grid. For fine grid nodescorresponding to coarse grid nodes (case 1) the coarse grid solution is simply transferred to the fine grid. Forfine grid nodes at the center of coarse grid elements (case 2), the rotated finite difference operator is used torelate the coarse grid solution at the four corners of the element to the value at its center. The result is thentransferred to the fine grid. For fine grid nodes at the center of coarse grid element edges (case 3), two rotatedfinite difference operators are used to relate the coarse grid solutions at the corners of the two adjacentelements to the solution at the midpoint of the edge. The result is then transferred to the fine grid.For the coarse to fine grid solution transfers after each FMG cycle it was found that a higherorder interpolation operator led to a somewhat improved rate of convergence. This higher order68interpolation operator was obtained using a rotated finite difference scheme (Figure 3.7). Althougha scheme using cubic interpolation was considered, it would have required the use of less accurateone-sided operators in the vicinity of discontinuities, and was not implemented.3.2.7 Examples — convergence rates for various models and operatorsTo illustrate the convergence properties of the multi-grid algorithm, the problem illustrated inFigure 3.8 was considered. The model consists of a pair of 1000 m prisms buried in a 10 mhalfspace. Note that the prisms meet at a juncture located at (x, z) = (250, 100) m. A currentelectrode at (x, z) = (0, 0)m is used to inject a current of iDA.l000Qm I150 m_L. . 1000 2m10 2mI 250m IFigure 3.8 Two prism problem used to illustrate the convergence properties of the multi-grid forward modelingalgorithm. The model consists of a pair of 1000 m resistive prisms in a 10 flm halfspace.An initial discretization of the two-prism problem is superimposed over the model in Figure 3.9.This was used as the coarse grid in an FAS-FMG solution of the transformed secondary problemfor k = 0.001 rn1. Parameters-y = 2, i-’ = 2, v2 = 1 were selected for the multi-grid iterationsin this example.69500.0—1000.0 0.0 1000.0Distance (m)Figure 3.9 Coarsest grid in the multi-grid discretization of the problem in Figure 3.8. A verticalexaggeration of 4 times was used in the display.To determine the convergence rate of the multi-grid algorithm, the errors in the fine grid solutionand the residuals were monitored for a sequence of two-level multi-grid iterations. The maximumabsolute error and the maximum absolute residual are plotted as functions of operation number inFigures 3. lOa and 3. lOb respectively. Operations include the interpolation of the coarse grid solutionto the fine grid (square), fine grid relaxations (triangles) and coarse grid corrections (stars). Eachmulti-grid iteration is seen to reduce the maximum absolute error by a factor of 10 or more. A similarreduction in residual is also observed. In particular, rapid decreases in the error occur after each coarsegrid correction, demonstrating the role of the coarse grid correction in accelerating convergence ofthe relaxations. Note that in some cases the coarse grid correction actually leads to an increase inthe maximum absolute residual — a rapid decrease being observed only after the second smoothingphase. The coarse-to-fine grid interpolation has clearly generated additional high frequency residuals.Hence the need for the second smoothing phase prior to transfer of the solution to the next leveL0.04JG)70100 — 10—1101 10—2E? 10-2 s—02io—3 ioEEE iO 10iO 10-s10—6 IIio—0 5 10 15 0 5 10 15Operation number Operation numberFigure 3.10 Convergence of the two-level multi-grid solution for the problem in Figure 3.8. (a) The maximumabsolute error in the fine grid solution for each multi-grid operation. (b) The maximum absoluteresidual for each operation. The interpolation of the coarse grid solution is indicated by asquare, relaxations by triangles and coarse grid corrections by stars.Profiles of the transfomed secondary potentials computed using two, three and four-level multi-grid iterations are shown in Figure 3.1 la. Note that there are large changes in the solution asmore grids are added to the sequence. This indicates an underlying problem in the finite differencediscretization in the vicinity of the corners and, in particular, at the juncture where the two prismsmeet. This aspect of the problem will be discussed in detail in Chapter 4. The maximum absoluteresidual for each solution is shown as a function of iteration number in Figure 3.1 lb. Although thegoal of h-independence has not been fully realized, the overall convergence rate for the multi-gridalgorithm is seen to be excellent. Only a single iteration on the finest grid is needed, for example,to reduce the maximum absolute residual by a factor of about 50.a. b.20 20711.8 — 10-110-21.61.4 ‘? io-- io-E 1.2i.o ia-7.2 ‘-8— ‘- IVC V.0F i090.60.40.2 10—130.0 10-14I I—1000 1000 0 2 4 6Iterotion numberFigure 3.11 Results of a two, three and four-level multi-grid solution for the problem in Figure3.8. (a) Profiles of the final transformed potentials on each of the four levels. (b) Themaximum absolute residual for each multi-grid iteration.Since the convergence rate of the multi-grid algorithm depends on the choice of operators used,it is worth examining different variations to see if improvements in efficiency can be achieved.Convergence rates for the four-level multi-grid scheme using different coarse grid correction operatorsare compared in Figure 3.12 to the convergence rate achieved using the basic scheme (shown dashed).In Figure 3. 12a, V-cycle iterations were used instead of W-cycles, resulting in a poorer convergencerate. Although more expensive, the W-cycle iteration was found to be more efficient in terms ofexecution time needed to achieve a given reduction in the maximum absolute error. In Figure 3. l2b,the higher order interpolation scheme described earlier was used instead of bilinear interpolation,without a significant improvement in accuracy. In Figure 3.12c, injection was used as the restrictionoperator for the residuals, resulting in a dramatic deterioration in the convergence rate. The transferof residuals in the DC resistivity problem clearly results in significant aliasing unless the residuals arefiltered prior to injection. In Figure 3. l2d, the conductivity scaled full-weighting scheme proposed byRude and Zenger (1985) led to no significant improvement over the standard full-weighting scheme.a. b.0X position (m)8 107210—1 10-1102 102io— —S iDiD—i - iD-i- ic-s iO-Dio-io-E Fio— i0ic—9 iO10_la 10—10b_fl bO_fi10—12 10—120 2 4 6 8 10Iteration number10—1 10-110-2 10-2iO——Sio— . io-3 i0 i0Dio- .2 1065) 5)L i— ‘- io-io ioio ‘ 10-gio—° i010_il 1010—12 I I 10—12 I I0 2 4 6 8 10 0 2 4 6 8 10Iteration number Iteration numberFigure 3.12 Convergence rates of the four-level multi-grid algorithm for the problem in Figure 3.8. Resultsobtained using different multi-grid operators (solid lines) are compared to that obtained usingthe basic algorithm (dashed). (a) V-cycle iterations used instead of W-cycle iterations. (b) Higherorder inteqolation of solution used in FMG iteration. Cc) Injection instead of full-weighting restriction.(d) Conductivity scaled full-weighting used instead of full-weighting restriction.In addition to studying different transfer operators and cycling strategies, various relaxationschemes were also examined to detemfine the optimum procedure. Point Gauss-Seidel relaxationiterations were used instead of line relaxations to yield the results in Figure 3.1 3a. The convergencerate for the multi-grid iteration using point relaxation is clearly inferior to that using the linerelaxation scheme. If 8 point relaxation sweeps were perfonned for every line relaxation sweep,then the convergence rate approaches that of the basic multi-grid scheme (Figure 3.13b). The costa. b.0 2 4 6 8 10Iteration numberd.\73of performing such a large number of point relaxations, however, makes this a less efficient strategy.The use of over-relaxation, with a relaxation parameter of 0.5, leads to a marked improvement inthe convergence rate of the single point Gauss-Seidel iteration (Figure 3. 13c). Results with othermodels and wavenumbers, however, indicate that the optimum relaxation parameter is very problemdependent and may in practice be difficult to determine a priori. The use of partial relaxation in the10—110—2io—io—E io—io—‘- io—E10•g ic-910-101010_1210—110-2—‘ iO-io--ö iO-10-6io—io-io-10_1110—1210—110-2__ic-3i0-.ö io-io—E io—g io-10_li10_1210-110-2ic-k- io-io-ic-vE10io-10-1010_Il1012Figure 3.13 Convergence rates of the four-level multi-grid algorithm for the problem in Figure 3.8. Results obtainedusing different relaxation schemes (solid lines) are compared to that obtained using the basic algorithm(dashed). (a) One point Gauss-Seidel relaxation used instead of each line relaxation. (b) Eight pointrelaxations used instead of each line relaxation. (c) One point Gauss-Seidel over-relaxation used instead ofeach line relaxation. A value of 0.5 was used for the over-relaxation parameter. (d) Basic line relaxationscheme supplemented with partial relaxations in the vicinity of the juncture in the model.0 2 4 6 8 10tercton number0 2 4 6Iteration numberC.a 10I I0 2 4 6 8 10 0 2 4 6Iteration number Iteration number8 1074the vicinity of the juncture leads to an improved convergence rate (Figure 3.1 3d) without addingsignificantly to the cost of the solution.The perfonnance of the multi-grid algorithm was also studied for a wide variety of models andsource configurations. The convergence rates observed were very similar to those described above.One factor that was found to influence the convergence rate of the algorithm was the wavenumberbeing modeled. The multi-grid algorithm was found to converge more quickly for larger wavenumbers(Figure 3. 14a). The nature of the model was also found to influence the convergence rate. In Figure3. 14b, results for a more resistive and less resistive set of prisms were compared to those from theprevious model. The lower resistivity contrast yielded much better convergence rates, while thehigher resistivity prisms resulted in a somewhat poorer rate. In general it was found that resistivetargets, as in the example, yielded the slowest convergence. The proximity of the current electrodeto resistive corners in the model seemed to be the primary cause of the poorer convergence rate.b.10-1 10-110—2 10-2iO- —.- ic-31O . ic-i_5 1O— 5 iO-io- . i0-Ci07 ‘- ic-7E E ic-s-g io- g10—10 10—1010—11 10—1110—12 10—120 2 4 6 8 10Iteration numberFigure 3.14 Convergence rates of the four-level multi-grid algorithm for variations on the problem in Figure 3.8. Resultsobtained using different wavenumbers and conductivity contrasts (solid lines) are compared to thatobtained for the problem in Figure 3.8. (a) Results for wavenumbers of 0.01 rn_i and 0.0001 m1(solid lines) are compared to those for 0.001 rn1 (dashed). (b) Results for prism resistivities of100 fm and 10, 000 2m (solid lines) are compared to those for 1000 2m (dashed).0 2 4 6 8 10Iteration numberI I I75It was found that the convergence rates depicted in Figures 3.12-3.14 were typical, and that thealgorithm was well suited to the solution of the DC resistivity problem. The multi-grid algorithm wasused to model transformed potentials for a range of wavenumbers, and the solution on each level wasinverse Fourier transformed. The results are shown in Figure 3.15a. The solution is seen to changeconsiderably between each grid level, indicating a problem with the underlying discretization. Thisproblem will be discussed in Chapter 4, and a method of extrapolating the solution will be presented.The same model was used to study the solution of total potentials using the multi-grid algorithm.Similar convergence rates were observed as with the modeling of secondary potentials. The apparentresistivities computed for the total potential problem using the four-level multi-grid solution is shownin Figure 3. 15b. As before, the solution changes considerably between each grid level.b.18 —0.000170.0025-16c’ 0.0020 / > 150015 1 :V120.0005 110.00009 _1____ -—1000 0 1000 —1000 1000X pstion (m) X poston (m)Figure 3.15 Four-level multi-grid solution for the problem in Figure 3.8. (a) Profiles of the secondarypotentials on each of the four levels. (b) Profiles of the apparent resistivites computedfrom the total potentials on each of the four levels.A comparison of the multi-grid results (triangles) on the fourth level to those obtained usinga direct solver (solid line) was used to verifly the multi-grid procedure (Figure 3.16). Only twoiterations for the smaller wavenumbers, and a single iteration for the larger wavenumbers wereneeded to achieve a fit of less than 0.5% over the entire profile. The execution time required to solve076the fine grid problem directly was 1059.2 cpu seconds on a Sun 4/330. The time required to obtaineach multi-grid solution was 41.6 cpu seconds.I00.0030170.0025‘0.0020 >15140.0015C0 —° 0.0010 120.0005 -11100.0000I 9’—1000 1000 —1000 0 1000X position (m) X position (m)Figure 3.16 Comparison of the solutions computed using a direct solver (solid line) and the four-level multi-gridsolver (triangles> for the problem in Figure 3.8. (a) Profile of the secondary potentials computed on thefinest level. (b) Profile of the apparent resistivities computed on the finest level.3.3 The multi-level adaptive techniqueA variation of the multi-grid procedure, originally proposed by Brandt (1977), is the Multi-LevelAdaptive Technique (MLAT). In this strategy, a sequence of non-coextensive grids is constructed asthe solution is being calculated — the spatial extent of the grids in the sequence being based on thenature of the evolving solution. This allows both the grid design and solution processes to be carriedout simultaneously, resulting in considerable computational savings. Although the algorithmic detailsof the MLAT strategy have been described in the literature, it’s application to practical problems hasbeen somewhat limited. This is primarily due to the general complexity of the algorithm and the needfor a suitable grid refinement criterion. The purpose of this research was to apply the multi-levelalgorithm to the solution of the pole-pole resistivity problem. A new criterion for grid refinementbased on an analysis of the relative truncation error will be described in Chapter 4.a. b.0I773.3.1 Multi-level adaptive techniqueConsider first the solution of the general problem (3.1) using the standard multi-grid approach.The sequence of grids f2,..., 1Zi,... is used to obtain a solution on the finest grid wherethe coarser grids in the sequence are used to accelerate convergence of the relaxation scheme onN by providing a low frequency correction to the fine grid solution. One of the basic assumptionsin the standard multi-grid algorithm is that the N grids in the sequence completely overlap, or arecoextensive (Figure 3.17). In most cases, however, the use of coextensive grids is very inefficient.With the DC resistivity problem, for example, only portions of the domain adjacent to sources anddiscontinuities in the conductivity require a fine discretization. The remainder of the domain can bediscretized quite coarsely without affecting accuracy. Although a non-uniform grid spacing can beused at each grid level to achieve different degrees of resolution in different parts of the domain,this is still not optimal. The use of non-uniform grid spacing with the finite difference techniqueinvariably leads to a large number of long, thin elements towards the edge of the grid. As well, anon-uniform discretization is considerably less accurate than a uniform one.Figure 3.17 A sequence of three coextensive grids used in the standard multi-grid iteration. Each gridcompletely overlaps the previous grids in the sequence.78A more efficient approach is to make use of a sequence of non-coextensive grids, as shown inFigure 3.18. By allowing the size of each successive grid in the sequence to become smaller, theextent of the fine grids can be restricted to only those regions where a fine discretization is needed toachieve the desired accuracy. The coarser, more extensive grids are used only to satisfy the boundaryconditions and to accelerate convergence of the solution on the finer grids. Using this strategy, thefine grids can be made considerably less extensive than in a standard multi-grid solution. Thus thetotal computational work expended in obtaining a solution can be dramatically reduced.Figure 3.18 A sequence of three non-coextensive grids. The finer grids extend over only asub-region of the coarser grids in the sequence.If all grids in the multi-grid sequence are coextensive, then the solution can be obtained usingeither the CS or FAS schemes. If the grids are not co-extensive, then the CS scheme cannot be used.Recall that in the CS scheme the problem that must be solved on the kth grid, Qk, is given byLkk = = — rk+1) (3.25)This yields the correction ‘15k that is then interpolated to and used to correct k+1• If 12,-- doesnot completely overlap k, then the CS formulation breaks down since one cannot simultaneouslyc179solve for both ‘7k outside the region of overlap and k within the region of overlap. For this reasonthe FAS scheme must be used for problems involving non-coextensive grids.Let k be the portion of k that k+1 overlaps. An FAS scheme suitable for use with non-coextensive grids can be obtained by considering the problemLkUk = fk (3.26)whereUk=Ikk+lUk+1+Vk °(3.27)Uk Ofl kkand7 rrrk — rk f r —Jk = .L,kL1k+lUk+1 + ‘k+l ik+1 — .LIk+lUk+1) Ofl Lk (3.28)fk Ofl 12kkSince the boundaries of k+1 may not correspond to those of k, new boundary conditions must bespecified before Lk+l can be formed. One way of doing this is to apply Dirichlet boundary conditionsalong Dlk+1, where the values of Uk+1 at boundary nodes are obtained by interpolating Tip, from 2j.To examine how the fine and coarse grids interact in this scheme, note that for a two-leveliteration, the coarse grid problem can be written as- -H H= fH + Th + ‘h 7h (3.29)where only the portion of the grid in the region of overlap is considered. The quantity =LHKjüh — is clearly an estimate of the relative truncation error 4 based on the approximatesolution to the fine grid problem. At convergence, h = 0, so that the coarse grid problem will becorrected by the addition of to its right hand side in the region of overlap. In this way, fine gridaccuracy is transmitted to the coarse grid even if the grids do not fuliy overlap.The MLAT algorithm proposed by Brandt (1977) makes use of the FAS scheme describedabove to adaptively design a sequence of non-coextensive grids around the solution as it is beingcalculated. Assume that a solution has been obtained using the sequence of non-coextensive grids80Sl2,. . . ,!2r_. Based on some grid refinement criterion, a subregion of N—1, denoted by c2N.1,is identified as being too coarse. This subregion of 2N—1 is refined, yielding the next grid in thesequence, 11N The solution on N—1 is then interpolated to and it becomes the initial estimatefor the fine grid solution. The non-coextensive FAS algorithm is then used to correct this initialestimate, yielding UN. The algorithm is terminated when the change in the solution due to theaddition of the next finest grid is less than some tolerance.Figure 3.19 A sequence of composite grids where hanging nodes (indicated by dots) have been tiedin to the rest of the grid using rotated finite difference operators.In the development of an MLAT solution to the pole-pole DC resistivity problem, an approachsimilar to that of McCormick and Thomas (1986) was adopted. To form a fine grid in this scheme,rotated finite difference operators are used to relate fine grid boundary nodes to coarse grid nodes(Figure 3.19). Relaxations are carried out only over the square portion of the fine sub-grids. Incalculating the residuals for transfer to the next coarser grid, Dirichlet boundary conditions are notassumed along the boundaries of the sub-grid, as they are in the original MLAT formulation. Instead,the rotated operator is used to compute the residual as if the entire composite grid had been relaxed.81Residuals are not calculated for nodes away from the fine sub-grid since these can be generated onthe next coarsest level. In this way, the residuals are computed as if the grids were coextensive, eventhough only the finest portion of the composite grid is actually used. This avoids accuracy problemsthat have been encountered with the original formulation (Bai and Brandt 1987, McCormick andThomas 1986).3.3.2 ExampleTo demonstrate the advantages of the MLAT approach, the two-prism problem shown in Figure3.8 was again used. The final composite grid, shown in Figure 3.20, was generated using a sequenceof three grid refinements. The solutions on each of the four composite grids generated in the FMGiterations are shown in Figure 3.21a. As before, the solution is seen to change substantially as newgrids are added into the sequence. The final MLAT solution is compared to the solution obtainedusing coextensive grids in Figure 3.21b.w::L: L!t!J4Ja)500.0—1000.0 0.0 1000.0Distance (m)Figure 3.20 Composite grid generated using the MLAT algorithm for the problem in Figure 3.8.The accuracy of the MLAT solution is seen to be comparable to that obtained using the standardmulti-grid approach. Fine grid accuracy is clearly transmitted throughout the domain, even where82the fine grid is not present. Because of the limited extent of the finest grids, however, the MLATalgorithm is considerably more efficient than the standard multi-grid algorithm. In this case, the cputime required for the four-level multi-grid solution using coextensive grids was about 6 times thatrequired to generate the MLAT solution. A further extension of this approach that would allow forthe evolution of more than one fine grid sequence would result in even better efficiency.1.8 1.8’1.6 1.61.4 1.41.2> >—1.0 ‘ 1.0.20.85)0.60.4 0.40.2 0.20.0 0.0’—1000 1000 —1000 1000Figure 3.21 Transformed secondary potentials computed using the MLAT algorithm for the problem in Figure 3.8. (a)The transformed secondary potentials computed at each stage of the FMG sequence. (b) The final MLATsolution (triangles) compared to the multi-grid solution obtained using coextensive grids (solid line).3.4 ConclusionsThe use of the multi-grid approach to the solution