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CWP-448
Wave equation migration arising from true amplitude

one-way wave equations
Yu Zhang, Guanquan Zhang, & Norm Bleistein

Veritas DGC Inc., 10300 Town Park Drive, Houston, TX 77072
Instituteof Computational Mathematics & Sci/Eng. Computing, Academy of Mathematics & System Sciences,
Chinese Academy of Sciences, Beijing, 100080 P. R. China
Center for Wave Phenomena, Department of Geophysics, Colorado School of Mines, Golden, CO 80401-1887 USA
ABSTRACT
One-way wave operators are powerful tools for forward modeling and inversion.
Their implementation, however, involves introduction of the square-root of an
operator as a pseudo-dierential operator. Furthermore, a simple factoring of
the wave operator produces one-way wave equations that yield the same travel-
times of the full wave equation, but do not yield accurate amplitudes except for
homogeneous media and for almost all points in heterogeneous media. Here, we
present augmented one-way wave equations. We show that these equations yield
solutions for which the leading order asymptotic amplitude as well as the trav-
eltime agree with satisfy the same dierential equations as do the corresponding
functions for the full wave equation. Exact representations of the square-root
operator appearing in these dierential equations are elusive, except in cases in
which the heterogeneity of the medium is independent of the transverse-spatial
variables. Here, singling out depth as the preferred direction of propagation, we
introduce a representation of the square-root operator as an integral in which
a rational function of the transverse Laplacian appears in the integrand. This
allows us to carry out explicit asymptotic analysis of the resulting one-way wave
equations. To do this, we introduce an auxiliary function that satises a lower
dimensional wave equation in transverse-spatial variables only. We prove that
ray theory for these one-way wave equations leads to one-way eikonal equations
and the correct leading order transport equation for the full wave equation. We
then introduce appropriate boundary conditions at z = 0 to generate waves at
depth whose quotient leads to a reector map and estimate of the ray-theoretical
reection coecient on the reector. Thus, these true amplitude one-way wave
equations lead to a true amplitude wave equation migration (WEM) method.
In fact, we prove that applying the WEM imaging condition to these newly
dened waveelds in heterogeneous media leads to the Kirchho inversion for-
mula for common-shot data. This extension enhances the original WEM. The
objective of that technique was a reector map, only. The underlying theory
did not address amplitude issues. Computer output using numerically gener-
ated data conrms the accuracy of this inversion method. However, there are
practical limitations. The observed data must be a solution of the wave equa-
tion. Therefore, the data over the entire survey area must be collected from a
single common-shot experiment. Multi-experiment data, such as common-oset
data, cannot be used with this method as presently formulated. Research on
extending the method is ongoing at this time.
1 INTRODUCTION us to separate solutions of the wave equation into
downgoing and upgoing waves except in the limit of
One-way wave equations provide fast tools for mod-
near-horizontal propagation. The original one-way wave
eling and migration. These one-way equations allow
equations used for wave equation migration (WEM)
2 Y. Zhang, G. Zhang & N. Bleistein
[Claerbout, 1971, 1985] were designed to produce ac- the peak amplitude on the reector being in known pro-
curate traveltimes, but were never intended to produce portion to an angularly dependent reection coecient
accurate amplitudes, even at the level of leading order at a specular reection angle.
asymptotic WKBJ or ray-theoretic amplitudes. As such, This type of inversion requires common-shot data
that WEMprovides a reector map consistent with the with the receiver array covering the entire domain of
background propagation model, but with unreliable am- the survey. This is a serious obstacle for practical im-
plitude information. plementation; such data gathers are still relatively rare.
The objective of this paper is to describe a modi- To date, we do not have an extension of this true am-
cation of those one-way wave equations to produce equa- plitude WEM to other source/receiver congurations.
tions that provide accurate leading order WKBJ or ray- In the next section, we provide motivation for the
theoretic amplitude as well as accurate traveltime. The modication of the simple one-way wave equations with
necessary modication of the basic one-way wave equa- the objective of developing true amplitude one-way
tions can be motivated by considering depth-dependent equations for forward modeling. We start from homo-
(v(z)) medium. In this case, through the use of Fourier geneous media where the basic one-way equations do
transform in time and tranverse spatial coordinates provide true amplitude. We then proceed to analysis of
(x, y), we reduce the problem of modifying the one-way modeling for v(z) media. That leads to a modication
equations to the study of ordinary dierential equations. of the basic one-way equations in order to assure that
There, it is relatively simple to see how to modify the the appropriate transport equation is satised, as well.
equations used by Claerbout in order to obtain equa- Following that, we introduce the idea of using
tions that provide leading order WKBJ amplitudes, as the same equations for heterogeneous mediav =
well. This leading order amplitude is what we mean by v(x, y, z)with functions of transverse wave vectors
true amplitude for forward modeling. now reinterpreted as pseudo-dierential operators. It is
For heterogeneous media, v = v(x, y, z), the same for this new interpretation that we provide a conrma-
one-way wave equations still provide true amplitudes. tion that these one-way wave equations provide true am-
However, now the transverse wave vector (kx , ky ) must plitude forward modeling. The proof of the claim that
be interpreted as dierentiations in the corresponding this extension leads to the appropriate transport equa-
dual spatial variables. Further, our modied one-way tion is provided in Appendix A. That extension and the
wave equations involve square-roots and divisions by proof were originally developed by the second author in
functions of this transverse wave vector. We provide Zhang [1993]. Here, we present an update of that proof
an interpretation of these operators through some basic with attention to the application to WEM.
ideas from the theory of pseudo-dierential operators. Following the discussion of forward modeling, we
We provide a relatively simple representation of the develop true-amplitude WEM. This requires a modi-
one-way dierential operators. This, in turn allows us to cation of the basic one-way wave equations of Claer-
prove that the ray-theoretic solutions of these equations bouts WEM and also a modication of the boundary
satisfy the separate eikonal equations for downgoing (in- conditions of that WEM, which corrects the phase as
creasing z) and upgoing waves, but the leading order well as the amplitude of the downgoing wave used in
amplitudes also satisfy the same equationthe trans- WEM. We also show how to modify Claerbouts orig-
port equationas does the leading order amplitude for inal WEM equations in order to turn those into true
the full wave equation. It is in this sense that describe amplitude equations. There is a subtlety of scaling by
the solutions of these one-way wave equations as true a pseudo-dierential operator in the comparison. This
amplitude solutions. leads to a slightly dierent one-way wave equation for
Having these true amplitude one-way equations the downgoing waves in Claerbouts approach when
allows us to develop a true amplitude WEM for compared to the one-way equation that we use in the
heterogenous media. To date, we only have numerical new theory.
checks on this method for v(z) media, where the pseudo- We then provide a proof that this new approach
dierential operators revert to simple multiplications in leads to the same common-shot Kirchho inversion for-
the temporal/transverse-spatial Fourier domain. How- mula as is found in Bleistein [1987] and Bleistein et al.
ever, we are able to prove that the reection amplitude [2001], as expressed by Hanitzsch [1997].
agrees with the amplitudes generated by Kirchho in- Following that, we present our numerical check of
version (true amplitude Kirchho migration) as devel- true amplitude WEM. As noted above, the example we
oped by one of the authors [Bleistein, 1987, Bleistein et present is for the case of a v(z) medium where imple-
al. 2001] and colleagues. This proof is valid in hetero- mentation of the pseudo-dierential operators appear-
geneous media. Thus, at this time, the proof of validity ing in our method reduces to a multiplication in the
is ahead of the computer implementation in terms of temporal/transverse-spatial domain.
generality and it anticipates a reliable computer imple-
mentation in general heterogeneous media. It conrms
that the output of this method is a reector map with
True amplitude wave equation migration 3
2 MOTIVATION In particular, sign(/z) = 1 or sign(/z) = 1
indicates waves in the direction of increasing z; that
In this section we provide motivation for modifying the
is, downgoing. Of course, then, for upgoing waves
standard one-way wave equations that are used in WEM.
sign(/z) = 1 or sign(/z) = 1. We could
We do this by starting with the standard operator fac-
alternatively represent upgoing waves by
toring scheme for the wave equation in homogeneous
media, separating o the z-dependence so that we can W = A exp{i[t + (x, y, z, )]}
identify upgoing and downgoing waves. We identify the or
separate waves and conrm that they are solutions of W = A exp{i[t + (x, y, z)]}
rst order wave equations obtained by factoring the op- or
erator. We then show that the solutions of the derived W = A exp{i(x, y, z)},
one-way wave equations are no longer solutions of the
with sign(/z) = 1 or sign(/z) = 1. Both alter-
full (two-way) wave equation when the medium is al-
natives for representing upgoing waves are used in this
lowed to depend on z; that is, v = v(z). In a WKBJ
paper and in the literature.
solution in a v(z) medium, the amplitudes of the rst
For constant wavespeed, we can rewrite this equa-
order equations do not agree with the amplitudes of
tion in the frequency/wave-vector domain in the form
the two one-way solutions of the full wave equation. By
modifying the one-way wave equations, we obtain new 2W
LW = + kz2 W
equations whose eikonal and transport equations agree z 2
(4)
with the eikonal and transport equations for the full
wave equation; each one-way equation governing one- = ikz ikz W = 0.
way propagating waves of the two-way or full wave equa- z z
tion. Here,
We begin by introducing the wave equation,
2
2 2 v k
1 W
2 W = 0. (1) kz = sign() k2 = 1 , (5)
v 2 t2 v2 v 2
We will use the following denition of the Fourier trans- and k is the transverse wave vector,
form:
k = (kx , ky ), k2 = kx2 + ky2 . (6)
1
F (x, y, z, t) = dkx dky d F (kx , ky , z, )
(2)3 Further, the solutions of the full second order wave
(2)
equation are actually solutions of the two one-way wave
exp{i[t kx x ky y]}. equations
In this equation, the wave number integration ranges
over all space. The frequency domain integral has the

range < Re < , with Im large enough that ikz A exp{ikz z} = 0, (7)
z
the contour of integration passes below all singulari-
with the upper signs yield a downgoing solution and the
ties of the integrand in the complex -plane. Typically,
lower signs yield an upgoing solution.
this is just below the real axis in , with the integrand
We would like one-way wave equations for the het-
dened on the axis only through analytic continuation
erogeneous case, as well, similarly separating upward
from below. Consequently, when viewed as an integral
and downward propagating waves. For this generaliza-
on the real axis from to , we must interpret
tion, we will content ourselves with ray-theoretic solu-
multi-valued functions, such as square-roots, as if we
tions that yield the same leading order amplitude as
had passed under their singular pointsbranch points
does the two-way wave equation, using the leftmost ex-
and poles to go from one side of one of these points
pression in (4).
to the other.
First consider the case where v = v(z) only and
Consistent with the Fourier transform in (2), when
recast the leftmost dierential operator in (4) in a form
we write down WKBJ solutions, they will take the form,
that lends itself to ray theory analysis. To this end, we
W = A exp{i[t (x, y, z, )]} introduce the slowness vector p by setting
or k kz 1
p = , pz = = 1 (v(z)p)2 (8)
W = A exp{i[t (x, y, z)]} (3) v(z)
or and rewrite the wave equation in (4) as
W = A exp{i(x, y, z)},
2W
+ 2 p2z W = 0. (9)
depending on the context. In these forms, or z 2
points in the direction of propagation of the wavefronts. When we substitute the standard form

W = A(z, p)ei(z,p) (10) 1 dv(z)
ipz 3 W = 0. (15)
z 2v (z)p2z dz
into (9), we nd
2 For these equations
2 d
p2z A
dz 1 dv(z)
ipz 3 A ei =
(11) z 2v (z)p2z dz

d dA d2
i 2 + A + O(1) ei = 0. d
dz dz dz 2 i pz A ei
dz
Here, O(1) is in order of powers of i.
This last equation leads to the familiar eikonal and dA 1 dv(z) i
+ 3 e = 0,
transport equations for the rays, except that we are in a dz 2v (z)p2z dz
Fourier transform domain in transverse slowness vector,
for which the transport equation in (14) is replaced by
(px , py ). Those equations are
2 dA
3
1 dv(z)
A = 0 (16)
d d
= p2z = = pz , dz 2v (z)p2z dz
dz dz
while the eikonal equation remains unchanged. We have
d dA d2 already seen that this is equivalent to the transport
and 2 + 2A=0
dz dz dz equation for the full wave equation. Hence, the one-way
wave operators in (15) will produce the upgoing and
dA 1 dv(z) downgoing traveltimes and leading order amplitudes of
or 2pz 3 A = 0. (12)
dz v (z)pz dz the full wave equation. In fact, these solutions are exact
for the case of a medium that depends only on z; that
dA 1 dv(z) is, when v = v(z).
or 3 A = 0.
dz 2v (z)p2z dz The question now arises as to how this insight
Here, we think of the upper sign solution as the one for can be extended to factoring the original wave oper-
which sign(pz ) = 1. In this case, the upper sign corre- ator in (1) of a fully heterogeneous medium, where
sponds to the downgoing wave and the lower sign cor- v = v(x, y, z). In this case, we could not have derived
responds to the upgoing wave. Note that the transport dierential equations in z alone through Fourier trans-
equation is the same for the two waves because only p2z form. If we disregard this obstacle, we could still exam-
appears in that equation. ine the one-way wave equations in (15) with the hope
Now consider the two one-way wave equations in of achieving a sensible interpretation. To that end, let
(7) and corresponding WKBJ or ray-theoretic solutions. us rst recast the one-way wave equations (15) in the
That is, consider original Fourier variables. Thus, we rst rewrite that
equation as

ipz A ei
z 2 v(x, y, z)
ikz 3 W = 0. (17)
d z 2v (x, y, z)kz2 z

= i pz A ei (13) For reasons that will become clear in the next section,
dz
we prefer writing the multiplier on this additional term
dA i as follows.
e +
= 0,
dz 2 v(x, y, z)
with consequent eikonal and transport equations, 2v 3 (x, y, z)kz2 z
d dA
= pz and = 0. (14) 1 v(x, y, z) (v(x, y, z)k)2
dz dz = 1+ 2
2v(x, y, z) z (v(x, y, z)k)2
While the eikonal equations in (12) and (14) agree,
the transport equations for amplitudes do not. Thus, we and then rewrite (17) as
must consider modifying the one-way wave equations in
1 v(x, y, z)
(13) if we are to make the latter transport equation ikz
agree with the former, while keeping the same eikonal z 2v(x, y, z) z
equation in both. We can achieve this goal for the one- (18)
way wave equations if we modify them by adding a term (v(x, y, z)k)2
1+ 2 W = 0.
to the one-way operators appearing in the leftmost ex- (v(x, y, z)k)2
pression in (13). The key to doing this comes from ex- Let us now think of as a place-holder for the tem-
amining the last form of the trnasport equation in (12). poral derivative and k = (kx , ky ) as a place-holder
That is, we consider the new one-way wave equations for a transverse gradient operator; that is,
i /t and i(kx , ky ) (/x, /y). (vT x )2 = , z)T x )2
(v(
Then we could easily give meaning to the expression 2 2

(v(x, y, z)k)2 as follows. = v(
, z) + v(
, z)
x y
2
(v(x, y, z)k) v(/x, /y) (v(/x, /y)).

2 2
However, symbolically, kz involves taking the square- = v 2 (
, z) 2
+ (21)
root of a dierential operator, while the division in the x y 2
last term requires that we give meaning to the recip-
rocal of a dierential operator. Interpretation of such , z)
v( v(
, z)
+ v(
, z) +
expressions is what the theory of pseudo-dierential op- x x y y
erators is all about. Thus, in the next section we address
the interpretation of these terms in fully heterogeneous and
= (x, y).
media where v = v(x, y, z). With an appropriate inter-
However, in the current application, in the dienition
pretation, it turns out that these modied one-way wave
of , we need this operator to be valid to two orders
equations provide an asymptotic solution for fully het-
in , rather than the usual leading order. The reason is
erogenous mediav = v(x, y, z)for which the result-
that this operator is O(). Thus, as in the v(z) case, it
ing transport equations agree with the transport equa-
aects the eikonal equation to leading order, however,
tion for the full two-way wave equation.
its correction term, O(1) in is of the same order as
the other contributions to the transport equation. On
the other hand, is already O(1) in at leading order.
3 TRUE AMPLITUDE ONE-WAY WAVE Thus, the subtleties of lower order corrections to this
PROPAGATION term will only aect lower order amplitude corrections
Motivated by the discussion of the previous section, we that are not of interest to us here; we are only concerned
introduce the same one-way equations (18) for the het- with getting the leading order amplitude right.
Returning to the discussion of , we must distin-
erogeneous medium in which v = v(x, y, z). Here, we 2
will extend the denition of dierentiation through the guish between v k and (kv)2 for the operator (T x v)2
use of pseudo-dierential operators so that we can give dened by
meaning to the pseudo-dierential operator kz in (17)
(T x v)2 = (vT x )2 , (22)
and thereby give meaning to those one-wave equations
themselves. given in more detail by
Couched in the language of pseodo-dierential op-
(T x v)2 = , z))2
(T x v(
erator theory, those one-way wave equations are
2 2

L W = W W = 0 (19) = v(
, z) + v(
, z)
z x y
Here, and are pseudo-dierential operators with
symbols and , respectively: 2 2 2
= v (
, z)
x2
+
y 2
i (v k)2
= ikz = 1 ,
v 2 v(
, z) v(
, z)
(23)
2 +3v(
, z)
x x
+
y y
1 kz 1 v v k
= = 1+ 2
2kz z 2v z 2 v k 2 v(
, z) 2 v(
, z)
+v(
, z) 2
+
(20) x y 2
2
vz v k 2 2
= 1+ 2 , k (kx , ky ). v(
, z) v(
, z)
2v 2 v k + + .
x y
In this last expression, the subscripted variable vz con- Thus, we need to dene the symbols associated with
notes derivative respect to z, in contrast to its use in these operators more carefully by
kx , ky , kz where it distinguishes the three components 2
of the wave vector. v k v 2 k2 + v{kv} k,
The symbol notation is somewhat inadequate
here because it is really designed for leading order (kv)2 v 2 k2 + 3v{kv} k + v{k2 v} + {kv} {kv}.
accuracypropagation of discontinuitiesonly. The
2 In these equations, we use the curly brackets {} to indi-
notation v k is the symbol for the operator cate that the symbol only operates on the function con-

tained within them. We think of the operator k applied 2
LT (s;
, z, t)q = s2 (vT x )2 q(s;
, z, t)
to W as contain terms that are O(), or O(1)k while k2 t2
(27)
applied to W as containing terms that are O( 2 ), O(),
2
O(1). We need to keep terms of the two leading orders = (vT x ) W (
, z; t) z > 0, t > 0.
in these operators when dealing with . This issue will
arise in the proof contained in Appendix A. Using this function plus the identity (24) for kz , W
The symbol has an exact representation [Zhang, and W can be expressed as
1
1993] in terms of a rational function of the argument 1 W 1

inside the square-root, that is, W = 1 s2 q(s;
, z, t) ds,
v t v t 1
(28)
= ikz
vz
2 W =
2v
[W + q(1;
, z, t)] .
i 1
1
v k (24)
= 1 1 s2 2 ds . Here, the arguments of W are (
, z, t). Furthermore, (19)
v 1 2 s2 v k can be rewritten in the expanded form
A proof of this identity using contour integration in the W 1 W
L W =
complex plane is provided in Appendix B. 2 z v t
It is fairly easy to think of the symbol, 2 v k ,
1
1
as representing the two-way wave operator. That is, 1 s2 q(s;

, z, t) ds (29)
v t
2 2 1
2 s v k2
LT (s; , z, t) = 2 s2 (vT x )2 ,(25)
t vz
+ [W + q(1;
, z, t)] = 0.
in which case, this operator appearing in the denomina- 2v
tor of the symbols would represent an inverse dieren- We assume that boundary data
tial operator or convolution with a Greens function for
the adjoint of this operator. W (
, 0, t) = W0 (
, t), (30)
Further, if we neglect the transverse dependence in are given. Further, for the downgoing wave, we provide
, neglect the amplitude corrections in and revert to the initial condition W (, z, 0) = 0, while for the up-
constant velocity for a moment, then the identity (24) coming wave, we provide a nal condition of zero. That
used in the one-way wave equations in (19) leads to the is, W (
, z, t) = 0 for t greater than some nite time,
equations t > T . For the inverse problem, we need both one-way
operators. The source propagates downward, subject to
1
+ W = 0, the wave equation (19) with upper signs and a boundary
z v t
value at z = 0 that is equivalent to an impulsive source.
with solutions
On the other hand, the observed data is governed by
W = F (z vt + ). the upward propagating one-way wave equation, lower
signs in (19) with the given data being the appropriate
That is, the choices of signs that we have made in the observed data at z = 0. That is the subject of the next
symbolic operators assure the separation into downgo- section. Here, we have only introduced the governing
ing and upgoing waves that we intended. equations for propagation.
Symbolically then, we think of the operators and It is for this expanded form of the one-way wave
as follows. equations that second author has shown in Zhang [1993]
1
1 1 that the transport equations for the one-way wave equa-

= I 1 s2 tions agree with the transport equation for the full wave
v t 1
equation. of course, this is in addition to the agreement
of the eikonal equations, except for the separation into
L1 , z, t)(vT x )2 W (
T (s; , z; t)ds ,
downgoing and upgoing provided explicitly by the one-
way wave equations. A modied version of that proof is
(26)
vz provided in Appendix A.
= I + L1 , z, t)(vT x )2 .
T (1;
2v
Now we can see that the representation (18) leads to
4 TRUE AMPLITUDE WAVE EQUATION
the same inverse of the operator LT , evaluated at gen-
MIGRATION
eral s or s = 1 in the two pseudo-dierential operator
expressions used in our one-way wave equations. In this section, we describe the application of these true
Let us introduce a function q(s;
, z, t) that satises amplitude one-way wave equations to WEM. The objec-
the equation tive is to derive a true-amplitude WEM. We begin by
introducing Claerbouts [1971,1985] classic WEM and
explain how we modify the governing equations and 2u
and (z)
boundary data to obtain our proposed true amplitude z 2
WEM. or
u
The standard method uses the one-way propagators and H(z)
of (4), even for heterogeneous media. More specically, z
or
suppose that the reected wave eld from a single source u and 1.
experiment is observed at z = 0 for all time. Then the
source and observed waveelds are assumed to be solu- (In the second balance, H(z) is the Heaviside function.)
tions of the equations We think of the impulsive source as sending half its
energy in each direction in z. Hence, in the positive z-

+ D = 0, direction we use half of the balance in this last expres-
z sion as boundary value for the downgoing wave (35).

(31) Note that this modication introduces a phase shift in
D(x, y, z = 0; ) = (
x xs ),
this wave since is imaginary and carries the same sign
as .
x = (x, y, z), xs = (xs , ys , 0),

Also, we modify the imaging condition (33) to be
and the quotient of the wave elds pD and pU :

U = 0, pU (
x; )
z R(
x) = d. (36)
(32) pD (
x; )
xs ; ) = Q(x, y; ),
U ( See Zhang et al. [2001, 2002].
It is important to recognize that the boundary data
where D is the downgoing (source) waveeld and U is for pD in (34) involves a pseudo-dierential operator.
the upgoing (observed) waveeld. The image is then pro- Thus, it might be easier to solve a modied version of
duced as an impedance or reectivity function at every (31) for D, after adjusting that equation to be equivalent
image point dened by to the true amplitude equation (34) for pD .

