ρ (d , m)θ (d , m)

Inverse Problems in Geophysics

σ ( d , m) = k
µ ( d , m)

What is an inverse problem?

- Illustrative Example
- Exact inverse problems
- Linear(ized) inverse problems
- Nonlinear inverse problems

Examples in Geophysics
- Traveltime inverse problems
- Seismic Tomography
- Location of Earthquakes
- Reflection Seismology

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
What is an inverse problem?
σ ( d , m) = k
µ ( d , m)

Forward Problem

Model m Data d

Inverse Problem

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt
σ ( d , m) = k
µ ( d , m)

X
X
X
X

Gravimeter
?

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt – Forward Problem
σ ( d , m) = k
µ ( d , m)

We have observed some values:

10, 23, 35, 45, 56 µgals X X X

X X

How can we relate the observed gravity Gravimeter

?
values to the subsurface properties?

We know how to do the forward problem:

Gρ (r ' )
Φ (r ) = ∫ dV '
r − r'

This equation relates the (observed) gravitational potential to the

subsurface density.

-> given a density model we can predict the gravity field at the surface!

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt – Trial and Error
σ ( d , m) = k
µ ( d , m)

What else do we know?

Density sand: 2,2 g/cm3 X X X

X X
Density gold: 19,3 g/cm3
Gravimeter
?
Do we know these values exactly?
How can we find out?
Where is the box with gold?

One approach:

Use the forward solution to calculate many models for a rectangular box
situated somewhere in the ground and compare the theoretical (synthetic)
data to the observations.

->Trial and error method

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt – Model Space
σ ( d , m) = k
µ ( d , m)

But ...

... we have to define plausible models X X X

X X
for the beach. We have to somehow
describe the model geometrically. Gravimeter
?

-> Let us

- divide the subsurface into rectangles with variable density

- Let us assume a flat surface
surface x x x x x

sand

gold
Nonlinear Inverse Problems Introduction
 ρ (d , m)θ (d , m)
Treasure Hunt – Non-uniqueness
σ ( d , m) = k
µ ( d , m)

Could we go through all possible models

and compare the synthetic data with the
observations? X X X
X X

- at every rectangle two possibilities Gravimeter

(sand or gold)
- 250 ~ 1015 possible models

- Too many models!

- We have 1015 possible models but only 5 observations!

- It is likely that two or more models will fit the data (possibly perfectly well)

-> Nonuniqueness of the problem!

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt – A priori information
σ ( d , m) = k
µ ( d , m)

Is there anything we know about the

treasure?
X X X
X X
- How large is the box?
- Is it still intact? Gravimeter
- Has it possibly disintegrated?
- What was the shape of the box?
- Has someone already found it?

This is independent information that we may have which is as important and

relevant as the observed data. This is called a priori (or prior) information.
It will allow us to define plausible, possible, and unlikely models:
plausible possible unlikely

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt – Uncertainties (Errors)
σ ( d , m) = k
µ ( d , m)

Do we have errors in the data?

- Did the instruments work correctly? X X X

X X
- Do have to correct for anything?
(e.g. topography, tides, ...) Gravimeter

Are we using the right theory?

- Do we have to use 3-D models?

- Do we need to include the topography?
- Are there other materials in the ground apart from gold and sand?
- Are there adjacent masses which could influence the observations?

How (on Earth) can we quantify these problems?

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt - Example
σ ( d , m) = k
µ ( d , m)

Models with less than 2% error.

X X X
X X

Gravimeter

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt - Example
σ ( d , m) = k
µ ( d , m)

Models with less than 1% error.

X X X
X X

Gravimeter

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Treasure Hunt – Exercise
σ ( d , m) = k
µ ( d , m)

Exercise:

Now let us assume that we know the X

X X

box has not disintegrated into less X

X

than two pieces. Change the

calculations of the synthetic data Gravimeter
and try to find the box, does it make
a difference?