of the DC resistivity forward problem wasfound to yield accurate results for both total and secondary potential problems. The convergence ratefor a proper choice of multi-grid operators was found to be excellent. Because of the small memoryrequirements of the algorithm much larger problems could be solved than would be possible with thedirect Cholesky solver. The speed of the algorithm, even when a large number of current electrodeswas being modeled, was considerably better than could be achieved with the direct solver.In addition to the efficiency of the algorithm, the full multi-grid algorithm also yielded solutionson a sequence of grids of increasing fineness, allowing the accuracy of the solution on the finest0. b.0X poSition (m)0X position (m)83grid to be assessed. For many problems that have been examined the solution was found to changelithe between grid levels once a reasonable degree of refinement had been achieved. In other cases,including the problem illustrated here, large changes were observed even between relatively finegrids, indicating an underlying problem with the discretization and the need for further refinement.The development of a multi-level approach, where finer grids in the sequence were permittedto become spatially less extensive, also led to an efficient forward modeling algorithm. The use ofnon-coextensive grids permitted the region around singularities and rapid changes in the materialproperties to be detailed, without the need for refining the entire grid. A strategy that was founduseftil was to design a 2 or 3 level sequence of coextensive grids around the model, and to use anadditional 2 or 3 levels of non-coextensive grids to refine the area around the current electrode. Therefinement grids are then moved with the current electrode, while the coextensive grids remain fixed.This provided a systematic approach to the grid refinement process, and allowed for an accuratediscretization for all current electrode positions. The additional flexibility of allowing for multiplerefinement sequences would have made the multi-level solver even more efficient.84Chapter 4Adaptive Grid-design Using the Multi-grid Approach4.1 IntroductionBecause of the difficulty of estimating the accuracy of a numerical solution a priori, it is importantthat a direct verification of accuracy be made before the solution can be considered reliable. The usualapproach for verifying the overall accuracy of a numerical algorithm is to compare the numericalresults to analytic solutions for simple model geometries. Although this is useful for debuggingpurposes, it is impossible to assess the accuracy of an algorithm for more general models based onthis kind of comparison. A way of verifying the accuracy of a numerical solution for a specific modeland electrode configuration is needed. A simple way of doing this is by re-solving the numericalproblem using a more accurate discretization, and observing how much the solution changes. Thisapproach can be extremely expensive, however, if standard methods are used.If the numerical solution for a particular model is found to be inaccurate, steps must then betaken to improve the discretization. Because there is a trade-off between accuracy and computationalexpense, this improvement cannot be based solely on the desire to compute a highly accurate solution.A procedure is needed for designing a discretization that achieves a specified error level whileminimizing the computational work required. The desigu of such an “optimum” discretizationis particularly desirable in two and three dimensional problems where the number of operationsinvolved in a forward solution can become quite large. Although a truly optimum discretization85is never attainable, a near-optimum solution can be found through partial refinements of an initialdiscretization. Because the numerical error is problem dependent, an “adaptive” approach to thedesign of discretization is needed. Ultimately, an algorithm is desired that monitors the accuracyof a numerical solution and, if necessary, adapts the discretization to the solution itself, providinga fine discretization only where required.4.2 Numerical error and grid design considerationsIn order to assess the accuracy of a given discretization, and to help in the design of an accuratenumerical grid, one needs to consider the factors that control the error distribution in the solution.Let u be the solution to the problem£u=f (4.1)and letLiZ=f (4.2)be the discrete approximation to (4.1). If we let ‘L7cont be the solution to the continuous problemsampled at each grid point, then 1cont satisfies the problemLfZ0 = (4.3)where is the truncation error. Subtracting (4.2) from (4.3) yields the new problemL= (4.4)where = — ii is the error in the numerical solution. The truncation error, f, acts as the sourceof numerical error in exactly the same way that the current electrode acts as the source in the originalproblem. The magnitude of the error at a particular node in the grid will depend on the strengthof these sources as well as their proximity. Since the sources can be either positive or negative, a86certain amount of error cancellation will always occur. In some cases, particularly when the modeldisplays a high degree of symmetry, this cancellation can result in an error that is small even thoughthe discretization is quite poor. This has serious implications as far as the testing of numerical codeswith simple analytic solutions is concerned.4.2.1 Factors controlling truncation error strengthsAs can be seen from (2.20), the strength of the truncation error sources will depend not only onthe local grid spacing, but also on local features of the model and the solution. Factors that controlthe truncation error in the DC resistivity problem are described below.Large gradients in the potentialThese are particularly important in the DC resistivity problem where localized source distributionsand discontinuities in the conductivity lead to rapid changes in the potential and its derivatives. Whensolving for total potentials, the large gradients associated with the logarithmic singularity at the currentelectrode lead to large truncation errors at the current electrode node and at the three adjacent nodes(four adjacent nodes in the case of a buried current electrode). These truncation errors are found tonearly cancel however, so that the finite difference approximation in the vicinity of the electrode isstill found to be 0(h2) (Bai and Brandt 1987). The resulting error in the numerical solution for auniform grid is also found to be 0(h2) (Bai and Brandt 1987, Rude 1988).When secondary potentials are computed, the point Current electrode is replaced by surfacesources distributed along discontinuities in the model. Although the solution remains finite, rapidchanges in the solution near the discontinuities still lead to large truncation errors.Another major contribution to the error arises from a singularity that occurs at corners in themodel (Alcouffe et al 1981, Rude and Zenger 1985, Liggett and Liu 1983). At these singular pointsthe gradients in the potential do not approach a limiting value, so that the expression for the truncation87error (2.20) is no longer valid. Rude and Zenger (1985) show that the solution error in the vicinity ofa corner is O(hj where a depends on the angle of the corner and the conductivity contrast. In somecases a can be quite small, resulting in a large error in the numerical solution which only graduallydecreases as the grid is refined. This slow convergence to the true solution is particularly severe forhighly resistive, small angled wedges and four-corner junctures. Although corner singularities willbe present in both total and secondary potential problems, they are most prominent in the secondaryproblem, where sources are placed directly on the corners.Grid spacingThe truncation error also depends on the local coarseness of the grid, as well as its uniformity. Fora constant conductivity model and uniform grid spacing the 0(h3) terms cancel in (2.20), leavingonly terms of order 4 and higher. For non-uniform grids, if the grid spacing changes quickly sothat one of the 0(h3) terms in (2.20) dominates, a large truncation error may result. Care musttherefore be taken when partially refining an existing grid since the resulting non-uniformity can leadto significant errors in the solution.Approximate boundaiy conditionsSince the boundary condition (2.21) used in the numerical problem is only approximate, an errorin the discretization along the right, left and lower boundaries will occur. The resulting distribution oftruncation error will act as a source of error that will decay away from the boundaries, contaminatingthe solution towards the center of the grid. By placing the boundaries farther from the source region,the strength of these truncation errors can be reduced.Since the truncation error distribution depends on both the model and the current electrodelocation, the design of a numerical grid to minimize the resulting error in the solution is problem88dependent. Without knowing the solution a priori, the design of an adequate discretization must bebased on “rules of thumb” and past experience — a rather uncertain approach. A general strategyis to use as fine a grid as possible in regions where the solution is changing rapidly (i.e. neardiscontinuities in the model and around current electrodes) and to have the boundaries of the gridwell away from the source region. To prevent a reduction in the order of the discretization, largechanges in grid spacing are generally avoided. Using this approach, without taking into account thenature of the solution, often leads to an excessively expensive calculation. Even then, the accuracyof the solution is uncertain. A more satisfying approach is to adapt the discretization to the solutionitself. In this way, only those portions of the model which are critical to the accuracy of the solutionare finely discretized.4.3 Adaptive solution of the numerical forward problemAdaptive numerical techniques have been used in the solution of various problems in engineeringand applied mathematics (Babuska et al 1986), but have received little attention in geophysics. Thebasic strategy is to solve the forward problem on a sequence of grids c, , where eachgrid is based on an optimum refinement of the previous grid in the sequence. By optimum it is meantthat only those areas of the grid that contribute most to the numerical error in the solution are refined,4.while those portions which contribute little are left untouched or even coarsened. By solving theforward problem in this manner, an accurate numerical solution is obtained using a minimum numberof nodes. The process also yields a sequence of solutions on successively finer grids. These canprovide an estimate of the error in the final solution, as well as a way of extrapolating the solutionto achieve even higher accuracy.The approach that has been used in this work makes use of a two-level approach to assess theaccuracy of a given discretization and to identify areas of the grid that are too coarse. Additional gridlines arc then added to improve the initial discretization, and the process is repeated. This resultsin the adaptive design of a final non-uniform grid that uses as coarse a discretization as possible to89achieve the desired accuracy. The development of this algorithm, and its application to the pole-poleDC resistivity problem, is described below.4.3.1 Two-level multi-grid approach to adaptive grid designAs a standard procedure when computing any numerical solution, the forward problem will oftenbe solved on a pair of grids, the first being one’s best attempt at an accurate discretization based onexperience and rules of thumb. The second grid, being somewhat finer than the original, is used toassess the accuracy of the numerical solution. If the solution does not change significantly betweenthe two grids, the numerical solution is then considered to be accurate. If the solution does changesignificantly, then the grid must be redesigned to improve its accuracy. The use of an adaptiveapproach to grid design based on the two-level multi-grid algorithm is an attempt to formalize thisprocedure.Consider the numerical solution of the general problem (4.1) on a pair of grids f2 and c.It will be assumed that S2 is obtained through a complete refinement of Note that the gridspacings can be non-unifonn, even though the constants h and H are used to designate the two grids.Let the fine and coarse grid solutions iZh and ilH satisfy the discrete problems= on (4.5)and= fi-i on (4.6)respectively. The relative error, e, which is the error in the coarse grid solution relative to the finegrid solution, is given byIjUh—UH (4.7)Examination of the relative error at selected nodes provides a simple way of verifying the accuracyof the fine grid solution. A small relative error indicates that the fine grid and coarse grid solutionshave converged and that little improvement will be realized through further refinement.90Although the relative error quantifies the improvement in the solution resulting from the refinement of the grid, it provides no direct information about which areas of the grid were primarilyresponsible for the improvement. To identify areas that contribute most to the relative error, andhence determine where further refinement is needed, we introduce the relative truncation error,defined by=LHI,ith—fH (4.8)Combining (4.6-4.8) yields(4.9)Note that the relative truncation errors at each node act as sources of relative error. To find thecontribution from each of these sources to the relative error at the lj node (called the control node),the discrete adjoint Green’s function problem= 8H,l (4.10)is solved, where 8H1 is zero except for the 1th ent which is one, and is the discrete adjointGreen’s function. L7 is the adjoint operator corresponding to LH, and is defined such that—= 0 (4.11)for all H and ?iH• Since many problems in geophysics are seif-adjoint, L is often found tobe identical to LH. Note that self-adjointness of the continuous problem does not guarantee selfadjointness of the discrete problem unless the discretization is symmetric. In this case, the use of theintegral finite difference scheme leads to a discrete problem which is self-adjoint.Multiplying (4.10) by (4[)T and (4.9) by (ff11,)T, and then subtracting yields—H T -T - -H T -.T II(Ch ) LH — gfJ1LJfc/ = (Ch ) “,i— 2111’h (4.12)91Since (4.11) must be satisijed, the left side of (4.12) is identically zero, and hence(e’)1 = (.H,1)T?L1 (4.13)where the summation is taken over all nodes of c. A map of (H,1)j(,,H)j thus yields thecontribution from each part of 1 to the relative error at the control node.In general, the accuracy of the solution at a number of control nodes (perhaps corresponding toseveral field data acquisition locations) will need to be monitored. Since an adjoint Green’s functionproblem must be solved for each control node, the use of (4.13) may no longer be practical. Away of reducing the number of forward problems that must be solved is to define the new discreteadjoint problemLH = W([)1H,l (4.14)where the summation is taken over all nodes in The w1’s are weighting coefficients which areset to zero except at the control nodes. Using this new adj Dint problem, one obtains==(4.15)Thus a map of (ff)(q) yields the contribution from each part of the coarse grid to the relativeerror energy ER = w?(4’). The use of (4.15) to compute the error contribution map is veryefficient since only a single adjoint Green’s function must be computed in this case.Being able to identify regions of the grid that contribute the most to the relative error or relativeerror energy allows a grid refinement procedure to be formulated. Assume first that a grid fis available from the previous grid refinement. A fine grid ! is generated through a completerefinement of !. This involves adding an additional grid line midway between each of the originalgrid lines. A direct solver employing a Cholesky factorization is then used to compute ijj onAn initial approximation to the fine grid solution, üj1 can be obtained by interpolating ‘H to92Bccausc the same forward problem must be solved on both a coarse and fine grid, it wouldbe desirable if work done in calculating the coarse grid solution could be used to reduce the workrequired on the fine grid. This suggests the use of the two-level multi-grid algorithm to improvethe initial approximation to the fine grid solution. Since a Cholesky decomposition is used to solvethe coarse grid problem for iZH, the factors can be used again to solve for each of the coarse gridcorrections, making this a very efficient iteration.Once a satisfactory fine grid solution has been obtained, it is transferred to the coarse gridand used to compute the relative truncation error using (4.8). The Green’s function is computedby solving either (4.10) or (4.14). Again, the factors of the coefficient matrix generated from thesolution of the coarse grid problem can be used to compute the Green’s function on Finally,the appropriate error contribution map is generated using either (4.13) or (4.15).In most cases, only isolated regions of % will contribute significantly to the relative error orrelative error energy. This suggests carrying out a partial refinement of , refining only thoseparts of the grid that are the major contributors. The strategy used in this work is to refine thosevertical or horizontal strips of elements that contribute more than a specified percentage to the relativeerror at the control node by adding additional grid lines. Strips of elements that do not contributesignificantly to the relative error can be coarsened by removing grid lines, provided that the gridlines do not coincide with discontinuities in the model. The result of this partial refinement is a gridthat yields the same accuracy at the control node as the fine grid. This partially refined grid canbe used as Q’, the next grid in the grid sequence, and the refinement process can be continued.The process is terminated when little change in the solution is observed between the coarse and finegrids, indicating convergence of the numerical solution.4.3.2 Efficiency of the adaptive multi-grid approachA comparison of the number of operations needed to compute a two-level multi-grid solution93with the number needed to solve the problem on directly can be used to demonstrate the efficiencyof the adaptive multi-grid algorithm. To obtain a fine grid solution on an N by M grid, the numberof multiplications/divisions needed using a banded Cholesky direct solver are given below.1. DecompositionNM + M2(9N — 2M) — M2 — (4.16)2. Solution2NM + M(2N — M) — M (4.17)For a 61 by 41 grid, a total of 2,400,000 operations must be performed using the direct solver. Thenumber of multiplications/divisions which are needed for each operation in the two-level multi-gridalgorithm are given below.1. Gauss-Seidel red/black alternating direction line relaxation4NM — 2(N + M) + (i-’ +v2)[1ONM — 4(J\,r + M)] (4.18)2. Residual calculation (assuming a black left/right pass for the last relaxation sweep)2NM—N—l (4.19)3. Full-weighting restriction(4.20)944. Coarse grid decomposition (banded Cholesky decomposition)NM + M2(27N — M) + M(5I\T — M) + (2lN — 47M) — (4.21)5. Coarse grid solutionNM2 + NM + (4.22)6. Interpolation (bilinear)—(N + M) — (4.23)For a 61 by 41 grid the coarse grid solution requires 189,000 operations. To obtain the fine gridsolution using the multi-grid procedure requires an additional 122,000 operations. This is almost a20 fold increase in efficiency over the direct solver. If the problem must be solved for more than onecurrent electrode using the same grid, the difference is not as great. If, for example, solutions areneeded for 21 current electrode locations, a total of 6,600,000 operations using the direct solver, and2,560,000 operations using the multi-grid solver are needed. Only a 2.5 fold increase in efficiencyis then realized. However, using the same grid to solve for different current electrode locations isnot usually desirable since considerably more nodes are then needed to achieve the same overallaccuracy. Since the strategy we have adopted uses a different grid for each current source, the two-level multi-grid algorithm is considerably more efficient — particularly when the size of the problemis large. Another advantage of the multi-grid algorithm is that the fine grid solution from the previousgrid refinement can be used to initialize the fine grid problem. This can further reduce the numberof V-cycle iterations and relaxation sweeps which are necessary at each refinement stage.95The multi-grid algorithm is also efficient in terms of storage requirements. Because an iterativescheme is used to solve the fine grid problem, only the solution need be stored. The fine gridcoefficient matrix, which accounts for most of the storage requirements with a direct solver, neednever actually be formed.4.4 ExamplesTo illustrate the use of the adaptive multi-grid algorithm, the total potential problem depictedin Figure 4.1 was examined. The model consisted of a 1000 fZm resistive slab with a 50 m stepat x = 250 m. The slab was buried in a 10 m halfspace. A current of 1 A was injected into theground at (x,y,z) = (250,0,0)m.T150 mIFigure 4.1 Conductivity model used to illustrate the use of the two-level adaptive multi-grid algorithm. The modelconsisted of a 1000 fm resistive slab with a 50 m step at x = 250 m. The slab was buried in a 10 m halfspace.A starting grid (Figure 4.2a) was constructed, and the adaptive multi-grid algorithm was usedto assess the accuracy of the discretization for a control node at (x, y, z) = (250, 250,0) m. Totalpotentials were first computed on fl using the direct Cholesky solver and on using the two-levelmulti-grid solver. A relative error corresponding to a 15% change in the coarse grid solution wasobserved at the control node, indicating a poor discretization.1000 QmH— 250 m —H10 Qm96Depth(m)Depth(m)Ui 0 CD 0Depth(m)0 01.11CDCDCD CD,i-CD -I _CD0 0\CODiU 0 0< — Di 0 p CD OH -iCD 8 oq 0 0 H 0 CDUi 0 0 0Depth(m)0(ii 0oI0•Ho000 0 0to C,, Ct 00SH 0 0 0to In (-i Di 00H 0 0 0 0H 0 0 0 0to H-Cc, çt cv 00SH 0 0 0 0a-I--I—-----I0 0 0 0to H 0, (-I ci) 00SH 0 0 0 0-I::z!