A gradient-based Markov chain Monte Carlo method for full-waveform inversion and uncertainty analysis

This study investigates the effectiveness and the applicability of full waveform inversion (FWI) method to estimate underwater sound velocity structures. We use a frequency domain full waveform inversion method in this study. We use an adjoint-state method for the calculation of the gradient in an iterative inversion based on a preconditioned conjugate gradient method. We first apply the FWI method to a synthetic dataset that is simulated for a sound velocity structure. The results of our inversion are then compared with those from a conventional ray-based traveltime inversion (TTI) method to evaluate the effectiveness of the method. The results show that the full waveform inversion method could provide more precise image with higher resolution than the ray-based method. The FWI method is also applied to a field dataset acquired by a vertical-cable-seismic (VCS) data acquisition experiment in Lake Biwa. In spite of very limited raypath condition using only direct arrival wave, the full waveform inversion method could reproduce a horizontally stratified velocity structure whose vertical profile showed the existence of a seasonal thermocline in the lake that was to be confirmed by temperature measurements after the VCS experiment. We conclude that the FWI method could be the key success factor for the higher resolution at estimation of underwater sound velocity structure.

Traditional iteration-based full-waveform inversion (FWI) methods encounter serious challenges if the initial velocity model is far from the true model or if the observed data are lacking low-frequency content. As such, the optimization algorithm may be trapped in local minima and fail to go to a global optimal model. In addition, the traditional FWI method requires long-offset data to update the deep structure of a velocity model with diving waves. To overcome the disadvantages of traditional FWI under these circumstances, we have developed a reflection intensity waveform inversion method. This method aims to minimize the seismic intensity differences between the modeled reflection data and field data. Our method is less dependent on the starting model, and long-offset data are no longer required. The wave intensity, proportional to the square of the original data amplitude, can have a low-frequency band and a higher frequency band, even for waveforms without initial low-frequency content. Our multiscale intensity inversion starts from the low-frequency information in the intensity data, and it can largely avoid the cycle-skipping problem. Synthetic and field data examples demonstrate that our method is able to overcome cycle skipping in handling data with no low-frequency information.

Ultrasound computed tomography (UCT) is considered to have great potential for the early diagnosis of knee joint injuries. Combining prior knowledge and sound speeds of tissues, UCT can diagnose a variety of symptoms and the extent of tissue lesion. However, no existing studies can reconstruct the sound speed distributions of knee joints in UCT. Therefore, in this study, sound speed distributions of knee joints are reconstructed to provide an imaging basis for the formulation of a treatment plan. In addition, Full waveform inversion (FWI) methods are utilized to estimate highresolution images. However, for media with large variations in sound speeds, traditional FWI methods may lead to a cycle-skipping phenomenon and incorrect convergence direction. Hence, this study proposes a multi-centerfrequency source based FWI method to overcome the above limitations. A penalized least-squares optimization problem is constructed to obtain a numerical solution of the sound speed distribution. Computer simulations are conducted to prove the effectiveness and robustness of the proposed method. Furthermore, the reasons for selecting the center frequencies of sources are analyzed. Two numerical knee joint phantoms are used to evaluate the performance. The results suggest that the biases of the reconstructed images are less than 1% under a 5% noise condition.

Parameter estimation and uncertainty analysis for a watershed model

The conventional Markov chain Monte Carlo (MCMC) method is limited to the selected shape and size of proposal distribution and is not easy to start when the initial proposal distribution is far away from the target distribution. To overcome these drawbacks of the conventional MCMC method, two useful improvements in MCMC method, adaptive Metropolis (AM) algorithm and delayed rejection (DR) algorithm, are attempted to be combined. The AM algorithm aims at adapting the proposal distribution by using the generated estimators, and the DR algorithm aims at enhancing the efficiency of the improved MCMC method. Based on the improved MCMC method, a Bayesian amplitude versus offset (AVO) inversion method on the basis of the exact Zoeppritz equation has been developed, with which the P- and S-wave velocities and the density can be obtained directly, and the uncertainty of AVO inversion results has been estimated as well. The study based on the logging data and the seismic data demonstrates the feasibility and robustness of the method and shows that all three parameters are well retrieved. So the exact Zoeppritz-based nonlinear inversion method by using the improved MCMC is not only suitable for reservoirs with strong-contrast interfaces and long-offset ranges but also it is more stable, accurate and anti-noise.