U (
x; ) Let us, therefore, introduce a new D in (34),
R(x, y, z) = d. (33)
D(x; ) 1 1
D = 2pD , pD =
D, (37)
The key to this imaging method is that the construc- 2
tive/destructive interference between the phases of the for which the boundary data agrees with the data for
two waves produces a large amplitude where the re- D in (31). Now, let us substitute this choice into the
ectors reside and a small amplitude where they do dierential equation (34) for pD :
not. While this result produces a reector map, it does
D
not provide accurate amplitude information. To achieve + 1 D = 1 2 D
z z z
that, we use the solutions of our modied true ampli-
tude one-way wave equations (19). That is, we introduce +D 1 D = 0, (38)
pD and pU as solutions of the following problems.
D
+ D 1 + 1 D = 0.
+ pD (
x; ) = 0, z z
z
(34) We have omitted the constant factor of 2 throughout
1
xs ; ) = 1 (
pD ( x
xs ), these manipulation. For the last two terms, the lead-
2
ing order contributions contribute to the leading order
and amplitude and the corrections aect only lower order

pU (
x; ) = 0,
amplitudes. Therefore we can set
z (35) 1
pU (
xs ; ) = Q(x, y; ).
1 kz 1 kz
Here, we have not only modied the governing one-way 1 + = .
z kz z 2kz z
wave equations in accordance with the discussion of the
previous sections, but we have also modied the bound- Consequently, the true amplitude equation for D is
ary term for the downgoing wave from the source. The

+ + D = 0. (39)
reason for this is that the boundary value only accounts z
for the impulsive nature of the source in the transverse Within the factor of 2, this use of D agrees with the
direction. In the z-direction, we must account for an earlier papers cited in the references. Thus, we can
impulsive source by balancing the terms, avoid apply a pseudo-dierential operator to the two-
dimensional Dirac delta function in the boundary con-
dition for pD in (34) by solving for D, instead, using
We start by considering the problem for pD as de-
120 140 160 180 200
ned by (34). Relying on the proof of Appendix A, we
0 know that this function is dynamically equivalent to the
downgoing (outward radiating) Greens function of the
full wave equation. Therefore,
pD (
x, xs ; ) = A( xs )ei( x, xs ) .
x, (40)
Here, is the solution of the full eikonal equation for
2 the full wave equation (1) with /z > 0 and A is
the solution of the transport equation for the full wave
equation. Equivalently, is a solution of the eikonal
equation

d 1
= p2x p2y ,
dz v 2 (
x)
4
Single shot record deduced from (18) with upper sign, and A is a solution
of the transport equation
2 A + A = 0,
Figure 1. Input model data.
deduced from (18) with upper sign. This is the essential
conclusion of the proof of Appendix A.
this equation and the boundary condition in (31). Of To derive a representation of the function pU , we
course, we could tie U and pU together in exactly the have to work a little harder. Again, however, we rely
same way. That is, on the equality between the leading order asymptotic
solutions of the one-way wave equation, (35), and the
U = 2pU , full wave equation. In Appendix C, we show that the
leading to the dierential equation Greens function representation for pU is given by
cos r
pU (
x; ) = 2i A( x)ei( xr , x) dxr dyr ,
xr ,
+ U = 0. v(
xr )
z (41)
However, now the pseudo-dierential operator would xr = (xr , yr , 0).
appear in the boundary data for U ; that is,
In this equation, again, and A are the phase and am-
xs ; ) = 2Q(x, y; ).
U ( plitude of the free space Greens function for the full
wave equation. However, because pU is an upward (in-
Furthermore, the correct imaging condition now be-
coming) wave, we need the inward propagating Greens
comes
function. Hence the sign in the phase is opposite the sign
pU 1 U of the phase of pD dened by (40). Further, vr = v( xr )
R(
x) = d = d.
pD 1 D and r is the emergence angle of the ray with respect
to the normal.
We use this last result and (40) in equation (36) for
5 COMPARISON OF TRUE AMPLITUDE R and obtain
WEM OUTPUT AND KIRCHHOFF cos r A(xr , x)
INVERSION OUTPUT R(x) = 2 i
vr A( x, xs )
(42)
The previous section proposed the use of new one-way
propagators for the surface data, a modication of the ei{( xr , x)+( x, xs )} dxr dyr d.
data for the downgoing wave and a new imaging condi- This is the result in Bleistein[1987] and Bleistein et al.
tion in equation (36) to achieve true amplitude WEM. [2001] as expressed by Hanitzsch [1997].
Here we show that the integration in this imaging condi- This representation of the imaging condition for
tion agrees with the integration for Kirchho inversion true amplitude WEM, being the same as the inver-
in Bleistein [1987] and Bleistein et al. [2001]. Actually, sion formula for Kirchho inversion, conrms the claim
we derive the representation of the Kirchho inversion of this paper, namely, that this formulation provides
formula as stated in Hanitzsch [1997]. In carrying out a true amplitude WEM. We can now be assured that
this comparison, we rely on the proof of Appendix A of the output of this new WEM will provide a reectiv-
the dynamic as well as the kinematic equivalence of the ity map with peak amplitude on the reector being a
solutions of the one-way wave equations and the solu- known multiple of the geometrical optics reection coef-
tions of the two-way wave equation. cient. The incidence angle in that reection coecient
is the angle dened by the specular pair of rays from a operator theory. We have provided proofs that these new
source/receiver pair. Note that this result is conrmed one-way wave equations provide solutions that agree dy-
for heterogeneous media v = v( x). Previous veri- namically, as well as kinematically, with the solutions
cations, as presented for example in Zhang et al. [2001, of the full wave equation. Further, we have proposed a
2002], were only for the case of depth dependent media new approach to WEM, transforming it into a true am-
v = v(z). plitude process, meaning that it produces an inversion
output that agrees asymptotically to Kirchho inver-
sion: it produces a reector map with peak amplitudes
6 NUMERICAL TEST on the reector in known proportion to the geometrical
optics reection coecient. We have provided a proof of
To show how true amplitude common-shot migration this claim. With the aid of a simple numerical example,
works, we apply it to a 2-D horizontal reector model we demonstrated that the migration method we pro-
in a medium with velocity v = 2000 + 0.3z. Recall from posed does calibrate common-shot migrations by cor-
the theory that in this case, the modeling and migration recting both their amplitude and phase behavior for an
can be carried out in the transverse spatial and temporal example in which the wave speed is depth-dependent
Fourier domains, with k being the simple transverse part v = v(z). The new method actually builds a bridge be-
of the wave vector. tween true amplitude common-shot Kirchho migration
The input data (Figure 1) is a single shot record and the migrations based on one-way waveeld extrap-
over four horizontal reectors from density contrast. olation.
Figure 2 left shows the migrated shot record us-
ing the conventional common-shot migration algorithm
(33). The peak amplitudes along the four migrated re-
ACKNOWLEDGMENTS
ectors are shown in Figure 2 right, normalized to the
geometrical optics reection coecient along the reec- G. Q. Zhangs research was partially supported by the
tor. This method has a phase error: note the multipli- Major State Basic Research Program of P. R. China
cation by i in on the right side in (34) as opposed (G1999032800). All three authors further acknowledge
to the lack of such a phase shifting factor on the right the support and approval for publication of Veritas
side of (31). The consequent phase error has been cor- DGC.
rected during the migration. However, the migrated am-
plitudes are poor, especially on the reector at depth
z = 1000m along which the reection angles vary over References
a wide range. (This method has incorrect angular de-
pendence when compared to true amplitude reectivity Bleistein, N., 1984, Mathematical Methods for Wave
or the geometrical optics reection coecient at each Phenomena: Academic Press, New York.
point.) The wide angle peak amplitudes decrease mono- Bleistein, N., 1987, On the imaging of reectors in the
tonically with increasing depth. The greatest error oc- earth. Geophysics 52, 931-942.
curs at wide angle, with the result along the shallowest Bleistein, N., J. K. Cohen and J. W. Stockwell, Jr.,
reector being the worst. However, the error is zero at 2001, Mathematics of Multidimensional Seismic Imag-
zero oset; in this limit, k = (0, 0) and cos r = 1. ing, Migration and Inversion: Springer-Verlag, New
Figure 3 left shows results of true amplitude York.
common-shot migration (36). The peak amplitudes Claerbout, J. F., 1971, Toward a unied theory of
along the reectors are shown in Figure 3 right. reector imaging: Geophysics, 36, 3, 467-481.
From this plot, we clearly see that the true ampli- Claerbout, J., 1985, Imaging the Earths Interior:
tude algorithm recovers the reectivity accurately, aside Blackwell Scientic Publications, Inc.
from the edge eects and small jitters caused by inter- Hanitzsch, C., 1997, Comparison of weights in
ference with wraparound artifacts. prestack amplitude-preserving Kirchho depth migra-
tion: Geophysics, 62, 1812-1816.
Zhang, G., 1993, System of coupled equations for up-
going and downgoing waves: Acta Math. Appl. Sinica,
7 CONCLUSIONS
16, 2, 251-263.
Common-shot migrations oer good potential of imag- Zhang, Y., Sun, J., Gray, S. H., Notfors, C., and
ing complex structures, but the conventional formula- Bleistein, N., 2001, Towards accurate amplitudes for
tions of such migrations produce incorrect migrated am- one-way waveeld extrapolation of 3D common-shot
plitudes. Here, we have described true-amplitude one- records: 71st Ann. Mtg., Soc. Expl. Geophys., Expanded
way wave equations that allow us to extend the stan- Abstracts.
dard method both for forward modeling and for wave Zhang, Y., Sun, J., Gray, S. H., Notfors, C., Bleistein,
equation migration. These modied one-way wave op- N., and Zhang, G., 2002, True amplitude migration us-
erators are developed with the aid of pseudo-dierential ing common-shot one-way waveeld extrapolation: 64th
[p]
120 140 160 180 200

0
1.5
1.0
Amplitude
2
depth=1000m
depth=2000m
depth=3000m
0.5
depth=4000m
0.0
U/D imaging condition 51 61 71 81 91 101 111 121 131 141 151
Crossline
Figure 2. Left: nite dierence migration using (33) for imaging. Right: peak amplitudes along the four reectors. The wide
angle error decreases with depth of the reector.
[p]
120 140 160 180 200

0
1.5
1.0
Amplitude
depth=1000m
depth=2000m
depth=3000m
0.5
depth=4000m
0.0
Pu/Pd imaging condition 51 61 71 81 91 101 111 121 131 141 151
Crossline
Figure 3. Left :nite dierence migration using (36) for imaging. Right: peak amplitudes along the four reectors. The wide
angle error decreases with depth of the reector.
International Meeting of the EAGE, Expanded Ab- ned by (19) in two spatial dimensions (to make some
stracts. of the calculations simpler to follow). That equation is
repeated here as

Appendix A + D(x, y, z; t) + D = 0, (A-1)
z
In this appendix, we show that the one-way wave equa- Motivated by the source adjustment introduced in (34),
tions that we developed in this paper provided the same we introduce the downgoing wave of the inversion pro-
traveltime and amplitudes as does the full wave equa- cess through the scaling
tion (1). More specically, we will consider the one-way
pD = 1 D pD = D. (A-2)
wave equation for the downward propagating wave de-

Our objective is to prove that the eikonal equation F (x, y, z; t) ei(t(x,z)) Aj (x, z) j (A-7)
of (A-1) is the downgoing branch of the eikonal equation j=0
for the full wave equation (1) in heterogeneous media.
This equations will be specied below after we introduce A0 is simply written as A(F ) (F can be either D or qD ).
our notation for this asymptotic analysis. Clearly, we We simply denote pD by p, to be determined in the form
could dene a corresponding function pU and carry out

p(x, z; t) ei(t(x,z)) Aj+1 (j+1) . (A-8)
the same analysis for the upgoing wave. Below, we will
j=0
see that the eikonal equation for the downgoing wave
chooses the sign of the z derivative of the traveltime to By substituting these asymptotic expansions into
agree with the sign of , guaranteeing downward prop- (A-4), we nd that
agation. For pU , the sign of the z-derivative is opposite v 2 2x
to the sign of and that is the only dierent in the A(q(D))(s; )) = A(D) = e(s)A(D), (A-9)
1 s2 v 2 2x
analysis provided here.
We will then show that the leading order amplitude with
of pD satises the same transport equation as does the v 2 2x
amplitude of the full wave equation. Further, the sign e(s) = . (A-10)
1 s2 v 2 2x
of the z-derivative will be a common multiplier of all
terms of the derived transport equation, assuring that Now we substitute the asymptotic expansions into(A-5)
the same will be true for the solution pU . and (A-6) to obtain
We start from equation (29), specialized to down- A(D) = E(D)A(p), (A-11)
going waves in two spatial dimensions:
1
with
D 1 D 1 1
+ 1 s2 qD (s; x, z, t) ds E(D) = [1 v 2 2x ]1/2 . (A-12)
z v t v t 1 v
(A-3)
vz For e(s) in (A-10), we will also have need of
+ [D + qD (1; x, z, t)] = 0. e(s)/x. That result is
2v

Here, D = D(x, z, t) and qD (s; ) satises v 2 2x
e(s)x =
2 x 1 s2 v 2 2x
2
s2 v qD (s; x, y, z; t)
t2 x
1 1
(A-4) = 2 1
2 s x 1 s2 v 2 2x

= v D(x, y, z; t). (A-13)
x
1 s2 (v 2 2x )x
We use the denition of pD in (A-2) and the denition =
s2 (1 s2 v 2 2x )2
(28) for to write

1 1 1
1 (v 2 2x )x
pD 1 s2 qp (s; x, z, t)ds = .
v t v t (1 s2 v 2 2x )2
1 (A-5)
= D(x, z; t), A-2 Asymptotic solution of downgoing
where qp (s; ) satises one-way wave equation
2 By substituting the equation (A-8) into equations (A-3)
2
s2 v qp (s; x, z; t) and (A-4), we have
t2 x
(A-6)
1
2 i z A(D)
v
= v pD (x, y, z; t).
x
1

1
1 s2 A(qD (s; ))ds
A-1 High frequency asymptotic expansion v 1
(A-14)
We consider only the downgoing wave equation (A-1).
vz
For the upgoing wave equation, all results can be ob- + A(D)z + (A(D) + A(q(1; )))
tained by the same approach. 2v
We seek the solution of (A-1) in the form of follow-
1
ing asymptotic expansion + [ ] + = 0,
i
and

2 (1 s2 v 2 2x )A(qD (s; )) v 2 2x A(D) and
1
1 s2 e(s)x ds
2
+ i s B(A(qD (s; ))) + B(A(D)) (A-15) I2 = 1 s2
1
1 s2 v 2 2x
+ [ ] + = 0, 1

(v 2 2x )x 1 v 2 2x ds
= 1 s2
where v 2 2x 1
(1 s2 v 2 2x )3
2 (A-21)

B(A) = 2v 2 x Ax + A v . (A-16) (v 2 2x )x
x = J3 (v 2 2x ) J2 (v 2 2x )
We will replace the integral operator on A(qD (s; )) v 2 2x
in (A-14) by the same type of operator on A(D), itself,
(v 2 2x )x
since the latter is independent of s. To do so, we inte- = 3 ,
grate (A-15) on the interval s (1, 1) with the weight 8(1 v 2 2x ) 2
1 s2 /(v(1 s2 v 2 2x )). Then, we add the result of with e(s) dened by (A-10).
that integration to (A-14) multiplied by i to obtain the Now we can proceed to simplify the various terms
equation for the asymptotic solution of the equation for in (A-15). According to the denition of B(A) in (A-16)
the downgoing one-way wave: and using (A-11), we have
2
2 1
z A(D) B(A(D)) = 2v 2 x A(D)x + A(D) v
v x
2
= 2v x (E(D)A(p))x

1
1
v 2 2x ds 2 (A-22)
1 s2 A(D) +E(D)A(p) v
v 1 s2 v 2 2x x
1
= E(D)B(A(p))

vz (A-17) +2v 2 x E(D)x A(p).
+i A(D)z + (A(D) + A(q(1; )))
2v
Similarly, using (A-2), we nd that
1

1 B(A(D)) + s2 B(A(qD (s; ))) B(A(qD (s; ))) = e(s)E(D)B(A(p))
+ 1 s2 ds
v 1
1 s2 v 2 2x (A-23)
+2v 2 x (e(s)E(D))x A(p).
+[ ] + = 0
So, for the order-i term in (A-15) we conclude that
The following integrals are needed
B(A(D)) + s2 B(A(qD ))
1
1 ds
Jn (b2 ) = 1 s2 . (A-18) = E(D)B(A(p))(1 + s2 e(s)) (A-24)
1
(1 b2 s2 )n
We have + 2v 2 x A(p)[(1 + s2 e(s))E(D)]x .
1
1 1 (1 b2 ) 2
Now we can carry out the integration in the order-i
J0 = , J1 (b2 ) = ,
2 b2 term in (A-17), using all of the results (A-19) - (A-22).
The result is
1 3(1 b2 ) + 1 1
J2 (b2 ) = and J3 (b2 ) = . 1 B(A(D)) + s2 B(A(qD (s; )))

2(1 b2 )
1
2 8(1
3
b2 ) 2 1 s2 ds
v 1
1 s2 v 2 2x
Then we can obtain the following integrals
1
1 I0
1 = E(D) B(A(p)) + I1
I0 = 1 s2 e(s)ds v v 2 2x
1

1
2 2
1 v 2x ds (A-19) +2v x A(p)I2
= 1 s2 (A-25)
1
1 s2 v 2 2x

I0
= v 2 2x J1 (v 2 2x ), +2v 2 x E(D)x A(p) + I1
v 2 2x
1
1 s2 e(s)ds
I1 = 1 s2 1
1
1 s2 v 2 2x
(A-20) = E(D) B(A(p))J2 (v 2 2x ) + 2v 2 x A(p)I2
v
J2 (v 2 2x ) J1 (v 2 2x ),

= +2v 2 x E(D)x A(p)J2 (v 2 2x ) .
A-3 Eikonal equation and transport equation By setting the coecient of the order-i term in
for restored downgoing wave (A-17) we obtain the transport equation of the restored
downgoing wave A(p). We consider two parts in this
From the coecient of 2 in (A-17) we have
coecient. One part is an integral (A-25), restated and

1 expanded upon here:
z + 1
v 1
1
(A-26) I= 1 s2
1
v 1
1 v 2x
2
1 s2 ds A(D) = 0.
1
1 s2 v 2 2x B(A(D)) + s2 B(A(qD (s; )))
ds
We seek a nontrivial asymptotic solution, , so 1 s2 v 2 2x
A(D) = 0. Therefore we conclude that 2
=
E(D)
2v 2 x A(p)x + A(p) v
1 v x
z + 1
v

1
J2 (v 2 2x ) + 2v 2 x A(p)I2 (A-29)
1 v 2x
2
1 s2 ds
1
1 s2 v 2 2x
(A-27)
+2vx E(D)x A(p)J2 (v 2 2x )
1
= z + 1 v 2 2x J1 (v 2 2x )
v = 2vx E(D)A(p)x J2 (v 2 2x )
1 1/2 2
= z + 1 v 2 2x =0 E(D) 2
v + v J2 (v 2x ) 2
+ 2v x I2
v x
This is the eikonal equation of the downgoing one-way
wave equation (A-1). We can see this eikonal equation
+2vx E(D)x J2 (v 2 2x ) A(p).
(A-27) is just the one of two branches of eikonal equation
for the full wave equation (1) in 2D, namely, From (A-27), (A-12) and (A-21)
1
2x + 2z = . (A-28) 2vE(D)J2 (v 2 2x ) = 2 1 v 2 2x J2 (v 2 2x ) = 1, (A-30)

v2
2
Clearly, except for details of computation, the derivation E(D) 2 2 (v 2x )x
2v x I2 = 2vE(D)x
in 3D would follow along the same lines. v 8(1 v 2 2x )3/2
(A-31)
x (v 2 2x )x
= ,
4(1 v 2 2x
2vx E(D)x J2 (v 2 2x )
vx E(D)x vx
=
=
2
1 v x
2 2 1 v 2 2x (A-32)
! "
vx xx + vx /v 2
zx
.
1 v 2 2x
Here, we derive E(D)x from (A-6):

1 1
E(D)x = z + 1 v 2 2x
2 v x
! "
1 vx xx + vx /v 2
= zx
.
2 1 v 2 2x
By using these results, we can now simplify I in (A-29)
as follows.
I = x A(p)x II = E(D)A(p)z
2 vz E(D)A(p)
v +E(D)z A(p) +
x x (v 2 2x )x 2v 1 v 2 2x
+ A(p) +
2v 2 4(1 v 2 2x )
= z A(p)z
! "

vx vx xx + vx /v 2
+
zx
+A(p) E(D)z +
vz E(D)
2 1 v 2 2x 1 v 2 2x 2v(1 v 2 2x )

1 = z A(p)z
= x A(p)x + A(p) (vvx x
2v 2 !
A(p) 1
v2x (vx x + vxx ) + z + 1 v 2 2x

+v 2 xx ) + 2 v z
2(1 v 2 2x )

"
! " (A-33)
2 vz 1 v 2 2x (A-35)
vx vx xx + vx /v +
+
zx
v v(1 v 2 2x )
2 1 v 2 2x 1 v 2 2x
= z A(p)z
A(p)
= x A(p)x +
2
xx !
A(p) vz /v 2 + vx xz
+ zz
vx x vx x v 2 2x 2 1 v 2 2x
+ +
v v(1 v 2 2x ) "
vz /v 2
vx zx vx x +
+
1 v 2 2x
1 v x
2 2 v(1 v 2 2x )
! " = z A(p)z
A(p) vx zx ! "
= x A(p)x + xx +
.
2 1 v 2 2x A(p) vx xz
+ zz
.
Another part in the coecient of term i in (A-17)
2 1 v 2 2x
is Consequently the coecient of term i in (A-17) is
vz
II = E(D)z + (A(D) + A(q(1; )). (A-34) I + II = x A(p)x
2v
From (A-5), (A-6), (A-27) and (A-2) we have ! "
A(p) vx xz
+ xx +
2 1 v 2 2x
+z A(p)z (A-36)
! "
A(p) vx xz
+ zz
2 1 v 2 2x
A(p)
= A(p) + .
2
This last expression, then, is the coecient of the order-
i term in (A-17) and, therefore, must be equal to zero.
This leads to the rst transport equation for the ampli-
tude of the Downgoing wave; that is,
2 A(pD ) + A(pD ) = 0. (A-37)
This is just the transport equation for the full wave
equation (1). Because is the downgoing traveltime,
1 + , after that rst circumnavigation is the same as
the integral before. Further, it is standard in complex
integration methodology to conrm that the integrals
on the circles of radius , shrink to zero as , 0. Thus,
calling this new contour of integration, C1 , we need only
introduce a factor of 1/2 to equate the integral on C1
to the original real integral on the interval (1, 1).
2
1
v k
I= 1 s2 2 ds. (B-2)
2 C1 2 s2 v k
We note that the integrand has two poles at s =
||/(v|k|) > 1. We propose to recast the integral as a
sum of residues at these poles plus an integral on a circle
of radius r > ||/(v|k|) Since we will now be concerned
Figure B-1. Contours of integration. C1 is the barbell con- with the region where |s| > 1, we prefer to rewrite the
tour. Deformation outward leads to the contour C2 .
integrand as
2 2

v k
v k
the solution will be the amplitude for the downgoing 1 s2 2 = i s2 1 2 (B-3)
wave. 2 s2 v k 2 s2 v k
A similar result can be derived for the upgoing one-
with
way wave equation, starting again from (29), but using
the lower signs. In that case, we would nd that s2 1 s

