lecture 23 exemplary inverse problems including earthquake location

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Lecture 23 Exemplary Inverse Problems including Earthquake Location

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Lecture 23 Exemplary Inverse Problems including Earthquake Location. Syllabus. - PowerPoint PPT Presentation

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Page 1: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Lecture 23

Exemplary Inverse Problemsincluding

Earthquake Location

Page 2: Lecture 23  Exemplary Inverse Problems including Earthquake Location

SyllabusLecture 01 Describing Inverse ProblemsLecture 02 Probability and Measurement Error, Part 1Lecture 03 Probability and Measurement Error, Part 2 Lecture 04 The L2 Norm and Simple Least SquaresLecture 05 A Priori Information and Weighted Least SquaredLecture 06 Resolution and Generalized InversesLecture 07 Backus-Gilbert Inverse and the Trade Off of Resolution and VarianceLecture 08 The Principle of Maximum LikelihoodLecture 09 Inexact TheoriesLecture 10 Nonuniqueness and Localized AveragesLecture 11 Vector Spaces and Singular Value DecompositionLecture 12 Equality and Inequality ConstraintsLecture 13 L1 , L∞ Norm Problems and Linear ProgrammingLecture 14 Nonlinear Problems: Grid and Monte Carlo Searches Lecture 15 Nonlinear Problems: Newton’s Method Lecture 16 Nonlinear Problems: Simulated Annealing and Bootstrap Confidence Intervals Lecture 17 Factor AnalysisLecture 18 Varimax Factors, Empircal Orthogonal FunctionsLecture 19 Backus-Gilbert Theory for Continuous Problems; Radon’s ProblemLecture 20 Linear Operators and Their AdjointsLecture 21 Fréchet DerivativesLecture 22 Exemplary Inverse Problems, incl. Filter DesignLecture 23 Exemplary Inverse Problems, incl. Earthquake LocationLecture 24 Exemplary Inverse Problems, incl. Vibrational Problems

Page 3: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Purpose of the Lecture

solve a few exemplary inverse problems

thermal diffusionearthquake location

fitting of spectral peaks

Page 4: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Part 1

thermal diffusion

Page 5: Lecture 23  Exemplary Inverse Problems including Earthquake Location

xhξ0

temperature in a cooling slab

1 2 30.00.51.0

erf(x)

x

Page 6: Lecture 23  Exemplary Inverse Problems including Earthquake Location

temperature due to M cooling slabs(use linear superposition)

Page 7: Lecture 23  Exemplary Inverse Problems including Earthquake Location

temperature due to M slabseach with initial temperature mj

temperature measured at time t>0 initial

temperature

Page 8: Lecture 23  Exemplary Inverse Problems including Earthquake Location

inverse problem infer initial temperature m

using temperatures measures at a suite of xsat some fixed later time t

d = G mdata model

parameters

Page 9: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -80 -60 -40 -20 0 20 40 60 80 100

0

20

40

60

80

100

120

140

160

180

200

time

distance

true temperature

0

0.5

1

1.5

2

2.5

3

distance, x-100 100tim

e, t

0

200

0tem

perature, T

Page 10: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -80 -60 -40 -20 0 20 40 60 80 100

0

20

40

60

80

100

120

140

160

180

200

time

distance

true temperature

0

0.5

1

1.5

2

2.5

3

distance, x-100 100tim

e, t

0

200

0initial temperature

consists of 5 oscillations

Page 11: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -80 -60 -40 -20 0 20 40 60 80 100

0

20

40

60

80

100

120

140

160

180

200

time

distance

true temperature

0

0.5

1

1.5

2

2.5

3

distance, x-100 100tim

e, t

0

200

0oscillations still

visibleso accurate

reconstruction possible

Page 12: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -80 -60 -40 -20 0 20 40 60 80 100