‘0C)The error contribution map for the initial grid pair is shown in Figure 4.2a. Grey regions of theerror contribution map correspond to error contributions greater than a specified tolerance . waschosen such that the sum of the error contributions greater than accounted for 90% of the relativeerror at the control node. A partial grid refinement based on an examination of the error contributionmap was used to generate (Figure 4.2b), resulting in a new relative error of 4%. The largest errorcontributions in this case are clearly associated with the current electrode and the corners in the model.The second refinement resulted in the grid in Figure 4.2c. A relative error of 2% was observed, withthe largest error contributions associated with the coarse part of the grid between x = —500 m andx = —125 m, as well as the region around the corners in the model. A third refinement resulted inthe grid shown in Figure 4.2d. Less than a 1% change was observed between the coarse and finegrid solutions. Examination of the error contribution map (Figure 4.2d) indicated that if a furtherreduction of the relative error was desired, refinement of the entire grid would be necessary. Profilesof the coarse grid solutions for each grid refinement are shown in Figure 4.3. The modeled potentials,particularly over the resistive ledge, are seen to change substantially as the grid evolves.>0Ca,0000I—X position (m)Figure 4.3 Profiles of the total potentials computed for the sequence of four grids generated in the first example.—800 —400 0 400 80098181614100424.0Figure 4.4 Relative error computed at the control node for each of iteration of the adaptive solution of the problem inFigure 4.2. (a) ej plotted against iteration number. (b) e[ plotted against iteration number tothe power of —1.3. The dashed line shows the curve extrapolated to the origin.Knowing how e changes with grid spacing allows the magnitude of the numerical error onthe final grid to be estimated. Note that if the numerical error is O(h1), then u = ‘uh + chm andu = UH + c2h. The relative error = ilj, — UH = ch1(2 — 1) is also found to be O(h1). Theerror on the fine grid solution is then given byU— U= 2— (4.24)For this example, plots of the relative error as a function of iteration number (Figures 4.4a and 4.4b)indicate an O(h’3)relative error. (4.24) gives an error on the final fine grid of about 1%. Note thatif the solution on f2 had been accepted as the final result, an error at the control node of about26% would have resulted. The need to assess the error in the numerical solution, and the subsequentneed to refine the numerical grid, is apparent.a. 0.00120.0010>0.0008w 0.0006>0c 0.00040.00021.0 2.0 3.0Iteration number0.00000.0 0.4 0.8 1.2(Iteration number)1399As a second example, the secondary potential problem depicted in Figure 4.5 was examined. Thisis the same problem used to illustrate the N-level multi-grid and multi-level algorithms developedin Chapter 3. The adaptive multi-grid algorithm was used to generate the sequence of grids shownin Figure 4.6a-d.10002m150 m1000 Qm102m250 m—iFigure 4.5 Two resistive prism problem. The model for this problem consists of a pair of1000 c2m resistive prisms in a 10 i2m halfspace.The main contribution to the relative error in this case is seen to come from the point where thetwo prisms meet. This point is known to correspond to a severe singularity in the potential gradient,as discussed earlier. The result is a solution which changes considerably as the solution is refined(Figure 4.7). Plots of the relative error as a function of iteration number (Figure 4.8) indicate anO(h°55) relative error. This low order results in slow convergence of the numerical solution to thefinal solution. Despite this poor convergence rate, the potentials will achieve a limiting value asthe mesh spacing approaches zero, as indicated by Figure 4.8. A limiting value of 3.45 mV for thesolution at the control node was estimated using (4.24).100U, 0 0 0U,0Depth(m)oI0I-.0000 0 0‘-4T1 4.,4o.C‘<0 0 0 0ci I-’ rtU,I.fl00Depth(m)00000 0 0Depth(rn)00 0 0ci In rtI-. 0 0 0 0ci I-. (0 r1 1”I-.0 0 0 00 0 0 0ci I-. In C) CD0 0 0 0 0 0C-)>0Ca00.0C00aFigure 4.8 Relative error computed at the control node for each of iteration of the adaptive solution of the problem inFigure 4.5. (a) Relative error plotted against iteration number. (b) Relative error plotted against iterationnumber raised to the power of —0.5.5. The dashed line shows the curve extrapolated to the origin.0.00400.00350.00300.00250.00200.00150.00100.00050.0000—0.0005X posftion (m)Figure 4.7 Profiles of the secondary potentials computed for the sequence of grids in Figure 4.5.1 601 40—800 —400 0 400 800a.0a)a>Ca)1201008060402000.00080,00070.000 60.0005La,0.0004>0.00020.0001• 0.0000 -5.0 0.0b.I I1.0 2.0 3.0 4.0Iterotion number//0.4 0.8(IterotJon number)”°’551.2102As a final example, the secondary potential problem depicted in Figure 4.9 was examined. Themodel for this example was identical to the previous one, except that the resistivities of the prismswere 0.1 1m. The sequence of grids generated by the adaptive multi-grid algorithm is shown inFigure 4.lOa-c. Profiles of the coarse grid solutions for each grid refinement are shown in Figure4.11. A relative error of less than 0.1 % after the second grid refinement indicates that the numericalsolution is extremely accurate in this case (Figure 4.12).4*T 0.112m150 in0.1Qm10 Qm250 in-HFigure 4.9 Model used in the third two-level adaptive multi-grid example. The model was identical to the one inthe second example (Figure 4.5), except that the resistivities of the prisms were 0.1 2m.The results of these three examples illustrate how dependent on the model geometry the numericalerror is, and clearly show the importance of assessing the accuracy of the discretization for thespecific model at hand.1030.0a..1J0.a,500.0—1000.0 1000.00.0 b.E0.a,500.0—1000.0 1000.00.0C.E4)0.a)0500.0—1000.0 1000.0Figure 4.10 Sequence of three coarse grids generated by the adaptive multi-grid algorithm for the model in Figure 4.9.0.0Distance (m)0.0Distance (m)0.0Distance (m)1040.0000—0.0005—0.0010—0.0015—0.0020. —0.0025—0.0030—0.0035—0.0040—0.0045—800 —400 0X position (m)400 800Figure 4.11 Profiles of the secondary potentials computed for the sequence of three grids in Figure 4.10.Figure 4.12 Relative error computed at the control node for each of iteration of the adaptive solution ofthe problem in Figure 4.9. (a) Relative error plotted against iteration number. (b) Relativeerror plotted against iteration number raised to the power of —2.0.‘-II I—I0Ii)>001 ,00E—048,00E—056.OOE—054.OOE—052.OOE—05>I0I..00>00b.0. I0.0 0.4 0.8 1 .2(Iteration number)2°1.0 1.5 2.0 2.5Iteration number3.01054.5 ConclusionsLittle work has been done to assess the accuracy of numerical techniques that are used regularlyto solve forward modeling problems in geophysics. It is generally assumed that if a numericalalgorithm performs well on simple models, where the solution can be generated analytically, it willachieve comparable accuracy on more general problems. This chapter clearly shows this not to bethe case. In particular, corners and junctures are known to lead to singularities in the solution, whichin turn can lead to large errors in the numerical approximation. Because of the need to model DCresistivity data over intruded and faulted regions, the influence of these features on the numericalresults cannot be ignored.The magnitude of numerical errors that result from a poor discretization depends on the model,as well as on the location of any current electrode sources, and is thus highly problem dependent. Forthe 2D DC resistivity problem, large errors in the solution were encountered for some of the modelsexamined. In other problems, with very similar model geometries, the solution was found to be quiteaccurate. Although rules of thumb can be formulated for constructing accurate discretizations, it isdifficult to predict a priori what accuracy will be achieved. Hence the need for verifying the accuracyof a discretization for the problem at hand.The verification of a numerical solution for a general model can only be done by re-solving theproblem on a finer grid and observing how much the solution changes. This is not done on a regularbasis because of the additional expense involved. For a 2D problem, computing the fine grid solutionusing a direct Cholesky solver leads to a 17-fold increase in the number of operations required, and a9-fold increase in the memory requirements. An efficient algorithm for solving the fine grid problemthat makes use of a two-level multi-grid algorithm has been presented. Work expended in calculatingthe coarse grid solution is used in the multi-grid iteration to significantly reduce the effort requiredto solve the problem on the fine grid. A modest two-fold increase in the number of operations isthen realized for large problems. Since the multi-grid algorithm makes use of an iterative procedure106on the fine grid, there is also very little additional storage requirements.In some cases, the comparison of coarse and fine grid solutions to verify the accuracy of thesolution will indicate a large discretization error for the initial grid. In order to obtain a more accuratesolution in these cases, an adaptive grid refinement procedure was developed. This refinementprocedure is based on the contribution from the discretization error at each part of the grid to theerror at a particular control node. In most cases a sequence of two or three grid refinements wasfound to be sufficient to achieve an acceptable solution. For problems involving strong singularities,however, convergence to the final solution was found to be quite slow. In these cases, a largenumber of refinements can be avoided by determining the order of the relative error. This establishesa relationship between the relative error and the error on the fine grid solution, allowing the finalsolution to be estimated.107Chapter 5Numerical calculation of sensitivities5.1 IntroductionA fundamental step in the solution of most non-linear inverse problems is to establish arelationship between changes in a proposed model and resulting changes in the forward modeleddata. Once this relationship has been established, it becomes possible to refine an initial model toobtain an improved fit to the observed data. In a linearized analysis the Fréchet derivative is theconnecting link between changes in the model and changes in the data. In some simple cases ananalytic expression for the Fréchet derivative may be derived. For more complicated problems whereit is not possible to obtain an expression for the Fréchet derivative, it is necessary to parameterizethe model and numerically solve for the sensitivities — i.e. the partial derivatives of the data withrespect to model parameters.Literature in various fields illustrates how the sensitivities can be computed for specific problems.However, there does not exist a detailed comparison of the approaches that are available for moregeneral problems. As such, when faced with solving an inverse problem, there is indecision aboutwhat options exist and how best to formulate the sensitivity problem. Questions of accuracy andcomputational efficiency also arise. The purpose of this work is to examine the various techniquesthat are available, and to demonstrate their use in the calculation of sensitivities for the 1D DCresistivity problem. Based on these results, an adjoint approach to the calculation of sensitivities for108the 2D pole-pole resistivity and MMR inverse problem is formulated. The resulting algorithm is thenused in the calculation of sensitivities for the solution of the inverse problem described in Chapter 6.5.2 Solution of the non-linear inverse problemThe solution of the forward and inverse problems both involve mappings between “model space”and “data space”. For the work presented here, model space is a Hilbert space of functions definedover a suitable interval and data space is an N dimensional Euclidean vector space having elementsthat are real or complex numbers.The forward mapping can be represented mathematically bye3 =Fj(m) j 1,2,...,N (5.1)where Fj(m) is a functional that relates a given model m() to the j’ predicted datum e. If theproblem is linear then (5.1) can be expressed ase = fI(()m()dV j = 1,2,.. .,N (5.2)where I( () is the kernel function associated with the th datum and B is the domain of the problem.In many cases the physics of the experiment leads to a description of the forward problem interms of a differential equation and a set of boundary conditions, that together define a mathematicalboundary value problem. The steady state diffusion problem, for example, is described by thedifferential equationLu = —f. (p(u) + q()ti= f() (5.3)over the domain D, and the boundary conditionMu = c(i)u + (ã) = g() (5.4)on the boundary UD of D. In (5.3,5.4), u() is the response function to be solved for, p(s) and q()jointly specify the model, and f() and g() describe the source distribution (or system excitation).109Although for simple geometries it may be possiNe to find a closed form solution to (5.3,5.4), it isgenerally necessary to solve these numerically.In the inverse problem, a model m* () is sought such thaters = Fj(m*) j = 1,2,.. .,N (5.5)where e is the th observed datum. If the forward problem is linear then a variety of standardtechniques can be used to solve the set of equations in (5.5) for m*() (e.g. Parker 197Th, Menke1984, Oldenburg 1984); the particular technique used defines the inverse mapping. Although non-iterative inverse mappings can be found for non-linear problems (e.g. Gel’fand-Levitan approachesfor inverse scattering problems), the techniques are often unstable in the presence of noise. Also,for many non-linear problems encountered in geophysics, no direct inverse mapping has been found.The usual strategy in these cases is to start with an estimated solution, mest(), and to solve theforward problem to obtain the predicted data. A perturbation Sm(s) is then sought which, whenadded to mest (i), yields a model that better reproduces the observed data. The procedure is repeateduntil an acceptable fit to the data is achieved.To derive equations that accomplish this, the th observation can be written in terms of theexpansion= Fj(mest) + Fj’(mest)6m + 2)(mest)6m2 +... (5.6)where the operator Fj’°(m) is the th order Fréchet derivative ofF3(m) (Griffel 1981, Zeidler 1985).The first order derivative Fj’ (m) is referred to simply as the Fréchet derivative.Letting 5e =— Fj(mes) be the misfit for the jul? observation, then (5.6) can be written as6e =Fj1(mesi)6m + O(IIomII2) (5.7)If the higher order terms represented by O(l6mI(2)are neglected, then (5.7) can be written as6e ID mt)Sm()dV (5.8)110where Kj(, rn) is the Frdchet kernel associated with the jf!l observation. It is this kernel that establishes the relationship between a small (first order) perturbation in the model and the correspondingchange in the datum. Since (5.8) is linear, the perturbation m() can be readily computed using standard techniques once an analytic expression for the Fréchet kernel has been derived. General methodsfor obtaining closed form expressions for the Fréchet derivative, with applications to the solution ofthe 1D DC resistivity problem, are presented by McGillivray and Oldenburg (1990). Unfortunately,with most problems of interest it is not possible to implement these techniques and one is forced toappeal to numerical procedures. In these cases the inverse problem must be re-fonnulated and solvedusing non-linear iterative methods for a set of unknowns that describe the model parametrically.5.3 Solution of the non-linear parametric inverse problemIn a parametric formulation of the inverse problem, the model is written asm() = mkk(x) (5.9)where {kQ)} is a set of basis functions. The choice of basis functions determines the form ofparameterization to be used. For example, the domain D can be divided into subdomains Dk withthe kth basis function defined to be unity over the kth subdomain and zero elsewhere. The kthparameter rnj is then the value of the model over the corresponding subdomain. Another approachis to define a grid of nodes over D and to let the kth parameter be the value of m() at the locationof the kthl node. {bk} is determined by the interpolation method used to define the model betweennodes. A third possibility is to choose {l’k} as a set of regional basis functions (e.g. sinusoidalfunctions used in a Fourier expansion).Regardless of the parameterization selected, the model is completely specified in terms of thevector n = (m1,m2,. . ., mM). The forward mapping is then represented bye=Fj(ñ) j = 1,2 (5.10)111and the solution to the inverse problem is now the vector of parameters ni’ such thatj = l,2,...,i\ (5.11)is satisfied.As before, the relationship between the data and the model parameters is generally non-linear, andan iterative approach must be used to solve (5.11) for ni. Numerous procedures for solving the nonlinear parametric inverse problem are available, including the steepest descent, conjugate gradient andquasi-Newton methods (Gill et al. 1981). These approaches make use of steepest descent directionsassociated with a misfit objective function to iteratively improve some initial model estimate. Theperturbations are thus based on the sensitivity of an objective function to changes in the modelparameters. A standard procedure for solving non-linear parametric inverse problems that makes useof sensitivities of each individual datum is the Gauss-Newton method (Gill et al. 1981). In thisformulation, the Taylor series expansionM _ MM= I(ñlest) + t)6mk + 6mkrnj +... (5.12)k1 k=1 1=1is considered, where &Fj(i’ñ)/amkaml is the n’ order sensitivity of Fj(ni) with respect to thekth,ltl,... parameters. Equation (5.12) can also be written ascobs= (est) + + O(II6Ij2) (5.13)Neglecting the higher order terms encompassed by O(njj2)yields the linearized equationse= J6n. (5.14)where J is the N x M Jacobian matrix whose elements J3,, = ôFj /Dmi, are the first order sensitivities.It is clear therefore that the calculation of sensitivities is of fundamental importance to the solutionof the non-linear inverse problem.1125.4 Calculation of Differential SensitivitiesGiven that a parametric solution to the inverse problem is required, and that the forward problemcan be expressed as a boundary value problem, there are three ways to obtain the sensitivities. Inthe first method the sensitivities are computed from their finite difference approximations. For eachsensitivity the corresponding parameter is slightly perturbed and the forward problem is re-solved.In the second method, a new boundary value problem is derived for each of the sensitivities, andthe sensitivities are solved for directly. In the third, the sensitivities are computed using the solutionto an adjoint Green’s function problem. All three approaches will be investigated here. Particularattention is paid to the comparison of accuracy and numerical requirements of the algorithms.5.4.1 Perturbation approachThe most straightforward way to calculate the differential sensitivities is to approximate themusing the one sided finite difference fonnula(ñ) (+&iik)-F(ffI) (515)amk mkThe perturbed forward response Fj(nz+ ff’k) is obtained by re-solving the forward problem after thekth parameter has been perturbed by an amount lmk. Since the model must be altered to computethe perturbed responses, each sensitivity requires the solution of a completely new problem. As such,this ‘brute force’ method is inefficient, but it can nevertheless yield useful results (e.g. Edwards et al.1984). The technique is also useful in providing numerical checks for the more efficient approachesthat are presented below.5.4.2 Sensitivity equation approachIn the sensitivity equation method a new forward problem is derived whose solution is thedesired sensitivity function k(). Problems that have been addressed using this approach include113the 2D magnetotelluric problem (Rodi 1976, Jupp and Vozoff 1975, Cerv and Pek 1981, Hohmannand Raiche 1988), the 2D electromagnetic problem (Oristaglio and Worthington 1980) and computeraided design problems (Brayton and Spence 1980). Vemuri et al. (1969), McElwee (1982) andTownley and Wilson (1985) use the approach to address problems in groundwater flow.To illustrate the technique we consider the steady state diffusion problem given in (5.3,5.4).Taking p() to be the model, and assuming the parameterization=(5.16)yieldsLu =—. (pl1(u) + q()u = f(s) in D (5.17)-.