1
for |s| large. To conrm this, note that we passed over
z + 1 v 2 2x = 0. (A-38)
v the branch point at s = 1 to pass to the region of |s| > 1.
It is another branch of the eikonal equation (A-28) of In doing so, arg(1 s) passed from zero to , in which
the full wave equation (1). In the same manner, we can case the argument of this square-root passed from zero
obtain the same transport equation for the rst ampli- to /2, which is the argument of i; hence the choice
tude of the restored upcoming wave A(pU ): of sign in the redened square-root.
We are now prepared to recast I as an integral on
2 A(pU ) + A(pU ) = 0. (A-39)
the contour of radius r plus residues, namely, the inte-
This completes the proof. gral on the path C2 of Figure B-1:
2
i
v k
I = s2 1 2 ds
Appendix B 2 C2 2 s2 v k
In this appendix, we verify the integral identity (24) for 2
1
v k
= ikz . More to the point, let us consider the integral = s2 1 2 ds
2 2i C2 2 s2 v k
1
1
v k
I= 1 s2 2 ds (B-1)
1 2 s2 v k = (Residues, s = s )

We view s as a complex variable and replace the con-
2
tour from -1 to 1 by the barbell contour of Figure B-1 1
v k
extending from 1 + , to 1 ,, then passing around the s2 1 2 ds.
2i |s|=r 2 s2 v k
branch point at s = 1 in a clockwise direction, return-
ing to 1 + , encircling the branch point at s = 1 in a In the last line here, we have observed that the deforma-
clockwise direction to complete a closed path of integration of the contour onto the circle leads to two counter-
tion. The square-root changes sign when the path passes clockwise contours around the poles. Further, in the last
around the branch point at either end. Thus, when pass- integral, we have reverted to the default that an integral
ing around both branch points, the integrand returns to on a contour of prescribed radius is understood to be a
its original value; this justies the claim that the con- counter-clockwise contour; hence, the change in sign on
tour of integration is closed. On the other hand, after the integral from the sign in the previous line, where the
one change of sign passing around the branch point at direction of C1 was clockwise and the direction of C2 is
1 ,, the integrand has changed sign compared to its clockwise.
previous value at each s. However, the direction of the Now,
path of integration has reversed as well. Thus, the in-
tegral on the path approximately between 1 , and
#
(Residues, s = s ) pU i
rpU (
x; ) bounded, r pU 0,
r v
2$ (C-2)
# $ (B-4)
$
v k
r , r = |
x|.
= s2 1 2 $
2s v k $

s=s We introduce a Greens function, G( x ; ) satis-
x,
Both the square-root here and s itself change sign in the fying the following problem,
evaluation at s . Consequently, these two terms add to L G = ( x ),
x G(x, y, 0, x ) = 0. (C-3)
yield
We also require that G satisfy the same radiation con-
2
v k dition that pU does, namely
(Residues, s = s ) = 1 . (B-5)
2 G i
rG( x ; ) bounded,
x, r G 0. (C-4)
r v
Next, we must evaluate the integral over |s| = r in Now, we consider the integral
the limit as r . For large r, use
2
v k 1 I= D
pU (
x; )L G( x ; )
x,
s2 1 s and 2
2 s2 v k s2 (C-5)

to obtain G( x ; )L pU (
x, x; ) d3 x.
2
1
v k
s2 1 2 ds Here, D is a hemisphere of radius R centered at the
2i |s|=r 2 s2 v k origin, planar boundary at z = 0 and extending down
into the domain z > 0.
1 ds We use the wave equations in (C-1) and (C-3) to

2i |s|=r
s (B-6) replace the dierential operators in the integral in (C-5)
by the source terms and then conclude that
2
=
1
id = 1, x ; ).
I = pU ( (C-6)
2i 0
Now, we note that
s = rei , ds = irei d. pU ( x, x ; ) G(
x; )L G( x ; )L pU (
x, x; )
Combining this result with (B-5) in (B-4) we con-
clude that x; )2 G(
= pU ( x, x ; ) G( x ; )2 pU (
x, x; )

2 Next, we use Greens theorem [Bleistein, 1984] to recast
v k the integral in (C-5) as one over the boundary D of
I =1 1 . (B-7)
2 the domain D:

We only need to substitute this result into (24) to con- x, x ; )
G(
I= D
pU (
x; )
rm that identity, which is what we set out to do in this n
appendix. (C-7)
pU (
x; )
G( x ; )
x, dS.
n
Appendix C
Here, /n is the normal derivative in the outward di-
In this appendix, we derive the representation (41) for rection from D. This surface consists of two pieces.
pU . Because of the proof of Appendix A, we can use the First, there is the hemisphere of radius R on which
full wave equation to nd pU . That is, pU must satisfy /n = /r. The second part of D is the disk on the
the frequency domain equation plane at z = 0 and of radius R, centered at the origin.
On this disk, /n = /z. On the hemisphere, we
2
x; ) = 2 pU +
L pU ( pU = 0, write
v2 (C-1)
pU (x, y, 0; ) = Q(x, y; ).
Furthermore, pU is an upward propagating wave and
therefore it satises the inward propagating Sommerfeld
radiation conditions [Bleistein, 1984],
$ $
G( x ; )
x, pU (
x; ) G( x ; ) $$
x, $
= pU (
x; ) G( x ; )
x, 2i A( x )ei( x, x ) $
x, .(C-10)
n n z $ z z=0
z=0
G( x ; )
x, pU (
x; ) Now we use this result and (C-9) in (C-8) to conclude
= pU (
x; ) G( x ; )
x,
r r that

G( x ; )
x, i x ; )
pU (
= pU (
x; ) G( x ; )
x,
r v
$
$

= 2i Q(x, y; ) x, x )ei( x, x ) $
A( dxdy.
pU (
x; ) i z z=0
x, x ; )
G( pU . z=0
r v (C-11)
2
Note that we can write dS = R d in (C-7) for this To complete the story, we need to replace x by x and re-
hemisphere. Here, d is the dierential solid angle on x at z = 0 by xr . Furthermore, we use the fact that
place
the unit sphere. We need to evaluate the last expression /z is the z-component of the traveltime , which is
at r = R. We can pair up a multiplier of R from the a vector making the angle r with the vertical and hav-
dS multiplication with each of the factors in this last ing magnitude 1/v( xr ). The result of these substitutions
expression for . By using the Sommerfeld conditions is equation (41). This completes the verication of that
in (C-2) we conclude that equation.
$
G( x ; )
x, i $
RpU (
x; )R G( x ; ) $$
x, 0,
r v r=R
R
$
pU (
x; ) i $
RG( x ; )R
x, pU $$ 0,
r v r=R
R .
Since the domain of integration is bounded (by 2),
we conclude that the surface integral in (C-7) over the
hemisphere must approach zero as the radius of the
hemisphere approaches innity. Consequently, we are
left with the surface integral over the plane z = 0 in
that integral.
Here, we use the boundary data in (C-1) and (C-3)
plus the fact that /n = /z to conclude that
G( x ; )
x,
x ; )
pU ( = z=0
Q(x, y; ) dxdy. (C-8)
z
Now, we have to examine the Greens function G

more closely. Let us introduce the free space Greens
function, Gs ( x ; ) satisfying the same radiation con-
x,
ditions as G. Further, let us introduce the image point
x = (x, y, z). We claim that the solution G can then be

constructed by the method of images as
G( x ; ) = Gs (
x, x ; ) Gs (
x, x ,
x ; ). (C-9)
At z = 0, this solution is zero as required. Now, using
ray theory, we can write

x )
G( x ; ) = A(
x, x )ei( x, x ) A(
x, x , x )ei( x ,
.
To leading order the zderivative requires dieren-
tiation of the phases, only. In those phases, the
zderivatives at z = 0 have opposite sign but are oth-
erwise equal. Therefore, we conclude that

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1.0
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500
depth (km)
500
depth (km)
1.0
1000
1.0
1000
1500
1500 a
2.0
2000
midpoint (km)
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0.0 2.0 4.0 6.0 8.0
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500
depth (km)
IV
1.0
1000 III
midpoint (km)
x10 4 1500
2.0
5.0
2.5 3.0 3.5
7.0
4.0 4.5 V
0.0 0
b
2.0
2000
depth (km)
1.0
1000
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2.0
2000
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midpoint (km)
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IV
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depth (km)
2000
2.0
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borehole
3.0 x10 4
2.0 2.5 3.0 3.5
7.0
4.0 MVA
0.0 0
depth (km)
2.0
2000
4.0
4000
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midpoint (km)
0.0 3.0 6.0 x10 4
1.6 1.8 2.0 2.2 2.4 2.6
0.0 0 I
II &- (l v(; !a3U'( v ' &* !
b @bp & 5(Y#&w(4R US UM6v "!#
IV
III
A al' 5 (f " ) *| I<Df' ! l' (5v&
depth (km)
2.0
2000 4000
Flp& - ( ,% ,<ll2 (4 <4 Z!b '%a; T
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midpoint (km)
!( V Z'
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1.6 1.8
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6.0
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IV
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depth (km)
2000
u9p& 3 v = 7 ! a3 U' (Z lf#
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2.0
9
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midpoint (km)
x10 4
0.0
0.6 0.8
4.0
1.0 1.2
8.0
1.4 1.6
0.0 0
I
II
III
V
depth (km)
2.0
2000
IV VI
4.0
4000
midpoint (km) 0214365)78t9K` ; {J V AIH R J[PAIONB'D B@FQA HKJWJ[RIAIONbc=AIJTrdJ[?IAIONP=@M zrdJMNBCP[O AS
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0.6 0.8 1.0 1.2 1.4 1.6
0.0 0
I
II III V midpoint (km)

depth (km)
0.0 4.0 8.0 x10 4

2.0
2000
0
0.6 0.8 1.0 1.2 1.4 1.6
IV
0.0 I
II III V
VI
depth (km)
0.15
4.0
4000 2.02000
b IV 0.10
0.05
VI
0
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midpoint (km)
"p(l $!b 3 !`*|'! al(,% * # p ! a;U W 9 Z(

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depth (km)
(l& 1l 2 ( (+

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0.05
2.0
2000
v " b ( B

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0
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midpoint (km)
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CWP-496P
Correcting for bias due to noise in coda wave

interferometry
Huub Douma and Roel Snieder

Center for Wave Phenomena, Colorado School of Mines, Golden, CO 80401-1887, USA
ABSTRACT
Coda wave interferometry (CWI) utilizes multiply scattered waves to diagnose
small changes in a medium by using the scattering medium as an interferometer.
Since the medium is usually stationary over the duration of a seismic experi-
ment, different (non-overlapping) time windows in the coda allow for indepen-
dent estimates of the medium perturbation. If the seismograms are contami-
nated with noise, only those time windows can be used for which the amplitude
of the coda is above the ambient noise level. This limits the usable number
of independent time windows. Here, we show how bias due to noise in CWI
can be accounted for, by deriving a correction factor for the cross-correlation
coefficient. This correction factor allows more time windows further into the
decaying coda to be used, and hence allows for a reduction of the error bars on
the medium perturbation estimates. We demonstrate the validity of this correc-
tion factor by using data from a numerical experiment and field measurements.
These experiments involve the displacement of point scatterers and a change
in the source location, respectively. The application of our correction factor is
not limited to CWI, but can be used to correct for bias induced by noise in
any application that uses cross-correlation between different signals that are
contaminated with noise.
Key words: Scattering, seismic coda, monitoring, noise, earthquake location
Introduction tering, as multiply scattered waves sense changes in the

medium multiple times.
Multiply scattered wavefields have been experimentally
In parallel, but independently, diffusing acoustic
shown to be remarkably stable with respect to pertur-
wave spectroscopy (DAWS) (Page et al., 2000; Cowan
bations of the boundary conditions of experiments with
et al., 2002) was developed as the classical equivalent
multiply scattered waves (Derode et al., 1995; Derode
of diffusing wave spectroscopy (DWS) (Maret & Wolf,
et al., 1999). Due to this stability, the information car-
1987; Pine et al., 1988; Yodh et al., 1990; Weitz & Pine,
ried by multiply scattered waves has been successfully
1993). In DWS light is used to study different aspects
used in an industrial context [e.g. Fink (1997)]. Coda
of strongly scattering media, whereas in DAWS classi-
wave interferometry (Snieder et al., 2002; Snieder, 2002;
cal waves are used to probe such media. DWS has been
Gret et al., 2004b; Gret et al., 2004c; Snieder, 2004a)
used in many applications such as, e.g., determining the
uses multiply scattered waves to detect small changes by
aging of foams, particle sizing, and determining the mo-
using the scattering medium as an interferometer. Since
tion of particles in fluidized suspensions on angstrom
multiply scattered waves dominate the final portions of
length scales (Weitz & Pine, 1993). So far, DAWS has
a seismogram, they are usually referred to as coda waves
mainly been used to determine the relative mean square
just as, in musical notation, the coda denotes the clos-
displacement of fluidized suspensions of particles (Page
ing part of a musical piece. Hence the name coda wave
et al., 1999; Cowan et al., 2000; Page et al., 2000; Cowan
interferometry (CWI). Since CWI uses multiply scat-
et al., 2002). CWI has been succesfully used to measure
tered waves, it is inherently more sensitive to changes
the nonlinear dependence of seismic velocity in rocks on
in the medium than are techniques based on single scat-
80 H. Douma & R. Snieder
temperature (Snieder et al., 2002), to monitor volcanos tribution of trajectory T to the multiply scattered wave-
(Gret et al., 2004a), and to estimate source displace- field. The subscript in uu (t) denotes that the wavefield is
ment (Snieder & Vrijlandt, 2004). The ability to use recorded from the unperturbed medium. Here, for sim-
CWI to determine the relative mean square displace- plicity, we treat acoustic waves, but the theory has been
ment of point scatterers from noise-free waveforms was generalized to elastic waves (Snieder, 2002).
established using a numerical experiment by (Snieder Now suppose the medium has changed, and that
et al., 2002). Both CWI and DAWS use the amplitude the main contribution of the change to the wavefields
information as well as the phase information of the mul- is a perturbation of the traveltime of each trajectory
tiply scattered wavefields, and are both based on a path T . [This is obviously not universally true for any type
summation approach to model the multiply scattered of perturbation of the medium, and limits the appli-
wavefields. Hence, both methods are in principle the cability of our subsequent results to certain types of
same, but have been used for different applications. perturbations. For the perturbations studied in this pa-
CWI is based on a measure of cross-correlation be- per however, i.e., small displacement of the scatterers
tween multiply scattered wavefields recorded before and and change in the source location, this turns out to be
after a medium has changed. The cross-correlation co- an acceptable assumption.] Using this, we can write the
efficients calculated for different (non-overlapping) time multiply scattered wavefield in the perturbed medium,
windows provide independent estimates of the medium denoted by up (t), as
perturbations. These independent estimates in turn al- X
low for the calculation of error estimates of the pertur- up (t) = AT (t T ) , (2)
T
bation; the larger the number of independent (unbiased)
measurements, the smaller the error estimates. with T the change in the traveltime for trajectory T
When the coda is contaminated with noise, the due to the perturbation in the medium.
number of independent time windows that can be used To measure the change in waveform due to the
is limited to traveltimes where the ambient noise level is medium perturbation, we define the correlation coef-
small compared to the amplitudes of the multiply scat- ficient r(t, ts , tw ) as
tered waves. To be able to use as many independent time (uu , up )(t,ts ,tw )
windows as possible, and hence reduce the error bars on r(t, ts , tw ) q , (3)
the inferred perturbation, it is important to correct the (uu , uu )(t,0,tw ) (up , up )(t,0,tw )
cross-correlation function for the bias caused by noise.
In this paper, we show how this bias in CWI can be cor- with
rected for, by deriving a correction factor for the cross-
Z t+tw
correlation coefficient. We demonstrate its validity by (uu , up )(t,ts ,tw ) uu (t0 )up (t0 + ts )dt0 , (4)
ttw
using data from a numerical experiment involving the
displacement of point scatterers, and field data involv- where ts is the time-shift in the cross-correlation, and
ing the displacement of the source location. 2tw is the length of the time window. The maximum
The organization of this paper is as follows. We first of this correlation coefficient occurs at time-shift ts =
review the principles of CWI and then derive the noise h i, where h i is the mean traveltime change given by
correction factor. Subsequently we show the validity of (Snieder, 2002)
the correction factor using the numerical and field ex- P 2
T A T T
periments mentioned above. We conclude with a short h i P 2
. (5)
T AT
discussion of the results. In appendix A we derive a con-
dition for the reliability of the correction factor. This Using equations (1) and (2) in equation (3), Snieder et
condition can be used to determine the time windows al. (2002) and Snieder (2002) show that the maximum
(t,t )
in the coda where the correction factor is reliable. value of this cross-correlation function, rmaxw , is given
by
(t,tw ) 1 2 2
Coda wave interferometry rmax =1 , (6)
2
Coda wave interferometry is based on a path summa- where the frequency 2 is given by
tion approach, which is a generalization of the Neumann R t+tw 2 0 0
series solution of the Lippmann-Schwinger equation for tt
uu (t )dt
2
R t+tww . (7)
scattering of classical waves [e.g. Snieder (1999)]. This ttw
u2u (t0 )dt0
path summation can be represented as
X Here, u denotes the time derivative of u(t). The variance
uu (t) = AT (t) , (1) of the traveltime perturbation, 2 , is given by
T
A2T (T h i)2
P
2
where T denotes the different trajectories the waves T P 2
. (8)
T AT
have traveled, and the function AT (t) denotes the con-
Correcting for bias due to noise in CWI 81
In expression (8) and equation (5), the summations con- In equations (12)-(14), terms of the form (u, n)(t,ts ,tw )
cern only trajectories with arrival times in the window appear, where u = u(t) is a deterministic signal and
with central window time t and window duration 2tw . n = n(t) a realization of a stochastic process. Using
In deriving equation (6), it is assumed that the dou- that the noise signals have zero mean, we then find that
ble sums over trajectories T and T 0 with T 6= T 0 are
(u, n)(t,ts ,tw ) 0 , (15)
on average incoherent, and used a second-order Tay-
lor expansion of the cross-correlation function in the provided the window length tw is at least several dom-
quantity T h i (Snieder, 2002). The latter approx- inant periods of the noise-contaminated signal. For the
imation is valid when the traveltime perturbation due terms (nu , np )(t,ts ,tw ) and (np , nu )(t,ts ,tw ) in equations
to the medium perturbation is smaller than the domi- (12)-(14), we use the independence of the noise realiza-
nant period of the multiply scattered wavefields. Snieder tions to find
(2004b) showed that the double sums over trajectories
T
and T 0 with T 6= T 0 , are proportional to 1/ tw f , with (nu , np )(t,ts ,tw ) 0 , (16)
f the bandwidth of the signal, so that their impor- with the same assumption for the window length tw as
tance thus reduces for larger time windows and larger used in equation (15). Approximations (15) and (16)
bandwidth data. become more accurate with increasing window lengths.
Using equations (15) and (16) in equations (12)-
(14), it follows that
Correcting for the bias due to noise ` 0 0
uu , up (t,t ,t ) (uu , up )(t,ts ,tw ) , (17)
s w
So far, we assumed the waveforms uu (t) and up (t) to be ` 0 0
uu , uu (t,0,t ) (uu , uu )(t,0,tw )
free of noise. To study the influence of noise on CWI, we w
derive a correction factor for the correlation coefficient + (nu , nu )(t,0,tw ) , (18)
when the waveforms uu (t) and up (t) are contaminated `
u0p , u0p (t,0,t ) (up , up )(t,0,tw )
with noise. We define w
+ (np , np )(t,0,tw ) . (19)

