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1.
Electrical resistivity tomography is a non-linear and ill-posed geophysical inverse problem that is usually solved through gradient-descent methods. This strategy is computationally fast and easy to implement but impedes accurate uncertainty appraisals. We present a probabilistic approach to two-dimensional electrical resistivity tomography in which a Markov chain Monte Carlo algorithm is used to numerically evaluate the posterior probability density function that fully quantifies the uncertainty affecting the recovered solution. The main drawback of Markov chain Monte Carlo approaches is related to the considerable number of sampled models needed to achieve accurate posterior assessments in high-dimensional parameter spaces. Therefore, to reduce the computational burden of the inversion process, we employ the differential evolution Markov chain, a hybrid method between non-linear optimization and Markov chain Monte Carlo sampling, which exploits multiple and interactive chains to speed up the probabilistic sampling. Moreover, the discrete cosine transform reparameterization is employed to reduce the dimensionality of the parameter space removing the high-frequency components of the resistivity model which are not sensitive to data. In this framework, the unknown parameters become the series of coefficients associated with the retained discrete cosine transform basis functions. First, synthetic data inversions are used to validate the proposed method and to demonstrate the benefits provided by the discrete cosine transform compression. To this end, we compare the outcomes of the implemented approach with those provided by a differential evolution Markov chain algorithm running in the full, un-reduced model space. Then, we apply the method to invert field data acquired along a river embankment. The results yielded by the implemented approach are also benchmarked against a standard local inversion algorithm. The proposed Bayesian inversion provides posterior mean models in agreement with the predictions achieved by the gradient-based inversion, but it also provides model uncertainties, which can be used for penetration depth and resolution limit identification.  相似文献   

2.
Stochastic optimization methods, such as genetic algorithms, search for the global minimum of the misfit function within a given parameter range and do not require any calculation of the gradients of the misfit surfaces. More importantly, these methods collect a series of models and associated likelihoods that can be used to estimate the posterior probability distribution. However, because genetic algorithms are not a Markov chain Monte Carlo method, the direct use of the genetic‐algorithm‐sampled models and their associated likelihoods produce a biased estimation of the posterior probability distribution. In contrast, Markov chain Monte Carlo methods, such as the Metropolis–Hastings and Gibbs sampler, provide accurate posterior probability distributions but at considerable computational cost. In this paper, we use a hybrid method that combines the speed of a genetic algorithm to find an optimal solution and the accuracy of a Gibbs sampler to obtain a reliable estimation of the posterior probability distributions. First, we test this method on an analytical function and show that the genetic algorithm method cannot recover the true probability distributions and that it tends to underestimate the true uncertainties. Conversely, combining the genetic algorithm optimization with a Gibbs sampler step enables us to recover the true posterior probability distributions. Then, we demonstrate the applicability of this hybrid method by performing one‐dimensional elastic full‐waveform inversions on synthetic and field data. We also discuss how an appropriate genetic algorithm implementation is essential to attenuate the “genetic drift” effect and to maximize the exploration of the model space. In fact, a wide and efficient exploration of the model space is important not only to avoid entrapment in local minima during the genetic algorithm optimization but also to ensure a reliable estimation of the posterior probability distributions in the subsequent Gibbs sampler step.  相似文献   

3.
Seismic Rock physics plays a bridge role between the rock moduli and physical properties of the hydrocarbon reservoirs. Prestack seismic inversion is an important method for the quantitative characterization of elasticity, physical properties, lithology and fluid properties of subsurface reservoirs. In this paper, a high order approximation of rock physics model for clastic rocks is established and one seismic AVO reflection equation characterized by the high order approximation(Jacobian and Hessian matrix) of rock moduli is derived. Besides, the contribution of porosity, shale content and fluid saturation to AVO reflectivity is analyzed. The feasibility of the proposed AVO equation is discussed in the direct estimation of rock physical properties. On the basis of this, one probabilistic AVO inversion based on differential evolution-Markov chain Monte Carlo stochastic model is proposed on the premise that the model parameters obey Gaussian mixture probability prior model. The stochastic model has both the global optimization characteristics of the differential evolution algorithm and the uncertainty analysis ability of Markov chain Monte Carlo model. Through the cross parallel of multiple Markov chains, multiple stochastic solutions of the model parameters can be obtained simultaneously, and the posterior probability density distribution of the model parameters can be simulated effectively. The posterior mean is treated as the optimal solution of the model to be inverted.Besides, the variance and confidence interval are utilized to evaluate the uncertainties of the estimated results, so as to realize the simultaneous estimation of reservoir elasticity, physical properties, discrete lithofacies and dry rock skeleton. The validity of the proposed approach is verified by theoretical tests and one real application case in eastern China.  相似文献   