0

20

40

60

80

100

120

140

160

180

200

time

distance

true temperature

0

0.5

1

1.5

2

2.5

3

distance, x-100 100tim

e, t

0

200

0

little detail left, so

reconstruction will lack

resolution

Page 13: Lecture 23  Exemplary Inverse Problems including Earthquake Location

What Method ?The resolution is likely to be rather poor, especially

when data are collected at later times

damped least squaresG-g = [GTG+ε2I]-1GT

damped minimum lengthG-g = GT [GGT+ε2I]-1

Backus-Gilbert

Page 14: Lecture 23  Exemplary Inverse Problems including Earthquake Location

What Method ?The resolution is likely to be rather poor, especially

when data are collected at later times

damped least squaresG-g = [GTG+ε2I]-1GT

damped minimum lengthG-g = GT [GGT+ε2I]-1

Backus-Gilbert

actually, these generalized inverses are

equal

Page 15: Lecture 23  Exemplary Inverse Problems including Earthquake Location

What Method ?The resolution is likely to be rather poor, especially

when data are collected at later times

damped least squaresG-g = [GTG+ε2I]-1GT

damped minimum lengthG-g = GT [GGT+ε2I]-1

Backus-Gilbert might produce solutions with fewer artifacts

Page 16: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Try both

damped least squares

Backus-Gilbert

Page 17: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Solution Possibilities1. Damped Least Squares: Matrix G is not sparse

no analytic version of GTG is availableM=100 is rather smallexperiment with values of ε2mest=(G’*G+e2*eye(M,M))\(G’*d)

2. Backus-Gilbert use standard formulation, with damping α experiment with values of α

Page 18: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Solution Possibilities1. Damped Least Squares: Matrix G is not sparse

no analytic version of GTG is availableM=100 is rather smallexperiment with values of ε2mest=(G’*G+e2*eye(M,M))\(G’*d)

2. Backus-Gilbert use standard formulation, with damping α experiment with values of α

try both

Page 19: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -50 0 50 100

0

50

100

150

200

time

distance

true model

-100 -50 0 50 100

0

50

100

150

200

time

distance

ML mest

-100 -50 0 50 100

0

50

100

150

200

time

distance

BG mest

distance distancedistance

time

time

time

True Damped LS Backus-Gilbert

estimated initial temperature distributionas a function of the time of observation

Page 20: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -50 0 50 100

0

50

100

150

200

time

distance

true model

-100 -50 0 50 100

0

50

100

150

200

time

distance

ML mest

-100 -50 0 50 100

0

50

100

150

200

time

distance

BG mest

distance distancedistance

time

time

time

True Damped LS Backus-Gilbert

estimated initial temperature distributionas a function of the time of observation

Damped LS does better at earlier

times

Page 21: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -50 0 50 100

0

50

100

150

200

time

distance

true model

-100 -50 0 50 100

0

50

100

150

200

time

distance

ML mest

-100 -50 0 50 100

0

50

100

150

200

time

distance

BG mest

distance distancedistance

time

time

time

True Damped LS Backus-Gilbert

estimated initial temperature distributionas a function of the time of observation