Detecting pavement subsidence and underground cavities is critical for infrastructure safety, and ground-penetrating radar (GPR) is a preferred method due to its high precision, efficiency, and real-time imaging capabilities. However, traditional full-waveform inversion (FWI) methods often suffer from reduced accuracy and reliability when the transmitting source wavelet is inaccurately estimated. To address this issue, we develop a convolution-type objective function FWI algorithm. Using synthetic data models, we compare the inversion results of our method with those of traditional FWI for road subsidence and underground cavity detection. The results demonstrate that the convolution-based objective function FWI achieves robust inversion performance even with an imprecise source wavelet estimation, confirming its effectiveness. Furthermore, we apply the algorithm to two different sets of real GPR field data, analyzing the inverted relative permittivity distributions of subsurface media. The findings validate the practicality of our convolutional objective function FWI for real-world data, providing a theoretical foundation for detecting subsurface anomalies beneath roadbeds.

The paper presents a novel method for rapid quantification of uncertainty in history matching reservoir models using a two-stage Markov Chain Monte Carlo (MCMC) method. Our approach is based on a combination of fast linearized approximation to the dynamic data and the MCMC algorithm. In the first stage, we use streamline-derived sensitivities to obtain an analytical approximation in a small neighborhood of the previously computed dynamic data. The sensitivities can be conveniently obtained using either a finite-difference or streamline simulator. The approximation of the dynamic data is then used to modify the instrumental proposal distribution during MCMC. In the second stage, those proposals that pass the first stage are assessed by running full flow simulations to assure rigorousness in sampling. The uncertainty analysis is carried out by analyzing multiple models sampled from the posterior distribution in the Bayesian formulation for history matching. We demonstrate that the two-stage approach increases the acceptance rate, and significantly reduces the computational cost compared to conventional MCMC sampling without sacrificing accuracy. Finally, both two-dimensional synthetic and three-dimensional field examples demonstrate the power and utility of the two-stage MCMC method for history matching and uncertainty analysis.

The Bayesian approach to inverse problems, in which the posterior probability distribution on an unknown field is sampled for the purposes of computing posterior expectations of quantities of interest, is starting to become computationally feasible for partial differential equation (PDE) inverse problems. Balancing the sources of error arising from finite-dimensional approximation of the unknown field, the PDE forward solution map and the sampling of the probability space under the posterior distribution are essential for the design of efficient computational Bayesian methods for PDE inverse problems. We study Bayesian inversion for a model elliptic PDE with an unknown diffusion coefficient. We provide complexity analyses of several Markov chain Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the Bayesian posterior distribution, given data δ. Particular attention is given to bounds on the overall work required to achieve a prescribed error level ε. Specifically, we first bound the computational complexity of ‘plain’ MCMC, based on combining MCMC sampling with linear complexity multi-level solvers for elliptic PDE. Our (new) work versus accuracy bounds show that the complexity of this approach can be quite prohibitive. Two strategies for reducing the computational complexity are then proposed and analyzed: first, a sparse, parametric and deterministic generalized polynomial chaos (gpc) ‘surrogate’ representation of the forward response map of the PDE over the entire parameter space, and, second, a novel multi-level Markov chain Monte Carlo strategy which utilizes sampling from a multi-level discretization of the posterior and the forward PDE. For both of these strategies, we derive asymptotic bounds on work versus accuracy, and hence asymptotic bounds on the computational complexity of the algorithms. In particular, we provide sufficient conditions on the regularity of the unknown coefficients of the PDE and on the approximation methods used, in order for the accelerations of MCMC resulting from these strategies to lead to complexity reductions over ‘plain’ MCMC algorithms for the Bayesian inversion of PDEs.