4.
Identification of rock boundaries and structural features from well log response is a fundamental problem in geological field studies. However, in a complex geologic situation, such as in the presence of crystalline rocks where metamorphisms lead to facies changes, it is not easy to discern accurate information from well log data using conventional artificial neural network (ANN) methods. Moreover inferences drawn by such methods are also found to be ambiguous because of the strong overlapping of well log signals, which are generally tainted with deceptive noise. Here, we have developed an alternative ANN approach based on Bayesian statistics using the concept of Hybrid Monte Carlo (HMC)/Markov Chain Monte Carlo (MCMC) inversion scheme for modeling the German Continental Deep Drilling Program (KTB) well log data. MCMC algorithm draws an independent and identically distributed (i.i.d) sample by Markov Chain simulation technique from posterior probability distribution using the principle of statistical mechanics in Hamiltonian dynamics. In this algorithm, each trajectory is updated by approximating the Hamiltonian differential equations through a leapfrog discrimination scheme. We examined the stability and efficiency of the HMC-based approach on “noisy” data assorted with different levels of colored noise. We also perform uncertainty analysis by estimating standard deviation (STD) error map of a posteriori covariance matrix at the network output of three types of lithofacies over the entire length of the litho section of KTB. Our analyses demonstrate that the HMC-based approach renders robust means for classification of complex lithofacies successions from the KTB borehole noisy signals, and hence may provide a useful guide for understanding the crustal inhomogeneity and structural discontinuity in many other tectonically critical and complex regions.  相似文献   

5.
In glacial studies, properties such as glacier thickness and the basement permeability and porosity are key to understand the hydrological and mechanical behaviour of the system. The seismoelectric method could potentially be used to determine key properties of glacial environments. Here we analytically model the generation of seismic and seismoelectric signals by means of a shear horizontal seismic wave source on top of a glacier overlying a porous basement. Considering a one-dimensional setting, we compute the seismic waves and the electrokinetically induced electric field. We then analyse the sensitivity of the seismic and electromagnetic data to relevant model parameters, namely depth of the glacier bottom, porosity, permeability, shear modulus and saturating water salinity of the glacier basement. Moreover, we study the possibility of inferring these key parameters from a set of very low noise synthetic data, adopting a Bayesian framework to pay particular attention to the uncertainty of the model parameters mentioned above. We tackle the resolution of the probabilistic inverse problem with two strategies: (1) we compute the marginal posterior distributions of each model parameter solving multidimensional integrals numerically and (2) we use a Markov chain Monte Carlo algorithm to retrieve a collection of model parameters that follows the posterior probability density function of the model parameters, given the synthetic data set. Both methodologies are able to obtain the marginal distributions of the parameters and estimate their mean and standard deviation. The Markov chain Monte Carlo algorithm performs better in terms of numerical stability and number of iterations needed to characterize the distributions. The inversion of seismic data alone is not able to constrain the values of porosity and permeability further than the prior distribution. In turn, the inversion of the electric data alone, and the joint inversion of seismic and electric data are useful to constrain these parameters as well as other glacial system properties. Furthermore, the joint inversion reduces the uncertainty of the model parameters estimates and provides more accurate results.  相似文献   