Parametrization of the box with two pieces

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Inverse Problems - Summary
σ ( d , m) = k
µ ( d , m)

Inverse problems – inference about physical

systems from data X X
X X X

Gravimeter

- Data usually contain errors (data uncertainties)

- Physical theories are continuous
- infinitely many models will fit the data (non-uniqueness)
- Our physical theory may be inaccurate (theoretical uncertainties)
- Our forward problem may be highly nonlinear
- We always have a finite amount of data

The fundamental questions are:

How accurate are our data?

How well can we solve the forward problem?
What independent information do we have on the model space (a
priori information)?

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Corrected scheme for the real world
σ ( d , m) = k
µ ( d , m)

Forward Problem
True Model m

Appraisal Data d
Problem

Inverse Problem
Estimated Model
~
m

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Exact Inverse Problems
σ ( d , m) = k
µ ( d , m)

Examples for exact inverse problems:

1. Mass density of a string, when all eigenfrequencies are known

2. Construction of spherically symmetric quantum mechanical potentials

(no local minima)

3. Abel problem: find the shape of a hill from the time it takes for a ball
to go up and down a hill for a given initial velocity.

4. Seismic velocity determination of layered media given ray traveltime

information (no low-velocity layers).

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Abel’s Problem (1826)
σ ( d , m) = k
µ ( d , m)

P(x,z)
dz’
ds

x
Find the shape of the hill !

For a given initial velocity and measured time of

the ball to come back to the origin.

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
The Problem
σ ( d , m) = k
µ ( d , m)

z
P(x,z)
d
1 2 z’ ds
gz = v 0
At any point: 2 x
1
At z-z’: − mg ( z − z ' ) = m ( ds / dt ) 2
2
z
After ds / dz '
integration:
t (z) = ∫
0 2 g (z − z' )
dz '

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
The solution of the Inverse Problem
σ ( d , m) = k
µ ( d , m)

z
P(x,z)
z
ds / dz' dz’
t(z) = ∫
0 2 g (z − z')
dz' ds

After change of variable and integration, and...

a
1 d t ( z ) dz
f (z') = −
π dz ' ∫
z' z − z'

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
The seimological equivalent
σ ( d , m) = k
µ ( d , m)

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Wiechert-Herglotz Method
σ ( d , m) = k
µ ( d , m)

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Distance and Travel Times
σ ( d , m) = k
µ ( d , m)

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Solution to the Inverse Problem
σ ( d , m) = k
µ ( d , m)

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Wiechert-Herglotz Inversion
σ ( d , m) = k
µ ( d , m)

The solution to the inverse problem can be obtained after some

manipulation of the integral :

∆
r 2 / c 2 ( z) − p 2 ⎛ r0 ⎞ 1 1 −1 ⎛ p ⎞
r1

T = p∆ + 2 ∫ dr ⇔ ln⎜ ⎟ = ∫ cosh ⎜⎜ ⎟⎟d∆

⎜ ⎟
⎝ r1 ⎠ π 0 ⎝ ξ1 ⎠
2
r0
r
forward problem inverse problem

The integral of the inverse problem contains only terms which can be
obtained from observed T(∆) plots. The quantity ξ1=p1=(dT/d∆)1 is the
slope of T(∆) at distance ∆1. The integral is numerically evaluated
with discrete values of p(∆) for all ∆ from 0 to ∆1. We obtain a value
for r1 and the corresponding velocity at depth r1 is obtained through
ξ1=r1/v1.

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Conditions for Velocity Model
σ ( d , m) = k
µ ( d , m)

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Linear(ized) Inverse Problems
σ ( d , m) = k
µ ( d , m)

Let us try and formulate the inverse problem mathematically:

Our goal is to determine the parameters of a (discrete) model mi,
i=1,...,m from a set of observed data dj j=1,...,n. Model and data are
functionally related (physical theory) such that

d1 = A1 (m1 ,..., mm )
This is the nonlinear
d 2 = A2 (m1 ,..., mm )
formulation.
#
d n = An (m1 ,..., mm )

Note that mi need not be model parameters at particular points in

space but they could also be expansion coefficients of orthogonal
functions (e.g. Fourier coefficients, Chebyshev coefficients etc.).

