Least-squares Norm Research Articles

FWI-WF: Robust full-waveform inversion using hybrid Wasserstein-1 and Fourier metrics

The performance of full-waveform inversion (FWI) in constructing high-resolution subsurface models is closely related to the design of mismatch functions. The least-squares norm ([Formula: see text]) is commonly used; however, it is prone to local minima when high-quality initial guess and low-frequency data are unavailable. The Wasserstein-1 ([Formula: see text]) metric captures time shifts more effectively, but it may be plagued by imprecise deep structures. The Fourier metric leverages power spectra from simulated and observed data, offering higher-resolution updates near solutions. We develop a progressive waveform inversion method called FWI-WF using [Formula: see text] and Fourier metrics. Specifically, in the early stage of inversion, we apply greater weight to the [Formula: see text] metric for constructing a good background model and avoiding falling into local minima. Then, the Fourier metric gradually dominates to refine edges and deep structures, providing high-resolution inversion results. During the optimization process, we use automatic differentiation to improve inversion efficiency. Experimental results on three baseline geologic models indicate that FWI-WF outperforms three state-of-the-art methods.

Novel Phase-Sensitive Full-Waveform Tomography for Seismic Imaging

Abstract Full-waveform tomography (FWT) is increasingly recognized as a pivotal technique for delineating high-resolution subsurface properties. Despite its significant potential, practical applications of FWT encounter persistent challenges, particularly in dealing with local minima and cycle-skipping problems. These difficulties often arise and are intensified by the least-squares (L2) norm’s intrinsic insensitivity to phase mismatches. To address these challenges, we have redefined the traditional L2 norm misfit function by incorporating a time shift within the synthetic waveform. This shift is determined by the temporal discrepancies between the observed and synthetic waveforms, identified through a cross-correlation technique. This approach, termed phase-sensitive FWT, integrates phase differences into the new misfit function, thus significantly mitigating the cycle-skipping problem. Numerical experiments demonstrate that PSFWT reduces dependence on the initial model and achieves more accurate inversion results compared with the traditional L2 norm method, highlighting its potential for enhancing the precision and reliability of seismic imaging.

Explicit P1 Finite Element Solution of the Maxwell-Wave Equation Coupling Problem with Absorbing b. c.

In this paper, we address the approximation of the coupling problem for the wave equation and Maxwell’s equations of electromagnetism in the time domain in terms of electric field by means of a nodal linear finite element discretization in space, combined with a classical explicit finite difference scheme for time discretization. Our study applies to a particular case where the dielectric permittivity has a constant value outside a subdomain, whose closure does not intersect the boundary of the domain where the problem is defined. Inside this subdomain, Maxwell’s equations hold. Outside this subdomain, the wave equation holds, which may correspond to Maxwell’s equations with a constant permittivity under certain conditions. We consider as a model the case of first-order absorbing boundary conditions. First-order error estimates are proven in the sense of two norms involving first-order time and space derivatives under reasonable assumptions, among which lies a CFL condition for hyperbolic equations. The theoretical estimates are validated by numerical computations, which also show that the scheme is globally of the second order in the maximum norm in time and in the least-squares norm in space.

Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems

We investigate the randomized Kaczmarz method that adaptively updates the stepsize using readily available information for solving inconsistent linear systems. A novel geometric interpretation is provided which shows that the proposed method can be viewed as an orthogonal projection method in some sense. We prove that this method converges linearly in expectation to the unique minimum Euclidean norm least-squares solution of the linear system, and provide a tight upper bound for the convergence of the proposed method. Numerical experiments are also given to illustrate the theoretical results.