6.
马尔科夫链蒙特卡洛方法(MCMC)是一种启发式的全局寻优算法,可以用来解决概率反演的问题.基于MCMC方法的反演不依赖于准确的初始模型,可以引入任意复杂的先验信息,通过对先验概率密度函数的采样来获得大量的后验概率分布样本,在寻找最优解的过程中可以跳出局部最优得到全局最优解.MCMC方法由于计算量巨大,应用难度较高,在地球物理反演中的应用尚处于起步阶段.作者将MCMC方法应用到时移探地雷达(GPR)反演中,并结合双差法对时移的目标区域进行准确反演.在双差法时移反演的过程中,作者对目标区域使用拓展的Metropolis算法进行局部采样,减小了计算量的同时,进一步提高了目标区域的反演精度.最后对合成的数据进行了反演测试,对目标区域的反演误差进行了分析,说明了基于局部采样的MCMC反演方法的有效性,目标区域反演结果特征明显,反演效果好.  相似文献   

7.
Variation of reservoir physical properties can cause changes in its elastic parameters. However, this is not a simple linear relation. Furthermore, the lack of observations, data overlap, noise interference, and idealized models increases the uncertainties of the inversion result. Thus, we propose an inversion method that is different from traditional statistical rock physics modeling. First, we use deterministic and stochastic rock physics models considering the uncertainties of elastic parameters obtained by prestack seismic inversion and introduce weighting coefficients to establish a weighted statistical relation between reservoir and elastic parameters. Second, based on the weighted statistical relation, we use Markov chain Monte Carlo simulations to generate the random joint distribution space of reservoir and elastic parameters that serves as a sample solution space of an objective function. Finally, we propose a fast solution criterion to maximize the posterior probability density and obtain reservoir parameters. The method has high efficiency and application potential.  相似文献   

8.
随机地震反演关键参数优选和效果分析(英文)   总被引:2,自引:0,他引:2  
随机地震反演技术是将地质统计理论和地震反演相结合的反演方法,它将地震资料、测井资料和地质统计学信息融合为地下模型的后验概率分布,利用马尔科夫链蒙特卡洛(MCMC)方法对该后验概率分布采样,通过综合分析多个采样结果来研究后验概率分布的性质,进而认识地下情况。本文首先介绍了随机地震反演的原理,然后对影响随机地震反演效果的四个关键参数,即地震资料信噪比、变差函数、后验概率分布的样本个数和井网密度进行分析并给出其优化原则。资料分析表明地震资料信噪比控制地震资料和地质统计规律对反演结果的约束程度,变差函数影响反演结果的平滑程度,后验概率分布的样本个数决定样本统计特征的可靠性,而参与反演的井网密度则影响反演的不确定性。最后通过对比试验工区随机地震反演和基于模型的确定性地震反演结果,指出随机地震反演可以给出更符合地下实际情况的模型。  相似文献   

9.
Improved Monte Carlo inversion of surface wave data   总被引:2,自引:0,他引:2  
Inversion of surface wave data suffers from solution non‐uniqueness and is hence strongly biased by the initial model. The Monte Carlo approach can handle this non‐uniqueness by evidencing the local minima but it is inefficient for high dimensionality problems and makes use of subjective criteria, such as misfit thresholds, to interpret the results. If a smart sampling of the model parameter space, which exploits scale properties of the modal curves, is introduced the method becomes more efficient and with respect to traditional global search methods it avoids the subjective use of control parameters that are barely related to the physical problem. The results are interpreted drawing inference by means of a statistical test that selects an ensemble of feasible shear wave velocity models according to data quality and model parameterization. Tests on synthetic data demonstrate that the application of scale properties concentrates the sampling of model parameter space in high probability density zones and makes it poorly sensitive to the initial boundary of the model parameters. Tests on synthetic and field data, where boreholes are available, prove that the statistical test selects final results that are consistent with the true model and which are sensitive to data quality. The implemented strategies make the Monte Carlo inversion efficient for practical applications and able to effectively retrieve subsoil models even in complex and challenging situations such as velocity inversions.  相似文献   