u0u (t) = uu (t) + nu (t) , u0p (t) = up (t) + np (t) , (9)
Using these approximations in equation (10), and sub-
where u0u (t) and u0p (t) are the noise-contaminated sig- stituting the resulting expression in equation (11), it
nals, uu (t) and up (t) the noise-free waveforms, and follows that the correction factor c(t, ts , tw ) is approxi-
nu (t) and np (t) the noise signals for the unperturbed mately given by
and perturbed wavefields, respectively. Using the noise-
contaminated signals, we define the noise-contaminated c(t, ts , tw )
cross-correlation coefficient as ! 1 ! 1
(nu , nu )(t,0,tw ) 2
(np , np )(t,0,tw ) 2
1 0 0 1 0 0 (20)
.
` 0 0
uu , up (t,t ,t ) (uu , uu )(t,0,tw )
`
0
r (t, ts , tw ) = q s w
. (10) up , up (t,0,t )
` w
(uu , uu )(t,0,tw ) u0p , u0p (t,0,t )
0 0
w This correction factor c(t, ts , tw ) depends on the un-
Our aim is to derive a correction factor c(t, ts , tw ) such known noise signals nu (t) and np (t). In practice, as-
that suming the noise is stationary, we can estimate these
noise signals using the recorded wavefields uu (t) and
r(t, ts , tw ) c(t, ts , tw )r0 (t, ts , tw ) . (11) up (t) before t = 0 of the experiment. This gives us es-
Throughout the remaining derivation, we assume that timated noise signals nu (t) and np (t). Replacing nu (t)
these noise signals are identically and independently and np (t) in equation (20) with their estimated coun-
distributed (i.i.d.), and wide-sense stationary with zero terparts, is a good approximation only if the terms of
mean [i.e., the mean is zero for all times, and the auto- the form (u, n)(t,ts ,tw ) and (nu , np )(t,ts ,tw ) in equations
correlation depends only on the time shift ts (Papoulis, (12)-(14) are small compared to the remaining terms.
1991, p. 298)]. Hence, for this replacement to be valid, we want the
Using equation (9), we find following inequalities to hold:
` 0 0
uu , up (t,t ,t ) = (uu , up )(t,ts ,tw ) + (uu , np )(t,ts ,tw ) |(uu , np )(t,ts ,tw ) + (up , nu )(t,ts ,tw ) + (nu , np )(t,ts ,tw ) |
s w
|(uu , up )(t,ts ,tw ) | , (21)
+ (up , nu )(t,ts ,tw )
2|(uu , nu )(t,0,tw ) |
+ (nu , np )(t,ts ,tw ) , (12)
` |(uu , uu )(t,0,tw ) + (nu , nu )(t,0,tw ) | , (22)
u0u , u0u (t,0,t ) = (uu , uu )(t,0,tw ) + 2 (uu , nu )(t,0,tw )
w 2|(up , np )(t,0,tw ) |
+ (nu , nu )(t,0,tw ) , (13) |(up , up )(t,0,tw ) + (np , np )(t,0,tw ) | . (23)
`
u0p , u0p (t,0,t ) = (up , up )(t,0,tw ) + 2 (up , np )(t,0,tw )
w In appendix A we rewrite these three inequalities into
+ (np , np )(t,0,tw ) . (14) one inequality that can be evaluated using only the noise
Figure 1. Unperturbed (filled circles) and perturbed (open circles) locations of the point scatterers in the medium. For display
purposes the differences between the unperturbed and perturbed locations are magnified by a factor 10. The star denotes the
source and the triangles the receivers. The modeled seismograms are shown for three receivers. The drawn seismograms are
related to the unperturbed scatterer locations, and the dotted seismograms to the perturbedlocations. For times later than
t = 4.7 102 s (marked by the dotted line), the waves have scattered more than four times. The horizontal bar indicates the
window length for the time-windowed cross-correlations used to calculate the RMS displacement shown in figure 2.
contaminated signals u0u (t) and u0p (t), and an estimated equation (20) to calculate the correction factor. In this
noise signal n0 (t). The resulting inequality [equation case condition (A5) does not apply, and a new condi-
(A5)] then determines if a certain time window has a tion could be derived. To avoid belaboring the point, we
reliable correction factor associated with it, when the refrain from such a treatment.
unknown noise signals nu (t) and np (t) in equation (20)
are replaced with n0 (t). Replacing nu (t) and np (t) with
n0 (t) in equation (20), the correction factor is given by Displacement of the scatterers
c(t, ts , tw ) The problem of inferring the average displacement of
! 1 ! 1 scatterers in a strongly scattering medium from the mul-
(n0 , n0 )(t,0,tw ) 2
(n0 , n0 )(t,0,tw ) 2
1 0 0 1 ` 0 0 (24)
, tiply scattered wavefields, has been used to study flu-
(uu , uu )(t,0,tw ) up , up (t,0,t ) idized particle suspensions (Weitz & Pine, 1993; Heck-
w
meier & Maret, 1997; Page et al., 1999; Cowan et al.,
and is considered reliable if inequality (A5) is satisfied
2000; Page et al., 2000; Cowan et al., 2002). In geo-
with an appropriate value of [O(101 )].
physics, this problem may be relevant when a strongly
To derive condition (A5), we assume that the noise
scattering region in the earth is strained, causing the
is stationary and that nu (t) and np (t) have about the
scattering heterogeneities to move. In such a situation
same noise levels, (i.e., the same variance). If the noise
the displacement of the scatterers is not expected to
levels of nu (t) and np (t) are substantially different, sep-
be random, but will be correlated among scatterers.
arate noise estimates of nu (t) and np (t) can be used in
Here, we present a numerical experiment with point
scatterers in a homogeneous background model, where
we randomly perturb the scatterer locations and use
CWI to infer their root-mean-square (RMS) displace-
ment. Although this experiment is not directly related
to a changing strain in the earth, it serves the purpose
of testing the workings of our correction factor.
Snieder & Scales (1998) showed that for inde-
pendent perturbations of the scatterer positions and
isotropic scattering, the variance of the path length L
is given by
2
L = 2n 2 , (25)
where n is the number of scatterers in the path, and is
the RMS displacement of the scatterers in the direction
of either coordinate axis (horizontal and vertical for two
dimensions). Note that Snieder and Scales assume all Figure 2. Inferred RMS displacement as a function of the
directions of random displacement to be equally likely. center window time t (solid line) plus or minus one standard
deviation (dotted lines). The true value of is indicated by
As a result, the RMS displacement is the same in each
the horizontal solid line. The range of validity of CWI is indi-
direction (horizontal and vertical for2D), i.e., for 2D the
cated by the vertical lines. The half-window time tw used in
true RMS displacement would be 2. Using that the calculating the time windowed correlation coefficient equals
number of scatterers is on average given by n = vt/l , 0.01s.
with l the transport mean free path (Lagendijk & van
Tiggelen, 1996) and v the velocity, and using L = vt, it
follows that the variance of the traveltime perturbations frequency, 0 = 2f0 , and f0 = 600 Hz. The frequency
is given by band used was 400 800 Hz, with a resulting domi-
nant frequency of about 500 Hz due to tapering on ei-
2 2 t ther side of the spectrum. Since in our experiment we
2 = . (26)
vl have isotropic scattering, the transport mean free path
Inserting this in equation (6), it follows that the RMS equals the mean free path, i.e., l = l. The mean free
displacment can be found from path in our experiment was measured to be l = 17.6 m,
r vl which, using n = vt/l, can be used to infer that after
=
(t,t )
1 rmaxw . (27) t = 4.7 102 s the waves are on average scattered more
2 t than four times. This time is indicated in Figure 1 by the
Since the perturbations of the scatterer locations are dotted vertical line. The perturbed scatterer locations
assumed to be independent, and since the scattering is are indicated by the open circles in Figure 1. For display
assumed to be isotropic, the mean traveltime pertur- purposes the displacements are magnified by a factor 10.
bation h i = 0. This means that the maximum of the The actual RMS displacement true = 8102 m in both
(t,t )
cross-correlation function rmaxw occurs at zero lag, i.e., the horizontal and vertical direction. This displacement
ts = 0. equals just 1/38 of the dominant wavelength (the dom-
Figure 1 shows the setup of our numerical experi- inant wavelength = 3 m). The resulting waveforms
ment to test the inference of the scatterer displacements calculated using the displaced scatterers are shown for
from the seismic coda using equation (27). This exper- three receivers by the dotted lines.
iment was also outlined by Snieder et al. (2002). One Figure 2 shows the inferred value of [using equa-
hundred point scatterers (solid dots) are contained in tion (27)] as a function of the central window time t,
an area of 40 80 m2 , and the waveforms are calcu- where the estimated values for from all 21 receivers
lated using a numerical implementation (Groenenboom were averaged. [The receiver spacing was chosen such
& Snieder, 1995) of Foldys method (Foldy, 1945). The that the calculated multiply scattered waveforms were
resulting seismograms are shown by the solid lines for uncorrelated, meaning they can be treated as indepen-
three locations on the edge of the area, and the source dent.] The dotted lines show the average inferred value
location is indicated by the asterisk. In these calcula- of as a function of time plus or minus one standard
tions the scattering amplitude was set to 4i, in or- deviation. The half-window duration tw was 102 s, re-
der to get the maximum possible scattering strength sulting
p in a window length of 10 dominant periods, and
as constrained by the optical theorem [(Groenenboom = 3.66 103 rad/s. The vertical dotted lines indi-
2
& Snieder, 1995); in their notation we used = 4]. cated the range of validity of equation (27). For early
The background velocity equalled 1500 m/s and the times (i.e., t < 4.7 102 s) the relation n = vt/l
2 2
source spectrum S() = e /0 , with the angular for the number of scatterings used in the derivation
Figure 4. Inferred value of as a function of the central

window time t, obtained using equation (27) with the noise-
Figure 3. An example signal without noise (drawn) and free signals (a), with the noise-contaminated signals and no
with noise (dotted). The horizontal bar indicates the win- application of the correction factor (b), and with the noise-
dow length for the time-windowed cross-correlations used to contaminated signals and application of the correction factor
calculate the RMS displacement shown in figure 4. using equation (24) (c).
of equation (27) is not valid, and for late times (i.e., mated average value of is too high, especially for later
t > 2.9101 s), the second-order Taylor approximation times, where the lower amplitude values of the coda
of the auto-correlation of the source signal is inaccurate result in lower signal-to-noise ratios. Figure 4c shows
by more than 15%. This latter time is indicated by the that the correction factor from equation (24) accurately
rightmost dotted vertical line in Figure 2. Within the accounts for the bias due to the noise. The noise es-
range of validity of equation (27), the true displacement timates were obtained using the signal before the main
is recovered within the range given by the average RMS first arrival in the seismograms. In the calculation of the
displacement plus or minus one standard deviation. For results shown in Figure 4c, we used condition (A5) for
late times, the correlation coefficient is close to zero and, each receiver, with = 0.125 to select the time windows
accordingr to equation (27), the inferred value of is then used for the inversion of [note that this is a different
than that used by Groenenboom & Snieder (1995)]. As
given by vl/ 2 t . This function is indicated by the a result, the number of receivers that had usable time
dashed line in Figure 2 and indeed agrees well with the windows for a given central window time t, varies for dif-
inferred value of for late times. For these times the in- ferent t. This causes the jagged appearance of the aver-
ferred value of is of course no longer a good estimate age inferred value of (and the standard deviation). We
of the true RMS displacement. used a time window only when at least seven receivers
As mentioned in the introduction, when the wave- (i.e., 30% of the receivers) satisfied condition (A5) at
fields are contaminated with noise, the number of in- the central window time t. After t 9 102 s fewer
dependent time windows that can be used is limited to than seven time windows satisfied condition (A5) with
traveltimes where the ambient noise level is small com- = 0.125, and hence the correction factor was judged
pared to the amplitudes of the multiply scattered waves. unreliable. As a result, the noise-corrected estimates of
In order to be able to use as many independent time the RMS displacement are not shown for times larger
windows as possible, and hence reduce the error bars on than t 9 102 s.
the inferred perturbation, it is important to correct the
cross-correlation function for the bias due to the noise.
To test the correction factor in equation (24), we added Source separation
band-limited noise to the waveforms for all 21 receivers
from our numerical experiment. The bandwidth of the Snieder & Vrijlandt (2004) used CWI to estimate the
noise was the same as that of the noise-free signals (i.e., distance between seismic events having the same source
400 800 Hz). Figure 3 shows a waveform with and mechanism, that are recorded at a single station. They
without the added noise. Using the noise-contaminated derive the imprint of a change in source location on
waveforms, we again calculated the inferred values of the variance of the traveltime differences, and then use
both with and without the correction factor; see Figure equation (6) to infer this change from the maximum of
t,tw
4c and 4b respectively. For reference, Figure 4a shows the cross-correlation function, i.e., rmax . For two double-
the inferred value of when the noise-free signals were couple sources with a source separation in the fault
used. Figure 4b shows that the noise induces a bias in plane, they show that the relation between the source
the estimated value of ; the presence of noise reduces
the correlation between the unperturbed and perturbed
waveforms, and causes the inferred values of , calcu-
lated using equation (27), to be larger. For early times,
the true value of is embedded within the average value
of plus or minus one standard deviation, but the esti-
displacement s and the variance of the traveltimes 2
is given by

6 7 Pwave
+ 8 a)
8
2 = (s)2 , (28) 1
20 30 40
2 3
7 +
6 6 0.8
where and are the P and S wave velocities, respec- Cross Correlation
b)
tively. Different non-overlapping time-windows provide 0.6
20 30 40
independent estimates of the source separation. These 400
Distance
independent estimates in turn allow for the calculation 300
[m]
of error estimates of the source separation. 200
100
Figure 5a shows two seismograms (events 242003 c)
0
and 242020) from earthquakes on the Hayward fault, 20 30 40
California (Waldhauser & Ellsworth, 2000), recorded at time [s]
station CSP of the Northern California Seismic Net- Figure 5. Two seismograms from two earthquakes on
work. The recorded signal before the arrival of the P the Hayward fault, California, recorded at station CSP of
wave shows that the noise level is considerable. Figure the Northern California Seismic Network (a), their cross-
5b shows the maximum of the time-windowed cross- (t,t )
correlation maximum rmaxw (b), uncorrected (thin line) and
correlation function without the correction factor (thin corrected (thick line), and the inferred source displacement
line) and with the correction factor (thick line) applied, (c) using both the uncorrected (thin line) and corrected
(t,t )
and Figure 5c shows the inferred values of the source (thick line) values of rmaxw shown in (b). The horizontal
separation using equation (28). Here the estimate of line in (a) indicates the window length used in the cross-
the noise, i.e., n0 (t), was obtained from the waveforms correlation.
before the first arrivals. The half-window duration tw
used is 5 s (the full window length is indicated by the Conclusion
horizontal bar in Figure 5a), and the P and S wave ve-
locities used to calculate the source displacement are We have derived a factor that corrects for the influ-
= 5750 m/s and = 3320 m/s, respectively. Note ence of noise on the cross-correlation function, and have
that we used overlapping time windows, since we plot shown its accuracy using both numerical and field data.
(t,t )
rmaxw simply as a continuous function of the central The application of this correction factor is shown in the
window time t. Of course, non-overlapping windows context of CWI, for the inference of the RMS displace-
could be used to ensure independent estimates of the ment of scatterers and a displacement of the source,
source separation. from multiply scattered wavefields. For the displace-
(t,t )
Figure 5b shows that the corrected values of rmaxw ment of the scatterers, we showed that in the presence
maintain a fairly constant level for times t late in the of noise, a displacement of only 1/38 from the dominant
coda, whereas the uncorrected values decrease earlier in wavelength can be succesfully retrieved from the cross-
the coda because the noise decreases the similarity be- correlation between the unperturbed and perturbed sig-
tween both waveforms. As a result, the inferred values nals. This shows the power of CWI when compared to
of the source separation using equation (28) are more or methods that use singly-scattered waves only.
less constant for larger traveltimes when the corrected Since for both the scatterer displacement and
(t,t )
values of rmaxw are used (Figure 5c). This indicates source separation cases, the perturbation is independent
that the correction factor c(t, ts , tw ) given by equation of the traveltimes of the multiply scattered waves, using
(24), accurately corrects for the influence of the noise non-overlapping time windows to estimate the pertur-
on the cross-correlation function. For very large times bations provides a consistency check of the method, and
(say t > 40 s) the corrected values are more variable allows the calculation of error estimates. In this context,
because the correction factor becomes unreliable. We our correction factor is relevant, as it increases the num-
purposely showed the times where the corrected val- ber of usable time windows and hence allows for a re-
ues become variable, to indicate the level of variation duction of the error estimates. In addition the correction
caused by an unreliable correction factor. Of course, factor adjusts for bias in the cross-correlation induced
the time where the correction factor becomes unreliable by the noise. Since our factor depends on an estimate of
could have been estimated using condition (A5) with an the noise level in the data, we present a condition that
appropriate value of [O(101 )]. allows determination of the reliability of the correction.
This condition can be verified using only noise contam-
inated signals and an estimate of the noise level in the
data. Using this condition, the time windows used in the
windowed cross-correlation can be judged to be reliable Maret, G., & Wolf, G.E. 1987. Effect of Brownian Motion of
or not. Scatterers. Z. Phys. B, 65, 409413.
The use of the proposed correction factor is of Page, J.H., Jones, I.P., Schriemer, H.P., Cowan, M.L., Sheng,
course not limited to CWI. Any application that uses P., & Weitz, D.A. 1999. Diffusive transport of acoustic
cross-correlations between different and noisy signals, waves in strongly scattering media. Physica B, 263-264,
37.
and needs to correct for bias induced by noise, can ben-
Page, J.H., Cowan, M.L., & Weitz, D.A. 2000. Diffus-
efit from the correction factor presented here. ing acoustic wave spectroscopy of fluidized suspensions.
Physica B, 279, 130133.
Papoulis, A. 1991. Probability, Random Variables, and
ACKNOWLEDGMENTS Stochastic Processes. McGraw-Hill Inc.
Pine, D.J., Weitz, D.A., Chaikin, P.M., & Herbolzheimer, E.
We thank Mark Vrijlandt for making Figure 5, and Ken 1988. Diffusing Wave Spectroscopy. Phys. Rev. Lett, 60,
Larner for his critical review. In addition, we thank 11341137.
Western Geophysical (now WesternGeco), in particular Snieder, R. 2004a. Coda wave interferometry. Pages 5456
Peter Nuttal, for funding a three-month visit of H.D. to of: 2004 McGraw-Hill yearbook of science & technology.
the Center for Wave Phenomena at the Colorado School New York: McGraw-Hill.
of Mines in the summer of 2000, that formed the basis Snieder, R. 2004b. Extracting the Greens function from the
for this work. This work was supported by the NSF correlation of coda waves: A derivation based on station-
ary phase. Phys. Rev. E, 69, 046610.
(grant EAR-0106668) and by the sponsors of the Con-
Snieder, R., & Vrijlandt, M. 2004. Constraining Relative
sortium Project on Seismic Inverse Methods for Com- Source Locations with Coda Wave Interferometry: The-
plex Structures at the Center for Wave Phenomena. ory and Application to Earthquake Doublets in the Hay-
ward Fault, California. submitted to J. Geophys. Res.
Snieder, R.K. 1999. Imaging and averaging in complex me-
REFERENCES dia. Pages 405454 of: Fouque, J.P. (ed), Diffuse waves
in complex media. Kluwer, Dordrecht.
Cowan, M.L., Page, J.H., & Weitz, D.A. 2000. Velocity fluc- Snieder, R.K. 2002. Coda wave interferometry and the equi-
tuations in fluidized suspensions probed by ultrasonic libration of energy in elastic media. Phys. Rev. E, 66,
correlation spectroscopy. Phys. Rev. Lett., 85, 453456. 0466151,8.
Cowan, M.L., Jones, I.P., Page, J.H., & Weitz, D.A. 2002. Snieder, R.K., & Scales, J.A. 1998. Time reversed imaging
Diffusing Acoustic Wave Spectroscopy. Phys. Rev. E, as a diagnostic of wave and particle chaos. Phys. Rev. E,
65, 0666051/11. 58, 56685675.
Derode, A., Roux, P., & Fink, M. 1995. Robust acoustic time Snieder, R.K., Gret, A., Douma, H., & Scales, J. 2002. Coda
reversal with high-order multiple scattering. Phys. Rev. Wave Interferometry for estimating nonlinear behavior in
Lett., 75, 42064209. seismic velocity. Science, 295(22 March), 22532255.
Derode, A., Tourin, A., & Fink, M. 1999. Ultrasonic pulse Waldhauser, F., & Ellsworth, W. 2000. A double-difference
compression with one-bit time reversal through multiple earthquake location algorithm: Method and application
scattering. J. Appl. Phys., 85, 63436352. to the northern Hayward fault, California. Bull. Seism.
Fink, M. 1997. Time-reversed Acoustics. Physics Today, 50, Soc. Am., 90, 13531368.
3440. Weitz, D.A., & Pine, D.J. 1993. Diffusing Wave Spec-
Foldy, L.O. 1945. The Multiple scattering of waves. Phys. troscopy. Page 652 of: Brown, W. (ed), Dynamic Light
Rev., 67, 107119. Scattering. Clarendon Press, Oxford.
Gret, A., Snieder, R., Aster, R.C., & Kyle, P.R. 2004a. Mon- Yodh, A.G., Kaplan, P.D., & Pine, D.J. 1990. Pulsed
itoring rapid temporal changes in a volcano with coda diffusing-wave spectroscopy: High resolution through
wave interferometry. Submitted to Geophys. Res. Lett. nonlinear optical gating. Phys. Rev. B, 42, 47444747.
Gret, A., Snieder, R., & Ozbay, U. 2004b. Monitoring stress
change in an underground mining environment with coda
wave interferometry. Submitted to the J. of Mining Ap-
plications. APPENDIX A: A CONDITION TO
Gret, A., Snieder, R., & Scales, J. 2004c. Time-lapse moni- ESTIMATE THE RELIABILITY OF THE
toring of rock properties with coda wave interferometry. CROSS-CORRELATION CORRECTION
Submitted to J. Geophys. Res. FACTOR
Groenenboom, J., & Snieder, R.K. 1995. Attenuation, disper-
sion, and anisotropy by multiple scattering of transmitted Equation (20) for the correction factor of the cross-
waves through distributions of scatterers. J. Acoust. Soc. correlation coefficient, depends on the unknown noise
Am., 98(6), 111. functions nu (t) and np (t). In practice, we dont know
Heckmeier, M., & Maret, G. 1997. Dark Speckle Imaging of these noise functions, and can at best estimate the aver-
Colloidal Suspensions in Multiple Light Scattering Me- age noise levels. Since in practice we often only have one
dia. Progr. Colloid. Polym. Sci., 104, 1216. estimate of the noise level, as opposed to some ensem-
Lagendijk, A., & van Tiggelen, B.A. 1996. Resonant Multiple ble average, we want the correction factor to be reliable
Scattering of Light. Phys. Rep., 270, 143215. when the unknown noise signals in equation (20) are
replaced by a single estimate of the noise. If inequalities (21)-(23) are satisfied, the correction factor will only weakly
depend on the estimate of the noise signals. Here we rewrite these inequalities into one inequality that can be verified
using the noise contaminated signals and an estimate (or single realization) of the noise n0 (t).
To write inequalities (21)-(23) as a single one, we first add the left- and right-hand sides of equations (21)-(23),
while multiplying equation (21) by two for convenience in the further derivation. This gives
`
2 |(uu , np )(t,ts ,tw ) + (up , nu )(t,ts ,tw ) + (nu , np )(t,ts ,tw ) | + |(uu , nu )(t,0,tw ) | + |(up , np )(t,0,tw ) |

2|(uu , up )(t,ts ,tw ) | + (uu , uu )(t,0,tw ) + (nu , nu )(t,0,tw ) + (up , up )(t,0,tw ) + (np , np )(t,0,tw ) , (A1)
where we have used that zero-lag auto-correlations are positive definite. If conditions (21)-(23) hold, equations (17)-
(19) from the main text are good approximations. We can use these approximations, together with the linearity of
( , )(t,ts ,tw ) and equation (9), to approximate inequality (A1) as
2|(u0u , np )(t,ts ,tw ) + (u0p , nu )(t,ts ,tw ) (nu , np )(t,ts ,tw ) |

+2|(uu , nu )(t,0,tw ) (nu , nu )(t,0,tw ) | + 2|(u0p , np )(t,0,tw ) (np , np )(t,0,tw ) |
0

2|(u0u , u0p )(t,ts ,tw ) | + (u0u , u0u )(t,0,tw ) + (u0p , u0p )(t,0,tw ) . (A2)
Since in CWI we assume that the travel-time perturbations in the time window [t tw , t + tw ] are small, we
expect a positive cross-correlation between the signals u0u (t) and u0p (t) for times where CWI is valid. Using this, we
can write condition (A2) as
|(u0u + u0p , n0 )(t,ts ,tw ) | + |(u0u , n0 )(t,0,tw ) (n0 , n0 )(t,0,tw ) | + |(u0p , n0 )(t,0,tw ) (n0 , n0 )(t,0,tw ) |
2([u0u + u0p ]/2, [u0u + u0p ]/2)(t,0,tw ) (A3)
where
we substituted
for both noise signals nu (t) and np (t) the estimated noise signal n0 (t), and we assumed
(nu , np )(t,t ,t ) (u0u , np )(t,t ,t ) + (u0p , nu )(t,t ,t ) to eliminate the (nu , np )(t,t ,t ) term. The latter approxi-
s w s w s w s w
mation is more appropriate for larger signal-to-noise ratios, larger time windows, and uncorrelated noise realizations
nu (t) and np (t). Note that substituting a single noise signal for both unknown noise signals nu (t) and np (t) is ap-
propriate only, if both noise signals have similar noise levels. Dividing both sides of condition (A3) by (n 0 , n0 )(t,0,tw )
(which is positive definite), and defining the ratio
` 0
[uu + u0p ]/2, [u0u + u0p ]/2 (t,0,t )
(t, tw ) w
, (A4)
(n0 , n0 )(t,0,tw )
inequality (A3) leads to
1 (u0u + u0p , n0 )(t,ts ,tw ) (u0u , n0 )(t,0,tw )
0
(up , n0 )(t,0,tw )

