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University of British Columbia SLIM Wavefield-denoising and source encoding Rongrong Wang, Ozgur Yilmaz, and Felix Herrmann Released to public domain under Creative Commons license type BY (https://creativecommons.org/licenses/by/4.0). Copyright (c) 2015 SLIM group @ The University of British Columbia.

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Page 1: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

University  of  British  ColumbiaSLIM

Wavefield-denoising and source encodingRongrong  Wang,  Ozgur  Yilmaz,  and  Felix  Herrmann

Released to public domain under Creative Commons license type BY (https://creativecommons.org/licenses/by/4.0).Copyright (c) 2015 SLIM group @ The University of British Columbia.

Page 2: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Outline

Wavefield Reconstruction Inversion (WRI)-denoising version

2

Source encoding using Wavefields SVD

Conclusion

Page 3: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

• Fourier,  Curvelet  domain  denoising  [Sacchi  et  al.,  1998]  [Hennenfent,  and  Herrmann  2006]

• f-­‐x  Singular  Spectrum  Analysis  [Trickett  2002]  [Oropeza  and  Sacchi,  2011]

• Mid-­‐point  offset  domain  denoising  [Kumar  et  al.,  2013]

Denoising techniques for incoherent noise

3

Issues  :  the  denoising  result  is  not  obvious  for  FWI.

Page 4: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Minimizing  data  misfit

where,

Full-waveform inversion

4

[J.  Virieux  and  S.  Operto,  2009  ]

[Tarantola,  1984]  

minimize

X

i,j

kP⌦iui,j � di,jk22

subject to Ai,j(m)ui,j = qi,j ,

m - squared slowness

di,j - observed data of the ith shot at the lth frequency

qi,j - the ith shot at the lth frequency

Ai,j - Helmholtz operator of qi,j

⌦i - receivers of the ith source

P⌦i - restriction to the receiver locations

Page 5: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Wavefield-Reconstruction Inversion (WRI)

Unconstained  formulation:

                                                                                       

where,

Eliminating  u  by  variable  projection  

So  

5

[van  Leeuwen,  T  and  Herrmann,  F  J  ,  2013]

[Peters,  B,    Herrmann,  F  J    and  van  Leeuwen,  T  and  ,  2014]

(u, m) = minu,m

g�(u,m)

g�(u,m) =X

i,j

�2kP⌦iui,j � di,jk22 + kAi,j(m)ui,j � qi,jk22

g�(m) = g�(m, u(m))u(m) = minu

g�(m,u)

[Y.  Aravkin,  A.  and  van  Leeuwen,  T  2013]

rg�

(m) = rx

g�

(m, u)

minm,u

g�(m,u) = minm

g�(m)

⌘ rmkA(m)u� qk2F

Page 6: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Alternating projection method

Fix                        ,  solve            from              

Fix            ,  update                  by  first  or  second  order  methods  

       

6

Ai,j(mk�1)

�P⌦i

�ui,j =

qi,j

�di,j

mk�1

mkuk

uk

mk = mk�1 � ↵H�1rkA(m)uk � qk2F

Page 7: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Wavefield denoising, interpolation and extrapolation

7

Look at the first update u1

, which is a solution to

Ai,j(m0

)

�P⌦i

�ui,j =

qi,j

�di,j

u1

can be used as a

• denoiser: P⌦iui,j ⇡ di,j is smoothed data.