10.
The main goal of this study is to assess the potential of evolutionary algorithms to solve highly non-linear and multi-modal tomography problems (such as first arrival traveltime tomography) and their abilities to estimate reliable uncertainties. Classical tomography methods apply derivative-based optimization algorithms that require the user to determine the value of several parameters (such as regularization level and initial model) prior to the inversion as they strongly affect the final inverted model. In addition, derivative-based methods only perform a local search dependent on the chosen starting model. Global optimization methods based on Markov chain Monte Carlo that thoroughly sample the model parameter space are theoretically insensitive to the initial model but turn out to be computationally expensive. Evolutionary algorithms are population-based global optimization methods and are thus intrinsically parallel, allowing these algorithms to fully handle available computer resources. We apply three evolutionary algorithms to solve a refraction traveltime tomography problem, namely the differential evolution, the competitive particle swarm optimization and the covariance matrix adaptation–evolution strategy. We apply these methodologies on a smoothed version of the Marmousi velocity model and compare their performances in terms of optimization and estimates of uncertainty. By performing scalability and statistical analysis over the results obtained with several runs, we assess the benefits and shortcomings of each algorithm.  相似文献   

11.
The optimization inversion method based on derivatives is an important inversion technique in seismic data processing, where the key problem is how to compute the Jacobian matrix. The computational precision of the Jacobian matrix directly influences the success of the optimization inversion method. Currently, most of the AVO (amplitude versus offset) inversions are based on approximate expressions for the Zoeppritz equations to obtain the derivatives of the seismic wave reflection coefficients (SWRCs) with respect to the stratum parameters. As a result, the computational precision and range of applications of these AVO inversions are restricted undesirably. In order to improve the computational precision and to extend the range of applications of AVO inversions, the partial derivative equations of the Zoeppritz equations are established, with respect to the ratios of wave velocities and medium densities. By solving the partial derivative equations of the Zoeppritz equations accurately, we obtained the partial derivative of SWRCs with respect to the ratios of seismic wave velocities and medium densities. With the help of the chain rule for derivatives, the gradient of the SWRCs can be accurately computed. To better understand the behavior of the gradient of the SWRCs, we plotted the partial derivative curves of the SWRCs, analyzed the characteristics of these curves, and gained some new insight into the derivatives. Because only a linear system of equations is solved in our method without adding any new restrictions, the new computational method has both high precision and a quick running speed; it is not only suitable for small incident angles and weak reflection seismic waves but also for large incident angles and strong reflection seismic waves. With the theoretical foundations established in the article, we can further study inversion problems for layered stratum structures and we can further improve the computational speed and precision of the inversions.  相似文献   

12.
大地电磁法三维共轭梯度反演研究   总被引:12,自引:4,他引:8  
Based on the analysis of the conjugate gradient algorithm, we implement a threedimensional (3D) conjugate gradient inversion algorithm with magnetotelluric impedance data. During the inversion process, the 3D conjugate gradient inversion algorithm doesn' t need to compute and store the Jacobian matrix but directly updates the model from the computation of the Jacobian matrix. Requiring only one forward and four pseudo-forward modeling applications per frequency to produce the model update at each iteration, this algorithm efficiently reduces the computation of the inversion. From a trial inversion with synthetic magnetotelluric data, the validity and stability of the 3D conjugate gradient inversion algorithm is verified.  相似文献   

13.
In geophysical inverse problems, the posterior model can be analytically assessed only in case of linear forward operators, Gaussian, Gaussian mixture, or generalized Gaussian prior models, continuous model properties, and Gaussian-distributed noise contaminating the observed data. For this reason, one of the major challenges of seismic inversion is to derive reliable uncertainty appraisals in cases of complex prior models, non-linear forward operators and mixed discrete-continuous model parameters. We present two amplitude versus angle inversion strategies for the joint estimation of elastic properties and litho-fluid facies from pre-stack seismic data in case of non-parametric mixture prior distributions and non-linear forward modellings. The first strategy is a two-dimensional target-oriented inversion that inverts the amplitude versus angle responses of the target reflections by adopting the single-interface full Zoeppritz equations. The second is an interval-oriented approach that inverts the pre-stack seismic responses along a given time interval using a one-dimensional convolutional forward modelling still based on the Zoeppritz equations. In both approaches, the model vector includes the facies sequence and the elastic properties of P-wave velocity, S-wave velocity and density. The distribution of the elastic properties at each common-mid-point location (for the target-oriented approach) or at each time-sample position (for the time-interval approach) is assumed to be multimodal with as many modes as the number of litho-fluid facies considered. In this context, an analytical expression of the posterior model is no more available. For this reason, we adopt a Markov chain Monte Carlo algorithm to numerically evaluate the posterior uncertainties. With the aim of speeding up the convergence of the probabilistic sampling, we adopt a specific recipe that includes multiple chains, a parallel tempering strategy, a delayed rejection updating scheme and hybridizes the standard Metropolis–Hasting algorithm with the more advanced differential evolution Markov chain method. For the lack of available field seismic data, we validate the two implemented algorithms by inverting synthetic seismic data derived on the basis of realistic subsurface models and actual well log data. The two approaches are also benchmarked against two analytical inversion approaches that assume Gaussian-mixture-distributed elastic parameters. The final predictions and the convergence analysis of the two implemented methods proved that our approaches retrieve reliable estimations and accurate uncertainties quantifications with a reasonable computational effort.  相似文献   