+ 1 + 1 /(t, tw ) , (A5)
2 (n0 , n0 )(t,0,t ) w
(n0 , n0 )(t,0,t )
w
(n0 , n0 )(t,0,t )
w
p
where is O(101 ). Here (t, tw ) can be interpreted as the average signal-to-noise ratio.
Condition (A5) is satisfied only for time windows that have a large average signal-to-noise ratio. The l.h.s of
condition (A5) can be evaluated using the noise contaminated signals u0u (t) and up (t), and an estimated noise signal
n0 (t). This condition can thus be used as a selection criterion to determine which time windows have reliable correction
factors associated with them, when an estimated noise signal n0 (t) is used (i.e., when equation (24) is used to calculate
the correction factor). Note that can be interpreted as the inverse of the signal-to-noise ratio.
CWP-498
Nonhyperbolic moveout analysis in VTI media using

rational interpolation
Huub Douma1, Alexander Calvert2 and Edward Jenner2

1 Center for Wave Phenomena, Colorado School of Mines, Golden, CO 80401-1887, USA
2 GX Technology, 225 East 16th Avenue, Suite 1200, Denver, CO 80203, USA
ABSTRACT
We present a rational interpolation approach to nonhyperbolic moveout correc-
tion in the t x domain, for qP-waves in homogeneous transversely isotropic
media with a vertical symmetry axis. This method has no additional compu-
tational overhead compared to using expressions explicit in the relevant pa-
rameters, i.e., the anellipticity parameter and the (zero-dip) normal moveout
velocity VN M O . The lack of such additional overhead can be attributed to the
observation that, for a fixed value of and a fixed zero-offset two-way travel-
time t0 , the moveout curve for different values of VN M O can be calculated by
simple stretching and squeezing of the offset axis, where the amount of stretch
or squeeze depends on the change in VN M O . This observation is based on the
generally accepted assumptions that the traveltimes of qP-waves in transversely
isotropic media, depend mainly on and VN M O , and that the shear-wave ve-
locity along the symmetry axis has a negligible influence on these traveltimes.
The accuracy obtained with this method is as good as that of these approxima-
tions. The method can be tuned to be accurate to any offset range of interest,
by increasing the order of the interpolation, making it accurate for arbitrary
offsets.
We test the method using both synthetic and field data, and compare it with the
nonhyperbolic moveout equation of Alkhalifah and Tsvankin (1995). Both data
types confirm that for & 0.1 our method significantly outperforms the nonhy-
perbolic moveout equation in terms of combined unbiased parameter estimation
with accurate moveout correction. A comparison with the shifted hyperbola
equation of Fomel (2004) establishes almost identical accuracy of the rational
interpolation method and his equation. Under the above-mentioned approxima-
tions, we show that the correction factor for the Alkhalifah-Tsvankin equation
introduced by Grechka and Tsvankin (1998), is independent of VN M O , and we
present a method to estimate its optimal value in practice. This factor can be
used to maximize the performance of the Alkhalifah-Tsvankin approximation.
Key words: Moveout analysis, nonhyperbolic, anisotropy, anellipticity, VTI,
rational interpolation
Introduction isotropic (TI) model adequately describes the intrinsic

anisotropy of shales (Sayers, 1994), wave propagation in
Over the past two decades, the importance of anisotropy
TI media has attracted much attention. Because the dis-
and its influence on seismic data processing have be-
persion relations govern the propagation velocities of the
come increasingly appreciated. Since 75% of the clas-
different wave modes (and hence the traveltimes used in
tic infill of sedimentary basins consists of shale forma-
seismic data processing), and because these relations are
tions (Tsvankin, 2001, p.11), and since the transversely
nonlinear in the elastic coefficients, many authors have
2 H. Douma, A. Calvert & E. Jenner
worked on approximations of the dispersion relations in approximation is exact at zero offset and infinite offset,
TI media (Dellinger et al., 1993; Tsvankin & Thom- Grechka and Tsvankin (1998) mention that at interme-
sen, 1994; Alkhalifah, 1998; Schoenberg & de Hoop, diate offsets this approximation can be somewhat im-
2000; Zhang & Uren, 2001; Stovas & Ursin, 2004; Fomel, proved by empirically changing the denominator of the
2004), with varying levels of accuracy; Fomels (2004) nonhyperbolic term. This limited accuracy at interme-
shifted hyperbola approach seemingly the most accu- diate offsets was also noted by other authors [e.g., Zhang
rate of all. Fowler (2003) gives a comparative review of and Uren (2001), van der Baan and Kendall (2002),
some of these approximations with an emphasis on TI and Stovas and Ursin (2004)]. In an attempt to over-
media with a vertical symmetry axis (VTI media). come this limitation in accuracy, Grechka and Tsvankin
Here, we propose a rational interpolation scheme (1998) introduce a correction factor C in the denomi-
for traveltimes of qP-waves in homogeneous VTI me- nator of the nonhyperbolic term. We show that within
dia that requires no additional computational over- the two approximations mentioned above, this correc-
head compared to methods using approximations ex- tion factor depends only on the ODR and , and we
plicit in the physical relevant parameters, such as those present a figure that shows C as a function of both ODR
just mentioned. The choice to use a rational interpola- and , for ODR up to four and 0 1. We explain
tion was motivated by the observation that several of how this figure can be used in practice to determine the
the aforementioned approximations achieve high accu- value of C, that minimizes the bias in the estimated
racy through the use of rational approximations [e.g., value of when the nonhyperbolic moveout equation
Schoenberg and de Hoop (2000) and Stovas and Ursin of Alkhalifah and Tsvankin (1995) is used. Through a
(2004)], and by the form of the nonhyperbolic moveout study of the accuracy of this equation, we establish its
equation of Tsvankin and Thomsen (1994), which re- limits of applicability.
sembles a rational approximation. We refrain from an The motivation for higher accuracy at larger ODR
attempt to derive yet another approximation to travel- stems from the observation that a larger ODR pro-
times of qP-waves in such media that is explicit in the vides better resolution for the anellipticity parameter
relevant parameters. Instead, we simply make use of the (Alkhalifah, 1997; Grechka & Tsvankin, 1998; Wookey
facts that the shear-wave velocity along the (vertical) et al., 2002). Hence, improved accuracy at larger ODR
symmetry axis, VS0 has negligible influence on the trav- can help reduce the uncertainty in inversion for [within
eltimes of qP-waves in TI media (Tsvankin & Thom- the limits of the trade-off between and VN M O , as
sen, 1994; Tsvankin, 1996; Alkhalifah, 1998; Alkhali- observed by Grechka and Tsvankin (1998)] when large
fah, 2000), and that these traveltimes depend mainly on ODR is available in the data. We show that our rational
the anellipticity parameter and the (zero-dip) normal- interpolation approach provides significantly more accu-
moveout velocity VN M O (Alkhalifah & Tsvankin, 1995). rate traveltimes than does the currently standard non-
That is, the influence of Thomsen parameter is only hyperbolic moveout equation, especially for larger ODR
small. We show that these two assumptions cause the (larger than two), and for arbitrary levels of anellip-
influence of VN M O on the nonhyperbolic moveout of qP- ticity, with no additional computational overhead. The
waves in a horizontal homogeneous VTI layer, for fixed lack of such overhead stems from the influence of VN M O
anellipticity parameter and two-way zero-offset trav- being limited to a stretch (or squeeze) along the offset
eltime t0 , to be a simple horizontal stretch (or squeeze), axis of the moveout curve for some reference value of
i.e., along the offset axis, of the moveout curve for some VN M O , and for fixed and t0 .
reference value of VN M O , where the amount of stretch The outline of this paper is as follows. First, we
(or squeeze) depends on the change in VN M O . This sim- study the accuracy of the nonhyperbolic moveout equa-
ple observation allows the traveltimes needed for the ration from Tsvankin and Thomsen (1994) and analyze
tional interpolation to be calculated from a small num- the influence of the introduction of the correction fac-
ber of precomputed traveltimes stored in a table. Within tor of Grechka and Tsvankin (1998) on this accuracy.
the limits of the accuracy of the above two approxima- Subsequently, we introduce the rational interpolation
tions, our rational interpolation approach can be tuned approach to nonhyperbolic moveout for qP waves in
to almost arbitrary accuracy at any offset-to-depth ra- VTI media, and explain the stretch-squeeze influence
tio (ODR) (or group angle) of interest. A comparison of VN M O on the moveout curve of qP reflections in a
of our approach with the shifted hyperbola approach single horizontal homogeneous VTI layer. Subsequently
of Fomel (2004) shows that our method has accuracy we explain the influence of this observation on the cor-
almost identical to that of Fomel. rection factor C in the nonhyperbolic moveout equation.
For velocity analysis in VTI media using qP-waves, Synthetic tests, for both a single homogeneous horizon-
the nonhyperbolic moveout equation for a single hor- tal VTI layer and a horizontally layered VTI medium,
izontal VTI layer, derived by Tsvankin and Thomsen verify the improved accuracy of the method when com-
(1994), is the current standard in seismic data process- pared to the nonhyperbolic moveout equation. Finally
ing. Alkhalifah and Tsvankin (1995) have rewritten this these findings are confirmed by an application of the
equation in terms of VN M O and . Even though this method to field data. Also, a comparison between our
Nonhyperbolic moveout analysis using rational interpolation 3
d) e) f)

locity Vhor = VN M O 1 + 2, they rewrite equation (1)
in terms of VN M O and Vhor ,
` 2
Vhor VN2 M O x4

2 2 x2
t (x) = t0 + 2 2 ,(2)
VN M O VN M O (t20 VN4 M O + CVhor
2
x2 )
where C is the above-mentioned correction factor.
t (% of t 0 )
Figure 1a show contours of the maximum absolute
traveltime difference (in percentage of t0 ) between ray-
traced traveltimes for a single horizontal VTI layer and
the nonhyperbolic moveout equation without the cor-
rection factor, for virtually all combinations of and
VN M O of practical interest. The maximum ODR is two,
and t0 = 1 s for all models considered. The ray-traced
a) b) c) traveltimes were determined with VS0 = 0 km/s and
= 0. The differences in the traveltimes are of the or-
Figure 1. Comparison of the accuracy of the nonhyperbolic der of a percent, which in this case amounts to 10 ms.
moveout equation without the correction factor, i.e., C = 1 For a dominant frequency of 50 Hz in surface seismic
(a), with the optimal correction factor C (b), and of the data, this amounts to a traveltime error of about half
[2/2] rational interpolation (c), for a range of models (com-
a dominant period. Such errors are not negligible, can
binations of and VN M O ) that spans most models of prac-
lead to substantial reduction in stacking power, and thus
tical interest. Contours are drawn for the maximum absolute
percentage error in traveltime (compared to ray-traced trav- cause errors in the estimation of and VN M O in velocity
eltimes where ray tracing was done with VS0 = 0 km/s and analysis. Note that here we use the true values of and
= 0) for a single horizontal VTI layer, over a range of ODR VN M O for the moveout analysis rather than the best-
values up to two. The contoured values are shown in percent- fit values, since we want to analyze the accuracy of the
age of t0 . Subfigures (d) through (f) show the same contours nonhyperbolic moveout equation for a known model. It
as in subfigures (a) through (c), except for a range of ODR is known that the traveltime differences shown in Figure
values up to four. The stars in subfigures (d) through (f) in- 1a can be reduced by using the best-fit values of and
dicate the model parameters used for the residual moveout VN M O , rather than the true ones.
plots in Figure 4.
Grechka and Tsvankin (1998) state that, for a single
horizontal VTI layer, introducing the coefficient C = 1.2
method and the shifted hyperbola method of Fomel minimizes deviations from the exact traveltimes for the
(2004) establishes the almost identical accuracy of the range of offset-to-depth ratio (ODR) 1.5 2.5. They
two methods. also mention that the correction factor can be used as
an optimization parameter by comparison of traveltimes
obtained using equation (2) and ray-tracing. Figure 1b
Accuracy of the nonhyperbolic moveout is as Figure 1a, except now the optimized correction
equation factor was determined for each combination of and
VN M O shown and then used in equation (2). Note that
The nonhyperbolic moveout equation of Tsvankin and indeed the introduction of the correction factor reduced
Thomsen (1994), rewritten in terms of the anellipticity the maximum errors in the traveltimes substantially, re-
parameter by Alkhalifah and Tsvankin (1995), is given sulting in errors of the order of a tenth of a percent. A
by straightforward application of the C = 1.2 for all mod-
els (not shown here), did reduce the errors somewhat,
x2 2x4
t2 (x) = t20 + ,(1) but the errors were still of the order of a percent. This
VN2 M O VN2 M O [t20 VN2 M O
+ (1 + 2) x2 ]
indicates that a straightforward application of C = 1.2
where t0 is the two-way traveltime at zero offset, x is is in general not recommended, except for models where
offset, and VN M O is the (zero-dip) NMO velocity. Note C = 1.2 may happen to be the optimal correction fac-
how the moveout reduces to hyperbolic moveout for el- tor. It is worth mentioning that in practice the opti-
liptical anisotropy ( = 0), as pointed out by Helbig mal value of C can be determined only approximately
(1983). This equation is exact at both zero offset and because the true values of and VN M O are unknown.
infinite offset. In an attempt to increase the accuracy Therefore, Figure 1b represents the best accuracy that
at intermediate offsets, Grechka and Tsvankin (1998) can be obtained using the nonhyperbolic moveout equa-
introduce a correction factor. Noting that for a single tion with the correction factor.
horizontal VTI layer the absolute error in is at least As pointed out by Alkhalifah (1997), a larger maxi-
twice as large as the relative error in the horizontal ve- mum ODR (say larger than 1.5) provides increased sta-
bility and resolution for the inversion for using non-
hyperbolic moveout. With current acquisition systems,
such values of ODR are feasible, especially for shallow Tsvankin (1995) obtained equation (1) from the nonhy-
targets. Moreover, the need for cost-effective acquisition perbolic moveout equation of Tsvankin and Thomsen
systems could, with time, increase the maximum ODR (1994), by also setting VS0 = 0. In addition, Alkhalifah
in acquisition systems. Also, in near-surface (or shallow) and Tsvankin (1995) showed that the time signatures
geophysical application, large ODR is common. Figures of qP-waves in homogeneous VTI media depend mainly
1d and 1e are as Figures 1a and 1b, respectively, except on the (zero-dip) normal-moveout velocity VN M O and
that here the maximum ODR is four. The introduction the anellipticity parameter , with an almost negligi-
of the optimal correction factor again reduces the errors ble influence of VP 0 . Since we are interested only in
in traveltime significantly, but the errors are of the order traveltime calculations, we can choose = 0, and thus
of a percent; that is, they are sizable. VP 0 = VN M O and = , in equation (5). That equation
then becomes

1
The dependence of nonhyperbolic moveout for V () = VN M O sin2 + 1 + ...
2
a single VTI layer on and VN M O q` ff1/2
2
From simple geometric considerations, it follows that for 1 + 2 sin2 2 sin2 2 , (8)
a homogeneous horizontal VTI layer, the traveltime is
given by while equations (3) and (4) for the traveltime t and the
associated offset x, become
VP 0 t 0
t= , (3) VN M O t 0
v cos t= , (9)
v cos
where VP 0 is the P-wave traveltime along the vertical
symmetry axis, is the group angle, and v is the group and
velocity for propagation in direction . The offset x as- x = VN M O t0 tan , (10)
sociated with this traveltime is given by
respectively. Note that the phase velocity V () now
x = VP 0 t0 tan . (4) depends linearly on VN M O . This linearity causes the
1 dV
In a TI medium, the phase velocity is given by term in equations (6) and (7) to be indepen-
V () d
(Tsvankin, 2001, p.22) dent of VN M O . Since the dependence of the group angle

f
on the anisotropic parameters is governed by the term
V () = VP 0 1 + sin2 1 . . . 1 dV
2 [cf. equation (6)], the group angle is inde-
191/2 V () d
pendent of VN M O and depends only on . In addition,
s 2
2 sin2 2 ( ) sin2 2 A
=
1+ (5), it follows from equation (7) that the group velocity v
f f ; depends linearly on VN M O since the phase velocity de-
pends linearly on VN M O . From equations (9) and (10) it
where is the phase angle, and are the Thomsen
2 then follows that the traveltime t becomes independent of
parameters, and f 1 VS0 /VP20 , with VS0 the S-
VN M O and that the associated offset x depends linearly
wave phase velocity along the symmetry axis. For such
on VN M O . Also, t0 is a simple scaling factor for both
a medium, the group angle is related to the phase angle
the traveltime t and the associated offset x. In a single
through (Tsvankin, 2001, p.29)
horizontal VTI layer, this means that for fixed and t0 ,
1 dV the moveout curve for different values of VN M O can be
tan +
V () d calculated by simple horizontal stretching and squeezing
tan = , (6)
tan dV along the offset axis (see Figure 2). This important ob-
1
V () d servation is a straightforward consequence of the neg-
ligible influence of VS0 on qP-wave traveltimes in TI
while the group velocity v is given by
s media and the fact that the kinematics of qP-waves in
2 homogeneous VTI media depend mainly on VN M O and
1 dV
v = V () 1 + . (7) . To make explicit the independence of the traveltimes
V () d
of VN M O , we rewrite equation (9) as
It is known that the qP-wave phase-velocity in TI t0
media depends only weakly on VS0 (Tsvankin & Thom- t= , (11)
v|VN M O =1 cos
sen, 1994; Tsvankin, 1996; Alkhalifah, 1998). For all
kinematic problems regarding qP waves, VS0 is there- where v|VN M O =1 denotes the group velocity calculated
fore usually ignored. We likewise set VS0 = 0 (or f = 1) for VN M O = 1 km/s.
in equation (5). This is the acoustic approximation Figure 1a (as well as b-e) shows that the con-
from Alkhalifah (1998; 2000). Note that Alkhalifah and toured maximum traveltime differences between ray-
traced traveltimes and traveltimes calculated using the
x
t
0
V nmo
t
Figure 2. Under the customary assumptions that travel-

times of qP-waves in VTI media depend mainly on and
VN M O , and that the shear-wave velocity along the symme-
try axis (VS0 ) has negligible influence on the traveltimes of
qP-waves in such media, the nonhyperbolic moveout curve
for fixed and t0 , but varying VN M O , can be calculated by Figure 3. Optimal correction factor C as a function of ODR
simple horizontal stretching (or squeezing) along the offset (k) and .
axis. The amount of stretch is determined by the change in
VN M O .
approximations, the traveltimes for a given ODR k (or
nonhyperbolic moveout equation without the correction group angle ) are independent of VN M O . Note that
factor are independent of VN M O . This is now easily un- using k/2 = tan in equation (10) gives
derstood in light of the previous observation that the 2x
k= . (14)
nonhyperbolic moveout for fixed (and t0 ) but differ- t 0 VN M O
ent values of VN M O , are simply horizontally stretched Strictly, k is a true ODR only if = 0. For convenience,
or squeezed versions of each other. Note that we used we refer to k as the ODR throughout the remainder of
VS0 = 0 and = 0 for the ray tracing to determine the this paper.
traveltime differences shown in Figure 1. Under the above-mentioned two approximations,
For hard rocks, setting VS0 = 0 is not as good an the traveltimes t(k) on the left-hand side of equation
approximation as for softer rocks (Tsvankin, personal (13) are independent of VN M O . It follows that under
communication). For such geology (say carbonate reser- these approximations the correction factor C is inde-
voirs) it is better to use an intelligent estimate of the pendent of VN M O . Therefore we need only study the
Vp /Vs ratio. Note that in this case the traveltimes t are dependence of C on and k. We determine the optimal
still independent of VN M O because f is simply equal to C by minimizing the maximum traveltime difference be-
some appropriately chosen constant value. Therefore, tween ray-traced traveltimes (with VS0 = 0 km/s and
the moveout curves for fixed values of and t0 but dif- = 0) and the traveltimes calculated using equation
ferent values of VN M O are again horizontally stretched (13) for different values of and k. Figure 3 shows a
or squeezed versions of each other. contour plot of C as a function of and k. Clearly,
the optimal C value is not a constant, but rather varies
Implications for the correction factor C with and k. Grechka and Tsvankin (1998, p.959) state
that, for a single horizontal VTI layer, introducing the
Rewriting equation (2) in terms of and VN M O gives coefficient C = 1.2 ... minimizes deviations from the ex-
t2 (x) = t20 + (x/VN M O )2 . . . act traveltimes for the most practical range of offsets
1.5h < x < 2.5h, where h is the depth of the reflector.
2 (x/VN M O )4 Figure 3 shows that for this range of ODR, C = 1.2 is
. (12)
t20 + C (1 + 2) (x/VN M O )2