Seismic Imaging of Complex Velocity Structures by 2D Pseudo-Viscoelastic Time-Domain Full-Waveform Inversion

In the presented study, multi-parameter inversion in the presence of attenuation is used for the reconstruction of the P- and the S- wave velocities and the density models of a synthetic shallow subsurface structure that contains a dipping high-velocity layer near the surface with varying thicknesses. The problem of high-velocity layers also complicates selection of an appropriate initial velocity model. The forward problem is solved with the finite difference, and the inverse problem is solved with the preconditioned conjugate gradient. We used also the adjoint wavefield approach for computing the gradient of the misfit function without explicitly build the sensitivity matrix. The proposed method is capable of either minimizing the least-squares norm of the data misfit or use the Born approximation for estimating partial derivative wavefields. It depends on which characteristics of the recorded data—such as amplitude, phase, logarithm of the complex-valued data, envelope in the misfit, or the linearization procedure of the inverse problem—are used. It showed that by a pseudo-viscoelastic time-domain full-waveform inversion, structures below the high-velocity layer can be imaged. However, by inverting attenuation of P- and S- waves simultaneously with the velocities and mass density, better results would be obtained.

Geometrical-Feature-Preserving Adjoint Tomography of Near-Surface Structure with Seismic Early Arrival

Early arrival waveform inversion (EWI) is an essential approach to obtaining velocity structures in near-surface. Due to suffering from a cycle‐skipping issue, it is difficult to reach the global minima for conventional EWI with the misfit function of least-squares norm (L2‐norm). Following the optimal transportation theory, we developed an EWI solution with a new objective function based on quadratic‐Wasserstein‐metric (W2-norm) to maintain the geometric characteristics of the distribution and improve the stability and convexity of the inverse problem. First, we gave the continuous form of the adjoint source and the Frechet gradient of the Wasserstein metric for seismic early arrival, which leads to an easy and efficient way to implement in the adjoint-state method. Then, we conducted two synthetic experiments on the target model containing some velocity anomalies and hidden layers to test its effectiveness in mapping accurate and high-resolution near-surface velocity structure. The results show that the W2-normed EWI can mitigate cycle-skipping issues compared with the L2-normed EWI. In addition, it can deal with hidden layers and is robust in terms of noise. The application to a real dataset indicates that this new solution can recover more details in the shallow structure, especially in the aspect of dealing with hidden layers.

Dual group inverses of dual matrices and their applications in solving systems of linear dual equations

<abstract><p>In this paper, we study a kind of dual generalized inverses of dual matrices, which is called the dual group inverse. Some necessary and sufficient conditions for a dual matrix to have the dual group inverse are given. If one of these conditions is satisfied, then compact formulas and efficient methods for the computation of the dual group inverse are given. Moreover, the results of the dual group inverse are applied to solve systems of linear dual equations. The dual group-inverse solution of systems of linear dual equations is introduced. The dual analog of the real least-squares solution and minimal $ P $-norm least-squares solution are obtained. Some numerical examples are provided to illustrate the results obtained.</p></abstract>

A regularization operator for source identification for elliptic PDEs

<p style='text-indent:20px;'>We study a source identification problem for a prototypical elliptic PDE from Dirichlet boundary data. This problem is ill-posed, and the involved forward operator has a significant nullspace. Standard Tikhonov regularization yields solutions which approach the minimum <inline-formula><tex-math id="M1">\begin{document}$ L^2 $\end{document}</tex-math></inline-formula>-norm least-squares solution as the regularization parameter tends to zero. We show that this approach 'always' suggests that the unknown local source is very close to the boundary of the domain of the PDE, regardless of the position of the true local source. <p style='text-indent:20px;'>We propose an alternative regularization procedure, realized in terms of a novel regularization operator, which is better suited for identifying local sources positioned anywhere in the domain of the PDE. Our approach is motivated by the classical theory for Tikhonov regularization and yields a standard quadratic optimization problem. Since the new methodology is derived for an abstract operator equation, it can be applied to many other source identification problems. This paper contains several numerical experiments and an analysis of the new methodology.