Bayesian model updating provides a rigorous framework to account for uncertainty induced by lack of knowledge about engineering systems in their respective mathematical models through updates of the joint probability density function (PDF), the so-called posterior PDF, of the unknown model parameters. The Markov chain Monte Carlo (MCMC) methods are currently the most popular approaches for generating samples from the posterior PDF. However, these methods often found wanting when sampling from difficult distributions (e.g., high-dimensional PDFs, PDFs with flat manifolds, multimodal PDFs, and very peaked PDFs). This paper introduces a new multi-level sampling approach for Bayesian model updating, called Sequential Gauss-Newton algorithm, which is inspired by the Transitional Markov chain Monte Carlo (TMCMC) algorithm. The Sequential Gauss-Newton algorithm improves two aspects of TMCMC to make an efficient and effective MCMC algorithm for drawing samples from difficult posterior PDFs. First, the statistical efficiency of the algorithm is enhanced by use of the systematic resampling scheme. Second, a new MCMC algorithm, called Gauss-Newton MCMC algorithm, is proposed which is essentially an M-H algorithm with a Gaussian proposal PDF tailored to the posterior PDF using the gradient and Hessian information of the negative log posterior. The effectiveness of the proposed algorithm for solving the Bayesian model updating problem is illustrated using three examples with irregularly shaped posterior PDFs.

SUMMARYIn probabilistic Bayesian inversions, data uncertainty is a crucial parameter for quantifying the uncertainties and correlations of the resulting model parameters or, in transdimensional approaches, even the complexity of the model. However, in many geophysical inference problems it is poorly known. Therefore, it is common practice to allow the data uncertainty itself to be a parameter to be determined. Although in principle any arbitrary uncertainty distribution can be assumed, Gaussian distributions whose standard deviation is then the unknown parameter to be estimated are the usual choice. In this special case, the paper demonstrates that a simple analytical integration is sufficient to marginalise out this uncertainty parameter, reducing the complexity of the model space without compromising the accuracy of the posterior model probability distribution. However, it is well known that the distribution of geophysical measurement errors, although superficially similar to a Gaussian distribution, typically contains more frequent samples along the tail of the distribution, so-called outliers. In linearized inversions these are often removed in subsequent iterations based on some threshold criterion, but in Markov chain Monte Carlo (McMC) inversions this approach is not possible as they rely on the likelihood ratios, which cannot be formed if the number of data points varies between the steps of the Markov chain. The flexibility to define the data error probability distribution in McMC can be exploited in order to account for this pattern of uncertainties in a natural way, without having to make arbitrary choices regarding residual thresholds. In particular, we can regard the data uncertainty distribution as a mixture between a Gaussian distribution, which represent valid measurements with some measurement error, and a uniform distribution, which represents invalid measurements. The relative balance between them is an unknown parameter to be estimated alongside the standard deviation of the Gauss distribution. For each data point, the algorithm can then assign a probability to be an outlier, and the influence of each data point will be effectively downgraded according to its probability to be an outlier. Furthermore, this assignment can change as the McMC search is exploring different parts of the model space. The approach is demonstrated with both synthetic and real tomography examples. In a synthetic test, the proposed mixed measurement error distribution allows recovery of the underlying model even in the presence of 6 per cent outliers, which completely destroy the ability of a regular McMC or linear search to provide a meaningful image. Applied to an actual ambient noise tomography study based on automatically picked dispersion curves, the resulting model is shown to be much more consistent for different data sets, which differ in the applied quality criteria, while retaining the ability to recover strong anomalies in selected parts of the model.