• interpolation/extrapolation method: dext

i,j ⌘ P⌦

ui,j , where ⌦ = [⌦i

Page 8: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Denoising effects

8

The denoising e↵ect depends on �

0 20 40 60 80 100 120 140−50

−40

−30

−20

−10

0

10

20

30

receivers

h=1h=.01h=.002

Page 9: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Interpolation

9

0 50 100 150 200 250 300 350−50

−40

−30

−20

−10

0

10

20

30

observed  noisy  data  with  missing  receivers                                                                          

Page 10: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Interpolation

10

0 50 100 150 200 250 300 350-50

-40

-30

-20

-10

0

10

20

30

observedtrueλ=0.01

0 50 100 150 200 250 300 350-50

-40

-30

-20

-10

0

10

20

observedtrueλ=0.002

Page 11: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Interpolation

11

0 50 100 150 200 250 300 350-50

-40

-30

-20

-10

0

10

20

observedtrueλ=0.0003

0 50 100 150 200 250 300 350-50

-40

-30

-20

-10

0

10

20

observedtrueλ=0.0001

wrong  direction

Page 12: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Extrapolation

12

0 50 100 150 200 250 300 350 400−100

−50

0

50

data from true modeldata from initial modelextrapolated

0 50 100 150 200 250 300 350 4000

2

4

6

Source location : 167

Receivers of this source: 117 to 217

Union of all receivers ⌦ = [⌦i: 0 to 384

Error

Receivers

real  part  of  data

Page 13: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Pros and Cons

Pros:  provided  that  a  good                and            are  used,  the  output  

Cons  

13

• is  sparse  in  curvelet  domain• has  fast  decaying  singular  vectors  in  the  mid-­‐point  offset  domain

• is  of  low  rank  in  the  SSA  analysis• has  a  consistent  frequency  as  the  current  frequency  slice• is  not  very  sensitive  to  

�• no  good  strategy  to  choose        ,  even  when  the  noise  level  is  known

• one  may  need  a  different          for  each  frequency/source• large  computational  complexity

u1

m0

m0

Page 14: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

The denoising formulationSuppose  the  noise  level  is  roughly  known.  We  propose  to  

solve

The  problem  intrinsically  decouples  for  all  the                ,  so  we  solve  

each                    independently.

14

min

ukA(m0)u� qk2F

subject to kP⌦iui,j � di,jk2 ✏i,j , 8i, j.

i, j

ui,j

Page 15: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

The method of multipliers

The  method  of  multipliers  solves  general  problems  of  the  form

The  augmented  Lagrangian  of  the  above  system

Alternatively  update  x  and  p

15

min

x

f(x) subject to g

i

(x) 2 C

i

C

i

are convex,f ,g

i

are di↵erential with Lipschitz continuous gradients

L(x, p) = f(x) +X

i

1

2�ikDCi(pi + �ihi(x)k22 �

1

2�ikpik22

x

k+1 = argminx

L(x, pk)

p

k+1i

= D

�iCi(pk

i

+ �

i

h

i

(xk+1)) where DC(p) = p�⇧Cp

Page 16: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Implementation detailsLet  

   

Alternatively  update  

                                                                                                                                           .

16

L(ui,j ,p) = kA(m)ui,j � qi,jk2 +1

2�kD✏i,j (p+ �(P⌦iui,j � di,j)k22 �

1

2�kpk22

pk+1i,j = D✏i,j (p

ki,j + �(P⌦iu

ki,j � di,j))

where D✏(x) =

✓max

⇢0, 1� ✏

kxk2

�◆x

uk+1i,j = min

vL(v,pk

i,j) rvL(v,pki,j) = AT (m) (A(m)v � qi,j) +

1

2PT⌦i

·D✏(pki,j + �(P⌦iu

ki,j � di,j))

LBFGS:

Page 17: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Denoising result

                                                   is  the  best          for  WRI  that  we  found  manually.

The  denoising  algorithm  automatically  gives  a  similar  output.

170 10 20 30 40 50 60 70

-60

-50

-40

-30

-20

-10

0

10

20

30

λ=0.0003WRI-denoise

� = 0.0003 �

Page 18: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Marmousi

                         True                                                                                                                                          Initial

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Page 19: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Marmousi

• 2160m  ✕    8060m• 12m  ✕  12m  grid• 223  uniformly  spaced  source  and  receivers  at  the  surface• 1D  initial  guess• 3Hz-­‐  12Hz• WRI:  10  iterations  for  each  frequency  • FWI:  stops  when  converges  to  local  minimum• Same  SNR  for  each  frequency  

19

Page 20: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Marmousi

                         True                                                                                                                                          Initial

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Page 21: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Clean data

           FWI    inversion                                                                                                WRI  inversion

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Page 22: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Noisy data

               FWI,  SNR=6.8                                                                                                                WRI,  SNR=4.8

22

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Page 23: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Souce encoding/data compression

[Habashy,  T.,  ABubakar,  A,  Pan,  G,  and  Belani,  A.  2011]    proposed  to  use  SVD  for  data  compression.