optimal only for values of ranging from 0.08 to 0.18.
Using the observation that the offsets x are linear in Therefore, their statement should be understood with
VN M O , i.e., using equation (10), it follows that the added qualifier that the optimal value of C is close
to 1.2 for these particular values of ODR range in com-
k2 k4
ff
bination with these particular values of only.
t2 (k) = t20 1 + , (13)
4 2 (4 + C [1 + 2] k 2 ) In practice, neither or k are known. However, an
estimate of VN M O and can be obtained using equation
where we used k/2 = tan , with k the ODR. This equa-
(12) [or (2)] with C = 1. Subsequently, an estimate of
tion shows explicitly that, under the above-mentioned
k can be obtained using the estimated value of VN M O [2/1] rational approximation for t2 as a function of x2 .
in equation (14). Then, the optimal C value can be ob- Therefore, we could try a [2/1] rational interpolation to
tained from Figure 3 using the estimated k and . approximate nonhyperbolic moveout. In this paper, we
choose a [2/2] rational interpolation in an attempt to
gain extra accuracy.
Nonhyperbolic moveout using rational To calculate the four unknown coefficients for the
interpolation [2/2] rational interpolation using equations (A2)-(A5),
we need four traveltimes and four associated offsets. Let
Fitting function values at various points (that are not ti (i = 1, . . . , 4) be the traveltime for a fixed ODR ki
necessarily distinct) using a rational function is usually (or group angle i ), and let the associated offset be xi .
referred to as multipoint Pade approximation (Baker & From the previous section, we know that the traveltimes
Graves-Morris, 1981a). Such approximation is also re- ti are independent of VN M O and depend on t0 through
ferred to as N-point Pade approximation, Newton Pade a simple scaling only. This means that the traveltimes ti
approximation, or rational interpolation, depending on needed for the rational interpolation can be calculated
the context. Since in this paper, we do not use coinci- from a small subset of traveltimes calculated for a fixed
dent interpolation points (often referred to as confluent reference value of t0 , denoted as tref
0 , and a range of
interpolation points), we prefer to use the term rational values, say from 0.2 to 1.0 in steps of 0.01. This subset
interpolation. can be precomputed and stored in a table. Hence, when
A rational approximation to a function T (x) is writ- the traveltimes ti for a particular combination of t0 ,
ten as VN M O , and are desired, a simple lookup in this table
NL (x) for the particular combined with scaling with t0 /tref 0
T (x) , (15)
DM (x) [cf. equation (11)], gives the traveltimes ti needed for the
where NL (x) is a polynomial of maximum order L, and rational interpolation. That is, the desired traveltime ti
DM (x) a polynomial of maximum order M . We denote is obtained from
!
such an approximation as [L/M ] and use the normal- table t0
ization NL (0) = T (0) and DM (0) = 1.0, after Baker ti = t i , (17)
tref
0
(1975, pp. 5-6). Given n = L + M function values Ti at
points xi , with i = 1, . . . , n, we arrive at a linear system where ttable
i is the value of ti obtained from the table
of n equations with n unknowns, the coefficients of the (evaluated for t0 = tref
0 ), for ODR ki and the desired
polynomials. Once the coefficients are found, the result- value of . Evaluating the table for tref
0 = 1 s allows
ing [L/M ] approximant can be used to find the function the calculation of ti to be done by scaling of ttable
i with
values T (x) at values of x different from the interpola- t0 only. Using the given values of VN M O and t0 , the
tion points xi . The solution to this system for the [2/2] corresponding offsets xi are then found simply from
rational approximation is given in appendix A.
VN M O t 0 k i
As with any linear system of equations, the system xi = . (18)
2
may be singular. This is a known hazard of rational in-
terpolation. Hence, blind use of rational interpolation The traveltimes and offsets obtained using the
can be problematic. There exist reliable algorithms, in method outlined above, allow us to perform velocity-
the sense that if an interpolant to the function values analysis in VTI media using our [2/2] rational inter-
ti exists, they find it, whereas if no interpolant exists polation. The efficiency of this approach is comparable
because the linear system is degenerate, the algorithm to that of current velocity analysis using nonhyperbolic
exits with an error. An example of such a reliable al- moveout equations (1) or (2), since the small subset of
gorithm is the modified Thacher-Tukey algorithm, e.g., traveltimes for t0 = 1 s and a range of values, is pre-
Graves-Morris and Hopkins (1981). Baker and Graves- computed and stored in a table. Hence, no computa-
Morris (1981b, pp. 7-17) give an overview of different tional overhead is required compared to that of current
algorithms for rational approximations. methods. In other words, the nonhyperbolic moveout
Here we use rational interpolation to approximate equation is replaced simply with the rational interpola-
nonhyperbolic moveout in a horizontal transversely tion formula, and the needed traveltimes are read from
isotropic homogeneous layer with a vertical symmetry the precomputed table.
axis. Rewriting equation (2) in the form of a rational To precompute the table of traveltimes, a standard
approximation using the definition of Baker (1975, pp. anisotropic ray-tracing algorithm can be used. Here, to
5-6), gives calculate the traveltimes, we first solve

t2 (x) = t20 + A + VN2
` 2 2 2 1 dV
M O x + VN M O t0 (A + . . . tan i +
2 2 ki Vi d i
/VN4 M O x4 / 1 + At2 2
`
VN M O Vhor 0 x , (16) = , (19)
2 tan i dV
where A CVhor2
VN4 1
M O . This expression reveals that Vi d i
the nonhyperbolic moveout equation can be viewed as a
1
values used for the rational interpolation are k1 = ,
2
3
k2 = 1, k3 = , and k4 = 2. Here the maximum trav-
2
eltime errors are of the order 103 % of t0 (or 0.01 ms
in this case), which is one-to-two orders of magnitude
more accurate than that using the nonhyperbolic move-
out equation with the optimal correction factor, and
two-to-three orders of magnitude more accurate than
the accuracy of this equation without the correction
factor. With a dominant frequency of 50 Hz, the trav-
eltime errors are about 0.05% of the dominant period,
and are hence negligible. Figure 1f shows the same con-
tours, but now for a maximum ODR of four (the ODR
values used for the rational interpolation are k1 = 1,
k2 = 2, k3 = 3, and k4 = 4). The traveltime errors
are now somewhat larger and of the order of 102 % of
Figure 4. Residual moveout as a function of ODR using t0 (or 0.1 ms in this case), but still one-to-two orders
the nonhyperbolic moveout equation without the correction of magnitude smaller than those for the nonhyperbolic
factor, i.e., C = 1 (dashed), with the optimal correction moveout with or without the correction factor. Again,
factor (dotted), and [2/2] rational interpolation (solid). For
compared to a dominant period of 20 ms, these errors
all three cases the model parameters used are = 0.3 and
are negligible (0.5% of the dominant period). Hence, ra-
VN M O = 2.4 km/s (indicated by the star in Figures 1a-c).
The inset shows the residual moveout for the [2/2] rational tional interpolation achieves a significant improvement
interpolation on a larger scale. At the interpolated ODR val- in accuracy up to large ODR, and is highly accurate for
ues 1, 2, 3, and 4, the residual moveout is identical zero. all models of practical interest, without the use of an
optimization parameter such as the correction factor C
in the nonhyperbolic moveout equation (2).
for i numerically, using the Matlab function fsolve We explained earlier that rational interpolation can
which uses an interior-reflective Newton method to solve lead to a degenerate linear system. For our [2/2] rational
nonlinear equations (Coleman & Li, 1994; Coleman & interpolation, this happens if the moveout is purely hy-
Li, 1996). To obtain equation (19) we used tan i = perbolic. Figure 1, however, shows that for virtually all
ki /2. In equation (19), Vi is the phase velocity associ- anisotropic models of practical interest such degeneracy
ated with ODR ki . The traveltime is then found through does not occur. Figure 1 was calculated using discrete
calculation of the group velocity vi |VN M O =1 using equa- offsets and discrete values of VN M O and . If degener-
tions (8) and (7) with VN M O = 1 km/s, and subsequent acy would somehow occur for values in the continuous
use of this velocity in range between the discrete values we used for and
tref VN M O , adding a small amount of numerical noise (say
ttable
i = 0
, (20) on the order of 102 ms) should overcome. Numerical
ki
vi |VN M O =1 cos tan1 tests showed that adding such a small amount of nu-
2
merical noise, indeed removed the degeneracy for purely
[cf. equation (11)]. We found that using the group angle hyperbolic moveout.
as an initial guess for the phase angle generally worked Figure 4 shows the residual moveout as a function
well. We did not investigate different methods to solve of ODR for the nonhyperbolic moveout equation with-
for the phase angles i . Using the fsolve function in out (dashed) and with (dotted) the optimized correction
Matlab, the calculation of a table with four traveltimes factor, respectively, and for the [2/2] rational interpola-
for about 100 values of takes on the order of one tion (solid). Here we used VN M O = 2.4 km/s? , = 0.3
minute on a modern PC. (indicated by the star in Figures 1d-f), and t0 = 1s.
Notice that the correction factor introduces a bias in
the residual moveout; the undercorrection at intermedi-
Accuracy comparison between rational ate offsets is compensated by an overcorrection at large
interpolation and the nonhyperbolic moveout offsets. The inset shows the residual moveout for the
equation [2/2] rational interpolation at a larger scale. The resid-
ual moveout is strictly zero at the specified ODR values
Figure 1c shows contours of the maximum absolute per- of k1 = 1, k2 = 2, k3 = 3, and k4 = 4. We note that
centage traveltime difference between ray-traced trav-
eltimes for a single horizontal VTI layer and travel-
? Because of our observation that the traveltime errors do not
times resulting from the [2/2] rational interpolation.
Here t0 = 1 s, and the maximum ODR is two. The ODR depend on VN M O , the actual value of VN M O is irrelevant.
g) h) i)
d) e) f)
Figure 5. Accuracy of the [2/2] rational interpolation as a
function of the separation in ODR of the interpolation trav-
eltimes for = 0.3 and = 1.0. In both cases VN M O = 2.4
km/s. Even if the separation in ODR is two, i.e., the max-
imum ODR is 8, the percentage errors in traveltime are of
the order 101 .
extrapolation beyond k4 is dangerous and can result in

large errors in traveltimes because the rational approx- a) b) c)
imation starts oscillating with typically increasing am-
plitudes. The onset of such oscillation can be seen in
Figure 4 for ODR values beyond k4 = 4. Rational inter-
polation should never be used for extrapolation. That
is, k4 should be chosen such that it exceeds the largest
offset in the data.
Figure 6. Semblance scans and moveout-corrected gathers,
Comparing Figures 1c and 1f, it seems that use of where the moveout correction was done with the parameters
larger intervals of k between the ki causes the max- related to the maximum semblance values. The model for
imum traveltime errors to increase. To analyze the in- each subfigure consists of a single horizontal VTI layer, and
fluence of k, and to see what maximum ODR can be the maximum ODR is two. For all models, t0 = 1 s. The
reached with [2/2] rational interpolation with consid- true model parameters are indicated by the star, and are:
erable accuracy, Figure 5 shows the maximum absolute VN M O = 2.0 km/s and Vhor = 2.3 km/s (i.e., = 0.16) in
percentage traveltime error as a function of k. The top subfigures a - c; VN M O = 2.892 km/s and Vhor = 3.745 km/s
horizontal scale of the figure shows the maximum ODR. (i.e., = 0.34) in d - f (shale under zero confining pressure);
and VN M O = 2.46 km/s and Vhor = 3.88 km/s (i.e., =
Here we used VN M O = 2.4 km/s and t0 = 1 s, and plot
0.74), in g - i (Green River Shale). In the first column, the
the traveltime errors for two different values of , i.e.,
differences are calculated using equation (2) with C = 1,
= 0.3 (solid) and = 1.0 (dashed). Note again that while in the second column the optimal correction factor was
the value of VN M O is irrelevant; errors do not depend used. In the third column the [2/2] rational interpolation was
on VN M O , as explained previously. The high value for used.
the dashed curve can be taken as a worst-case scenario
with respect to accuracy. For practical values of , the
maximum error in traveltime for ODR values up to 8 tor (a, d, and g), with the optimal correction factor
(achieved with k1 = 2, k2 = 4, k3 = 6, and k4 = 4), is of (b, e, and h), and the [2/2] rational interpolation (c,
the order of a tenth of a percent of t0 . Therefore, for al- f, and i). In each row of figures the true model pa-
most all practical cases, our [2/2] rational interpolation rameters (indicated by the star) vary, and are, respec-
provides an accurate nonhyperbolic moveout approxi- tively, VN M O = 2000 m/s and Vhor = 2300 m/s (or
mation. If needed, higher-order rational interpolation, = 0.16) for a-c, VN M O = 2892 m/s and Vhor = 3745
combined with k = 1, would obtain extra accuracy. m/s (or = 0.34) for d-f, and VN M O = 2464 m/s and
Figure 6 shows semblance scans (at fixed t0 ) as a Vhor = 3880 m/s (or = 0.74) for g-i; the semblance
function of VN M O and Vhor calculated using the nonhy- maxima are indicated by the squares. Note that the syn-
perbolic moveout equation without the correction fac- thetic gathers were generated using ray-traced travel-
times, where the ray tracing was done using the true
values of , i.e., = 0 for a-c, = 0.05 for d-f, and
= 0.22 for g-i, while we used VS0 = 0 km/s for all
models.
The model parameters for the lower row of figures
correspond to the model parameters used in Figures 1
and 2 of Grechka and Tsvankin (1998). [These parame-
ters were originally chosen because such values of were g) h) i)
observed on field data (Alkhalifah et al., 1996)]. For the
middle row, the model parameters correspond to a shale
under zero confining pressure, and for the top row, the
parameters correspond to Green River shale [see Table
1 in Thomsen (1986) for these two cases]. For all subfig-
ures (i.e., a - i) we used t0 = 1 s and a maximum ODR
1
of two. For the rational interpolation we used k1 = ,
2
3
k2 = 1, k3 = , and k4 = 2. Since for the lower row in
2 d) e) f)
Figure 6 the model parameters are identical to those in
Figures 1 (and 2) of Grechka and Tsvankin (1998), our
Figure 6a is the semblance scan equivalent of Figure 1
in their paper. The C values used in Figures 6b, e, and
h were determined in the following way: the estimates
of VN M O and Vhor determined without the correction
factor were used to determine the optimal C-value for
this model from Figure 3. This method mimics the way
C would be determined in practice.
a) b) c)
Figures 6a, d, and g show that the the nonhyper-
bolic moveout equation (2) without the correction factor
obtains high semblance values, but for the wrong val-
ues of Vhor ; VN M O seems largely unbiased. This means
that the associated common midpoint (CMP) gathers
are well flattened using the wrong value of Vhor , hence
introducing a bias in the estimated value of Vhor , and Figure 7. Same as Figure 6, except that the maximum ODR
thus . The associated moveout corrected gathers for is now four.
all three models are shown above the semblance scans;
the gathers are well flattened with the biased estimate out equation (2) allows for accurate estimation of the
of Vhor . Note that for all three models, the semblance model parameters VN M O and Vhor , even though use
maximum (indicated by a square) for the nonhyperbolic of the correction factor leaves some distortion in the
moveout equation without the correction factor (Fig- moveout correction that becomes more noticeable with
ures 6a, d, and g) indicates a value of smaller than increasing anisotropy. Straightforward application of a
the true value (a smaller difference between Vhor and correction factor C = 1.2 (not shown here) provided
VN M O than the difference between their true respective accurate estimates for the model shown in the bottom
values). Hence, this method seems to underestimate . row only, for which the optimum C value was close to
Without the correction factor, accurate values are ob- 1.2. The optimum C values for Figures 6b, e, and h,
tained only when the true values are small ( 0.1). found from Figure 3, were C = 1.23, C = 1.36, and
Figures 6b, e, and h indicate that using the correc- C = 1.46, respectively. Straightforward application of
tion factor in equation (2) gives maximum semblance the [2/2] rational interpolation method provides, for all
values for values of VN M O and Vhor that almost coin- models, maximum semblances that coincide with the
cide with the true values, except for the model with ex- true model parameters, and accurately flattens gathers
treme anisotropy (Figure 6h); for this model the method without any residual moveout (see Figures 6c, f, and i).
slightly underestimates Vhor (and thus ). The asso- Of course no optimization is required.
ciated moveout-corrected CMP gathers are well flat- Figure 7 shows the same semblance scans and move-
tened although careful analysis of the moveout corrected out corrected gathers, for the same models and methods
gather for the model with extreme anisotropy indicates as in Figure 6, except that here the maximum ODR is
a slight residual moveout. Overall, we conclude that four. For the rational interpolation we used k1 = 1,
even for large levels of anellipticity and ODR up to k2 = 2, k3 = 3, and k4 = 4. Notice that for all mod-
two, the correction factor in the nonhyperbolic move- els and methods, the peak of the semblance scans is
much better defined than in Figure 6; that is, the large
semblance values span a much smaller range of Vhor
(and thus ) values, and a somewhat smaller range of
VN M O values. Indeed the higher resolution for for
larger offset ranges was mentioned by Alkhalifah (1997),
Grechka and Tsvankin (1998), and Wookey et al. (2002).
Aside from the improved resolution in , Figures 7a,
d, and g, show again the underestimation of when
the nonhyperbolic moveout equation is used without
the correction factor, just as in Figures 6a, d, and g.
The maximum semblance, however, now deteriorates
with increasing levels of anellipticity, and the associ-
ated moveout-corrected CMP gathers clearly indicate
a distortion in the moveout, even for the model with
= 0.16 (see Figure 7a). For the optimum correction
factor C (Figures 7b, e, and h), the bias in the estimated
values of is much reduced, but the associated resid- Figure 8. Comparison of accuracy between the nonhyper-
ual moveout is more pronounced than without the use bolic moveout equation without the correction factor (dot-
ted), the shifted hyperbola method of Fomel (2004) (dashed),
of the correction factor. Again, this is clearly observed
and our squeeze-stretch approach (solid), for Greenhorn-
even on the model with = 0.16 (Figures 7a and b). shale anisotropy ( = 0.34 and VN M O = 2935 m/s). The
The rational interpolation method (Figures 7c, f, and absolute traveltime errors are calculated with respect to ray-
i) gives unbiased estimates of and VN M O combined traced traveltimes. The model parameters are: VP 0 = 3094
with no residual moveout. This is a direct consequence of m/s, VS0 = 1510 m/s, = 0.05, and = 0.256 (Greenhorn
the high accuracy of the rational interpolation method shale).
shown in Figure 1f for this ODR.
From Figures 6 and 7, for ODR up to two, the
nonhyperbolic moveout equation without the correction Accuracy comparison with the nonhyperbolic
factor allows for accurate moveout correction for arbi- moveout approximation of Fomel
trary levels of anellipticity, but does so with a biased Recently, Fomel (2004) proposed a shifted-hyperbola
estimate of Vhor (and thus ). The bias in can sub- approximation for the group velocity and converted this
sequently be corrected for by determining the optimal into the following moveout equation for a single homo-
value of the correction factor C using Figure 3, and re- geneous horizontal VTI layer,
doing the semblance scans. The value of determined
3 + 4 1
in this way, is largely unbiased, and results in accurate t2 (x) = H(x) + ...
moveout correction except for the model with extreme 4 (1 + ) 4 (1 + )
s
anisotropy (see Figures 7g and h), where a slight bias t20 x2
in and residual moveout correction remains. With in- H 2 (x) + 16 (1 + ) , (21)
(1 + 2) VN2 M O
crease of ODR up to four, the nonhyperbolic moveout
equation no longer gives accurate moveout correction, where H(x) represents the hyperbolic part,
not even for the model with = 0.16. Use of the opti-
x2
mal correction factor C reduces the bias in the estimated H(x) = t20 + . (22)
(1 + 2) VN2 M O
value of , but increases the residual moveout. The ra-
tional interpolation method we propose, combines accu- Fomel (2004) showed that this approximation is signif-
rate moveout correction with unbiased parameter esti- icantly more accurate than the nonhyperbolic moveout
mation, for arbitrary levels of anellipticity and ODR up equation (1) of Alkhalifah and Tsvankin (1995).
to four. If accuracy is desired for larger offsets, higher- Our rational interpolation approach is based on the
order rational interpolation can be used, or [2/2] ratio- approximations that (1) the influence of VS0 on qP-
nal interpolation can be used with an increased interval wave traveltimes in TI media is negligible, and (2) the
between the ODR ki (say k1 = 2, k2 = 4, k3 = 6, kinematics of qP-waves in homogeneous VTI media de-
k4 = 8). Figure 5 shows that with the [2/2] rational pend mainly on VN M O and ; i.e., we can set = 0.
interpolation we can achieve reasonable accuracy up to Figure 8 shows the traveltime difference between ray-
ODR of 8. traced traveltimes for a single horizontal VTI layer with
Greenhorn-shale anisotropy (Jones & Wang, 1981) and
the nonhyperbolic moveout equation (1) form Alkhali-
fah and Tsvankin (dotted), the shifted hyperbola equa-
tion (21) from Fomel (dashed), and traveltimes result-
ing from ray tracing with VS0 = 0 km/s and = 0
ODR = 2
C=1.0 optimal C RI
layer s VN M O Vhor s VN M O Vhor s VN M O Vhor
1 1.00 2097 2101 0.00 1.00 2097 2101 0.00 1.00 2099 2101 0.00
2 0.98 2058 2179 0.06 0.98 2056 2188 0.07 0.98 2058 2188 0.07
3 1.00 2271 2839 0.28 0.98 2253 2996 0.38 1.00 2252 3022 0.40
4 0.99 2313 3012 0.35 0.93 2290 3255 0.51 1.00 2282 3285 0.54
ODR = 4
C=1.0 optimal C RI
layer s VN M O Vhor s VN M O Vhor s VN M O Vhor
1 1.00 2094 2099 0.00 1.00 2094 2099 0.00 1.00 2096 2099 0.00
2 0.95 2029 2207 0.09 0.95 2025 2218 0.10 0.96 2035 2218 0.09
3 0.57 2238 2894 0.34 0.54 2299 2892 0.29 0.84 2189 3158 0.54
4 0.57 2320 3038 0.36 0.57 2300 3152 0.44 0.87 2241 3391 0.64
Table 1. Comparison of obtained semblance values (s), VN M O , Vhor , and ,for the three methods, for maximum ODR of
two (top) and four (bottom), for a layered medium. The model consists of four horizontal homogeneous VTI layers with the
following values of VN M O and . The parameters for each layer are given in the main text.
but the same values of VN M O and (solid). The an- Figures 6 and 7, showed basically no difference between
sitropy parameters are VP 0 = 3094 m/s, VS0 = 1510 both methods.
m/s, = 0.05, and = 0.256 (i.e., VN M O = 2935 m/s
and = 0.34), and t0 = 646.5 ms. Except for the solid
line, Figure 8 reproduces Figure 7 of Fomels (2004) pa- Application to horizontally layered VTI media
per. Note that the accuracy of the shifted hyperbola
approximation is marginally better than the ray-traced Up to this point, we have treated only a single horizontal
traveltimes with VS0 = 0 km/s and = 0 but the same VTI layer. In this section we test the applicability of the
values of VN M O and . The maximum difference be- rational interpolation method to a horizontally layered
tween these two traveltime approximations is about 1 VTI medium, and compare its accuracy to that of the
ms (i.e., 0.15% of t0 ) for this particular model. From nonhyperbolic moveout equation with and without the
a practical point of view, the two approximations are correction factor. Based on the work of Tsvankin and
therefore identical. Even though we have not calculated Thomsen (1994), Grechka and Tsvankin (1998) showed
the solid line with a rational interpolation, we can ap- that the nonhyperbolic moveout equation (1) remains
proximate the solid line to almost arbitrary precision valid in horizontally layered media provided the param-
with rational interpolation (i.e., with [M/N ] rational eters and VN M O are replaced by effective values that
interpolation where M, N > 2). For ODR up to four, are some average over the vertically heterogeneous over-
we showed this in Figure 1f using a [2/2] rational inter- burden. Also, they rewrite the Dix-type inversion pro-
polation. Since the rational interpolation method that cedure, originally introduced by Tsvankin and Thomsen
we propose uses traveltimes calculated with VS0 = 0 (1994), in terms of and VN M O . In that method, the
km/s and = 0, we conclude that the accuracy of our effective values of and VN M O , obtained from apply-
method is basically identical to that of the shifted hy- ing the single-layer equation (1) to data from a layered
perbola approximation of Fomel (2004). Comparison of medium, are used to estimate the interval values of
semblance scans and moveout corrections calculated us- and VN M O .
ing equation (21) and the rational interpolation method We compare the effective values of and VN M O ob-
(not shown here), for the models and offsets studied in tained using the nonhyperbolic moveout equation, with
[t]
a) b) c)
Figure 9. Field data used to test the rational interpolation method. Inline (a), crossline (b), and plan view of the residual
topography of the event used for testing (indicated by the arrows in a and b) after removal of the regional dip (c). The dotted
lines in c denote the locations of the inline and crossline sections shown in a and b. The dashed line in c denotes the location
of a regional fault.
and without the correction factor, and the rational in- tor gives comparable values of and VN M O to those
terpolation method, through application of all methods obtained with the rational interpolation method, for
to a horizontally layered medium with the following pa- all layers, just as for the single-layer case (see Figure
rameters: 6). Also, the semblance values from the nonhyperbolic
moveout equation with the correction factor slightly de-
layer 1 : h = 1 km (h is the depth of the bottom of
crease with increasing depth (or level of anellipticity),
the layer), VN M O = 2098 m/s, Vhor = 2098 m/s, = 0,
just as for the single-layer case. For maximum ODR=4,
(VP 0 = 2000 m/s, = 0.05, = 0.05),
the nonhyperbolic moveout equation with and without
layer 2 : h = 2 km, VN M O = 2000 m/s, Vhor = 2300
the correction factor result in decreasing semblance with
m/s, = 0.16, (VP 0 = 2000 m/s, = 0.16, = 0),
depth (i.e., increasing level of anellipticity), indicating
a lack of ability to accurately moveout-correct the data.
m/s, = 0.34, (VP 0 = 3048 m/s, = 0.255, = 0.05),
Again this is analogous to the results from the single-
layer case (Figure 7). That the rational interpolation
m/s, = 0.74, (VP 0 = 3292 m/s, = 0.195, = 0.22).
method has substantially larger semblance values than
For all models we used VS0 = 0 km/s. Note that here do the other two methods, for all layers, indicates that
the first layer is elliptically anisotropic, and the second this method is able to flatten the gathers best, with the
through fourth layers have the same model parameters least residual moveout. From a practical point of view,
as those in the models studied in the first through third the method that flattens the gathers best, is expected
row of Figures 6 and 7, respectively. to give the most confidence in the estimated values of
Table 1 shows the results from all three methods and VN M O . From this point of view, the rational in-
for a maximum ODR of two (top) and four (bottom). terpolation therefore provides more robust estimates of
These results closely resemble the results obtained from and VN M O than do the other two methods, for maxi-
the single layer numerical tests shown in Figures 6 and mum ODR=4.
7. Since all methods are for a single-layer VTI medium It thus seems that the rational interpolation
only, and because we apply these methods to layered method, which is based on a single horizontal VTI
VTI media, the , VN M O , and Vhor values in Table 1 are layer, is suitable for application to a horizontally lay-
all effective values. For maximum ODR=2, the nonhy- ered medium, at least up to maximum ODR=4 and ar-
perbolic moveout equation without the correction fac- bitrary levels of anellipticity. For maximum ODR=2,
tor gives consistently lower estimates of than do the the nonhyperbolic moveout equation with the correc-
other methods, and the differences increase with depth, tion factor gives comparable estimates of the effective
i.e., as we increase the level of anellipticity. For that and VN M O and comparable semblance values to those of
method, the semblance values (indicated with s in Ta- the rational interpolation approach. This indicates that
ble 1) are high for all layers, indicating high quality for maximum ODR=2, even for extreme levels of anel-
moveout correction. Use of the optimal correction fac- lipticity the effective values of and VN M O estimated
d) e) f) shale layers, such that a layered VTI model seems, at