-.cx(x)u + = 0 on (5.18)Differentiating (5.17,5.18) with respect to pk and writing pk(i5) = au()/apk, yields the sensitivityproblemPk = — (()c) + q()y = (b(ã$)zt) in D (5.19)a()yk + = 0 on (5.20)To compute the sensitivities for a model p(s), the forward problem (5.3,5.4) is first solved toobtain u() at all points in D. For each parameter pk the corresponding sensitivity problem mustthen be solved to obtain cpk () which is then evaluated at each of the observation locations. Notethat the source term V. (bk()u) differs for each k, so that a total of M + 1 forward problemsmust be solved to obtain all of the sensitivities.Since the M sensitivity problems and the original forward problem differ only in terms of theirright hand sides, they can all be solved using the same numerical forward algorithm. Note that if114the same scheme is used to discretize both the left and right sides of the sensitivity problem, thenthe computed sensitivities will be exact in the sense that they will exactly predict how the numericalsolution will change as the model is perturbed by some small amount. In this way the calculation ofthe predicted data and the sensitivities is consistent. When inverting real field data, the applicabilityof the sensitivities will depend only on the ability of the forward modeling algorithm to representthe true earth structure.Since the sensitivity problem and the forward problem are identical except for their respectivesource terms, their numerical solution can be done very efficiently if a direct solver (e.g. Choleskyfactorization) is used in the forward code. In that case only a single coefficient matrix factorizationis required to solve all M + 1 forward problems. This represents a considerable saving over theperturbation method which would require forming and factoring the coefficient matrix once for eachparameter in the problem.The sensitivity equation method is easily extended to the calculation of other sensitivities. Forexample, the directional sensitivity, a(), given byy) = Zkk(x) (5.21)where o is a unit vector in parameter space, can be computed by first multiplying (5.19,5.20) by akand then summing over k to obtain the new problem=. (p()) + q() = in D (5.22)a(i)ya + = 0 on (5.23)The directional sensitivity may then be solved for directly. Directional sensitivities are useful fordetermining an optimum model perturbation once a direction for the perturbation has been selected(e.g. Townley and Wilson 1985).115The sensitivity equation method can also be extended to the calculation of higher order sensitivities. For example, differentiating (5.19) and (5.20) with respect to the new parameter P1 yieldsthe problem= — (p(’Y’s’,x) + q(F)çokl = (&,(yi) + (i(Ty,) in D (5.24)a(pk1 + 3(F)-1 = 0 on (5.25)whose solution is the second order sensitivity function cc’k, () = 82 u()/Upk Opi. Since the right sideof (5.24) is a function of Yk and , a total of M2 + M +1 forward problems must be solved to obtainall of the second order sensitivities. Several parameter estimation schemes that make use of thesehigher order sensitivities to achieve rapid convergence are available (e.g. Brayton and Spence 1980,Gill et al. 1981). The use of second order sensitivities in the estimation of parameter uncertaintyhas also been described (Townley and Wilson 1985).Another possibility is to consider the finite model perturbation given by(5.26)where = s and is a unit vector in parameter space. The resulting change in the responseis given by the Taylor series expansionu() + u() = u(s) + Ya()8 + 2(X) 2 + a3(X) +... (5.27)where the j order directional sensitivity pi is found to satisfy=. (p()c’ci) + q(ai = . in D (5.28)a() + = 0 on OD (5.29)116The tracking sensitivity, given by=____= ()+a2().5+3().52 +... (5.30)can be computed by solving (5.28,5.29) recursively for the required directional sensitivities.Note that once a sufficient number of derivatives in the direction has been computed, (5.30)can be used to predict how u(ã) will vary as the length of the model perturbation is increased. Thisradial exploration strategy fonns the basis of an optimization algorithm proposed by Tahim (1979). Ina more general optimization procedure it could be used to replace direct line searches, thus avoidingthe need to solve the forward problem repeatedly for models corresponding to different values of .s.5.4.3 Adjoint equation approachThe third method for calculating sensitivities is based on the adjoint Green’s function conceptdiscussed earlier. Some problems to which the adjoint equation approach has been applied include theseismic problem (Tarantola 1984, Chen 1985), the DC resistivity problem (Smith and Vozoff 1984),the magnetotelluric problem (Weidelt 1975, Park 1987), the groundwater flow problem (Neuman1980, Carrera and Neuman 1984, Sykes and Wilson 1984, Sykes et al. 1985, Townley and Wilson1985), the reservoir evaluation problem (Carter et al. 1974), and various problems in computer aideddesign (Director and Rohrer 1969, Branin 1973, Brayton and Spence 1980). An equivalent approach,based on a reciprocity relationship for transmission networks, has also been described (Madden 1972,Tripp et al. 1984).As an illustration, consider again the steady state diffusion problem given in (5.3,5.4). Havingobtained the sensitivity problem in (5.19,5.20), we consider the problem=(i— ) (5.31)where C is an adjoint operator and G(’ ) is an adjoint Green s function117Multiplying (5.19) by G* and (5.31) by ‘k’ and subtracting yields the expressionG* S°k — (pkl.G = G* (k) — 6(1—13) (5.32)Integrating both sides of (5.32) over the domain I), and making use of the properties of the Diracdelta function, yieldsID {G*C S’k — S0k1*G*idV = ID G* (bku) dV — SL)k(Xj) (5.33)If the operator £* and the adjoint boundary conditions are chosen such that. fJ [GL Yk — Yk G*jdV = 0 (5.34)Dfor all G* and Yk. then the sensitivity for an observation location lj is given byYk(Xj)= L G* . (ku)dV (5.35)In this case the adjoint problem that satisfies (5.34) is found to beLG*= —V (p(1)VG*) + q(1)G*=6(1—lj) in D (5.36)a(1)G* + p(1)---— = 0 on (5.37)To compute the sensitivities, (5.36) and (5.37) must be solved for each observation location lj.The integration in (5.35) is then carried out for each parameter. Since the source term in (5.36)differs for each observation location, a total of N + 1 forward problems must be solved, althoughthis can be done efficiently if a Cholesky or other factorization is used.In some cases the sensitivity of an objective function is desired. For example, if a steepestdescent method is to be used to minimize the objective function= — e]2 (5.38)118where e = Fj(ñ), then sensitivities of the formôTflk=_2(ebS Cj)Yk(j) (5.39)must be calculated. Although this could be done by solving for each k(j). a more practical methodcan be arrived at by considering the modified adjoint problemL*7= in D (5.40)(.).*+/3&Go 01) (5.41)The objective function sensitivities can then be computed from= f ? (bku)dV (5.42)Omk DWhen working with second order diffusion-type equations like those describing the DC resistivityproblem, obtaining the appropriate adjoint problem is relatively straightforward and can usually bedone by inspection. For problems described by more complicated governing equations, the adjointproblem can sometimes be more easily derived from the coupled first order equations upon whichthe governing second order equation is based. An example of this approach is presented for thefrequency domain EM induction problem in Appendix A.5.4.4 Example— Calculation of sensitivities for the 1D resistivity problemTo illustrate the numerical computation of sensitivities, consider the DC resistivity problem fora 1D earth. The governing equations are£q5=—‘•(oc5) =Th(ã5—) (5.43)0 (5.44)119andx,y,z)IR_ = 0 (5.45)where (x, y, z) is the potential due to a single current electrode located at = (0, 0, z), u(x, y, z)is the subsurface conductivity and R = -/x2 + y2 + (z — z3)2. When the conductivity varies onlywith depth, (5.43-5.45) can be written asLq5 = _-(r) — — = —6(r) 6(z — z) (5.46)0) = 0 • (5.47)r, z)Iz_ = 0 (5.48)where r = /x2 + y2.Symmetry suggests taking the Hankel transform of(A, z)= f r(r, z)Jo(Ar)dr (5.49)where Jo(Ar) is a Bessel function of the first kind of order 0. The transformed response h(A, z) =A(A, z) can then be shown to satisfy the forward problemd2h dh 2 Al—-—- + + A h= 2ircr(z) 6(z — z) (5.50)h(A,0) 0 (5.51)= 0 (5.52)1dc7 ldpwhere w(z) = —— — = —dz pdz120To parameterize the problem, let m(z) = lnp(z) be the model and represent the earth by asequence of layers of constant conductivity. Thenw(z) = mk-bk(z) (5.53)wherek(Z)= { 1 for zk < < z4 (5.54)0 otherwiseand Zk is the depth to the top of the kth layer.Before the problem of computing the sensitivities can be addressed, an efficient solution to theforward problem must be available. To meet this need, a forward modeling algorithm based on apropagator matrix formulation was developed.Let the earth be represented by a sequence of ML layers of constant conductivity overlying ahalfspace. Within any of the layers or the halfspace the governing differential equation for the 1Dresistivity problem reduces to— + A2h = 0 (5.55)dzThe general solution to (5.55) for the kth layer can be written ash(A, z) = Uke_ k1Z) + Dke(1_z) (5.56)and for the half space ash(A,z) = DML+le)(zML_z) (5.57)The U and D coefficients for the kthi layer are then solved for in terms of those for the k + lj layer.This requires the continuity of the electric potentialh(A,zt) — h(A,z) = 0 (5.58)121and the conservation of charge relationshipfork=k8 (5.59)A dz A dz 1 0 otherwisewhere k3 denotes the source index for the case of a buried electrode.Substituting (5.56) into (5.58) and (5.59) leads to the propagator matrix expression(.) =Ak(.’) +8k (5.60)wheree”’ 0 1 1 rkk= o etk tk rk 1and— 2ak_kUk+1tk — , — (5.62)k + k+1 Uk + k+1The source vector is given by( —)dsk={41rc7k(_eACtk) fork=k (5.63)0 otherwiseCombining the propagator matrix expressions for each layer yields(Ui)= A12 . ( 0 ) + A12 . (5.64)D1U1 and D1 can be related using the boundary condition at z = 0 which requires that h(A, z) satisfy—- -—h (A, o) = —ui(Ui — D1)= { for surface electrode (565)A dz 0 otherwiseThe solution h(A, 0) = U1 + D1 is then obtained from (5.64) and (5.65).For the calculation of the sensitivities, the model shown in Figure 5.la was used. The modelconsists of a 100 clm conductive zone buried within a more resistive 1000 Qm half-space. Theinterval between z = 0 m and z = 400 m was divided into 20 m thick layers and the log resistivitiesof all but the first layer were taken to be parameters. The transformed potentials for different values122of A were computed using the propagator matrix algorithm. Those results are shown in Figure 5.lb.The presence of the conductive zone is indicated by the anomalously low values of the transformedpotential.1 0—inE((1>‘>UC0C)180160140>120100800 50 100 150 200 250 300 350 400Depth (m)io— 10—6 iO io i0(m)Figure 5.1 (a) Conductivty model used in the 1D resistivity example.potential h(,X, 0) computed for the model shown in (a)(b) Transformed surfaceThe transformed potential for A 0.005, corresponding to the maximum anomaly in Figure5.lb, was selected as the single datum. The differential sensitivities k(A,O) = ôh(A,0)/ômk forthis wavenumber were then computed using each of the three basic methods.10-2a.b.10—2 10—1 10°123E>.>(ICCl)20115>>.>(nCVU)500 1000400300 40020115>>‘>C0)U)10500 100 300 400Figure 5.2 Sensitivity as a function of depth for A = 0.005 computed using (a) the perturbation method, (b)the sensitivity equation method, and (c) the adjoint equation method.First, making use of the perturbation approach and the approximation given in (5.15), the sensitivities for each layer were computed using perturbations corresponding to increases in the conductivityof 1.0%, 10.0% and 100.0%. The sensitivities were computed using different perturbations so thatthe effect of perturbation size on the accuracy of the approximation could be examined. The results,plotted as functions of depth, are shown in Figure 5.2a. As expected, the transformed potential isfound to be most sensitive to changes in the near surface conductivity, and a rapid decrease in sensitivity is observed at the top of the conductive zone. The shielding effect of the conductive layer is0 100 200 300Depth (m)200Depth (m)200Depth (m)124also apparent, resulting in the transformed potential being insensitive to changes in the conductivitybelow the layer. A comparison of the sensitivities obtained for the three different perturbation stepsindicates that this approach is reasonably accurate except when large perturbations are used. Thecomputational work involved, however, is great for problems that involve a large number of parameters relative to the number of data available. For this example a total of 20 forward problems hadto be solved to obtain the sensitivities for only one datum.The sensitivity equation formulation is obtained by substituting the model expansion (5.53) into(5.50-5.52) and differentiating with respect to mk. This yieldsd?yk dpk 2 — dk dh—-------+w(z)——+-\ k—dz dz dz dz (5 66)= —[(z— zk_1) — 6(z —0 (5.67)= 0 (5.68)The current source in the original problem must be replaced by two buried sources — one on eitherside of the ktI layer. Although dh/dz is discontinuous at each of the layer boundaries, the righthand side of (5.66) can still be evaluated by noting thatdh IdhJ ö(z — zi)—dz = J 6(z — z1) Li H(z —Z1L[1_H(z_zi)]]dzdh dlz=L J (z—zi)dz+ f6(z_zi)dz(569)id/i dli=.; L +where H(z) is the Heaviside step function. Thus the source term on the right side of (5.66) can bereplaced by the equivalent sourcedh 11db dli 1-z)- = 6(z -+- L-j (5.70)125which is easily evaluated. The sensitivity function yk(A,z) is obtained by using the propagatormatrix algorithm to solve (5.66-5.68) for each layer. The sensitivity vs depth relationship is shownin Figure 5.2b. A total of 20 forward problems again had to be solved to compute the sensitivitiesfor the one value of ?. Comparing Figures 5.2a and 5.2b it is found that the sensitivities computedusing this method correspond to those found by the perturbation approach for o/o —i 0.To solve for the sensitivities using the adjoint equation approach, an adjoint operator and boundaryconditions satisfying (5.34) must be found. Multiplying the first tenn in (5.66) by G* and integratingby parts yieldsG-dz =(thkG*—k-3_) : + /° YkddZ (5.71)Similarly, for the second termj Gwdz = YkGW 0 - j Yk-dZ (5.72)The appropriate adjoint problem is found to be—d2G— (w(z)G*) + A2G* = (z) (5.73)0 (5.74)= 0 (5.75)The sensitivity yk(A, 0) is then given byYk(A,0) = _JG*(A,z)[6(z_zk_l)_6(z_zk)]h(A,z)dz (5.76)0 dzThe integrand in (5.76) can be evaluated using expressions similar to (5.70).The adjoint problem in (5.73-5.75) can also be solved (after some manipulation) using thepropagator matrix algorithm, although a simple relationship can be found that allows G*(., z) to be126calculated directly from h(A, z). Note that if a new function G* = G*p is defined, then G*(A, z)is found to satisfy the same forward problem as h(A, z) except that the current source is scaled by—AI/2ir. Since the original governing differential equation is linear, the Green’s function G*(A, z)required in (5.76) can be related to h(A, z) byG*(A,z) = — h(A,z) (577)Al p(z)Once the forward problem has been solved for h(A, z), then (5.77) is used to obtain G(A, z) and theintegrations in (5.76) are carried out to compute the sensitivities. The results, shown in Figure 5.2c,are identical to those found using the sensitivity equation method. Only a single forward solution isrequired to generate all of the sensitivities using this approach.Although the perturbation, sensitivity equation and adjoint equation methods form a powerfularsenal for solving parametric inverse problems, variations on these basic techniques are also useful.In particular, tracking sensitivities allow one to explore model space along a particular directionwithout having to solve a large number of forward problems. To compute the tracking sensitivitiesfor the transformed response h(A, 0), the directional sensitivity problemsd(c-’ / dhd2 d— dz2 + w(z) + A2..=‘N d(5.78)—‘ Z ak?,bk J p-1 n = 2,3,...\k=i /(A,0) = 0 (5.79)= 0 (5.80)are solved recursively for ii = 1,. . ., N. The tracking sensitivity expansion_______1 2== x)+ c2(A,O)8+ cr3(A,0)9 +.3 2 6 (5.81)127can then be used to predict changes in the transformed potential as the parameter s is increased. Todemonstrate the nature of these sensitivities, tracking sensitivities were computed for perturbationsin the model in Figure 5.la. The perturbed model for s = 1.0 and s = 2.0 is shown in Figure5.3. The transformed potentials computed using 1, 2, 3 and 6 terms in the expansion are comparedto the true solution in Figure 5.4. Even using only a small number of terms in the expansion,the tracking sensitivity is able to predict with reasonable accuracy the non-linear variations in thepotential. Unfortunately, the addition of more than 6 terms in the expansion did not improve the fitto the true solution significantly. The reason for this is unknown, but likely lies in accuracy problemsin the computing algorithm. Nevertheless, these results demonstrate the potential usefuliness of thetracking sensitivities for predicting large changes in the solution.10-1•-..- 10C’)>‘>C,Dic-3iO0 50 100 150 200 250 300Depth (m)Figure 5.3 Perturbed model for step length parameter s = 10 and s = 2.0.128350 400s=2.0s=1.0E>0C0a-2.0s parameterFigure 5.4 Transformed potential as a function of the step length parameter s computed using the tracking sensitivityapproach. The exact transformed potentials, calculated directly, are shown as a solid line.5.5 Adjoint sensitivities for the 2D resistivity and MMR problemThe methods developed in the previous section can all be applied to the calculation of sensitivitiesfor the 2D resistivity and MMR inverse problems. Because of the size of the problems that are tobe solved, it is critical that the sensitivity calculations be done as efficiently as possible. For most ofthe inverse problems that will be addressed, there will be considerably more parameters than data.This avoids problems with convergence that often result from an overly restrictive parameterization.For such underdetermined problems, the sensitivities are most efficiently calculated using an adjointequation approach. The use of a direct solver and an efficient inverse Fourier transform algorithm tocompute the various sensitivities can also be used to improve efficiency. The development of suitableadjoint problems for the calculation of 2D resistivity and MMR sensitivities is presented below.5.5.1 Choice of model and model parameterizationIn formulating a solution to the inverse problem it is first necessary to define the model to berecovered in the inversion. For most problems the conductivity u() is expected to vary over severalorders of magnitude. It will also be strictly positive. A natural choice is to consider the log resistivity0.0 0.4 0.8 1.2 1.6129m() = — log (o)) = log (p(s)) as the quantity to be recovered. This imposes a natural positivityconstraint, and allows regions of high and low resistivity to be weighted equally in the inversion.For the work been done here, the model is assumed to be two-dimensional, with variationsin material properties permitted only in the x and z directions. The model is parameterized byrepresenting the continuous 2D structure o(x, z) by a set of M rectangular prisms of constantconductivity extending to infinity in the y direction. The continuous conductivity model is thengiven byu(x,z) = kk(x,z) (5.82)where bk(x, z), the kth basis function, is unity across the kth prism and zero elsewhere. k and mkare the conductivity and log resistivity of the ktI prism. This parameterization scheme is consistentwith the assumptions made in the forward modeling algorithm developed in Chapter 2.5.5.2 Calculation of 2D pole-pole sensitivitiesMaking use of the adjoint equation approach, the expansion of the model in terms of the basisfunctions (5.82) is substituted into the governing equation and boundary conditions for the transformedpole-pole potential problem, given in (2.7-2.9). Differentiating with respect to Uk yields the sensitivityproblem_() +kk_L(Uk) = (k) _kk+(k) (5.83)Pk(X,k,0) 0 (5.84)on ODøo (5.85)where [)D corresponds to the left, right and bottom boundaries of the grid, and k(x, 1c, z) =9k(x, k, z) is the desired sensitivity in the transform domain.130To compute the sensitivity at (x0b3,Yobs, Zobs) an adjoint operator and boundary conditions thatsatisfy (5.34) must be obtained. For the sensitivity problem in (5.83-5.85), the appropriate adjointproblem is—- (u) + kuG* —(*)= 6(x— 2-obs, Z — (5.86)—G (x,k,O)=O (5.87)on (5.88)Since the form of (5.86-5.88) is identical to that of the original tranformed forward problem, the samefinite difference algorithm can be used to solve both problems. Full advantage can then be taken ofthe computational savings associated with decomposing the original coefficient matrix.Note that for the resistivity problem it will often be the case that an electrode used to make oneor more potential measurements will have also been used at some point in the survey as a currentelectrode. If this occurs, then (5.86-5.88) need not be solved since G(x, k, z, Zobs, Z0b3) can alwaysbe computed directly from the forward modeled response qS(x, k, z) due to the current electrodeat (xobs,zobs).Once the adjoint Green’s function has been obtained, the sensitivity of the correspondingtransformed potential can be computed from-at 2 -YkQobs, k, Z0b)= JD—(5.89)The sanie procedure for discretizing the original forward problem must be used to evaluate theintegral in (5.89). This ensures that the sensitivities are exact for the given forward modeled solution.131Assuming the ij element in the forward problem corresponds to the kth parameter, the discreteform for (5.89) is given byk2pk(Xobs, k,z0b3) = —- + G÷1,qi,,+G+1,+i+Liz, (:+i,—ix (i,j+1 —2x + 2zj—+Ixi—(5.90)+ i+1,j 2zz 2z—£x—+G1 2x + 2Lzj— i+1,j+1) (+ —2x 2z1Once the transformed sensitivities have been computed, an inverse Fourier cosine transform isrequired to obtain the sensitivies in the spatial domain. This is given byYk(Xobs, Yobs, Zob3) = j k(Xobs, k,z0b5)cos (ky0b5)dk (5.91)Taking the model to be the logarithm of the resistivity, the sensitivity of the kth model parameteris then computed from(Xobs, Yobs,z0bs) = kYk(Xobs, Yobs, Zobs) (5.92)ãmk132)0 .0Figure 5.5 Parameterization of the 1000 Qm uniform halfspace model that was used to demonstrate theaccuracy of sensitivities calculated using the adjoint equation approach.To demonstrate the accuracy of the adjoint equation approach, sensitivities of the pole-polepotential with respect to changes in log resistivity were calculated for the parameterization of auniform halfspace problem shown in Figure 5.5. These are compared to sensitivites obtained usingthe perturbation approach in Figures 5.6a and 5.6b. The sensitivities calculated using the two differentapproaches are seen to agree well over the entire region.CDCDCDCD(V)-65.667 -0.0X POSITION (M)133c,Q C)C..,•CDQN)C C C>CDCD8.5—U)°U)U)U)II. CDCD.><cn 0,C)lD-j0’—C0 (I)C———4)E.a,o0’ a,(DCCDa,C)0oCD‘U)U)U)U)II—‘0CD CN)o-iC C CCD.DEPTH(M)133.3366.6670.0N)C C b U) U) U) 0) 0, 0•) 0,-D-J0 U’,H)—C00 0, 0, a) a)5.5.3 CaLculation of 2D MMR sensitivitiesSince the transformed magnetic field components are linear functions of the modeled potentials,an adjoint approach can be formulated for the calculation of the magnetic field sensitivities. Consider,for example, the transformed x component of the magnetic field, given byE(x,k,z) =.