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Linear(ized) Inverse Problems
σ ( d , m) = k
µ ( d , m)

If the functions Ai(mj) between model and data are linear we obtain

d i = Aij m j
or

d = Am
in matrix form. If the functions Ai(mj) between model and data are
mildly non-linear we can consider the behavior of the system around
some known (e.g. initial) model mj0:

∂Ai
d i = Al (m ) +
0
∆m j + ...
∂m j
j
m 0j

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Linear(ized) Inverse Problems
σ ( d , m) = k
µ ( d , m)

We will now make the following

definitions: ∂Ai
d i = Al (m 0j ) + ∆m j + ...
∂m j
d i = Ai (m 0j ) + ∆d i m 0j

∆d i = d i − Ai (m 0j )

Then we can write a linear(ized) problem for the nonlinear forward

problem around some (e.g. initial) model m0 neglecting higher order
terms:
∂Ai ∂Ai
∆d i = ∆m j ∆d i = Aij ∆m j Aij =
∂m j ∂m j
m 0j m 0j

∆d = A∆m
Nonlinear Inverse Problems Introduction
 ρ (d , m)θ (d , m)
Linear(ized) Inverse Problems
σ ( d , m) = k
µ ( d , m)

∆d = A∆m
Interpretation of this result:

1. m0 may be an initial guess for our physical model

2. We may calculate (e.g. in a nonlinear way) the
synthetic data d=f(m0).
3. We can now calculate the data misfit, ∆d=d-d0,
where d0 are the observed data.
4. Using some formal inverse operator A-1 we can
calculate the corresponding model perturbation ∆m.
This is also called the gradient of the misfit
function.
5. We can now calculate a new model m=m0+ ∆m which
will – by definition – is a better fit to the data. We
can start the procedure again in an iterative way.

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Nonlinear Inverse Problems
σ ( d , m) = k
µ ( d , m)

Assume we have a wildly nonlinear functional relationship

between model and data

d = g(m)
The only option we have here is to try and go – in a
sensible way – through the whole model space and
calculate the misfit function

L = d − g(m)
and find the model(s) which have the minimal misfit.

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Model Search
σ ( d , m) = k
µ ( d , m)

The way how to explore a model space is a science itself!

Some key methods are:

1. Monte Carlo Method: Search in a random way through

the model space and collect models with good fit.

2. Simulated Annealing. In analogy to a heat bath, or the

generation of crystal one optimizes the quality (improves
the misfit) of an ensemble of models. Decreasing the
temperature would be equivalent to reducing the misfit
(energy).

3. Genetic Algorithms. A pool of models recombines and

combines information, every generation only the fittest
survive and give on the successful properties.

4. Evolutionary Programming. A formal generalization of the

ideas of genetic algorithms.

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Examples: Seismic Tomography
σ ( d , m) = k
µ ( d , m)

Data vector d:
Traveltimes of phases observed at
stations of the world wide
seismograph network

Model m:
3-D seismic velocity model in the
Earth’s mantle. Discretization using
splines, spherical harmonics,
Chebyshev polynomials or simply
blocks.

Sometimes 10000s of travel times and a large number

of model blocks: underdetermined system

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Examples: Earthquake location
σ ( d , m) = k
µ ( d , m)

Seismometers
Data vector d:
Traveltimes observed at various (at
least 3) stations above the
earthquake

Model m:
3 coordinates of the earthquake
location (x,y,z).

Usually much more data than unknowns:

overdetermined system

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
Examples: Reflection Seismology
σ ( d , m) = k
µ ( d , m)

Air gun Data vector d:

receivers ns seismograms with nt samples
-> vector length ns*nt

Model m:
the seismic velocities of the
subsurface, impedances, Poisson’s
ratio, density, reflection
coefficients, etc.

Nonlinear Inverse Problems Introduction

 ρ (d , m)θ (d , m)
σ ( d , m) = k
µ ( d , m) Inversion: Summary

We need to develop formal ways of

1. calculating an inverse operator for

d=Am -> m=A-1d
(linear or linearized problems)

2. describing errors in the data and theory (linear and

nonlinear problems)

3. searching a huge model space for good models (nonlinear

inverse problems)

4. describing the quality of good models with respect to

the real world (appraisal).

Nonlinear Inverse Problems Introduction