Damped LS contains worse artifacts at

later times

Page 22: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100di

stan

ce

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=78.79

Damped LS

dist

ance

distance

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100di

stan

ce

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=78.79

distance

Backus-Gilbert

dist

ance

model resolution matrix when for data collected at t=10

Page 23: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100di

stan

ce

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=78.79

Damped LS

dist

ance

distance

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100di

stan

ce

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=78.79

distance

Backus-Gilbert

dist

ance

model resolution matrix when for data collected at t=10

resolution is similar

Page 24: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100di

stan

ce

distance

BG R at t=78.79Backus-Gilbert

distance

dist

ance

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=78.79

Damped LS

distance

dist

ance

model resolution matrix when for data collected at t=40

Page 25: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100di

stan

ce

distance

BG R at t=78.79Backus-Gilbert

distance

dist

ance

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

ML R at t=78.79

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=18.18

-100 -50 0 50 100

-100

-50

0

50

100

dist

ance

distance

BG R at t=78.79

Damped LS

distance

dist

ance

model resolution matrix when for data collected at t=40

Damped LS has much worse

sidelobes

Page 26: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Part 2

earthquake location

Page 27: Lecture 23  Exemplary Inverse Problems including Earthquake Location

z

xP

S

s

r

ray approximationvibrations travel from source to receiver along

curved rays

Page 28: Lecture 23  Exemplary Inverse Problems including Earthquake Location

z

xP

S

s

r

ray approximationvibrations travel from source to receiver along

curved rays

P wavefaster

S waveslower

P, S ray paths not necessarily the same, but usually similar

Page 29: Lecture 23  Exemplary Inverse Problems including Earthquake Location

z

xP

S

s

r

TS = ∫ray (1/vS) d𝓁

travel time Tintegral of slowness along ray path

TP = ∫ray (1/vP) d𝓁

Page 30: Lecture 23  Exemplary Inverse Problems including Earthquake Location

arrival time = travel time along ray + origin time

Page 31: Lecture 23  Exemplary Inverse Problems including Earthquake Location

arrival time = travel time along ray + origin time

data data

earthquake location3 model

parameters

earthquake origin time

1 model parameter

Page 32: Lecture 23  Exemplary Inverse Problems including Earthquake Location

arrival time = travel time along ray + origin time

explicit nonlinear equation

4 model parametersup to 2 data per station

Page 33: Lecture 23  Exemplary Inverse Problems including Earthquake Location

arrival time = travel time along ray + origin time

linearize around trial source location x(p)tiP = TiP(x(p),x(i)) + [∇TiP] • ∆x + t0

trick is computing this gradient

Page 34: Lecture 23  Exemplary Inverse Problems including Earthquake Location

x(0)x(1) x(1) x(0)

r r

Δx Δx

rayGeiger’s principle

[∇TiP] = -s/vunit vector parallel to ray pointing

away from receiver

Page 35: Lecture 23  Exemplary Inverse Problems including Earthquake Location

linearized equation

Page 36: Lecture 23  Exemplary Inverse Problems including Earthquake Location

zx

zx

All rays leave source at the same angle

All rays leave source at nearly the same angle

Common circumstances when earthquake far from stations

Page 37: Lecture 23  Exemplary Inverse Problems including Earthquake Location

then, if only P wave data is available

these two columns areproportional to one-another

(no S waves)

Page 38: Lecture 23  Exemplary Inverse Problems including Earthquake Location

zx

depth and origin time trade off

shallow and early

deep and late

Page 39: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Solution Possibilities1. Damped Least Squares: Matrix G is not sparse

no analytic version of GTG is availableM=4 is tinyexperiment with values of ε2mest=(G’*G+e2*eye(M,M))\(G’*d)

2. Singular Value Decomposition to detect case of depth and origin time trading off

test case has earthquakes

“inside of array”

Page 40: Lecture 23  Exemplary Inverse Problems including Earthquake Location

-10 -8 -6 -4 -2 0 2 4 6 8 10-10

-5

0

5

10

-10

-5

0

x1

x2

x 3

x, km

y, km

z, km

Page 41: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Part 3

fitting of spectral peaks

Page 42: Lecture 23  Exemplary Inverse Problems including Earthquake Location

coun

ts

0 2 4 6 8 10 120.65

0.7

0.75

0.8

0.85

0.9

0.95

1

velocity, mm/s

coun

ts

velocity, mm/s

xx

typical spectrum consisting of overlapping peaks

coun

ts

Page 43: Lecture 23  Exemplary Inverse Problems including Earthquake Location

what shape are the peaks?

Page 44: Lecture 23  Exemplary Inverse Problems including Earthquake Location

what shape are the peaks?

try bothuse F test to test whether one is better than the other

Page 45: Lecture 23  Exemplary Inverse Problems including Earthquake Location

what shape are the peaks?

data

3 unknownsper peak

data

3 unknownsper peak

both cases:explicit nonlinear problem

Page 46: Lecture 23  Exemplary Inverse Problems including Earthquake Location

linearize using analytic gradient

Page 47: Lecture 23  Exemplary Inverse Problems including Earthquake Location

linearize using analytic gradient

Page 48: Lecture 23  Exemplary Inverse Problems including Earthquake Location

issues

how to determine

number q of peaks

trial Ai ci fi of each peak

Page 49: Lecture 23  Exemplary Inverse Problems including Earthquake Location

our solution

have operator click mouse computer screen

to indicate position of each peak

Page 50: Lecture 23  Exemplary Inverse Problems including Earthquake Location

MatLab code for graphical input

K=0;for k = [1:20] p = ginput(1); if( p(1) < 0 ) break; end K=K+1; a(K) = p(2)-A; v0(K)=p(1); c(K)=0.1;end

Page 51: Lecture 23  Exemplary Inverse Problems including Earthquake Location

0 2 4 6 8 10 120.65

0.7

0.75

0.8

0.85

0.9

0.95

1

velocity, mm/s

coun

ts

velocity, mm/s

coun

ts

LorentzianGaussian

Page 52: Lecture 23  Exemplary Inverse Problems including Earthquake Location

Results of F test

Fest = E_normal/E_lorentzian: 4.230859P(F<=1/Fest||F>=Fest) = 0.000000

Lorentzian better fitto 99.9999% certainty