— j f dx’dz’ (5.93)where r’ = — x’)2 + (z — z’)2. Substituting the model expansion (5.82) into (5.93) anddifferentiating with respect to k yields——E(x,k,z)=_.Jf_ky[k(x’,ky,z’)—-c(x’,z’)—_ Z (5.94)+(x’, k, z’) (x’, z’)] 1 (kr’) dx’dz’Evaluation of the termtl =—f00 f dx’dz’ (5.95)is straightforward since will be known throughout the domain once the forward problem has beensolved. Exactly the same algorithm that is used to carry out the integration in (5.93) can be used toevaluate ti. Less straightforward is the evaluation of the term0000=— j j dx’dz’ (5.96)To evaluate t2 directly, k must be computed throughout the domain, requiring the solution of aforward problem for each parameter. For the underdetermined inverse problem, it would be betterto formulate an adjoint problem whose solution allows t2 to be computed without having to solve alarge number of additional forward problems.Assuming a linear variation of k along each cell edge, t2 is given by= JLOky (cxj,—u,1)[()i J (x — x’)i=1 j=1 (5.97).KO(k7.6)dx’ + f (x’ — xi) Ko(kYrb5dx’]135where rOb3 = \/(Xobs — x’) + (Zobs — z)2. Now consider the adjoint problemOIOG*N 2 * Of OG——(cT--——I+kgG——u—--—Ox\ Oxj Oz\ OzN—1 N, rpok v—’ i6(xx,zzi)— L1 (c7ij—oij_i)I2iri=1 =1 I (5.98)•[+1(x.1— x’)Ko(kyr5,)dx’ + 6(x — xj1,Z — zj)xi+1f (x’ — x)Ko(kYrbS,)dx’]subject to_G*(x,k,O)= 0 (5.99)G*(x,ky,z)+aG*(x,ky,z)=0 Ofl OD (5.100)Multiplying (5.98) by ck and (5.83) by G*, subtracting the results and integrating over the domainyieldst2= L i: [ (k) — kbk+- (5.101)()] G(x, k, Z Z0b3,zobs) dx dzNote that this is identical to the integral in (5.89) that must be evaluated when computing k by theadjoint Green’s function approach — only the Green’s function has changed. The same scheme usedto numerically evaluate (5.89) is also used to evaluate (5.101). The calculation of the sensitivitiesfor the y and z components of the transformed magnetic fields are carried out in a similar manner.To illustrate the accuracy of the magnetic field sensitivity calculations, sensitivities of the ycomponent of the magnetic field were computed using the adjoint approach for the uniform halfspaceproblem in Figure 5.5. These are compared to those obtained using the perturbation approach inFigures 5.7a and 5.Th. Again, the sensitivities calculated using the two approaches agree well overthe entire region.136a.200.0200 0Figure 5.7 Sensitivities computed for the By response from an MMR experiment for the 1000 lm uniformhalfspace problem shown in Figure 5.5. a) Sensitivities of the MMR response computed usingthe adjoint equation approach for a current electrode at = (—100, 0,0) m and a magneticfield measurement at = (100, 0,0) m. b) Sensitivities computed using the perturbationapproach. A perturbation of 1% in the conductivity was used in the calculation.CDCD.—CDI— C)LU 0’cD2-200.0 -133.33 -66.667 -0.0 66.667 133.33X POSITION IM)b.I—CDCDCD— CDII— (‘CLmLUcD0’-66.67 -0.0X POSITION IM)1375.6 ConclusionsAlthough numerous procedures are available for the solution of the parametric inverse problem,the choice of procedure is often limited by the size of the problem at hand. Clearly, the size of theproblem will restrict the number of forward solutions that can reasonably be carried Out through thecourse of an inversion. This will in turn limit the types of sensitivities that can be computed. Thecalculation of higher order data sensitivities, for example, will generally be impractical because of thenumber of forward problems that must be solved. This usually rules out the use of the second-orderNewton optimization procedure for all but the simplest of problems. For 2D problems, and smaller3D problems it may be feasible to compute the first order data sensitivities required for Gauss-Newtonoptimization. In these cases, the use of a sensitivity equation approach for overdetermined problemsand the adjoint equation approach for underdetermined problems will minimize the number of forwardsolutions that are required. The use of a perturbation approach is almost always impractical becauseof the need to form and decompose a new finite difference coefficient matrix for each forwardsolution. For truely large-scale inverse problems it may be computationally practical to solve onlya few forward problems. In these cases it may be necessary to solve for the sensitivities of a datamisfit objective function, in which case a modified adjoint approach can often be used to minimizethe number of forward solutions. For problems where only objective function sensitivities can becomputed, a steepest descent or conjugate gradient approach can be used in the inversion.For the 2D inversion of DC resistivity and MMR data it was found feasible to solve forsensitivities of each datum, thus permitting the use of an optimization procedure based on the Gauss-Newton approach. Since in most cases considerably more parameters than data will be used in thesolution of the inverse problem, an adjoint equation approach was employed. The use of a direct solverfor the forward modeling algorithm, and the use of an efficient inverse Fourier transform schemepermitted the rapid calculation of the sensitivities. The computed sensitivities were found to be exactin the sense that they exactly predicted the changes in the numerical solution for small changes in138the model parameters. A comparison of the numerically computed sensitivities to those computedusing the perturbation approach was used to verify this accuracy. Further examples illustratingthe calculation of the 2D sensitivities and a comparison to analytic solutions for a halfspace arepresented in McGillivray and Oldenburg (1990). The successful use of these numerically calculatedsensitivities in the inversion of DC resistivity and MMR data, presented in Chapter 6, further verifiedtheir accuracy.139Chapter 6Subspace Inversion of DC Resistivity and MMR Data6.1 IntroductionEarly work on the inversion of DC resistivity data was devoted almost exclusively to the 1Dproblem (eg. Pekeris 1940, Zohdy 1965, Koefoed 1966, Inman et al. 1973, Inman 1975, Oldenburg1978). In recent years, however, the focus has shifted towards the solution of the multi-dimensionalinverse problem (Vozoff 1960, Pelton et al. 1978, Petrick Ct al. 1981, Smith and Vozoff 1984,Tripp et al. 1984, Sasaki 1989, Sasaki 1990, Sezenger 1990, Park and Van 1991). Because ofthe complexity of these higher dimensional problems, parametric inverse techniques have been usedalmost exclusively.Many recent attempts to solve the parametric inverse problem have relied on a coarse parameterization of the model to help stabilize the inversion. The form of this parameterization (i.e. thenumber and geometry of the parameter elements) is based ideally on available geological informationthat might be available, but often is chosen as a matter of convenience to simplify the numericalcomputations in the inversion. In many cases the regional model is specified before hand, and onlya small sub-region of the model is solved for in the inversion. In the absence of detailed geologicalinformation either of these strategies involves considerable risk since the outcome of the inversionwill likely be influenced by the regional model and parameterization scheme used. As well, the lack140of flexibility in the solution that results from a coarse parameterization can lead to poor convergence(or even divergence) of the model iterates.These problems can be avoided by using a large number of parameters to represent the model.This gives the inversion algorithm more flexibility, and makes the outcome of the inversion lesssensitive to the form of the parameterization. Unfortunately, the use of a large number of parametersin an inversion can also lead to serious problems with non-uniqueness.An approach for inverting DC resistivity and MMR data that avoids these problems was thefocus of the work presented in this chapter. A strategy of solving for a large number of parametersrelative to the number of data was adopted. The minimization of a global norm of the model was usedto address problems with non-uniqueness and to drive the inversion towards an acceptable solution.Procedures for making the inversion computationally feasible were also developed. The resultinginversion algorithm was then tested by inverting a variety of synthetic DC resistivity and MMR datasets. A set of E-SCAN field data for a prospect in Nevada was also inverted.6.2 Generalized subspace inversionIn order to achieve a reliable result when detailed geological information is not available, theparameterization must be fIne enough to yield a solution that is independent of the parameterization.At the same time, solution space must be restricted enough so that the inversion is both stable andcomputationally practical. The strategy that has been adopted in this work is to make use of as finea parameterization of the model as possible. Parameterizations that result in a thousand unknownsfor the 2D problem are typical. In order to deal with problems of non-uniqueness that arise from theuse of such a large number of parameters, a global model objective function is also minimized. Areformulation of the least-squares procedure based on a generalized subspace approach has also beendeveloped to deal with the computational problems associated with inverting for a large number ofunknowns. This involves a re-parameterization of the model perturbation in terms of a set of basis141vectors that are chosen in some responsible manner. The development of the generalized subspaceapproach, and its application to the DC resistivity problem, is described below.6.2.1 Non-linear least-squares approachThe generalized subspace approach is based on a reformulation of the non-linear least-squaressolution of the parametric inverse problem. The more familiar least-squares approach is obtainedthrough a minimization of the data misfit objective function, given by= Iv’— e()5 = (ë COb)(e Cobs) (6.1)where tobs and ë. are the observed and predicted data respectively. In this work it will be assumedthat the data have been normalized by their estimated standard deviations. Given an estimate ofthe model nV’, a perturbed model n = n—1 + Lñi is sought that minimizes (n4 + ni).Using the expansion(fl_1+ tWt) = e(n’) + JL\ni (6.2)yields the linearized approximation11(nV’ + Ln) = (J — )T(j — ë’) (6.3)where = — (n’). Minimizing (6.3) with respect to each Lmk yields the modelperturbation= (JTJ)_lJT (6.4)The least-squares update to the previous model estimate is then given by= ff’’ + (JTJ)_lJTië (6.5)142A single iteration of the least-squares procedure involves computing the data misfits and sensitivities for the model from the previous iteration. The model is then updated using (6.5) andthe procedure is repeated until either an adequate fit to the data is achieved, or until no furtherimprovement is observed.6.2.2 Minimization of a global model normSince there is usually insufficient information to uniquely resolve the entire parameter set, thesolution of the non-linear inverse problem using (6.5) is often unstable. This is characterized by thesingular, or nearly singular, nature of the matrix ,jT j that must be inverted to compute the perturbationin (6.5). To control this instability, further constraints on the nature of the recovered solution mustbe imposed. This can be accomplished by requiring that the model perturbation minimize the modelnorm objective function= iiwnii2= TWTW (6.6)where W is a weighting matrix used to define the norm. Note that W must be invertible for IIWnto be considered a true norm. In practice this will always be ensured. The perturbation is requiredto satisfy the linearized data misfit constraint= (J — — e) = (6.7)where is the final target misfit that is selected on the basis of the assumed observation errors.Minimizing (6.6) subject to (6.7) yields the damped least-squares or Gauss-Newton update= ñz1’ + (JTJ + ,tWTW)_lJT (6.8)The ridge regression parameter p is selected so that the updated model computed from (6.8) satisfieseither the linearized misfit constraint (6.7) or the non-linear constraint=(e(n’ + ñ) — eobs) (e(rn’ + n)— = (6.9)143Although computing the linearized data misfit does not involve any additional forward modeling, itis not valid for large perturbations and must therefore be used with some care.The use of (6.6) to control the nature of solution recovered in the inversion leads to a “creeping”strategy, where only the norm of the model perturbation is minimized. In a “leaping” strategy, theglobal norm of the model relative to a reference model ñiref is minimized. This is achieved byminimizing the global model norm objective function= lIW(nV’1+ zni — mref)U2 (6.10)The corresponding Gauss-Newton update is then found to be= n-1+(JTJ + iLWTW)_lJT(Li+ WTW(ñ_l mref)) (6.11)Minimizing a global model norm allows for the specification of a reference model in the modelobjective function. Since the distance from this reference model will be minimized in the inversion,it can be used to incorporate a priori imfonnation about the true earth. The use of a global modelnorm also allows for unnecessary structure to be removed from the solution once the inversion hasachieved the desired level of misfit.6.2.3 Computational aspects of the Gauss-Newton approachThe use of the traditional Gauss-Newton approach to solve for a large number of parametersin an inversion can result in an excessively costly calculation, both in terms of execution time andmemory. To examine where the majority of the computer resources are actually used, consider theparameterization shown in Figure 6.2. Let M and M2 be the number of cells in the x and zdirections respectively, and assume that the same mesh is used to discretize the forward problem andparameterize the model for the inverse problem. The number of floating point operations and thememory requirements for each of the basic steps in a Gauss-Newton iteration are given below.144Solution of the forward problemThe finite difference algorithm developed in Chapter 2 makes use of a Cholesky decompositionto solve the DC resistivity forward problem. Since M > M for most problems, the nodes in thenumerical grid are assumed to be numbered by columns to minimize the bandwidth of the coefficientmatrix. For a large problem, with n,9 unique source locations, the computer resources required toperform the Cholesky decomposition and to solve for the n right hand sides are given byNw = + n3 2MM flops2 (6.12)Ns = entries(Golub and Van Loan 1983, p. 96), where Nw is the number of floating point operations (flops)required to obtain a solution and Ns is the number of non-zero entries that must be stored. Forlarge problems, a significant amount of work is clearly required to initially decompose the matrix.Solutions for different source locations can then be computed relatively cheaply.Calculation of the sensitivitiesOnce the coefficient matrix has been factored and stored, the forward modeling of the sensitivitiesusing the adjoint equation approach can be computed relatively cheaply. For a large problem, withobs unique observation locations, the computer resources required areNw = n0 2MrM flops (6.13)Inversion of the matrix (jTj + 11WTW)The inversion of the matrix (JTJ +1tWTW) is carried out using the Golub-Reinsch singularvalue decomposition routine (Golub and Van Loan 1983). i.e., (jTj + = RA_1T.The resources required to store the matrix and factor it are6MM flops(6.14)1Ts = MM entries145(Golub and Van Loan 1983, P. 175).From the above it is clear that the cost of inverting the matrix (jTJ + pWT W) will account formost of the computational expense in solving large-scale inverse problems. To quantify this in termsof actual computer time, an M x M matrix was decomposed using a singular value decompositionroutine on a SUN 4/330. The cpu time required to decompose the matrix as a function of thenumber of parameters M = Ma, x M is shown in Figure 6.1. For problems involving more thana few hundred parameters, the inversion of the (JTJ + ILWTW) matrix is not practical. Sincethe problems that are solved here typically involve 500 to 1500 parameters, a reformulation of theGauss-Newton approach is needed.A (V350_,. 300E2500U200E0Ux1501005001000Figure 6.1 Cpu time required to perform a Golub-Reinsch singular value decomposition of an M x M matrix as afunction of the number of parameters M. The calculations were done on a SUN 41330 workstation.200 400 600 800Number of parameters1466.2.4 Subspace formulationFor problems involving more than a few hundred parameters one finds that the direct use of(6.11) becomes impractical because of the size of the matrix jTj + ,uWTW that must be invertedrepeatedly at each iteration. To reduce the effective size of this matrix, an approach similar tothe subspace technique described by Kennett and Williamson (1987) and Kennett et al. (1988)was developed. Note that although the dimension of the perturbation Lni is often quite large, theamount of independent information provided by the data can be relatively small. It is thus reasonableto re-parameterize the problem by restricting to lie within a smaller dimensional subspace ofperturbation space. The model perturbation can then be written as the linear combinationMbrn=akvk=Gc1 (615)where(6.16)I Iis the matrix whose columns are the M5 basis vectors k, k = 1,. . . , M that span the subspace.Assuming (6.15) for the form of iñi and minimizing (6.10) with respect to each k yields thesubspace Gauss-Newton updatefl = n-1 +G(GT(JTJ+WTW)G)GT[JT((il_1)—Ebs)—(6.17)T47TW(ñi)l—?Tl,.f)]The dimension of the matrix GT (jTj + 11WTW) G that must now be inverted to compute ni isonly M&. Since the number of basis vectors can be kept small, considerable computational savingsare realized by using (6.17) instead of (6.11). Also, because of its small dimension, the new matrixis generally well conditioned.Having expanded the model perturbation using (6.15), the basis vectors used in the expansionmust next be selected. One possiblity is to use the steepest descent directions for the data misfit147and global model objective functions as basis vectors. For the data misfit term, a perturbation in thesteepest descent direction, Lni, satisfies the problemminimize {IIW = jTWTW}(6.18)subject to 4)(nV—’ + n) = 4)(M’) + =(e.g. Gill et al. 1981, p. 102). The solution to (6.18),=—4)(n_1) —(WTW)_l 4) (6.19)V4)T (WT W)-’ V 4)defines the direction for the first basis vector. Substituting for 4) in (6.19) and ignoring scale factors,yields the basis vector= _(WTW)_1.= _2(WTW)_JT(ë_ eobs) (6.20)Note that the steepest descent direction used to obtain (6.20) has been defined with respect to thesame norm used in the global model objective function. Since the perturbation corresponding to(6.20) will minimize this norm, the global model objective function will remain small through thecourse of the inversion.Similarly, the steepest descent direction for the global model objective function yields the secondbasis vectorV2 _(TzVTy1T=ñirej) (6.21)The basis vectors in (6.20) and (6.21) are equivalent to those used by Kennett and Williamson(1987) in their initial subspace formulation.6.2.5 Use of additional basis vectors — the generalized subspace approachIn formulating a solution to the DC resistivity inverse problem it was necessary to develop amore general subspace algorithm that makes use of an expanded set of basis vectors (McGillivray148and Oldenburg 1991). Since the DC resistivity inverse problem is often very non-linear, seriousconvergence problems can result from the use of an overly restrictive basis set. In the generalizedformulation, steepest descent directions corresponding to different subsets of the data are used todefine the basis set. Basis vectors that lead to accelerated convergence are also used to supplementthe basis set. Additional basis vectors are also selected so that unnecessary character can be removedfrom the solution as the inversion progresses. This is particularly important in the solution of the DCresistivity problem, where the localized nature of the pole-pole sensitivities often leads to artifactsin the solution that are not required to fit the data.The use of a large number of basis vectors in this generalized subspace approach can significantlyincrease the cost of the inversion. Since the number of basis vectors included in the set must be keptto a minimum, it is important that they be chosen with some care. The most important considerationsin selecting the basis vectors are that they be reasonably independent, and that they provide a rapiddecrease in either the data misfit or global model norm. Although there are many basis vectors thatmeet these requirements, several were found to be particularly useful. These are described below.Directions corresponding to sub-objective functionsIn most cases a geophysical survey will consist of a set of distinct experiments, each involvingmeasurements made around a particular source location. In the pole-pole DC resistivity experiment,for example, measuring the voltages due to a single current electrode would constitute a distinctexperiment. A common source gather is thus a natural way of grouping the data. This grouping leadsto a collection of sub-data sets that are spatially independent. It is also computationally convenientto group the data in this manner since with forward modeling techniques like the finite differenceand finite element method, the responses due to each source excitation are modeled separately.Using a common source grouping, a separate data misfit can be defined for each sub-data set.149i.e.k(rn)=(e03, e,k)2 (6.22)where k is the number of measurements made using the kill source, and and e,k are thecorresponding obsers’ed and predicted data respectively. The total misfit is given by= k(rn) (6.23)where n. is the number of sources used in the survey.Having defined the data misfit functions {k, k = 1,.. . , n8} , a set of basis vectors can beconstructed from the corresponding gradient vectors {\k(ni), k = 1,. . ., n} . Thus the kth basisvector is given byt’k _(WTW)_’4k = _2(WTW) JT(ë — éobs,k) (6.24)Since each 5k is a descent direction for a çb, the total data misfit 5 = cbj. will be sensitive tomodel changes in any of the ‘ilk directions. As well, since each corresponds to a new sourcelocation, the basis vectors will be reasonably independent.If more basis vectors are desired, other data groupings are also possible. For example, the dataset can be further subdivided into near, middle and far offset measurements. These new basis vectorsshould also be reasonably independent. The subdivision of the data set can be carried to its extreme,with a basis vector being associated with each individual datum. However, since the data in thecomplete data set display a certain amount of dependence, only a relatively small number of subsetsshould be required.Constant and linear basis vectorsThroughout the course of an inversion the Gauss-Newton algorithm will be attempting not onlyto fit the data, but also to minimize a norm of the model. Once a fit to the data has been achieved,150the algorithm will then attempt to reduce the model norm by removing unnecessary structure fromthe solution. Note, however, that since none of the basis vectors have energy where the data has lowsensitivity, the model cannot change in these regions even if it would lead to a significant