first sight, appropriate for these data. Although the
structure on the horizon of interest is limited to within
20 ms of a best-fit planar dip, a subtle NNE-SSW
structural trend, associated with deeper faulting (Fig-
ure 9c), exists. The dashed line indicates the location
of a regional fault. The inline and crossline spacings are
both 110 ft.
To test our method, we calculated semblance as
a function of VN M O and Vhor for the whole dataset
over a 100-ms window centered on the event of interest.
The offsets used in the analysis were limited to offsets
with a maximum ODR of approximately four. Figure
10a-c show the semblance scans for all three methods:
(a) the nonhyperbolic equation without and (b) with
a) b) c)
the optimal correction factor, and (c) the [2/2] ratio-
Figure 10. Semblance scans (a-c) for one CMP gather, lo- nal interpolation, for a randomly selected CMP gather.
cated at the crossing of the horizontal lines in Figure 9c; its The location of this gather is indicated by the inter-
location is also indicated by the dotted lines in Figures 9a section of the dotted lines in Figure 9c; the location is
and b. The associated moveout corrected gathers are shown also indicated by the vertical dotted lines in Figures 9a
in subfigures d-e. The methods used for parameter estimation and b. This gather was generated by collecting traces
(i.e., to calculate the semblance scans) and moveout correc- from a 3-by-3 super bin of adjacent CMPs, and subse-
tion are, respectively, nonhyperbolic moveout without (a,d)
quent offset-binning. The change of shape of the sem-
and with (b,e) the optimal correction factor, and the [2/2] ra-
tional interpolation (c,f). A 100-ms window centered around
blance contours observed on Figures 10a-c, resembles
t0 = 750 ms was used in the computation. The contours the change observed from the synthetic data tests; the
in a-c indicate the semblance values. Maximum semblance nonhyperbolic moveout equation without the correction
values for the different methods are, respectively, 0.37 (a), factor exhibits no clear evidence of the inherent trade-
0.32 (b), and 0.40 (c), and the resulting estimates for and off relation between and VN M O , whereas the other
VN M O are, respectively, = 0.34 and VN M O = 3100 m/s two methods do display this known trade-off. The sem-
(a), = 0.45 and VN M O = 3100 m/s (b), and = 0.33 and blance peak is most clearly defined for our [2/2] rational
VN M O = 3250 m/s (c). interpolation method because of its higher accuracy for
such a large ODR range. The derived , VN M O , and
with the rational interpolation method can be used in maximum semblance values for the three methods are
respectively: 0.34, 3100 m/s, 0.38 (no correction factor);
the Dix-type inversion procedure given by Grechka and
Tsvankin (1998). The role of the correction factor in 0.45, 3050 m/s, 0.33 (correction factor); 0.33, 3250 m/s,
this procedure, however, is currently unclear to us. For 0.40 (rational interpolation).
Figure 10d-f shows the moveout-corrected gather
maximum ODR=4, the effective values of and VN M O
for the three methods, whit the semblance-derived val-
for substantial anellipticity (say effective values larger
than 0.2) differ substantially between all methods, with ues of and VN M O used for the moveout correction.
Note that the residual moveout for the nonhyperbolic
the rational interpolation method uniformly giving the
moveout equation with and without the correction fac-
best moveout correction (i.e., highest semblance values).
This indicates room for extending the rational interpo- tor is substantial, whereas the rational interpolation
method gives well corrected moveout. The estimated
lation method to the vertically heterogeneous case, and
values of are close to the value for the modeled
thus for developing an inversion procedure based on ra-
tional interpolation. It remains to be seen if such an results shown in Figure 7d-f. Notice the striking resem-
extension is possible. blance between the semblance scans and the residual
moveouts obtained from both the synthetic and field
data (cf. Figure 7d-f). We found that straightforward
application of the correction factor C = 1.2 resulted in
Field data example even larger residual moveout than that shown in Figure
Figures 9a and b show inline and crossline stacked time 10e.
sections from a land dataset that contains a reflector Figure 11a, b, and c show mapviews of the val-
at about 750-ms two-way traveltime (indicated by the ues of obtained for the event of interest over the en-
arrows), illuminated with ODR ranging to larger than tire dataset, using, respectively, the (a) nonhyperbolic
four. We focus attention on this event throughout the moveout equation without and (b) with the optimal cor-
remainder of this section. The geology consists of rel- rection factor, and (c) the [2/2] rational interpolation
atively flat (dip less than two degrees), predominantly method, for maximum ODR of two. The values ob-
Figure 11. Map view of derived from the event of interest in the field data with maximum offset of 2250 m, i.e., ODR 2
(a-c), using semblance scans with the nonhyperbolic moveout equation without (a) and with the optimal correction factor (b),
and the [2/2] rational interpolation method (c). Subfigures d-f are as a-c, except that the maximum offset is 4500 m, i.e.,
ODR 4. Estimates of at locations with poor offset distributions were set to white.
tained using nonhyperbolic moveout equation without in large estimates of , compared to those of the other
the correction factor (a), are generally smaller than the methods. From the synthetic tests, we would expect this
estimated values from both other methods, just as method to give values comparable to the estimated
in our synthetic data examples (cf. Figure 6). The es- values obtained using rational interpolation. None of
timates of obtained using the rational interpolation our synthetic tests, however, included amplitude-versus-
method (c) and the optimal correction factor approach offset (AVO) variations, whereas the field data example
(b) are quite comparable. This striking similarity is con- clearly does (cf. Figure 10). Some additional synthetic
sistent with the results from the synthetic data also. The tests (not shown), indicate that the rational interpo-
same comparison for VN M O (not shown) showed that all lation method is less sensitive to such AVO variations
three methods gave similar estimates of VN M O , just as than is the nonhyperbolic moveout equation method,
in the synthetic examples. with or without the correction factor; this can be ex-
Figure 11d, e, and f, are as a, b and c, but here the plained by the high accuracy of the rational interpo-
maximum ODR is four. Notice, that the estimated val- lation method . Therefore, the lack of resemblance be-
ues are spatially less variable, for all methods. This can tween the estimated values for the correction factor
be understood in light of the improved resolution in for approach and the rational interpolation may be due to
larger ODR, together with the lack of evidence of sub-
stantial lateral heterogeneity from the seismic data (cf.
We did not include phase changes with offset in the tests
Figure 9). Here, the correction-factor approach results
concerning sensitivity to AVO variation.
the AVO variations in the field data. Note that the pres-
ence of AVO variations causes semblance based moveout
correction to be biased towards the offsets with higher
amplitudes. Such bias is especially noticeable when an
inaccurate moveout approximation is used to moveout
correct the data.
The values resulting from the rational interpola-
tion method are on average slightly higher than those
from the nonhyperbolic moveout equation method with-
out the correction factor; av = 0.28 for the rational
interpolation method, and av = 0.25 for the nonhy-
perbolic moveout equation method. The lower values
of for the nonhyperbolic moveout equation method
without the correction factor are consistent with the re-
sults from the synthetic-data tests (cf. Figure 7). For
all methods, the values are high compared to values
typically reported from nonhyperbolic moveout analysis
[e.g. Toldi et al. (1999)]. Of course the relatively high
values are likely a result of the particular lithology
of this area. However, most studies reporting estimates
of have been done on marine data, where a substan-
tial waterlayer reduces the effective values of , hence
introducing a bias in what are traditionally considered
acceptable values of . Figure 12. Normalized semblance difference between the
The [2/2] rational interpolation resulted in more nonhyperbolic moveout equation with, and without the cor-
spatially smooth and continuous values of both (and rection factor (a), and between the [2/2] rational inter-
VN M O ) that in some parts correlate somewhat with the polation method and the nonhyperbolic moveout equation
geologic trend (cf. Figure 9c). It is important to note method without the correction factor (b), for a maximum
offset of 2250 m, i.e., ODR 2. Subfigures c and d are as a
that this spatial continuity was not imposed, but fol-
and b, respectively, except for a maximum offset of 4500 m,
lowed from a straightforward application of the ratio-
i.e., ODR 4.
nal interpolation method presented here. Since the seis-
mic data show no indication of substantial lateral het-
erogeneity (cf. Figure 9), the relatively smooth spatial tion has on average 10% higher semblance values. This
variation of is consistent with the seismic data. This supports (for the whole dataset) our findings from the
increases our confidence in the values obtained using synthetic results that the correction factor approach in-
the rational interpolation method. creases distortion in the moveout correction and that
Figure 12a shows the normalized semblance differ- the rational interpolation method results in more accu-
ence between nonhyperbolic moveout equation method rate moveout correction.
with and without the optimal correction factor, for max- In conclusion, for a maximum ODR larger than two,
imum ODR=2. The normalized semblance difference is the [2/2] rational interpolation method provided gener-
the difference between the semblances from both meth- ally improved moveout correction, improved semblance
ods divided by the semblance for the nonhyperbolic values, and more spatially continuous estimates of for
moveout equation method without the correction factor. this field data example. This supports the applicability
Figure 12b is as Figure 12a, but it shows the normalized of the rational interpolation method to a horizontally
semblance difference between the [2/2] rational inter- layered VTI medium, observed on synthetic data in the
polation method and the nonhyperbolic moveout equa- previous section. As the numerical tests showed similar
tion without the correction factor. For these offsets, all results, we expect these findings to generalize to other
methods result in similar semblances, indicating similar datasets. For maximum ODR up to two, all methods
ability to flatten the gathers. This supports our findings had similar ability to flatten the gathers, but the non-
from the numerical tests that all methods obtain com- hyperbolic moveout equation approach gave comparable
parable results in terms of moveout correction, for an estimates of to those of the the rational interpolation
ODR range up to two (cf. Figure 6). Figures 12c and d method only when the optimal correction factor was
are as 12a and b, except that here the maximum ODR used.
is four. For this range of ODR, the correction-factor ap-
proach has on average 7% lower semblance values than
does the nonhyperbolic moveout equation without the
correction factor, whereas the [2/2] rational interpola-
Discussion equivalents of steeper dips in time-migration. There-
fore, the increased accuracy for large maximum ODR
We have shown that for ODR values up to 8, the
provided by the rational interpolation for traveltimes
[2/2] rational interpolation results in an accuracy of
of qP-waves in such media suggests improved accuracy
O(101 )% of t0 for most models of practical interest. If
when the rational interpolation scheme is used in imag-
higher accuracy is desired, or accuracy up to larger ODR
ing of steep reflectors in the context of pre and post-
is needed (e.g., in near-surface seismic experiments),
stack time-migration in VTI media.
higher-order polynomials can be used in the rational ap-
proximation. The added computation time for inclusion
of several extra terms is negligible; hence the efficiency
Conclusions
of the proposed method remains essentially the same.
We have not done any numerical testing for polynomi- We have presented a rational interpolation approach to
als of order higher than two. nonhyperbolic moveout correction of qP-waves in VTI
In the field data example, we treat the overburden media. The accuracy of the method was tested using
of the reflection event of interest as a single horizon- both synthetic and field data and compared with that of
tal homogeneous VTI layer. As a result, the estimated the nonhyperbolic moveout equation, which is the cur-
values of and VN M O are effective parameters. The geo- rent standard in seismic data processing. Both synthetic
logical significance of such effective quantities is difficult and field data results confirm that our method signifi-
to establish, and an approach assuming a layered over- cantly outperforms the nonhyperbolic moveout equation
burden and resulting interval estimates of and VN M O in both unbiased parameter estimation and the quality
would remove this difficulty. Although we do not demon- of moveout correction when a maximum ODR larger
strate such an approach in this paper, we believe that than two is used. For a single horizontal VTI layer, and
such an approach is feasible by applying rational infor a maximum ODR up to four, the errors from the
terpolation in a layer-stripping fashion. We leave the [2/2] rational interpolation are O(102 )% of t0 or less;
verification of this idea to a future study. Meanwhile, this is one to two orders of magnitude more accurate
the single-layer approach outlined here can be used to than the nonhyperbolic moveout equation of Tsvankin
obtain more accurate estimates of the average (or ef- and Thomsen (1994). Even for a maximum ODR up to
fective) values of and VN M O in layered media. Using 8, the traveltime errors resulting from the [2/2] ratio-
these values in current Dix-type averaging procedures nal interpolation are O(101 )% of t0 , for virtually all
could lead to better interval estimates of these parame- models of practical interest.
ters. Under the customary assumptions that traveltimes
We showed that our rational interpolation ap- of qP-waves in VTI media depend mainly on and
proach achieves accuracy almost identical to that of VN M O , and that the influence of VS0 on traveltimes of
the shifted hyperbola approximation of Fomel (2004). qP-waves in TI media is negligible, we found that the
Since we show the applicability of the rational interpo- traveltimes in a single horizontal VTI layer, for fixed
lation method to horizontally layered VTI media, the group-angle, , and t0 , are independent of VN M O , while
almost identical accuracy of both methods implies the the associated offsets are linear in VN M O . As a conse-
applicability of the shifted hyperbola approximation of quence, therefore, the nonhyperbolic moveout curve for
Fomel to such media also. For horizontally layered me- different values of VN M O , but fixed and t0 , can be
dia, a plane-wave decomposition, obtained through a calculated by simple horizontal stretching or squeezing,
p transform, is the natural decomposition of the i.e., along the offset axis, where the amount of stretch or
data. This fact was successfully used by Van der Baan squeeze is determined by the change in VN M O . This ob-
and Kendall (2002) and Van der Baan (2004), to obtain servation allows us to calculate the traveltimes needed
interval estimates of and VN M O from moveout in the for the interpolation from a small number of traveltimes
p domain. Even though they successfully estimate for a reference value of t0 (conveniently tref
0 = 1 s) and
interval values of and VN M O , the acquisition geome- values ranging from -0.2 to 1.0 in steps of, say, 0.01.
try does not always allow a straightforward p trans- This range of covers most models of practical interest.
form. Therefore, there is room to try to extend our t x The few hundred traveltimes for a reference value of t0
based rational interpolation method to render interval and values ranging from -0.2 to 1.0, can be precom-
estimates of and VN M O . puted in about a minute on a modern PC and stored
The geometry of straight rays involved in velocity in a table. Therefore, the rational interpolation method
analysis for a horizontal homogeneous layer and the ge- has no additional computational overhead compared to
ometry of the rays associated with point scattering in that of the nonhyperbolic moveout equation method.
a medium with constant velocity are identical. There- We show that the observation of the stretch-squeeze
fore, the rational interpolation method proposed here influence of VN M O on the nonhyperbolic moveout causes
is immediately applicable to the problem of post-stack the correction factor C in the Alkhalifah-Tsvankin non-
and pre-stack time-migration in VTI media. Larger off- hyperbolic moveout equation (2) to be independent
sets in the context of moveout velocity analysis are the of VN M O , under the above-mentioned approximations.
This correction factor therefore depends on and maxi- Vasconcelos. The first author thanks Matt Haney for
mum ODR only. We calculated this correction factor for pointing out that the nonhyperbolic moveout approx-
0 1 and maximum ODR between one and four, imation of Tsvankin and Thomsen (1994) resembles a
and presented a contour plot of C(, ODR). If one wants Pade approximation, thus leading him to study rational
to get the best use out of the Alkhalifah-Tsvankin non- approximants.
hyperbolic moveout equation (2), this plot can be used
in practice to determine the optimal correction factor in
the following way; first estimate and VN M O with the REFERENCES
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man for permission to show these data and Scott Schap- dispersion relations for qP-qSV waves in transversely
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Thomsen, L. 1986. Weak elastic anisotropy. Geophysics, 51, expressions for the coefficients are given by
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467483. (T0 T1 )(T2 T3 )X22 )X32 )X4 + . . .
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tion data in anisotropic media. Elsevier Science Ltd. ((T0 T3 )X1 X2 (T1 X1 T2 X2 + . . .
Tsvankin, I., & Thomsen, L. 1994. Nonhyperbolic reflection T4 (X2 X1 )) ((T0 T2 )(T1 T4 )X12 . . .
moveout in anisotropic media. Geophysics, 59, 1290
(T0 T1 )(T2 T4 )X22 )X3 + . . .
1304.
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the p domain: I-Geometric spreading and moveout T0 (X1 X2 ))X32 )X42 )/ . . .
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Van der Baan, M., & Kendall, J. M. 2002. Estimating (X1 X2 X3 (T2 (T3 (X2 X3 )(X1 X4 ) . . .
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Geophysics, 67, 10761086.
T1 (T4 (X2 X3 )(X1 X4 ) . . .
Wookey, J., Van der Baan, M., Smit, D., & Kendall, J.-M.
2002. Tau-p domain VTI parameter inversions using T3 (X1 X3 )(X2 X4 ) + . . .
limited-offset data. Page F041 of: Extended Abstracts, T2 (X1 X2 )(X3 X4 )) + . . .
64th Meeting, European Association of Geoscientists and
Engineers. T3 T4 (X1 X2 )(X3 X4 ))X4 ) , (A2)
Zhang, F., & Uren, N. 2001. Approximate explicit ray veloc-
ity functions and travel times for P-waves in TI media. d2 = (T0 (X1 X2 )(X1 X3 )(X2 X3 ) + . . .
Pages 106109 of: Expanded abstracts of the 71 Ann. In- T3 X1 X2 (X1 X2 )(1 + d1 X3 ) + . . .
ternat. Mtg. Soc. of Expl. Geophys, San Antonio, Texas,
USA. X3 (T1 X2 (1 + d1 X1 )(X2 X3 ) + . . .
T2 X1 (1 + d1 X2 )(X3 X1 )))/ . . .
(X1 X2 X3 (T2 X2 (X1 X3 ) + . . .
APPENDIX A: [2/2] RATIONAL
T3 X3 (X2 X1 ) + T1 X1 (X3 X2 ))) , (A3)
INTERPOLATION FOR NONHYPERBOLIC
MOVEOUT IN A SINGLE HORIZONTAL n2 = T0 (X1 X2 ) + . . .
VTI LAYER T1 (1 + X1 (d1 + d2 X1 ))X2 . . .
Using the definition and normalization of the rational T2 X1 (1 + X2 (d1 + d2 X2 ))/ . . .
approximation outlined in the main text, we can write X1 X2 (X1 X2 ) , (A4)
the [2/2] rational approximation for squared traveltimes T0 T 1
T as a function of squared offset X as n1 = T 1 d1 (n2 d2 T1 )X1 . (A5)
X1
T0 + n 1 X + n 2 X 2 Note that only the expression for d1 is explicit in just
T (X) , (A1)
1 + d1 X + d2 X 2 Ti , Xi , and T0 , whereas d2 also depends on d1 , n2 on
d1,2 , and n1 on n2 and d1,2 . Calculating the coefficients
where T0 = t20 is the squared zero-offset two-way trav-
n1,2 and d1,2 using the above expressions and the in-
eltime, and n1,2 and d1,2 are the coefficients of the nu-
terpolation traveltimes ti and offsets xi , we can use the
merator and denominator of the rational approximant,
resulting values of n1,2 and d1,2 in equation (A1) to
respectively. Using four squared traveltimes Ti = t2i ,
evaluate interpolated traveltimes t for offsets x between
with i = 1, . . . , 4, and four accompanying squared off-
offsets xi .
sets Xi = x2i as interpolation points, we arrive at a
linear system of four equations with four unknowns, the
coefficients n1,2 and d1,2 . Since there are only four co-
efficients, we simply solve (using Mathematica) for the
coefficients in terms of Ti , Xi , and T0 . The resulting
CWP-499
A method for inverse scattering based on the

generalized Bremmer coupling series: Practical issues
and examples
Alison E Malcolm, Maarten V. de Hoop and Henri Calandra

Centerfor Wave Phenomena Colorado School of Mines, Golden, CO 80401, USA
Total Exploration and Production, Geophysical Research Group 800 Gessner Suite 700
Houston, TX
ABSTRACT
First order internal multiples are a source of coherent noise in seismic images.
There are a number of techniques to estimate internal multiples in the data,
but few methods exist that estimate imaging artifacts caused by internal mul-
tiples. We propose a method to do this in which the artifacts are estimated
as part of the imaging process. Our technique is based on a hybrid of the
Lippmann-Schwinger scattering series and the generalized Bremmer coupling
series. Although we require knowledge of the velocity model this allows us to
estimate internal multiples without assumptions inherent to other methods.
Key words: internal multiple attenuation, Bremmer series, downward contin-
uation, imaging artifacts
1 INTRODUCTION a related technique based on a hybrid of the Lippmann-