Exact line search method for using the L1-norm misfit function in full waveform inversion

Full waveform inversion (FWI) is a non-linear inverse problem that can be sensitive to noise. The tolerance of the noise-interference characteristics depends on the types of misfit functions. To date, different misfit functions, such as the least-squares norm (L2), the least-absolute-value norm (L1), and combinations of the two (e.g., the Huber and hybrid criteria), have been applied to FWI. The L2 norm is highly sensitive to non-Gaussian errors in the data and gives rise to high-amplitude artifacts in reconstructed models. For non-Gaussian noise data, the L1 norm and the Huber and hybrid criteria always reliably reconstruct models. However, the Huber and hybrid criteria require tedious error investigations to estimate their threshold criterion. Thus, the L1 norm is adopted here to improve the anti-noise ability of the FWI. The step length is closely related to the misfit function, and an optimal step-length estimation method can rapidly make the FWI algorithm reach the global minimum, with a reduced number of iterations and fewer extra forward modeling simulations during each iteration. The step length can usually be obtained using the exact or inexact line search method. Generally, the exact line search method is faster than the inexact one. Therefore, we derived an exact line search method for the L1 norm in the FWI process. Its effectiveness was tested using noise-free data from Overthrust and the SEG/EAGE salt models. The results demonstrate that this method can recover high-resolution velocity models with low computational costs. Numerical tests using the synthetic Overthrust model contaminated by strong noise were used to further validate the robustness of this exact line search method.

Least-squares bihermitian and skew bihermitian solutions of the quaternion matrix equation AXB = C

In this paper, by using the special structure of the real representation of quaternion matrices, the properties of the Moore–Penrose inverse of quaternion matrices and the Kronecker product of matrices, we study least-squares bihermitian and skew bihermitian solutions of the quaternion matrix equation AXB = C, respectively. First we study the special structures of quaternion bihermitian and skew bihermitian matrices. Then the problem of solving the least-squares bihermitian and skew bihermitian solutions of the quaternion matrix equation AXB = C can be transformed into particular real linear system using these special structures. We deduce the form of all least-squares bihermitian and skew bihermitian solutions of the quaternion matrix equation AXB = C and propose real structure-preserving algorithms to compute the minimal norm least-squares bihermitian and skew bihermitian solution. All the computation process only involve real arithmetic. Numerical examples are provided to verify the effectiveness of our algorithms. Particularly, we also propose the conditions and computation method of bihermitian and skew bihermitian solutions of quaternion matrix equation AXB = C.

Seismic Imaging and Optimal Transport

Seismology has been an active science for a long time. It changed character about 50 years ago when the earth's vibrations could be measured on the surface more accurately and more frequently in space and time. The full wave field could be determined, and partial differential equations (PDE) started to be used in the inverse process of finding properties of the interior of the earth. We will briefly review earlier techniques but mainly focus on Full Waveform Inversion (FWI) for the acoustic formulation. FWI is a PDE constrained optimization in which the variable velocity in a forward wave equation is adjusted such that the solution matches measured data on the surface. The minimization of the mismatch is usually coupled with the adjoint state method, which also includes the solution to an adjoint wave equation. The least-squares norm is the conventional objective function measuring the difference between simulated and measured data, but it often results in the minimization trapped in local minima. One way to mitigate this is by selecting another misfit function with better convexity properties. Here we propose using the quadratic Wasserstein metric as a new misfit function in FWI. The optimal map defining the quadratic Wasserstein metric can be computed by solving a Monge-Ampere equation. Theorems pointing to the advantages of using optimal transport over the least-squares norm will be discussed, and a number of large-scale computational examples will be presented.

Least-squares solutions of the reduced biquaternion matrix equation AX=B and their applications in colour image restoration

ABSTRACTIn this study, we derive the expressions of the minimal norm least-squares solution for the reduced biquaternion (RB) matrix equation AX=B by using the form of RB matrices, and the Moore–Penrose generalized inverse. Moreover, we investigate their applications in colour image restoration. Therefore, many useful image restoration methods can be extended to reduced biquaternion algebra without separating the colour image into three channels. To prove the authenticity of our results and to distinguish them from existing ones, some illustrative examples are also given.