14.
To reduce the dependence of EM inversion on the choice of initial model and to obtain the global minimum, we apply transdimensional Bayesian inversion to time-domain airborne electromagnetic data. The transdimensional Bayesian inversion uses the Monte Carlo method to search the model space and yields models that simultaneously satisfy the acceptance probability and data fitting requirements. Finally, we obtain the probability distribution and uncertainty of the model parameters as well as the maximum probability. Because it is difficult to know the height of the transmitting source during flight, we consider a fixed and a variable flight height. Furthermore, we introduce weights into the prior probability density function of the resistivity and adjust the constraint strength in the inversion model by changing the weighing coefficients. This effectively solves the problem of unsatisfactory inversion results in the middle high-resistivity layer. We validate the proposed method by inverting synthetic data with 3% Gaussian noise and field survey data.  相似文献   

15.
城市供水管网在地震时的连通可靠性分析   总被引:1,自引:0,他引:1  
何双华  赵洋  宋灿 《地震学刊》2011,(5):585-589
考虑地震作用效应和管道抗力的随机特性,建立了埋地管道单元的概率预测模型,评估其在地震时的震害状态。把供水管网系统简化为边权有向网络图,通过Monte Carlo随机模拟过程,近似再现管网中各管段的破坏状态,进而分别结合图论理论方法和模糊关系矩阵法,对管网进行连通可靠性分析。由于Monte Carlo模拟算法是以管网各节点与水源点处于连通状态的近似频率计算来代替精确概率分析,为获得稳定的计算结果,对所用算例进行了5000次模拟。算例分析表明,基于图论方法和模糊关系矩阵法得到的管网连通可靠性结果基本相等。  相似文献   

16.
含噪声数据反演的概率描述   总被引:5,自引:4,他引:1       下载免费PDF全文
根据贝叶斯理论给出了对含噪声地球物理数据处理的具体流程和方法,主要包括似然函数估计和后验概率计算.我们将数据向量的概念扩展为数据向量的集合,通过引入数据空间内的信赖度,把数据噪声转移到模型空间的概率密度函数上,即获得了反映数据本身的不确定性的似然函数.该方法由于避免了处理阶段数据空间内的人工干预,因而可以保证模型空间中的概率密度单纯反映数据噪声,具有信息保真度高、保留可行解的优点.为了得到加入先验信息的后验分布,本文提出了使用加权矩阵的概率分析法,该方法在模型空间直接引入地质信息,对噪声引起的反演多解性有很强的约束效果.整个处理流程均以大地电磁反演为例进行了展示.  相似文献   

