A subsampled truncated-Newton method for multiparameter full-waveform inversion

Abstract

Accounting for the Hessian in full-waveform inversion (FWI) can lead to higher convergence rates, improved resolution, and better mitigation of parameter trade-off in multiparameter problems. In spite of these advantages, the adoption of second-order optimization methods (e.g., truncated Newton [TN]) has been precluded by their high computational cost. We propose a subsampled TN (STN) algorithm for time-domain FWI with applications presented for the elastic isotropic case. By using uniform or nonuniform source subsampling during the computation of Hessian-vector products, we reduce the number of partial differential equation solves required per iteration when compared to the conventional TN algorithm. We evaluate the performance of STN through synthetic inversions on the Marmousi II and BP 2.5D models, using the limited-memory Broyden–Fletcher–Goldfarb–Shanno and TN algorithms as benchmarks. We determine that STN reaches a target misfit reduction at an overall cost comparable to first-order gradient methods, while retaining favorable convergence properties of TN methods. Furthermore, we evaluate an example in which nonuniform sampling outperforms uniform sampling in STN due to highly nonuniform source contributions to the Hessian.