The Bayesian framework is commonly used to quantify uncertainty in seismic inversion. To perform Bayesian inference, Markov chain Monte Carlo (MCMC) algorithms are regarded as the gold standard technique for sampling from the posterior probability distribution. Consistent MCMC methods have trouble for complex, high-dimensional models, and most methods scale poorly to large datasets, such as those arising in seismic inversion. As an alternative, approximate MCMC methods based on unadjusted Langevin dynamics offer scalability and more rapid sampling at the cost of biased inference. However, when assessing the quality of approximate MCMC samples for characterizing the posterior distribution, most diagnostics fail to account for these biases. In this work, we introduce the kernel Stein discrepancy (KSD) as a diagnostic tool to determine the convergence of MCMC samples for Bayesian seismic inversion. We demonstrate the use of the KSD for measuring sample quality and selecting the optimal Langevin MCMC algorithm for two Gaussian Bayesian inference problems.

Since the Industrial Revolution in the 1700s, the high emission of gaseous wastes into the atmosphere from the usage of fossil fuels has caused a general increase in temperatures globally. To combat the environmental imbalance, there is an increase in the demand for renewable energy sources. Dams play a major role in the generation of “green" energy. However, these structures require frequent and strict monitoring to ensure safe and efficient operation. To tackle the challenges faced in the application of convention dam monitoring techniques, this work proposes the inverse analysis of numerical models to identify damaged regions in the dam. Using a dynamic coupled hydro-mechanical Extended Finite Element Method (XFEM) model and a global optimization strategy, damage (crack) in the dam is identified. By employing seismic waves to probe the dam structure, a more detailed information on the distribution of heterogeneous materials and damaged regions are obtained by the application of the Full Waveform Inversion (FWI) method. The FWI is based on a local optimization strategy and thus it is highly dependent on the starting model. A variety of data acquisition setups are investigated, and an optimal setup is proposed. The effect of different starting models and noise in the measured data on the damage identification is considered. Combining the non-dependence of a starting model of the global optimization strategy based dynamic coupled hydro-mechanical XFEM method and the detailed output of the local optimization strategy based FWI method, an enhanced Full Waveform Inversion is proposed for the structural analysis of dams.

Inspired by the large number of applications for symmetric nonlinear equations, an improved full waveform inversion algorithm is proposed in this paper in order to quantitatively measure the bone density and realize the early diagnosis of osteoporosis. The isotropic elastic wave equation is used to simulate ultrasonic propagation between bone and soft tissue, and the Gauss–Newton algorithm based on symmetric nonlinear equations is applied to solve the optimal solution in the inversion. In addition, the authors use several strategies including the frequency-grid multiscale method, the envelope inversion and the new joint velocity–density inversion to improve the result of conventional full-waveform inversion method. The effects of various inversion settings are also tested to find a balanced way of keeping good accuracy and high computational efficiency. Numerical inversion experiments showed that the improved full waveform inversion (FWI) method proposed in this paper shows superior inversion results as it can detect small velocity–density changes in bones, and the relative error of the numerical model is within 10%. This method can also avoid interference from small amounts of noise and satisfy the high precision requirements for quantitative ultrasound measurements of bone.

Full waveform inversion using a decomposed single frequency component from a spectrogram

Identification of contaminant sources in rivers is crucial for river protection and emergency response. This study presents an innovative approach for identifying river pollution sources by using Bayesian inference and cellular automata (CA) modeling. A general Bayesian framework is proposed that combines the CA model with observed data to identify unknown sources of river pollution. To reduce the computational burden of the Bayesian inference, a CA contaminant transport model is developed to efficiently simulate pollutant concentration values in the river. These simulated concentration values are then used to calculate the likelihood function of available measurements. The Markov chain Monte Carlo (MCMC) method is used to produce the posterior distribution of contaminant source parameters, which is a sampling-based method that enables the estimation of complex posterior distributions. The suggested methodology is applied to a real case study of the Fen River in Yuncheng City, Shanxi Province, Northern China, and it estimates the release time, release mass, and source location with relative errors below 19%. The research indicates that the proposed methodology is an effective and flexible way to identify the location and concentrations of river contaminant sources.