reductionin the global model norm. To allow the inversion to change the model in this region, it may benecessary to supplement the set of basis vectors with additional vectors that have energy where thedata is insensitive. Possibilities include vectors corresponding to linear functions of depth, layers,and rectangular rectangular cells. The form of these basis vectors can be based on a prior knowledgeof the true earth structure.Basis vectors corresponding to the high frequency component of the modelAnother way of allowing the algorithm to remove structure that has been built up in the modelis to include in the basis set the vectorVk = (ift — rnref) — S(ifl — mref) (6.25)where S is some smoothing operator. This new basis vector will be dominated by the high frequencystructures associated with the global model perturbation. By including this vector in the basis set,the algorithm can be given the flexibility to remove high frequency components of the model thatare not required by the data. For a 2D problem with constant mesh spacing, a possible choice forthe matrix S is denoted by the stencil1010S=— 1 4 1 (6.26)8o 10where the stencil represents the two-dimensional operator that is applied to the grid of model values.Basis vectors corresponding to perturbations from previous iterationsIn some cases the recovered model is found to oscillate between two different models as theinversion approaches a fit to the data. The misfit is found to decrease for each pair of iterations, but151only slowly. This problem usually occurs when the weighting matrix used to smooth the sub-gradientvectors results in basis vectors that are nearly parallel to the level lines of the misfit objective function.A way of avoiding these oscillations, and to generally improve the convergence rate of the subspacemethod, is to include perturbations from previous iterations in the basis set. Thus the vectors= n-1 — n-2= n-2 — n-3(6.27)Vk+2 =—are included. These provide directions in model space that are closer to the general direction therecovered model is moving towards, thus avoiding oscillations along level lines of the misfit.The use of perturbations from previous iterations as basis vectors arises in the conjugate gradientmethod, defined by the iteration= niY + cxfft= —e(nV) +/3n—i (n_1 — n_2) (6.28)——where c minimizes the misfit along the search direction j5 (Gill et al. 1981, p. 146). Note that theconjugate gradient search direction lies in the subspace spanned by the gradient of the total misfit,(ñi7) and the perturbation from the previous iteration. Thus the subspace approach using thebasis vectors in (6.27) constitutes a generalization of the conjugate gradient method.6.3 Regularization of the inverse problemBecause of the non-uniqueness associated with the inverse problem, some form of regularizationis required. This is particularly important in large-scale problems where the number of unknownscan sometimes greatly exceed the number of independent data. Although the need for regularizationis well known, little work has been done in formalizing a comprehensive strategy for problems like152the DC resistivity problem. The regularization strategy that has been used here is based on theminimization of the global model norm objective function, given in (6.10). At each iteration in theinversion, a new model is sought that achieves a target decrease in the data misfit and also leadsto the smallest increase in the global model norm. Deviations from the reference model that arenot demanded by the data are thus suppressed, leading to improved stability in the inversion. Thisformulation also allows one to take advantage of a priori information about the true solution thatmight be available. For example, the model norm can be chosen to emphasize certain features thatare anticipated in the solution. As well, the reference model can be specified as a smoothed versionof one’s best estimate of the true earth. In the absence of any reliable information, a half-space canbe used as the reference model and a norm that emphasizes general smoothness can be used.Since the regularization is controlled by the choice of weighting matrix W and the value forthe ridge regression parameter p, their selection is of considerable importance to the solution ofthe inverse problem. Criteria for selecting an appropriate weighting scheme, and procedures fordetermining an optimum value for are discussed below.6.3.1 Choice of weighting matrixBecause of the emphasis placed on minimizing a global model norm, it is clear that the outcomeof the inversion will be influenced by the choice of weighting scheme used in the definition of theweighting matrix W. Several different possibilities have been examined. These include weightingschemes that minimize the energy of the model, energy of the Laplacian of the model and energy ofthe first or second derivatives of the model. These are described below for the parameterization ofa two-dimensional model using constant mesh spacing.Smallest energy modelMinimization of the energy of the model, given byE(m) IImI2 (6.29)153is the most frequently used strategy for regularizing the inverse problem. A minimum energy resultis obtained by using the identity matrix as the weighting matrix. The model objective function isthen given by‘IJ(n) = (n + rn — Tflref) (rn + — 7ñref) (6.30)This choice of objective function yields a final solution that has the smallest energy relative to thereference model ñref. Although this weighting scheme is often encountered, it can lead to highlyoscillatory solutions, particularly when the problem is underdetermined. This is especially true whendealing with the DC resistivity problem, where the sensitivity functions are singular at the electrodes.Smallest Laplacian modelA scheme for regularizing the inverse problem that has recently become quite popular is based ona minimization of the energy of the Laplacian of the model. The quantity to be minimized is given byEv2(m) = 1v2m11 (6.31)To minimize Ev2 in the discrete problem, the rows of the weighting matrix are taken to be thefinite difference approximations to the Laplacian operator. For a 2D problem the smallest Laplacianweighting matrix WV2 is represented by the stencil010W2 = 1 —4 1 (6.32)010The discrete model objective function is then given by(ni + Lni’ — ref )TW’2V2(ffi +— ref) (6.33)The use of (6.33) in an inversion will yield smoother solutions than would be obtained using (6.30).154Smallest th order derivative modelIi a 112 II a 112E(m) = cII—mII + aII—mIIII&x II IIOz IIAn important consideration when forming the weighting matrices for norms involving derivatives(i.e. the smallest Laplacian and the smallest n0’ order derivative norms) is how to modify theweighting scheme for cells along the boundaries of the problem. This problem will be addressed forsmallest Laplacian weighting, although the results are easily applied to other weighting schemes.One way of obtaining a weighting operator for cells along the boundary of the domain is toconsider a row of imaginary cells around the outside of the domain. The standard five-point Laplacianoperator can then be used for all of the cells within the domain. The nature of the weighting schemewill depend on the model values that are assigned to the imaginary cells. One possible scheme,Another possible regularization scheme for 2D problems is to minimize the energies in the flthorder derivatives of the model. This can be achieved by minimizing(6.34)where c and a are coefficients that control the trade-off between smoothness in the x and zdirections. For this particular objective function, two weighting matrices W and W are required —one corresponding to the finite difference approximation to the derivative in each of the directions.For n = 1, possible choices for W and W, are represented by the stencils000 000W, = 0 —1 1 W = 0 —1 0 (6.35)000 010The global model norm objective function is then given by= (ñ + i7i — ñirej)T [aIVTJV+(6.36)azi’Vz2’14”z](ñ + rn — mref)6.3.2 Weighting schemes for cells along grid boundaries155obtained by fixing the model parameters associated with the imaginary cells, is described for cellsbelow the upper boundary by the stencilWV2= ] (6.37)Although the model directly below the boundary can still change through the course of the inversion,large changes from the starting model are discouraged.In most cases it would be preferable to allow the model more flexibility to change along theboundaries of the problem. This is particularly true along the upper boundary, where the solution iswell represented in the data. This can be accomplished by assuming the model parameters are thesame on either side of the domain boundary. The resulting weighting scheme for the upper boundaryis described by the stencilW.= [ ;3 (6.38)6.3.3 Non-uniform mesh spacingIn order to maintain accuracy, it is usually necessary to use a non-uniform mesh spacing whensolving the forward problem numerically. The mesh must be fine in the vicinity of the sources andmeasurement sites, but can be coarser towards the boundaries. Because of the decrease of resolutionwith distance from the source, it is also reasonable to parameterize the model for the inverse problemusing a similar non-uniform mesh. In many cases, the same non-uniform mesh is used to discretize theforward problem and parameterize the model for the inverse problem. It is therefore necessary that theweighting matrix used to regularize the inversion be able to deal with non-uniform cell dimensions.For the smallest model norm, this is relatively straightforward. For a 2D problem, the energyof the model is given byjm(x,z)II2 = Jfm2(x,z)dxdz (6.39)156Expanding the model in terms of the basis functions yieldsm(x,z) = (6.40)The energy of the model can then be written asIIm(x,z)U2 = (6.41)where is the area of the ij’ cell. If the th row of the smallest model weighting matrix Wis given by the stencil000w1=/AJ 0 1 0 (6.42)000theniIT’VII2 = TWTW = = IIm(x,z)112 (6.43)and the model norm for the continuous and discrete solutions are consistent.For norms involving derivatives of the model, the finite difference approximations to thederivatives can be used in the construction of the weighting matrix. For the smallest Laplacianmodel norm, for example, the norm is given byIIV2m(x,z)W= fJ {V2m(x,z)]dxd (6.44)For the cell in the parameterization shown in Figure 6.2, the Laplacian of the model isapproximated using the finite difference formulaV2rn 4 — — — m,_1 +_zj+ + 2zj + zj_i zj+i + zj zj + zj_i4 (rn+i, ——— m_1,x1 + 2x + i’.. /x31 + x2 + Lx_1The weighting matrix is then represented by the stencil0 0=ajj cjj ejj (6.46)0 0157where 4= (x+ + 2x + + zx_1)4= (zzi + 2z + i.z_i)(Liz, + Liz_i)4d1 = (zj1 + 2Lz + i-zj_i)(’zj÷I + z)4e, = (x+i + 2x + tx_i)(x+i + tx)cjj = — (a3 + b- + d2 + e3).— AX. —I I— Ax. —. s— Ax.—ai-I I Imd1m11 mjj m11, Az—m1, LZj1Figure 6.2 Parameterization of a 2D model.6.3.4 Determining the optimum ridge regression parameterThe usual approach for carrying out a parametric inversion is to include the model norm in theproblem only to stabilize the solution. No effort is made to find a model that actually minimizes thenorm. The usual strategy is to set the ridge regression parameter to some large value (e.g. Lines andTreitel 1984) and to keep it fixed until the data misfit no longer decreases. At this point t is reduceduntil a decrease in the data misfit is realized. If this is not possible, then the inversion is terminated.158(6.47)The philosophy that has been adopted here is to use the model norm to overcome the non-uniqueness that is inherent in the inverse problem. This is achieved by solving for a model thatnot only fits the data, but also minimizes the selected global model norm. In this way, the modelnorm not only leads to improved stability, but also provides an additional constraint that drives theinversion towards an acceptable solution. In order to effect this minimization, p must be made avariable that is to be solved for at each iteration in the inversion.The most straightforward way of obtaining an optimum value of p is to cany out a direct linesearch. For each subspace Gauss-Newton iteration, perturbed models are generated for a suite of pvalues using (6.17). The forward problem is then solved for each model perturbation to obtain datamisfits as a function of p. A typical line search leads to a data misfit curve similar to the one shownin Figure 6.3a. In this case, since the line search has not found a misfit below the target (indicatedas dashed), the p that leads to the largest decrease in misfit is selected. If the line search for a giveniteration achieves a better fit to the data than desired, p is increased until the resulting model satisfiesthe target misfit (Figure 6.3b). Since p is maximized for the given target misfit, the model norm willbe at a local minimum. Once the final target misfit has been achieved, several more least-squaresiterations are performed until no further change in the value of p is observed.Using a direct line search to obtain an optimum value for p can be computationally expensivesince each line search requires the solution of a dozen or more complete forward problems. A morecomputationally efficient approach is to monitor the linearized data misfit (6.3) as p is varied. Bymonitoring the linearized misfit, a line search can be carried out without having to solve any additionalforward problems. Care must be taken, however, in using this approximation since it is valid onlyfor relatively small reductions in the data misfit. In Figure 6.4, a non-linear data misfit curve (solid)is compared to the linear approximation (dashed) for a range of p values. The linearized misfit isseen to be a reasonable approximation for large For smaller values of p, corresponding to largerchanges in the model, the linearized misfit continues to decrease monotonically while the non-linear159101 102 i0Figure 6.3 Data misfit plotted against the ridge regression parameter p generated through the course of a non-linear linesearch. a) Since the target misfit (dashed line) is not achieved, the p value corresponding to the minimumchi-squared misfit is selected for the final perturbation. b) In this case the target misfit was achieved.The largest p value corresponding to the target misfit is selected for the final perturbation.25000200000L01500010000101ILFigure 6.4 Non-linear data misfit (solid line) and linearized approximation to the data misfit (dashedline) plotted against the ridge regression parameter p.160a.misfit reaches a minimum and then increases very rapidly. Clearly the linear misfit will be a verypoor approximation in this region.25000 2500020000 200000 00150000 ° 15000U)I I10000C-)100005000101 102 iO102 iO6.3.5 Problems related to regularizationTwo difficulties were encountered when regularizing the DC resistivity inverse problem. Thefirst arises because of the minimization of the norm of the model relative to a reference model. Whenminimizing only the norm of the perturbation, the Gauss-Newton iteration is given by= (jTj + WTW)’JT(e(rW_1) — eo6s) (6.48)Assuming W is non-singularlim = (WTW)_1JT(ë(ñin_1)— ëobs) = _(WTW)_1(ñi) (6.49)Since— ( WTW)_1 (n,) is a descent direction, the Gauss-Newton iteration is guaranteed to reducethe misfit on each successive iteration. When minimizing a norm of the model relative to a referencemodel, however, the Gauss-Newton iteration is given byñi,= (JTJ+/T TTW) [JT(*(n_1)—(6.50)ILWT1V(ni7— iTiref)]and, assuming W is non-singularJim = _(n_1.ñif) (6.51)Increasing the ridge regression parameter returns the solution back to the reference model. Thusthere is no guarantee that the iteration will reduce the misfit, regardless of what ridge regressionparameter is used. Any inversion algorithm that makes use of a global model norm should thereforebe safeguarded against increases in misfit. This can be done by temporarily setting ñiref to ñ7’and recomputing the perturbation if an increase in misfit is observed.The second problem results from the use of a model norm only involving derivatives of themodel. Note that for the smallest energy model, where T4 = I, the matrix jTj + I must beinverted to compute the model perturbation in (6.11). The stability of the matrix inversion resultsfrom adding the well conditioned matrix ,til to the possibly singular matrix jTj•161For model norms involving only derivatives, the weighting matrix itself may not be wellconditioned. Consider, for example, the smallest Laplacian weighting matrix Wv2. The eigenvaluesof the matrix are found by solving the problemWV2i3’=A (6.52)For each interior node, (6.52) can be written asv_i, + v_i — (4 + A)v, + v,,1 + = 0 (6.53)where i = 1,.. . , M2 and j = 1,. . ., M. Using a discrete form of separation of variables (Goldberg1986), let vjj = X1Z3. (6.53) then becomes+ X] + + Z1]— (4+ A(k1)) = 0 (6.54)so that for some constant 0xi_1 + x+1 = ox(6.55)Z_1 + Z2 = (4 + A — O)ZThe general solution to (6.53), assuming the homogeneous Dirichiet boundary conditions= = 0(6.56)= = 0yields the eigenvectors and eigenvalues(ki) . / kin ‘\ . / linjV.. =sinI Isini\Mr+1) \.M+l(6.57)r.2i kin 2” hrA ‘ = 2[sln2(M + 1)) + 2(M + 1)where k = 1 ,...,M and 1 = 1, . . . , M. The condition number of l4’2 Wv2, given by— sin2 (2(1)) +2 (2(1))C/T—(6.58)V2(2(A1:+1)) +sin2162will be large. Thus there will be components of the solution that the model norm will not be verysensitive to. From (6.57) these are seen to correspond to low frequency components of the solution.If the data are also not sensitive to these low frequency components, then inversion of the matrixjTj + pWWv2 will be unstable. Increasing the ridge regression parameter in an attempt tostabilize the iteration will be largely unsuccessful.To successfully regularize a problem it may be necessary to add a smallest model contributionto the model objective function. For the smallest Laplacian model this yields= IIWv2( + zm— rnref)112 + asIjñi + ñi — ñref 112 (659)The constant a3 controls the trade-off between smallest Laplacian and smallest model contributionsin the model objective function. Similarly, for the smallest first derivative model= aIIW( + ini — rnref)Ij + aIIW(ni +—(6.60)+aIlm + Lrn — rnrefW6.3.6 Subspace steepest descent algorithmAlthough the generalized subspace Gauss-Newton algorithm is quite efficient in terms of thesize of matrices that must be inverted, it still requires the calculation of a large number of datasensitivities. Since forming the complete sensitivity matrix requires the solution of as many forwardproblems as there are measurement locations, this can result in a rather expensive calculation. Thesubspace steepest descent algorithm, an algorithm that make use of only gradient information, wasdeveloped in an effort to address this problem.The subspace steepest descent algorithm is a generalization of the steepest descent optimizationprocedure that allows for the minimization of a global model norm. Following the procedure used163to develop the subspace Gauss-Newton iteration, a solution to the problemminimize {IiW(n + Ln — ñrej)W =(n_1+ rn — rn ) WTW(rnfll + jrn — } (6.61)subject to (n_1 + zñi) = (ni) + =is sought, where the perturbation is of the form ni = G. MinimizingO( A) = (n_1 + G& — ñtref) WTW(m?11+ Gó rnref)+(6.62)2A((ni’) + T(ñ_1)G_ )with respect to and A and solving for zñi yields the subspace steepest descent iteration= n-1— G(GTWTWG)GT{WTW(ni1— ñif) + (6.63)where A is given byA — —— TG(GTWT7G)GTW T17(n_1— rnref) (664)- TG(GTTTwG)’GTAlthough these expressions appear complicated, they are easy to form because of the small dimensionof the matrices involved. A single iteration of the subspace steepest descent procedure involvescomputing the data misfits and objective function sensitivities for the model from the previousiteration. Since only objective function sensitivities are required in (6.63) and (6.64), the number offorward solutions is kept to a minimum. As well, the optimum value of A can be computed withouta line search, further reducing the number of forward modeling evaluations.Inversions that were carried out using the subspace steepest descent algorithm showed thatthe linear approximation used to derive (6.63) and (6.64) was adequate for early iterations of theinversion. For later iterations, however, the use of higher order information was needed to maintaina good rate of convergence. A full inversion was thus carried out by using the subspace steepestdescent iteration until convergence became poor. The subspace Gauss-Newton algorithm was thenused for the remainder of the inversion. The use of this hybrid algorithm saves considerable forwardmodeling evaluations, while still maintaining a good convergence rate. The use of this approach inthe solution of three-dimensional problems would be particularly advantageous.1646.4 Inversion of DC resistivity and MMR dataThe generalized subspace approach was applied to the inversion of various DC resistivity datasets, including data sets generated for the pole-pole, pole-dipole and dipole-dipole electrode configurations. The use of cross-borehole pole-pole measurements to supplement surface measurementswas also examined. The objective of this work was to demonstrate the usefulness of the generalizedsubspace approach in the solution of a wide variety of problems, and to examine aspects of the algorithm that have been discussed. The relative merits of the various data sets in resolving subsurfacestructures was also of interest.The subspace approach was also applied to the inversion of surface MMR data in an effortto determine the usefulness of magnetic field information in resolving subsurface structures. Fromcomparisons of the sensitivities computed for both the MMR and DC resistivity experiments (Chapter5) it was clear that the information contained in the two surveys is quite different. It was hoped thatthe use of MMR data in a joint MMR/DC resistivity inversion might provide additional informationthat might help to better resolve subsurface structures.6.4.1 Choice of data for the inversionIn formulating a solution to a specific inverse problem it is first necessary to select an appropriateresponse to use as data in the inversion. For the pole-pole potential problems, it was assumed thatthe measurements ‘$obs,j , j = 1,. . . , N were contaminated with Gaussian uncorrelated errors havinga standard deviation s = ajcobs,j. The misfit function that was used to monitor the fit to the datawas the Chi-squared misfit= (_(i))2(6.65)j=1 .1 obs,jFor a sufficiently