The  simultaneous  sources  corresponding  to                                      is

So,  it’s  also  a  source  encoding  technique  that  speeds  up  the  implementation.

 23

dcompr

= dobs

Vr

,dobs

= U⌃V T ⇡ Ur

⌃r

V T

r

dcompr

qcompr

⌘ qVr

Page 24: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

SVD on the WavefieldRecall  in  WRI

Observe

where  

24

rg�

(m) = rx

g�

(m, u) ⌘ rmkA(m)u� qk2F

kA(m)u� qk2F ⇡ kA(m)uVr � qVrk2F

u = U ⌃V T

Page 25: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

SVD on the WavefieldRecall  in  WRI

Observe

where  

25

rg�

(m) = rx

g�

(m, u) ⌘ rmkA(m)u� qk2F

kA(m)u� qk2F ⇡ kA(m)uVr � qVrk2F

u = U ⌃V T

Source  encoding

Page 26: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Simulation Result: clean dataUse  25  out  of  223  sources,    data  compression  rate  9:1.  Inversion  method  WRI

                                                                                                                                             

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                           Encoding  with                                                                                                          Encoding  withVr Vr

km/s km/s

Page 27: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Clean Data

27x

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Use  25  out  of  223  sources,    data  compression  rate  9:1.  Inversion  method  FWI

                                                                                                                                                                         Encoding  with                                                                                                          Encoding  withVr Vr

km/s km/s

Page 28: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Denoising effect: white Gaussian noise (4.8 SNR)

28x

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                           Use  all  data                                                                                                            Use  1/3  of  the  data   dobs

Vr

km/s km/s

Page 29: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Denoising effect: erratic noise

                           Use  all  data                                                                                                            Use  1/3  of  the  data  

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dobs

Vr

x

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Page 30: Wavefield-denoising and source encoding · Wavefield-denoising and source encoding Rongrong*Wang,*Ozgur*Yilmaz,*and*Felix*Herrmann. Outline Wavefield Reconstruction Inversion (WRI)-denoising

Clean data: Towing in a row

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                           Use  all  data                                                                                                            Use  SVD,  compression  rate  3:1                      Offsets:  0-­‐3.5km,  1  moving  sources,  101  receivers,                                  

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Noisy, towing in a row (SNR=6)

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                   Offsets:  0-­‐3.5km,  1  moving  sources,  101  receivers,                                                              Use  all  data                                                                                                            Use  SVD,  compression  rate  3:1  

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Conclusion

We  proposed  two  Wavefield  based  denoising  methods  that  can  be  used  to  remove  both  white  and  erratic  noise.  

The  wavefield  SVD  approach  is  also  a  good  compression  technique,  is  useful  to  set  source  locations  that  best  illuminate  the  subsurface.

We  showed  the  denoising  version  of  WRI  is  effective  and  fast,  which  opens  the  door  for  another  inversion  technique.  

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This  work  was  in  part  financially  supported  by  the  Natural  Sciences  and  Engineering  Research  Council  of  Canada  via  the  Collaborative  Research  and  Development  Grant  DNOISEII  (375142-­‐-­‐08).  This  research  was  carried  out  as  part  of  the  SINBAD  II  project  which  is  supported  by  the  following  organizations:  BG  Group,  BGP,  CGG,  Chevron,  ConocoPhillips,  DownUnder  GeoSolutions,  Hess,  Petrobras,  PGS,  Schlumberger,  Sub  Salt  Solutions  and  Woodside

Acknowledgements

Thank you!