Inverse partitioned matrix-based semi-random incremental ELM for regression

Incremental extreme learning machine has been verified that it has the universal approximation capability. However, there are two major issues lowering its efficiency: one is that some “random” hidden nodes are inefficient which decrease the convergence rate and increase the structural complexity, the other is that the final output weight vector is not the minimum norm least-squares solution which decreases the generalization capability. To settle these issues, this paper proposes a simple and efficient algorithm in which the parameters of even hidden nodes are calculated by fitting the residual error vector in the previous phase, and then, all existing output weights are recursively updated based on inverse partitioned matrix. The algorithm can reduce the inefficient hidden nodes and obtain a preferable output weight vector which is always the minimum norm least-squares solution. Theoretical analyses and experimental results show that the proposed algorithm has better performance on convergence rate, generalization capability and structural complexity than other incremental extreme learning machine algorithms.

Quantum Algorithms and Circuits for Linear Equations with Infinite or No Solutions

Linear equations with infinite or no solutions play key roles in machine learning and optimization. However, the existed quantum algorithms cannot be applied directly for these classes of equations. In this paper, based on the modification of algorithm (Wossnig et al., Phys. Rev. Lett. 120, 050502 2017), we describe a quantum algorithm to compute the minimal norm solution or minimum norm least-squares solution for equations with infinite or no solutions, respectively. It can be shown that the presented algorithm can achieve an exponential speedup over the best classical algorithm. Furthermore, the corresponding quantum circuit is designed on a quantum computer.

Seismic imaging and optimal transport

Seismology has been an active science for a long time. It changed character about 50 years ago when the earth's vibrations could be measured on the surface more accurately and more frequently in space and time. The full wave field could be determined, and partial differential equations (PDE) started to be used in the inverse process of finding properties of the interior of the earth. We will briefly review earlier techniques but mainly focus on Full Waveform Inversion (FWI) for the acoustic formulation. FWI is a PDE constrained optimization in which the variable velocity in a forward wave equation is adjusted such that the solution matches measured data on the surface. The minimization of the mismatch is usually coupled with the adjoint state method, which also includes the solution to an adjoint wave equation. The least-squares norm is the conventional objective function measuring the difference between simulated and measured data, but it often results in the minimization trapped in local minima. One way to mitigate this is by selecting another misfit function with better convexity properties. Here we propose using the quadratic Wasserstein metric as a new misfit function in FWI. The optimal map defining the quadratic Wasserstein metric can be computed by solving a Monge-Ampere equation. Theorems pointing to the advantages of using optimal transport over the least-squares norm will be discussed, and a number of large-scale computational examples will be presented.

WASSERSTEIN METRIC-DRIVEN BAYESIAN INVERSION WITH APPLICATIONS TO SIGNAL PROCESSING

We present a Bayesian framework based on a new exponential likelihood function driven by the quadratic Wasserstien metric. Compared to conventional Bayesian models based on Gaussian likelihood functions driven by the least-squares norm ($L_2$ norm), the new framework features several advantages. First, the new framework does not rely on the likelihood of the measurement noise and hence can treat complicated noise structures such as combined additive and multiplicative noise. Secondly, unlike the normal likelihood function, the Wasserstein-based exponential likelihood function does not usually generate multiple local extrema. As a result, the new framework features better convergence to correct posteriors when a Markov Chain Monte Carlo sampling algorithm is employed. Thirdly, in the particular case of signal processing problems, while a normal likelihood function measures only the amplitude differences between the observed and simulated signals, the new likelihood function can capture both the amplitude and the phase differences. We apply the new framework to a class of signal processing problems, that is, the inverse uncertainty quantification of waveforms, and demonstrate its advantages compared to Bayesian models with normal likelihood functions.