17.
In this study, we focus on a hydrogeological inverse problem specifically targeting monitoring soil moisture variations using tomographic ground penetrating radar (GPR) travel time data. Technical challenges exist in the inversion of GPR tomographic data for handling non-uniqueness, nonlinearity and high-dimensionality of unknowns. We have developed a new method for estimating soil moisture fields from crosshole GPR data. It uses a pilot-point method to provide a low-dimensional representation of the relative dielectric permittivity field of the soil, which is the primary object of inference: the field can be converted to soil moisture using a petrophysical model. We integrate a multi-chain Markov chain Monte Carlo (MCMC)–Bayesian inversion framework with the pilot point concept, a curved-ray GPR travel time model, and a sequential Gaussian simulation algorithm, for estimating the dielectric permittivity at pilot point locations distributed within the tomogram, as well as the corresponding geostatistical parameters (i.e., spatial correlation range). We infer the dielectric permittivity as a probability density function, thus capturing the uncertainty in the inference. The multi-chain MCMC enables addressing high-dimensional inverse problems as required in the inversion setup. The method is scalable in terms of number of chains and processors, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. The proposed inversion approach can successfully approximate the posterior density distributions of the pilot points, and capture the true values. The computational efficiency, accuracy, and convergence behaviors of the inversion approach were also systematically evaluated, by comparing the inversion results obtained with different levels of noises in the observations, increased observational data, as well as increased number of pilot points.  相似文献   

18.
A new methodology is proposed for the development of parameter-independent reduced models for transient groundwater flow models. The model reduction technique is based on Galerkin projection of a highly discretized model onto a subspace spanned by a small number of optimally chosen basis functions. We propose two greedy algorithms that iteratively select optimal parameter sets and snapshot times between the parameter space and the time domain in order to generate snapshots. The snapshots are used to build the Galerkin projection matrix, which covers the entire parameter space in the full model. We then apply the reduced subspace model to solve two inverse problems: a deterministic inverse problem and a Bayesian inverse problem with a Markov Chain Monte Carlo (MCMC) method. The proposed methodology is validated with a conceptual one-dimensional groundwater flow model. We then apply the methodology to a basin-scale, conceptual aquifer in the Oristano plain of Sardinia, Italy. Using the methodology, the full model governed by 29,197 ordinary differential equations is reduced by two to three orders of magnitude, resulting in a drastic reduction in computational requirements.  相似文献   

19.
In the last few decades, the demand for three-dimensional (3-D) inversions for magnetotelluric data has significantly driven the progress of 3-D codes. There are currently a lot of new 3-D inversion and forward modeling codes. Some, such as the WSINV3DMT code of the author, are available to the academic community. The goal of this paper is to summarize all the important issues involving 3-D inversions. It aims to show how inversion works and how to use it properly. In this paper, I start by describing several good reasons for doing 3-D inversion instead of 2-D inversion. The main algorithms for 3-D inversion are reviewed along with some comparisons of their advantages and disadvantages. These algorithms are the classical Occam’s inversion, the data space Occam’s inversion, the Gauss–Newton method, the Gauss–Newton with the conjugate gradient method, the non-linear conjugate gradient method, and the quasi-Newton method. Other variants are based on these main algorithms. Forward modeling, sensitivity calculations, model covariance and its parallel implementation are all necessary components of inversions and are reviewed here. Rules of thumb for performing 3-D inversion are proposed for the benefit of the 3-D inversion novice. Problems regarding 3-D inversions are discussed along with suggested topics for future research for the developers of the next decades.  相似文献   

20.
Parameter estimation in nonlinear environmental problems   总被引:5,自引:4,他引:1  
Popular parameter estimation methods, including least squares, maximum likelihood, and maximum a posteriori (MAP), solve an optimization problem to obtain a central value (or best estimate) followed by an approximate evaluation of the spread (or covariance matrix). A different approach is the Monte Carlo (MC) method, and particularly Markov chain Monte Carlo (MCMC) methods, which allow sampling from the posterior distribution of the parameters. Though available for years, MC methods have only recently drawn wide attention as practical ways for solving challenging high-dimensional parameter estimation problems. They have a broader scope of applications than conventional methods and can be used to derive the full posterior pdf but can be computationally very intensive. This paper compares a number of different methods and presents improvements using as case study a nonlinear DNAPL source dissolution and solute transport model. This depth-integrated semi-analytical model approximates dissolution from the DNAPL source zone using nonlinear empirical equations with partially known parameters. It then calculates the DNAPL plume concentration in the aquifer by solving the advection-dispersion equation with a flux boundary. The comparison is among the classical MAP and some versions of computer-intensive Monte Carlo methods, including the Metropolis–Hastings (MH) method and the adaptive direction sampling (ADS) method.  相似文献   

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