large data set the expected value of the chi-squared distribution will equal thenumber of data in the problem. This provides a good criterion for selecting the target misfit in anactual inversion.165Data for pole-dipole and dipole-dipole inversions were taken to be the corresponding potentialdifferences normalized by their assumed standard deviations. Similarly, the magnetic field components normalized by their assumed standard deviations were used as data in the MMR inversions.6.4.2 Development of the 2D inversion algorithmHaving decided on a suitable choice for the data, errors, and misfit criterion, an inversionalgorithm based on the generalized subspace approach was developed to invert various DC resistivityand MMR data sets. To compute the predicted data required in the inversion, the 2D finite differenceprogram described in Chapter 2 was used. The code is accurate for a wide range of problems, andis quite flexible in terms of the kinds of models and survey geometries that can be accommodated.It is also quite efficient, particularly if the problem must be solved for many different right handsides. The sensitivities for the DC resistivity and MMR responses were also computed using thefinite difference code, making use of the adjoint equation formulation developed in Chapter 5.In defining a basis set for the subspace approach, separate data misfit sub-objective functionswere associated with each current electrode or current dipole in the survey. The steepest descentdirections associated with each sub-objective function were then used to form the basis set. Thealgorithm also allowed for the possibility of further subdividing the data set into near and far offsetdata, down well and cross-well data, and other groupings. For problems where joint inversions wereto be carried out, separate sub-objective functions were defined for each of the different responses.In addition to the basis vectors derived from the data misfits, the algorithm also allowed for theuse of other basis vectors to accelerate convergence and facilitate minimization of the model norm.These include the steepest descent direction of the global model norm, linear functions of depth andother linear trends, layers, rectangular cells, high and low frequency components of the solution, andperturbations from previous iterations.166Regularization of the inversion was effected by minimizing a global model norm at each iterationof the inversion. The algorithm allowed for the use of various weighting matrices to define theappropriate model norm. In most cases the norm corresponding to the weighted sum of the energy inthe first derivatives of the model (6.36) was used. This particular norm has considerable flexibilitysince it allows for a trade-off between smoothness in each of the two directions. The reference modelthat was used in most cases was a uniform halfspace, although an arbitrary conductivity structurecould be specified.To obtain a minimum in the model norm at each iteration, a line search making use of either thelinear or non-linear data misfit was used to determine the appropriate value for the ridge regressionparameter. In most cases the line search based on the linear approximation was only useful for thefirst few iterations. For later iterations, it was usually necessary to switch to a line search based onthe non-linear misfit to further improve the fit to the data. At each iteration, the line search attemptedto reduce the data misfit by 50% until the target fell below the expected chi-squared misfit, at whichpoint the target was set to the expected misfit. Once the inversion had achieved the expected chisquared misfit, further iterations were carried out in an effort to further reduce the global model norm.The inversion was terminated after a fixed number of iterations, or once changes in the solution wereno longer observed.The resulting algorithm was quite flexible in terms of the models that could be recovered and thetypes of data that could be inverted. Data for almost any electrode configuration for either the MMRor DC resistivity problem can be used in the inversion. Source and measurement locations can belocated on the surface or placed at depth to simulate a cross-borehole configuration. A fixed regionalconductivity structure can be specified, or it can be left as an unknown in the inversion. Topographycan also be represented in the problem. Extensive testing of the algorithm was carried out for variousmodels and synthetic data sets. The results of this testing were, on the whole, quite successful anddemonstrated the power of the generalized subspace approach. Applications of the algorithm to the167inversion of several DC resistivity and MMR data sets are described below.6.5 ExamplesTo illustrate the application of the inversion algorithm to the DC resistivity problem, syntheticdata sets generated for the test model shown in cross-section form in Figure 6.5a were inverted. Themodel consists of a 100 m thick overburden layer having a resistivity of 10,000 m and 300 1mfor negative and positive x respectively. A 30 Qm, 300 in thick conductive prism and a 10,000 ma.0e S e ‘ - , e a a S — a S p p0 10 000 fm 300 Zm30m10,000fm 1,O00fm0LUo_______________________ ____________________________________________0_ I I I I-200.0 —150.0 —100.0 —50.0 —0.0 5Q.0 100.0 150.0 200.0X POSITION (M) IXIO’b.0>< ——0 — — — — — — — — — ——C- — — — — — — — — — —— — — — — — — —El EE El. El El El El El El El El El El0-c, — — — — — — — — — — — — — — — — — — — —uJ. —00-200.0 -150.0 -100.0 -50 0 —0.0 5Q.0 100 0 150.0 200.0X POSITION (M) (XIO’ IFigure 6.5 a) Model used to generate synthetic data for the inversion examples. b) Parameterization of the region in a)for the solution of the inverse problem. The model was parameterized using a rectangular grid extending from—4000 m to 4000 m in the x direction and 0 m to 1000 m in the z direction, yielding a total of 680parameters. Only the portion of the grid from —2000 in to 2000 in in the z direction is shown. Currentand potential electrode locations above the region of interest are indicated by small circles.168resistive ledge are buried below the layer in a 1,000 fm uniform background. The model wasparameterized using a rectangular grid extending from —4000 m to 4000 m in the x direction and0 m to 1000 m in the z direction, yielding a total of 680 parameters. The region of interest, in thiscase the portion of the grid from —2000 m to 2000 m in the x direction, is shown in Figure 6.5band subsequent cross-sections.To image the region of interest, 21 current electrodes were placed along the surface every 200 mfrom —2000 m to 2000 m. On either side of each current electrode, 5 potential electrodes were placed200 m apart, yielding a total of 10 pole-pole potential readings for each current gather. The integratedfinite difference algorithm described in Chapter 2 was then used to model the 210 pole-pole potentialsto be used in the first set of inversions.6.5.1 Inversion of pole-pole responsesFor the first set of examples, 5% Gaussian noise was added to the modeled pole-pole potentials,and the data were then inverted using the generalized subspace algorithm. A 500 lm uniformhalfspace was used as both the starting model and reference model. Note that this is not the same asthe true background resistivity of 1000 !m. A total of 22 basis vectors (one corresponding to eachcurrent electrode sub-data misfit function and an additional one corresponding to the global modelnorm) were used to form the subspace in this set of examples. To regularize the inversion, the modelobjective function given in (6.60) was minimized. Values of (a3,a, a) = (1 x iO, 10,1) wereselected for the coefficients controlling the trade-off between energy and energy in the derivatives inthe x and z directions. This choice of coefficients was based on experimentation, and was found tobe suitable for a wide variety of models and survey geometries. The results of the inversion after3, 5, 15 and 40 iterations are shown in cross-section form in Figure 6.6. Because of the difficultyin generating adequate greyscale displays for comparing the different results, contour displays were169-r1—,, 0(o8 C o.-‘10 cC00used. The inversion was successful in recovering all features in the true model. Both the conductiveand resistive sections of the surface layer and the resistive bench were well resolved. The buriedconductive prism was also recovered, although its boundaries are somewhat less certain. To examinethe convergence of the inversion algorithm, the model nonn and chi-squared misfit are shown for eachiteration in Figure 6.7. The algorithm is seen to have converged quickly for the firstS iterations, afterwhich a somewhat poorer rate of convergence was observed. This is due to the difficulty in removingthe conductive surface layer that has appeared on the left of the model in Figure 6.6b. In spite ofthis problem, the algorithm was able to achieve a solution that fit the data to the target chi-squaredmisfit after 25 iterations. No further change in the solution was observed for subsequent iterations.The use of the linearized misfit to carry out the line search for the first 8 iterations yielded essentiallythe same results as shown in Figure 6.6, although the cost of the inversion was about 15% less.i°4Cl,EC)0DCCl,(-I10 20 30 10 20 30Iteration number Iteration numberFigure 6 7 Convergence of the generalized subspace algorithm for the results in Figure 6 6 a) Chi squared misfit for eachiteration The target misfit of 210 is indicated by the dashed line b) Global model norm for each iterationTo illustrate how the convergence rate of the solution can be influenced by the choice of basisvectors, the same inversion was carried out using the two basis vector formulation proposed initiallyby Kennett and Williamson (1987). In this formulation only the steepest descent directions of thedata misfit and global model norm objective functions are used in the inversion. The result after 40171Figure 6.8 Cross-section showing the log resistivities obtained after 40 iterations of the two basis vector subspaceformulation. Pole-pole resistivity data for the model in Figure 6.5 were used in the inversion.Figure 6.9 Convergence of the generalized subspace algorithm for the results in Figure 6.8. a) Chi-squared misfit for eachiteration. The target misfit of 210 is indicated by the dashed line. b) Global model norm for each iteration.iterations and the convergence rate are shown in Figure 6.8 and 6.9. The results are clearly inferiorto those obtained using the 22 basis vector fonnulation. Even after 40 iterations the chi-squaredmisfit was still large, and decreasing only gradually with each iteration. The oscillatory nature ofthe global model nomi is similar to what would be expected using only low order information ina steepest descent algorithm.0JO 0-50 0 -0.0 5Q.OX POSITION (Ml (XlO’a.i04C,)E•000U)iOC-)E0Ca)-o0E00(70I I I10 20 30Iteration number40 0 10 20 30 40Iteration number172C><—c_____ _____i: Lfl_ _ ____ ____ ____ ____ ____-____CuJ.— I200(1—150.0 -100.0 —50.0 —0.0 5Q.0 101.0 150.0X POSITION (Ni) {XlO’Since reducing the dimension of the subspace leads to poorer result, adding additional vectorsto the original basis set should lead to an improvement. To show that this is the case, an inversionwas carried out using the 22 basis vector set and an additional set of 95 “blocky” basis vectors. Thenew basis vectors were generated by subdividing the model into a set of 95 rectangular cells, withcells being made finer in region below the electrodes. The subdivisions used to generate the basisvectors are shown for the region of interest in Figure 6.lOa.a.9200 (1.00b.Figure 6.10 Results of the generalized subspace inversion of pole-pole data using additional “blocky” basisvectors, a) Cross-section showing the sub-regions used to define the “blocky” basis vectors inthe region of interest. b) Cross-section showing the log resistivities obtained after 40 iterationsPole-pole resistivity data for the model in Figure 6.5 were used in the inversion.173Each additional basis vector was taken to be unity over one of the cells and zero elsewhere. Theresult of this inversion after 40 iterations and the convergence rate are shown in Figure 6. lOb andFigure 6.11. As seen in Figure 6.11, the use of the additional basis vectors increases the convergencerate of the algorithm considerably, although each iteration requires about 3 times as much executiontime as a 22 basis vector iteration. The use of this larger basis set does not significantly improvethe final solution, as can be seen by comparing Figure 6.6d to Figure 6.lOb. It does, however,demonstrate that the final inversion result has not been degraded by the use of only 22 basis vectorsin the original formulation.The convergence rate of the inversion clearly depends on the choice of basis vectors used in thesubspace formulation. As well, the convergence rate will also depend on the degree of smoothnessthat is imposed on the solution by the choice of model norm. To illustrate this, inversions were carriedout for the 22 basis vector problem using both larger and smaller values of ct9, the parameter thatcontrols the relative contribution of the smallest energy component in the global model norm. Theinversion results after 40 iterations are shown in Figure 6.12, and the data misfits and global modelnorms for each iteration are shown in Figure 6.13. In both cases, the inversion has not yet convergeda.I I1 4E.2E C00 -o0E0 —0) aiO- .2(.) 00 10 20 30 40 0 10 20 30 40Iteration number Iteration numberFigure 6.11 Convergence of the generalized subspace algorithm for the results in Figure 6.10. a) Chi-squared misfit foreach iteration. The target misfit of 210 is indicated by the dashed line. b) Global model norm for each iteration.174to a model that fits the data. For the choice of the larger value of a, the inversion is permitted tobuild up excessive amounts of structure near the surface that is not easily removed at later iterations.For the smaller value of a3, the basis vectors become excessively smooth, and cannot duplicate therapid changes in resistivity that are needed to satisfy the data. The oscillatory nature of the globalmodel norm (Figure 6.13c) for this result is typical of an inversion that is too strongly regularized.The descent vectors that are used to construct the perturbation at each iteration become almost parallelto the level lines of the misfit objective function, leading to an oscillation between two different pointsa.Figure 6.12 Cross-sections showing the log resistivities obtained by inverting pole-pole resistivity data for the model inFigure 6.5. a) Result obtained using c. I x iO. b) Result obtained using . = 1 x 1O.b.—50 0 -0.0 50.0X POSITION (M) rxiO175in model space. These oscillations can be reduced and faster convergence achieved by supplementingthe basis set with vectors corresponding to perturbations from the previous two iterations. The resultobtained after 40 iterations, shown in Figure 6.14, was a considerable improvement over that obtainedwithout the two additional vectors (Figure 6. 12b). In particular, the region on the left side of themodel is much better resolved. The overall convergence rate, shown in Figure 6.15, is also improved.E0D0U,.1C-)E•00D0-cC)Figure 6.13 Convergence of the generalized subspace algorithm for two choices of a. a) Chi-squared misfit foreach iteration for a — 1 x i0. The target misfit of 210 is indicated by the dashed line. b) Globalmodel norm for each iteration for a — 1 x i04. c) Chi-squared misfit for each iteration foro = 1 x 10. d) Global model norm for each iteration for a = I x l0.iOa.E0CQ)0EC.000 10 20 30 40Iteration number1 oIteration numberC.25020015010050E0C0-o0EC-o0C-)0 10 20 30iteration number4000 10 20 30iteration number40176.0Figure 6.14 Cross-sections showing the log resistivities obtained by inverting pole-pole resistivity data for the model inFigure 6.5. The result after 40 iterations is shown for s = 1 x 10_B. At each iteration the 22 vector basisset has been supplemented with vectors corresponding to the pertorbations from the previous two iterations.40Figure 6.15 Convergence of the generalized subspace algorithm for the result in Figure 6.14. a) Chi-squared misfit for eachiteration. The target misfit of 210 is indicated by the dashed line. b) Global model norm for each iteration.177-500 -0.0 50 0X POSITION (MI (X1O’ I0.(IlE00U,-cC-)i00B)-o0E0-o0C-)I i Li —— 1 --0 10 20 30Iteration number40 0 10 20 30Iteration number6.5.2 Inversion of pole-dipole and dipole-dipole responsesTo examine the inversion of DC resistivity data sets for other electrode configurations, syntheticpole-dipole and dipole-dipole data were inverted using the subspace algorithm. The modeled pole-pole potentials generated for the problem in Figure 6.5 were used to compute 168 pole-dipole dataand 160 dipole-dipole data, to which 5% Gaussian noise was added. Each data set was then invertedusing the same 22 basis vectors and regularization parameters used to obtain the pole-pole resultsshown in Figure 6.6. The results of the pole-dipole and dipole-dipole inversions after 40 iterations0><000LUFigure 6.16 Cross-sections showing the log resistivities obtained by inverting different resistivity datasets for the model in Figure 6.5. a) Result after 40 iterations for a pole-dipole data set.b) Result after 40 iterations for a dipole-dipole data set.a..0200.0b.-200.0 —0.0 —100.0 —50 0 —0.0 50.0 100.0 150.0X POSITION (Mi (XlO’ I178are shown in Figure 6.16. In both cases the target chi-squared misfit was achieved, although theconvergence was slower than in the pole-pole case. The final results are quite similar to the pole-poleresult, (Figure 6.6d), although somewhat better resolution appears to have been achieved using thepole-dipole and dipole-dipole data sets.6.5.3 Inversion of cross-borehole pole-pole responsesA further investigation was carried out to examine the use of cross-borehole data to furtherconstrain the inversion of surface pole-pole data. For the purposes of the cross-borehole examplesthe model used in the previous examples was retained. The location of the borehole and surfaceelectrode positions is shown in Figure 6.17a. Because of the denser data set that was to be inverted,the model was parameterized using a finer discretization over a smaller region than in the previousexamples. In this case a rectangular grid extending from —2000 rn to 2000 m in the x direction and0 m to 2000 m in the z direction was used, yielding a total of 1024 parameters. The portion of thegrid from —l000m to l000m in the x direction and Urn to l000rn in the z direction is shown inFigure 6.17b and subsequent cross-sections.To image the region of interest, 5 electrodes were placed every 200 m in each of the two wells.An additional 11 electrodes were placed on the surface every 200 m from —1000 m to 1000 m. Forcurrent injected at a particular electrode, potentials at each of the remaining electrodes were modeled,resulting in a total of 420 synthetic pole-pole data. 5% Gaussian noise was again added to the modeledpole-pole potentials, and the data were inverted using the generalized subspace algorithm. In thisinversion, three basis vectors were associated with each current electrode gather — one correspondingto potential electrodes in each of the two wells, and one corresponding to surface potential electrodes.All other parameters for the inversion were identical to those used to obtain the pole-pole resultsshown in Figure 6.6. The result after 40 iterations is shown in Figure 6.18. Resolution of all featuresof the model was found to be excellent. The resistivilics of the various features were very close179a.CDI.- CDabJ0C,-)— C,-)—Cr) ->< enCDColCd.I— COaUi00b.Cr)-— Cr)>< C)-—100.0 -56.567 -33333 -.0 3.333 66.667 100.0X POSITION IM) (X1O’ 1Figure 6.17 a) Model used to generate the synthetic data for the cross-borehole resistivity examples. The model wasidentical to the one used in the previous examples (Figure 6.5). b) Parameterization of the region in a) forthe solution of the inverse problem. The boreholes, located at —800 m and 800 m are indicated bysolid vertical lines. The current and potential electrode positions are indicated by circles.180to their true values, and the boundaries of the buried conductor were extremely well defined. Theconvergence rate observed for this inversion, shown in Figure 6.19, was also excellent. The inversionwas able to achieve the target misfit of 420 after only 12 iterations.—100.0 —66.667 —33.333 —0.0 3.333 100.0X POSITION (M) (X1O’Figure 6.18 Cross-section showing the log resistivities obtained by inverting cross-borehole pole-pole resistivitydata for the model in Figure 6.17. The result after 40 iterations is shown.Co-CocD— Co><.,— (C(0H-CD0LU0C66.C7181700600E500. i0E c400E300U)o C,1 o100010 15Iteration numberFigure 6.19 Convergence of the generalized subspace algorithm for the result in Figure 6.18. a) Chi-squared misfit for eachiteration. The target misfit of 420 is indicated by the dashed line. b) Global model norm for each iteration.To demonstrate the insensitivity of the result to the form of parameterization, the model in Figure6. 17a was altered so that all vertical contacts were shifted to the right by 50 m and down by 25 m.This resulted in the model shown in Figure 6.20a. The grid shown in Figure 6.20b was then used togenerate a new set of synthetic pole-pole data. In the solution of the inverse problem, the originalgrid, shown in Figure 6. 17b, was used to parameterize the problem and compute the sensitivitiesand predicted data. This represents the worst possible representation of the shifted model using theparameterization in 6. l7b. As well, the predicted data is no longer computed using the same gridthat was used to generate the synthetic observed data. The result of inverting the pole-pole responsesfor the shifted model is shown in Figure 6.21. The algorithm, because of the fine discretizationused, is still able to recover an excellent representation of the true model. Even the inability ofthe parameterization to represent the vertical contact between the two surface layers does not causeproblems. The algorithm is clearly robust in the sense that the parameterization does not have tobe consistent with the true model.a.0 5 20 0 5 10 15 20Iteration number182‘1zp8cc‘><,t3)(-nh)gC)C)cJJ—.C)><0U)C)U)CD01- 00DEPTH(M).