Application of optimal transport and the quadratic Wasserstein metric to full-waveform inversion

Conventional full-waveform inversion (FWI) using the least-squares norm as a misfit function is known to suffer from cycle-skipping issues that increase the risk of computing a local rather than the global minimum of the misfit. The quadratic Wasserstein metric has proven to have many ideal properties with regard to convexity and insensitivity to noise. When the observed and predicted seismic data are considered to be two density functions, the quadratic Wasserstein metric corresponds to the optimal cost of rearranging one density into the other, in which the transportation cost is quadratic in distance. Unlike the least-squares norm, the quadratic Wasserstein metric measures not only amplitude differences but also global phase shifts, which helps to avoid cycle-skipping issues. We have developed a new way of using the quadratic Wasserstein metric trace by trace in FWI and compare it with the global quadratic Wasserstein metric via the solution of the Monge-Ampère equation. We incorporate the quadratic Wasserstein metric technique into the framework of the adjoint-state method and apply it to several 2D examples. With the corresponding adjoint source, the velocity model can be updated using a quasi-Newton method. Numerical results indicate the effectiveness of the quadratic Wasserstein metric in alleviating cycle-skipping issues and sensitivity to noise. The mathematical theory and numerical examples demonstrate that the quadratic Wasserstein metric is a good candidate for a misfit function in seismic inversion.

Application of a complete workflow for 2D elastic full-waveform inversion to recorded shallow-seismic Rayleigh waves

The S-wave velocity of the shallow subsurface can be inferred from shallow-seismic Rayleigh waves. Traditionally, the dispersion curves of the Rayleigh waves are inverted to obtain the (local) S-wave velocity as a function of depth. Two-dimensional elastic full-waveform inversion (FWI) has the potential to also infer lateral variations. We have developed a novel workflow for the application of 2D elastic FWI to recorded surface waves. During the preprocessing, we apply a line-source simulation (spreading correction) and perform an a priori estimation of the attenuation of waves. The iterative multiscale 2D elastic FWI workflow consists of the preconditioning of the gradients in the vicinity of the sources and a source-wavelet correction. The misfit is defined by the least-squares norm of normalized wavefields. We apply our workflow to a field data set that has been acquired on a predominantly depth-dependent velocity structure, and we compare the reconstructed S-wave velocity model with the result obtained by a 1D inversion based on wavefield spectra (Fourier-Bessel expansion coefficients). The 2D S-wave velocity model obtained by FWI shows an overall depth dependency that agrees well with the 1D inversion result. Both models can explain the main characteristics of the recorded seismograms. The small lateral variations in S-wave velocity introduced by FWI additionally explain the lateral changes of the recorded Rayleigh waves. The comparison thus verifies the applicability of our 2D FWI workflow and confirms the potential of FWI to reconstruct shallow small-scale lateral changes of S-wave velocity.

The Minimum Norm Least-Squares Solution in Reduction by Krylov Subspace Methods

In recent years, model order reduction (MOR) of interconnect system has become an important technique to reduce the computation complexity and improve the verification efficiency in the nanometer VLSI design. The Krylov subspaces techniques in existing MOR methods are efficient, and have become the methods of choice for generating small-scale macro-models of the large-scale multi-port RCL networks that arise in VLSI interconnect analysis. Although the Krylov subspace projection-based MOR methods have been widely studied over the past decade in the electrical computer-aided design community, all of them do not provide a best optimal solution in a given order. In this paper, a minimum norm least-squares solution for MOR by Krylov subspace methods is proposed. The method is based on generalized inverse (or pseudo-inverse) theory. This enables a new criterion for MOR-based Krylov subspace projection methods. Two numerical examples are used to test the PRIMA method based on the method proposed in this paper as a standard model.

Least-Squares Solutions of Generalized Sylvester Equation with Xi Satisfies Different Linear Constraint

In this paper, an iterative method is constructed to find the least-squares solutions of generalized Sylvester equation , where is real matrices group, and satisfies different linear constraint. By this iterative method, for any initial matrix group within a special constrained matrix set, a least squares solution group with satisfying different linear constraint can be obtained within finite iteration steps in the absence of round off errors, and the unique least norm least-squares solution can be obtained by choosing a special kind of initial matrix group. In addition, a minimization property of this iterative method is characterized. Finally, numerical experiments are reported to show the efficiency of the proposed method.