(X101I100.06666733.3330.0cD a, 0) 0)><U)U)U)U)U)U)0) 0) a, 0)pp—100.0Figure 6.21 Cross-section showing the log resistivities obtained by inverting cross-borehole pole-pole resistivitydata for a shifted version of the model in Figure 6.17. The result after 40 iterations is shown. Theparameterization used in the solution of the inverse problem is shown in Figure 6.17b.To illustrate the importance of borehole data, an inversion using only the surface data for theproblem in Figure 6.17 was attempted. The result after 40 iterations is shown in Figure 6.22. Theability of this particular data set to image the subsurface is clearly quite poor. The image of theburied conductor is extremely diffuse, and its center has been shifted to the left by about 100 m. Thepresence of the resistive ledge is also not detected.(9—(9—(9.>< (9CDCDCDCu-i0—100.0 -66.667 -33.333 -0.0 3.333 66.667X POSITION (M) (X1O1184100 0Figure 6.22 Cross-section showing the log resistivities obtained by inverting only surface pole-pole resistivitydata for the model in Figure 6.17. The result after 40 iterations is shown.The use of borehole data to help resolve problems of this nature is clearly important. The abilityto place current and potential electrodes in the same well allows the conductivity in the vicinity ofthe boreholes to be well constrained The long-offset surface data and cross-borehole data can thenmore easily resolve features between the wells. Cross-borehole configurations that placed all currentelectrodes in one well and all potential electrodes in the second yielded poorer results because of thelack of near-offset information in each well.C,-)— ()— C’_)CDCDI— CD0uJ0-33.333 -0.0 3.333)< PO5IIION (Mi IXIU’ I1856.5.4 Inversion of MMR responsesTo assess the ability of magnetic field information to resolve the subsurface, MMR data setswere inverted using the generalized subspace algorithm. Synthetic B, B and B magnetic fieldcomponents for the problem in Figure 6.5 were computed for each station used in the first pole-poleexample. The stations in this case were offset 500 m in the y direction from the current electrodes.As before, 5% Gaussian noise was added to the modeled data. Each data set was then invertedseparately using the same 22 basis vectors and regularization parameters used to obtain the pole-poleresults shown in Figure 6.6. The results of the MMR inversions after 20 iterations are shown inFigure 6.23 and the respective convergence rates are shown in Figure 6.24.Inversions using the B and B data sets fit the target misfit after 12 iterations and yieldedsimilar results. In both cases the top of the buried conductor and the conductive section of the layeron the right were well resolved, although the resistive features on the left were undetected. Therecovered resistivities were also biased towards lower resistivities. This is not surprising consideringthe MMR responses are sensitive only to the relative resistivity — absolute values of resistivity cannotbe obtained using only magnetic field information. Because of this, the inversion algorithm is freeto add a constant to the resistivity model without changing the misfit to the observed data.The inversion of the B data set was also able to resolve the buried conductive target. Althoughthe inversion was unable to fit the data after 20 iterations, the conductive structure was still visiblein the recovered model. An examination of the sensitivities for the B component suggested thatthis component is more sensitive to near surface vanations in the conductivity This high sensitivitymay have resulted in the slow convergence observed for this irn ersion To obtain a better rate ofconvergence, it may be necessary to augment the standard basis set, or to make use of a differentregularization scheme.186.-11 1 CD t.)pg.CD 8.CDD -.C)CD—‘CD,-1co ..—— ni. “ C CD ‘-0OEPTH(M)(X1fJ100.050.0><-tJQDCf)o00• b02C0,E0 5 10 15 20terotion numberEE - C-v -a,0D E0(a -I -o0 5 10 15 20terotion numberio5E4 0E 10 c-a, -o0DC.0C) C,0 5 10 15 20iteration numberFigure 6.24 Convergence of the generalized subspace aigorithm for the results in Figure 6.23. a) Chi-squaredmisfit and b) global model norm for B,, inversion result. c) Chi-squared misfit and d) globalmodel norm for B inversion result. e) Chi-squared misfit and f) global model norm for B,inversion result. The target misfit of 210 is indicated by the dashed line.188a.E0Ca,-C0E0.00(3C.iteration numberIteration numbere.0 5 10 15 20iteration number6.5.5 Joint inversion of MMR and pole-pole resistivity responsesThe inversion of various synthetic MMR data sets was generally found to be successful inrecovering highly resolved images of conductive targets. The use of magnetic field informationalone, however, was unable to completely resolve other features of the model. In particular, resistivetargets and ‘ayered structures were often poorly resolved, and only relative resistivities could beobtained from the data. In contrast, the use of only potential field information generally led to amore complete image of the subsurface, although resolution was often poor. It was hoped that a jointa.0Figure 6.25 Cross-section showing the log resistivities obtained by inverting pole—pole potentiai andB MMR data sets for the model in Figure 6.6. a) The result of jointly inverting the twodata sets. b) The result of inverting only the pole-pole potential data.189b.inversion of magnetic field and potential measurements could exploit the desirable characteristics ofboth data sets.To investigate the advantages of a joint inversion, the MMR data from the previous examplewas supplemented with an additional 210 pole-pole data to form a combined data set. The inversionresult after 40 iterations of inverting both data sets simultaneously is shown in Figure 6.25a. Theburied conductor and conductive portion of the surface layer are well resolved, as is the resistiveledge. As well, the conductivity of the different targets are close to their true values. This can becompared to the result obtained by inverting only the pole-pole data, shown in Figure 6.25b. Thejoint inversion result is better resolved, particularly with respect to the buried conductor.6.5.6 Inversion of E-SCAN field dataAs a final demonstration of the generalized subspace algorithm, an E-SCAN data set from Nevadawas inverted. The complete data set consisted of a large number of pole-pole potential readings over a5 square kilometer rectangular grid. An examination of apparent resistivity pseudo-sections generatedacross the study area revealed an approximately two-dimensional structure towards the center of thegrid. A subset of the ESCAN data set that traversed this structure at right angles to the approximatestrike direction was selected for use in the inversion. The data set consisted of pole-pole potential1830mA XX XXXXXXXXXXT xx xxxxxxxxxx366m. x•xxxxI xxxxxxxxxxyFigure 6.26 Current and potential electrode layout for the E-SCAN data set used in the generalized subspace inversion.Crosses indicate the locations of potential electrodes, dots indicate the locations of potential and currentelectrodes. The two rectangles delineate the current gather for the second current electrode from the left.XxXXxxxxxxxxXxxxxxxsxxsx•xxxXxXxxxxxxxxxXxx190- CDCD0-iCDgo)—0—CD•II 0 oo — CDHCD CDHg.0CDDepth(m)C)Z\DcD0000oo0ooIII’IIiIIIJIIIIIIIII.1_CDCDCDfl)C,,dSD<CDCD -lCDCDCCDCD-—CD—.CD,-C,I—’• -laCCDCDc,.,•Ep’CDC,,CDCDDe—aCD2CDCDCDCD——i-CDgCDCD-CD C,,;DCDp.’-ciCD-CDD)CDgCD- C‘CD-0CD--CD-0’CDCD00-CD0CDCDCD--iCD0•CDCDI—CDCDCD-—CDCD-CDCDCDC,DCD C,,CD_CDCD‘CCDCD‘CCDCCDgaCD-CD—C’,00I—0001—009—009—00-fr—><-00—C —.000000f0090090001001,—0rjC—.CD CD -<-‘0CD—.C,,C/) CDCD ‘‘CDCDQ -0‘CaaC-iCDCDCCD-CD-oCD-lo CD)CD‘CCD-0C.’)CDCD>CDCDC..’)•a‘,CD CDCDcCD-CD04f1A)i4cx600IC.1.021.10l.181.271.351.441.521.611.691.78X position (m)Figure 6.28 Cross-sections showing the log resistivities (1og10p)) obtained by inverting an E-SCAN field dataset. Results are shown for 1, 3 and 20 iterations of the generalized subspace algorithm.I 4.. 0’.i. a a a at . C C C C Ca a a a aa a192at most 2 percent for the modeled potentials. The grid was then used to define the parameterizationfor the inverse problem, yielding a total of 900 parameters.In formulating the generalized subspace inversion, a basis vector corresponding to the steepestdescent directions for the data misfits associated with each current electrode gather was defined.An additional basis vector corresponding to the steepest descent direction for the global modelobjective function was also defined. This yielded 11 basis vectors in total. The parameters definingthe weighting matrix used to regularize the problem were identical to those used in the syntheticexamples. The results of the inversion, shown after 1, 3 and 20 iterations are shown in Figure 6.28.The convergence rate, and the apparent resistivity pseudo-section generated for the observed andpredicted data for the final iteration are shown in Figures 6.29 and 6.30 respectively. The inversionconverged quickly, achieving the target misfit in only 9 iterations. The recovered model indicatesa pair of well resolved conductors centered at (x, z) = (—400,200) m and (x, z) (600, 200) m.Above the conductive region is a variable, highly resistive near surface layer. A deep, resistiveregion to the left of the section is also visible.5040EE—30-o a0D-200-o(_)1000 5 10 15 20 0 5 10 15teration number Iteration numberFigure 6.29 Convergence of the generalized subspace algorithm for the results in Figure 6.28. a) Chi-squared misfit foreach iteration. The target misfit of 680 is indicated by the dashed line. b) Global model norm for each iteration.a. b.20193a.1.241.271.311.3401.371.401.441.471.501.53Figure 6.30 Comparison of a) the observed apparent resistivities and b) the apparent resistivities predicted by the finalinversion result. The predicted apparent resistivities are shown for the inversion result after 20 iterations.b.X position (m)194Although there were several wells in the area, much of the geological information was confidential, and hence not available for confirming the results of the inversion. The company thathad aquired the data did, however, provide several highly schematic geological cross-sections whichindicated the presence of intermittent silicified clays overlying a more resistive andesite basement.The depth of these silicified clays, and their potentially high conductivity, was consistent with theanomalies that were recovered in the inversion. To further investigate the nature of these anomalies, more detailed geological information and information about the electrical conductivities of thevarious units would be required.6.6 ConclusionsBecause of the problems that have been encountered in the past, a new strategy for the parametricinversion of DC resistivity data was needed. In an effort to make the solution of the inverse problemless dependent on the choice of parameterization, a large number of parameters were used in theformulation. The use of a generalized subspace approach was developed to make the solution ofthese large-scale problems practical.For a suitable choice of basis vectors the convergence rate of the generalized subspace algorithmwas found to be good to excellent. Using more basis vectors in the formulation was found to improvethe rate of convergence, but also increased the cost of the inversion. A good compromise was to definedata misfit objective functions for each current electrode and to use the corresponding steepest descentdirections as basis vectors. An additional vector corresponding to the steepest descent direction of theglobal model norm was also included. Convergence of the algorithm using this expanded basis setwas found to be considerably superior to that obtained using only the original two-vector formulation.Convergence was also found to be influenced by the choice of global model norm used to controlthe smoothness of the solution. For norms that did not emphasize smoothness, the solution oftendisplayed excessive structure, and sometimes became trapped in a local minimum. The use of a195model norm that excessively emphasized smoothness, however, could also lead to slow convergencein some cases.The use of linearized information to carry out line searches for early iterations was examined,and found to be useful in reducing the number of forward modeling evaluations. The need to usehigher order information to achieve a good rate of convergence for later iterations was recognized. Asubspace approach based on the steepest descent algorithm was also examined. This approach alsoavoided a large number of forward modeling evaluations and the inversion of large matrices.The inversion of synthetic DC resistivity data sets for various electrode configurations and modelswas used to illustrate the versatility of the generalized subspace algorithm. The inversion of pole-pole, pole-dipole and dipole-dipole data were found to yield similar results, although the resolutionof the pole-dipole and dipole-dipole data was generally better. The use of cross-borehole data tosupplement surface data in an inversion was found to be particularly successful in obtaining a highresolution result.The use of synthetic MMR data in an inversion also yielded good results. The resolution of theMMR responses was found to be excellent, allowing for an accurate estimation of the true resistivitycontrast of conductive targets. The MMR. data was, however, unable to resolve resistive structuresand layering. As well, it was not possible to obtain the absolute resistivity from the data — only theresistivity contrast. Supplementing the MMR data with potential measurements in a joint inversionled to much improved results. The ability of the joint data set to resolve both resistive and conductivefeatures, and to characterize the absolute resistivity of the background was demonstrated.To demonstrate the performance of the generalized subspace algorithm with field data, an ESCAN data set from Nevada was inverted. The algorithm was able to achieve a 5% fit to theobserved data in only 9 iterations, and yielded results that were consistent with available geologyand results from other analyses.196Chapter 7Summary and ConclusionsThe work presented in this thesis has focused on the solution of large-scale forward andinverse problems, with applications to the interpretation of DC resistivity and MMR data over two-dimensional structures. The emphasis has been on the development of practical procedures thatfacilitate rapid and stable analyses of a wide variety of data sets.Of particular importance to this work was the need to accurately and efficiently model syntheticdata and the sensitivities of these data to changes in the model parameters. An integrated finitedifference algorithm for modeling a wide variety of DC resistivity and MMR responses was thusdeveloped. The specification of appropriate boundary conditions, a careful integration of thetransfonned potentials to effect the inverse Fourier transform, and a reformulation of the problemto remove the source singularity were used to obtain an accurate solution. Comparisons of forwardmodeled results with analytic solutions for different conductivity models demonstrated the accuracy ofthis algorithm. The use of a direct solver based on the Cholesky decomposition permitted the efficientcalculation of solutions for different source distributions. This made the algorithm particularlyapplicable to the non-linear inverse problem, where forward solutions for many different sourcedistributions are often required.Because of the need to solve large forward modeling problems involving complicated earthstructures, the use of a direct solver is sometimes impractical. A more practical procedure based197on the multi-grid approach was developed that makes use of a sequence of grids of increasingfineness to iteratively compute a solution. The direct solver is used only on the coarsest grid, wherecomputational requirements are less demanding. The work carried out here demonstrated that multi-grid methods can be used as fast and accurate solvers for the DC resistivity forward problem. Theuse of non-coextensive grids in a multi-level formulation was also found to be useful for achievinghigher resolution in the vicinity of singularities and rapid changes in the conductivity.Because the multi-grid solution is computed on a sequence of grids, there is also the opportunityto uncover problems in the discretization and to optimize the design of the numerical grid. This ledto the development of a novel adaptive grid design procedure. In this procedure an initial numericalgrid is iteratively refined as the solution is being calculated. Each grid refinement is based on ananalysis of the errors that are observed between two grids of different fineness. The algorithm makesuse of a two-level multi-grid solver to efficiently compute the solutions on the two grids, and anerror contribution map to identify regions of the grid that require further refinement. The use ofthis algorithm to model DC resistivity responses over different conductivity structures illustrated theusefulness of this adaptive approach. The need for assessing the accuracy of a numerical solutionfor the specific model being considered was also clearly demonstrated.Prior to addressing the inverse problem, a formulation for calculating sensitivities of modeledresponses to changes in the model parameters was needed. A study of the various techniques fornumerically computing sensitivities was carried out to determine the most suitable approach. Basedon these results, an adjoint approach to the calculation of sensitivities for the 2D resistivity and MMRinverse problem was fonnulated. This minimized the number of forward solutions that are requiredfor problems involving a large number of parameters. The use of a direct solver for the forwardmodeling algorithm and an economical approach to performing the inverse Fourier transform resultedin a particularly efficient algorithm. A comparison of the numerically computed sensitivities to thoseobtained by perturbing the model parameters was used to verify their accuracy.198Once the forward problem arid calculation of the sensitivities had been addressed, it was possibleto formulate a solution to the inverse problem. The non-uniqueness was controlled by minimizing aglobal norm of the solution subject to satisfying the data constraints. To develop a practical algorithm,a strategy of solving for a large number of parameters relative to the number of data was adopted. Ageneralized subspace procedure for reducing the effective number of parameters was also developed.This, coupled with the use of linear information to avoid carrying out a large number of forwardsolutions resulted in a flexible inversion algorithm that was both stable and computationally efficient.The algorithm was tested by inverting a variety of synthetic data sets, including pole-pole, pole-dipole,dipole-dipole, and cross-borehole DC resistivity responses. The inversion of MMR magnetic fielddata was also examined. The ability of magnetic field information to further constrain an inversionof potential field data was demonstrated. A set of E-SCAN field data for a prospect in Nevada wasinverted, and a solution that delineated two well defined conductors was obtained. The inversionresult was consistent with geological Cross-Sections that were available for the study area.The final result of this research was the development of a set of practical procedures for forwardmodeling and inverting large-scale DC resistivity and MMR data sets over two-dimensional structures.The fundamental problems of accuracy, efficiency, and non-uniqueness have been addressed in aresponsible manner. The procedures that were developed are general, and can be extended to theanalysis of other data sets, and to problems in three dimensions.199ReferencesAcosta, J.E. and Worthington, M.H. 1983. A borehole magnetometric resistivity experiment. Geophysical Prospecting 31, 800-809.Ahmed, A., de Marsily, G., and Talbot, A. 1988. Combined use of hydraulic and electrical propertiesof an aquifer in a geostatistical estimation of transmissivity. Ground Water 26, 78-86.Alcouffe, R.E., Brandt, A., Dendy, J.E. Jr., and Painter, J.W. 1981. 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Geophysics 30, 644-660.207Appendix AAdjoint Equation Formulation for the Frequency Domain EM ProblemTo obtain the adjoint problem for the frequency domain EM induction problem, considerMaxwell’s equations(A.l)x ft = (a - iwc) +where E and ft are the electric and magnetic fields due to the imposed electric and magnetic currentdensities E and M. a, c and p are the conductivity, permittivity and penneability of the mediumand w is the angular frequency. Substituting the model expansion=a(x) (A.2)into (A. 1) and differentiating with respect to ak yields the sensitivity equations-. ai . aftV x =(A3)ft-V x — (a—+ bk(x)ENote that the source for the original problem is replaced in the sensitivity problem by a distributedcurrent source having a strength equal to F over the ktIL block and zero elsewhere. Consider theadjoint problem(A.4)xft*= (a_iwc)i*+J208where the adjoint electric and magnetic sources : and M are yet to be defined. Use of the vectoridentity(A.5)allows (A.3) and (A.4) to be combined, yielding(E*xOh’OExll*)_-•+J - E*.Ebk(x) (A.6)k O0k aCkThe choice of source excitation for the adjoint problem is determined by the field response of interest.To obtain the sensitivities for H, for example, let(A.7)and(A.8)Integrating (A.6) over the infinite domain D, and noting thatf.(*x_xft*)dT7 / (P*x_xll*).d4JD 0k ôk J3D k k (A.9)=0yieldsa°__jE*.Ek(x)dl7 (A.lO)Thus to compute the sensitivities for li at the observation location,the forward problem mustfirst be solved for the electric field E throughout the domain. The adjoint problem is then solved fora unit vertical magnetic dipole placed at fi. This yields the adjoint electric field E* throughout thedomain. The quantity E* F is then integrated over each parameter block, yielding the correspondingsensitivities.To compute the sensitivities for the magnetic field in any other direction, the source for theadjoint problem must be a unit magnetic dipole in the same direction placed at the observation209location. To compute the sensitivities of the electric field, the source must be a unit electric dipole.In all cases the adjoint electric field is computed using (A.4), and (A.lO) is then used to obtain thecorresponding sensitivity.210

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