Schwinger and Bremmer series to estimate internal mul-
Internal multiples have been recognized as a problem in tiples as part of the imaging process. Using a hybrid of
seismic experiments for a long time (Sloat, 1948). Al- the two series allows us to construct an inverse series
though there are many techniques to attenuate these following the ideas of the Lippmann-Schwinger series,
multiples in seismic data (Buttkus, 1979; Fokkema while maintaining a structure consistent with the, con-
et al., 1994; Berkhout & Verschuur, 1997; Verschuur & vergent, Bremmer series. Because we estimate artifacts
Berkhout, 1997; Weglein et al., 1997; Jakubowicz, 1998; in the image rather than the data, we require knowl-
Kelamis et al., 2002; ten Kroode, 2002; van Borselen, edge of the velocity model. Technically this knowledge
2002) it is still not possible to estimate multiples in data is necessary only to the depth of the shallowest reflector
with sufficient accuracy to remove all the errors they involved in the internal multiple (the depth of the up-
introduce in seismic images. Techniques like the angle- to-down reflection). Our technique is similar to that of
domain filtering proposed by (Sava & Guitton, 2005) Jakubowicz (1998) in that it uses the techniques of so-
are promising because they attenuate multiples directly called wave-equation migration to model internal mul-
in the image as opposed to in the data. In this way, tiples. Our method differs from Jakubowicz (1998) in
even though the multiples are still not completely re- that we propose to estimate the artifacts caused by first
moved their location in the image is known. Thus, they order internal multiples in the image rather than esti-
are less likely to be misinterpreted as primary reflection mating the multiples in the data. In addition, Jakubow-
energy. In this paper, we propose a technique for esti- icz uses implicitly a version of the generalized Bremmer
mating imaging artifacts caused by internal multiples as series (de Hoop, 1996) whereas we use a hybrid of the
part of the imaging process. Lippmann-Schwinger and Bremmer series.
Fokkema & van den Berg (1993) use reciprocity to
show the possibility of modeling surface-related multi- The Lippmann-Schwinger series is introduced by
ples through a Neumann series expansion. Here, we use Lippmann (1956) to model particle scattering. In the
20 A. Malcolm, M.V. de Hoop & H. Calandra
s r1 r2 order internal multiples (FOIM), we proceed in two
steps. We first develop a method to model FOIM, using
the hybrid series; this is described in Section 2. Next,
t1 we use the modeled FOIM to estimate the artifacts they
cause in the image, using ideas from the inverse series
z1
in Section 3. In Section 4 we describe an algorithm to
t2 perform these two steps at the same time. We illustrate
the application of this algorithm to synthetic data in
z2 Section 5.
Figure 1. Illustration of the traveltime monotonicity as-

sumption. The assumption states that if z1 < z2 then 2 THE SCATTERING SERIES
t1 < t2 .
We begin by decomposing the wavefield into its up- and
down-going constituents. Following Stolk & de Hoop
(2004a), we define
development of this series the wave-equation is solved
1 (Q+ )1 HQ+
in a known background model, with successive terms in Q= 1 , (1)
2 (Q ) HQ
the series being of successively higher order in the con-
trast operator. The contrast operator is the difference where H denotes the Hilbert transform in time and
between the operator in the known background model denotes adjoint. This operator relates the propagator
and the true model. This idea is developed further by for the full wave equation, G, to the propagator for the
Moses (1956), and Prosser (1969); and Razavy (1975) up-going one way equation, G , ( denotes an up-going
where the series is developed for the quantum scatter- constituent and + a down-going constituent) via
ing problem. Weglein et al. (1997) uses this series to G = Q G HQ . (2)
develop techniques for both surface and internal multi-
ple attenuation; they choose water velocity as the known The Q matrix, along with its inverse, diagonalizes the
reference model. ten Kroode (2002) describes the math- wave operator written as a first order system and thus
ematics behind this approach. In particular he notes splits the wavefield into its up- and down-going con-
that the suggested method requires two assumptions. stituents. The wavefield in the diagonal system, u is
The first assumption is that there are no caustics in related to the full wavefield, u, via
the wavefield and the second is the so-called traveltime u = Q+ u+ + Q u , (3)
monotonicity condition. This condition is illustrated in 1 T
applying the Q matrix to the the vector (u+ , u ) .
Figure 1 and states that a wave excited at s and scat-
Denoting by Uj the vector (u+,j , u,j )T of up- and
tered at depth z1 will arrive at the surface in less time
down-going wave constituents scattered j times, the
than a wave following the same path from s to z1 , but
terms in the hybrid forward scattering series are related
scattering at z2 instead, whenever z1 is shallower than
by
z2 .
The Bremmer series was introduced for planarly U1 (Vb ) = Dt2 L0 (Vb U0 ), (4)
layered models by Bremmer (1951) and generalized to
and
laterally heterogeneous models by de Hoop (1996). In
the Bremmer series, the wavefield is split into up- and Um (Vb ) = Dt2 L0 (Vb Um1 (Vb )).
down-going constituents; these constituents are then
coupled through reflection and transmission operators. Here Vb represents a matrix of reflectivities, and

Each term involves one more reflection/transmission G+ 0
L0 = (5)
and propagation step than the previous term. The first 0 G
term of the series models direct waves, the second mod- denotes the matrix of one-way propagators evaluated in
els singly scattered (where scattering may be reflection the background velocity model. We use a subscript 0
or transmission) waves and so on. The Bremmer series to indicate the field in the background model and to
has been applied in many problems (see van Stralen represent a contrast, thus the field U in the true medium
(1997) for an overview) and the convergence of various is related to that in the background medium by U =
generalizations of the original series has also been a sub- U0 + U . Denoting by R the restriction of the wavefield
ject of interest (Atkinson, 1960; Corones, 1975; Gray, to the acquisition surface (depth z = 0), we define M0 =
1983; McMaken, 1986). Aminzadeh & Mendel (1980; RQ1 L0 . The data are then modeled as
1981) propose a method, using the Bremmer series, to
attenuate surface-related multiples in a horizontally lay- d X
D = = Dt2 M0 (Vb (U0 + (1)m+1 Um (Vb ))).
ered medium. z d
mN
To estimate artifacts in the image caused by first- (6)
Multiple attenuation examples 21
The leading order term on the right-hand side represents
the singly scattered or Born contribution. This contri-
bution is written explicitly in terms of the propagator (t)
H of the double-square-root (DSR) (Claerbout, 1985) d1 (z) d1 (z) d3 (z)
z
equation as
d1 (s0 , r0 , t) = 1
D2 Q (0)Q,s0 (0)
4 t ,r0
Z
dz1 H(0, z)Q,r1 (z1 )Q,s1 (z1 )
0
(E1 E2 a)(z1 , s1 , r1 , t0 ) ,
(7)
Figure 2. Illustration of equation 13, the estimation of the
where
multiple at the depth z. The lines represent wavepaths rather
r+s than rays and do not connect as the imaging condition has
E1 : k(z, x) 7 (r s)k(z, 2
),
not been applied.
E2 : l(z, r, s) 7 (t)l(z, r, s).
We denote by a = 2c30 c the velocity contrast, in which
c0 denotes the smooth background velocity and c de-
notes the velocity contrast. Together the E1 and E2 op-
erators map the velocity contrast at depth to data at
depth. where M is the imaging operator discussed by Stolk &
de Hoop (Stolk & de Hoop, 2004a). We apply (11)-(12)
to (10), from which we obtain an image (first term on
3 INVERSE SCATTERING the right-hand side) minus artifacts (second term). We
compare our method with that of Weglein et al. (1997)
In inverse scattering the goal is to solve for Vb in terms
and ten Kroode (2002) in Appendix B of Malcolm & de
of the data d (cf. (6)). To this end, we assume that the
Hoop (2005).
contrast operator Vb can be written as a series
The removal of negative times in the construction
X
Vb = Vbm (d) , (8) in (11) is an important step in our algorithm. It can
mN also be computationally expensive to do this because
windowing in time requires returning to the time do-
where Vbm is of order m in the data. Substituting this main. It is also this step that, in practice, imposes a
equation into (6) leads to the following relation between limitation on the thickness of the multiple generating
the Vbm (d), layer from which we can estimate multiples. To be able
Dt2 M0 (Vbm U0 ) = Dt4 M0 (Vbm1 L0 (Vb1 U0 )) . (9) to attenuate internal multiples in a certain layer it is
necessary to be able to remove the primary from the
From this it follows that top of the layer without attenuating the reflection from
the bottom of the layer.
!
X
Dt2 M0 (Vb U0 ) = D Dt2 M0 (Vbm U ) . (10)
mN
If we ignore the second term on the right-hand side, the

problem of expressing Vb in terms of the data reduces
to inverse scattering in the Born approximation (Stolk
& de Hoop, 2004b). In the context of wave-equation
migration, the inverse scattering procedure is split into
two parts: downward continuation and imaging.
We apply the adjoint propagator H(0, z) to the 4 ARTIFACTS DUE TO INTERNAL
modeled data in (7) yielding the downward continued MULTIPLES IN IMAGING
data at depth z, for t > 0
First modeling internal multiples in the data and then
d1 (z) = H(0, z) Q,s (0)1 Q,r (0)1 d . (11) constructing an estimate of the artifacts in the image is
computationally expensive. The modeling step requires
This downward continuation uses the usual migration
several propagation steps through the velocity model
velocity model to estimate the data that would have
in addition to the cost of a depth migration needed to
been recorded at the depth z. Next, we apply the imag-
estimate artifacts in the image. To avoid these compu-
ing condition to the downward continued data
tational costs, we propose an algorithm summarized by
a1 (z, .) = M d1 (z) (12) the following flow chart
midpoint (km)
5 10 15
0 (e)
d
(a)
?
(d) (b) (f )
a1 (z., ) d1 (z) d3 (z) a3 (z, .)
(c) (c)
depth (km)
(+)
5 d1 (z + z) d3 (z + z) .
The algorithm can be divided into several steps. First,

in (a), we downward continue the data to the depth z.
10 Next we form an estimate, a(z, x), of image from the
data in (d). This estimate is used, in (b), to model the
internal multiple downward continued to depth z via,
d3 (z, s, r, t) = Dt2 Q,s0 (z)(E1 a)(z, s0 , r0 )Q,r0 (z)
R
(t)
d1 (z, s0 , r, ) d1 (z, s, r0 , )ds0 dr0 .
(13)
offset (km) Expression (13) is valid upon restricting d1 to t > 0 and
assumes a point source. If the point source assumption
0 0.5 1.0 1.5 is not satisfied, an estimate of the wavelet should be de-
0 convolved from the estimated multiple. Equation (13)
is illustrated in Figure 2. Note the similarity between
this expression and that used in the surface-related
multiple elimination (SRME) procedure of Fokkema &
van den Berg (1993) and Berkhout & Verschuur (1997).
An estimate of the artifacts in the image is also made
at the current depth in (f).
We then downward continue both the data and the
time (s)
estimated multiples to the next depth. To downward

continue the multiples, d3 , we make use of the relation
2 Z
d3 (s0 , r0 , t) = Q,r0 (0)Q,s0 (0) dzH(0, z)d3 (z, .) ,
0
(14)
which states that the multiple, d3 can be estimated at
the surface, z = 0 from the multiple, d3 estimated at
the depth z. Using relation (14) along with (11) we find
that artifact in the image caused by FOIM at the depth
z can be estimated by
a3 (z, .) = M d3 (z) , (15)
4
the analog of (12). This step is (f) of the flowchart. The
entire procedure is repeated for subsequent depths, with
the estimated multiples at the depth z +z being added
to the multiples downward continued from depth z.
Figure 3. Top: Velocity model for flat example. Bottom: 5 EXAMPLES

Surface data (CMP) for flat example.
We begin with a simple, layered, example to illustrate
the theory and then proceed to more complicated exam-
ples. The first example is a single layer, 1 km thick ex-
tending from 1.5 to 2.5 km, with a velocity of 2 km/s em-
bedded in a homogeneous model with velocity 6 km/s.
Synthetic data were computed in this model with finite
difference modeling, 101 midpoints were generated with offset (km)
101 offsets at each midpoint and a spacing of 15 m in -1.0 -0.5 0 0.5
both midpoint and offset (we define offset as (s r)/2);
4 seconds of data were recorded at 4 ms sampling. Fig-
ure 3 shows the velocity model and the modeled data.
In our method, the data are first downward con- -2
tinued as part of a standard wave-equation migration
technique ((a) in the flowchart). The algorithm used
time (s)
to generate the examples shown here uses a pseudo- 0
screen propagator with an implicit finite difference wide-
angle correction (Jin et al., 1998). In Figure 4 we show
d1 (z = 1.5), a single common-midpoint gather (cmp)
downward continued to the depth z = 1.5 km of the top 2
of the layer. The primary reflected from the top of the
layer is located around t = 0, the reflection from the
bottom of the layer at about t = 1 s and the first order 4
internal multiple at about t = 2 s.
We now estimate the multiples at depth using (13).
This requires restricting d1 to time t > 0. The proce-
dure removes the primary reflection from the current
depth (which theoretically arrives at t = 0), in this offset (km)
case 1.5 km, before doing the convolution. If this pro- -1.0 -0.5 0 0.5
cess is not done correctly and energy remains at t 0,
all subsequent primaries will be duplicated in the esti-
mated multiples section. In this model a simple time-
windowing procedure is sufficient, because the reflec-
-2
tions are far apart in time. In some situations, we find
a -p filter to be more effective. This is because we typ-
time (s)
ically see diffraction tails at small positive and negative

times caused by the band-limited signal and imperfec- 0
tions in the imaging procedure. A -p filter is more ef-
fective at removing these tails when they are mixed with
later reflections. Figure 4 show the results of applying
2
the -p filter to the data.
Once the negative time contributions to the data
have been removed, the multiple is estimated with (13),
through a convolution with the data in a procedure sim- 4
ilar to Surface Related Multiple Elimination (SRME)
(Fokkema & van den Berg, 1993; Berkhout & Ver-
schuur, 1997; Verschuur & Berkhout, 1997). The con-
volved wavefield is multiplied by an estimate of the im-
age at the current depth, in this case z = 1.5 km (this Figure 4. Data downward continued to the 1.5 km, the
is the (E1 a)(z, s0 , r0 ) appearing in (13)). This completes depth of the first reflector. Top: before the removal of the
(b) of the flowchart. The estimated multiple is shown in part of the data at t 0. Bottom: after the removal of the
Figure 5. The event at about t = 3 s in the estimated part of the data at t 0.
multiple is a second-order internal multiple. This event
is formed from the convolution of a primary with a first-
order internal multiple. It is not present in the data timate of the artifacts caused by FOIM, using (15) ((f)
panel because it arrives later than the final recorded of the flowchart). The image containing both primaries
time. and multiples gives the estimate of a(z, x), which feeds
We now proceed to (c) of the flowchart and propa- back into the estimation of the multiples through (e) of
gate both the data and the estimated multiples to the the flowchart.
next depth. From the data, an image at the current Figure 6 compares the estimated multiple to the
depth is formed containing both primaries and multi- true multiple. The estimated artifact aligns well with
ples using (12) ((d) of the flowchart). Another image is the artifact in the data, despite the fact that we have
also computed at the current depth, containing an es- not accounted for the shape of the source wavelet. (Al-
offset (km) midpoint (km)

-1.0 -0.5 0 0.5 0 0.5 1.0 1.5
0
-2 2
depth (km)
time (s)
0 4
2 6
4 8
Figure 5. The estimated multiple, in the data, at a depth

midpoint (km)
of 1.5 km; note the agreement with the true multiple in Fig- 0 0.5 1.0 1.5
0
ure 4.
though the wavelet has not been deconvolved, the data 2

have been shifted so that the peak of the source wavelet
depth (km)
is at zero time.)
To illustrate the ability of the method to estimate
multiples in more complicated velocity models, we add 4
a low-velocity lens to the model. The resulting veloc-
ity model is shown in Figure 7. The layer in this model
is the same as the layer in the previous model except 6
that it is 0.5 km deeper to allow more space for the
low-velocity lens. The lens is located in the center of
the model; it is circular with Gaussian velocity varia-
tions, a diameter of 600 m and a maximum contrast 8
of 2 km/s. The addition of the lens has a large influ-
ence on the recorded data. A shot record directly above
the lens is shown in Figure 8. Note the ringing, perhaps
caused by numerical dispersion in the data modeling,
that is particularly strong on the multiple. We use a Figure 6. On the top is the image with an artifact from a
double-square-root propagator that works in midpoint- first-order internal multiple at about 5.7 km depth. On the
offset coordinates rather than shot and receiver. To ac- bottom is the estimated artifact.
commodate this choice, we use a subset of the available
offsets so that each midpoint has the same number of
offsets. The data from a midpoint of 9.8 km are shown we have removed the effects of the lens, the example is
in Figure 9. The first arrival is highlighted in this fig- essentially the same as the flat case and the multiples
ure to show the triplications caused by the lens more are estimated accurately as is shown in Figure 11. Once
clearly. again, the multiple is relatively weak in the estimated
To estimate the multiple, we propagate the data image. This is because of the residual moveout on the
to 2 km, the top of the layer, and again show the cmp common image gather, which is shown in Figure 12.
at midpoint 9.8 km Figure 10 along with the estimated To illustrate the dependence of this method on the
multiples at this depth. Note that the caustic has been background velocity model, we perturb the velocity in
removed by the propagation through the lens and that this section to ascertain the influence of the velocity on
the multiple is accurately estimated. At this point, since the final result. In theory, from equations (14) and (15),
midpoint (km) offset (km)

0 0.5 1.0 1.5
5 10 15 0
0
2 6
depth (km)
time (s)
km/s
2
4 4
6 2
8 4
offset (km)
0 0.5 1.0 1.5
Figure 7. Velocity model, similar to the flat layered exam- 0
ple discussed previously, with the addition of a low-velocity
lens to demonstrate that the method works in laterally het-
erogeneous velocity models.
time (s)
receiver position (km)
0 5 10 15 20
0
1
2
time (s)
4
Figure 9. Common midpoint gather at 9.8 km, with only
the offsets used to compute the images shown later. Note the
triplications caused by the lens. Top: full gather. Bottom:
zoom of the primary reflection from the top layer.
knowledge of the velocity is necessary only to the depth

of the shallowest reflection, in this case the top of the
layer at 2 km depth. To test this we perturb the model
in two ways: first we make the layer thicker, and then
Figure 8. Shot record from s = 10 km, directly above the we add a second lens, with properties identical to the
lens. Note the caustic introduced by the lens around zero- first lens, below the layer. In the first case, we expect
offset. The ringing on the second primary (at about 2 s) and the multiple to be imaged at a shallower depth but oth-
the multiple (at about 3 s) is most likely numerical dispersion erwise to remain unchanged as the perturbation in the
from the modeling of the data.
velocity is independent of midpoint. Figure 13 shows
that we are still able to estimate the artifact accurately
despite this error in the velocity model. There is more
noise present in the image (left of Figure 13) here than
in the correct velocity case (Figure 11). Part of the rea-
son for this is that we have used a smaller agc window
offset (km) midpoint (km)

0 0.5 1.0 1.5 0 0.5 1.0
0 0
depth (km)
time (s)
2 4
8
4
midpoint (km)
offset (km) 0 0.5 1.0
0 0.5 1.0 1.5 0
0
depth (km)
time (s)
4
2
8
4
Figure 11. Top: Image with an artifact from the first-order

Figure 10. Top: Common midpoint gather at 9.8 km and internal multiple at approximately 6 km depth. Bottom: Es-
2 km depth. Note the disappearance of the multi-pathing as timated artifacts from first-order internal multiples.
the data are now below the lens. Bottom: estimated multiples
at this depth.
at roughly the correct depth, there is a phase differ-
ence between it and the actual artifact and the varia-
to enhance the image of the bottom of the layer. In tion in the image with midpoint is not accurately es-
the second case, since the perturbation now depends on timated. Removing the lens entirely is a large change
midpoint the estimated multiple also depends on mid- in the model and thus we expect a large change in the
point. Although the estimated artifact does not match image. In Figure 16, we demonstrate that we can still
the image artifact as well in this case as when the cor- estimate the multiple with reasonable accuracy when
rect velocity is used, the estimate remains quite good, the velocity perturbation is less dramatic. In this case
as shown in Figure 14. the lens has been moved 0.2 km shallower than in the
The theory presented here does require knowledge true velocity model, and with the exception of the phase
of the velocity model to the depth of the up to down change between the artifact and our estimate, the result
reflection (top of layer at 2 km depth). To test the sen- is still good.
sitivity of the method to errors in this velocity, we re- The next synthetic model is based on a Shell field in
move the lens and estimate the image and the multiple the North Sea. The velocity model is a 2D slice of a 3D
in this incorrect velocity model. The results are shown velocity model with the steeply dipping reservoir inter-
in Figure 15. Although the estimated artifact remains val added manually. The velocity model is shown in Fig-
ph (s/km) midpoint (km)

0 0.05 0 0.5 1.0
0 0
depth (km)
depth (km)
5
6
midpoint (km)
ph (s/km) 0 0.5 1.0
0 0.05 0
0
depth (km)
depth (km)
5
6
Figure 13. In these images, the reflector has been extended

Figure 12. Common image gathers for midpoint 9.8 km. to 3.5 km from 3 km to test the sensitivity of the method
Top: image with artifact. Bottom: estimated artifact. to the velocity model. Top: Image with artifacts from inter-
nal multiples. Bottom: Estimated artifacts from first-order
internal multiples.
ure 17; the chalk layer beginning at about 3 km depth
is expected to be the largest generator of internal mul-
tiples because of the strong velocity contrast between ible at long offsets, and to avoid to the extent possible
the chalk and surrounding layers. Some of the layers numerical dispersion, which is stronger at larger offsets.
discussed later are labeled on this figure. The acquisi- In Figure 18, the data are shown downward contin-
tion was designed to simulate a marine experiment. A ued to a depth of 2.5 km, just above the top of the chalk
total of 601 shots were computed with finite differences (the chalk layer is labeled in Figure 17). This figure il-
at a 25 m increment beginning at 15 km and continuing lustrates that in this instance a simple time windowing
to 30 km. The streamer consists of 241 receivers (hy- is not sufficient. Instead we use a -p filter to attenuate
drophones) spaced at 25 m increments beginning with the reflection from the top of chalk. By using a -p filter
zero-offset. For the tests shown here we use a subset of rather than a simple time windowing we are also able to
241 midpoints, beginning at 15 km with a spacing of apply the filter less frequently as it allows us to remove
50 m, with 31 offsets at 50 m spacing beginning at zero- the entire top of chalk reflection at once, from above the
offset. A total of 6 s of data were computed with a 4 ms chalk layer.
time sampling interval. A small subset of the available Figures 19 and 20 compare the estimated artifacts
offsets were used to avoid imaging refracted waves vis- to the true artifacts in the image. The multiples were es-

0 0.5 1.0 0 0.5 1.0
0 0
2 2
depth (km)
depth (km)
4 4
6 6
8 8

0 0.5 1.0 0 0.5 1.0
0 0
2 2
depth (km)
4 depth (km) 4
6 6
8 8
Figure 14. In these images, a second lens has been added Figure 15. The lens was removed from the velocity model
beneath the layer to introduce a laterally varying velocity before generating these images. Because this perturbation is
perturbation. Top: Image with artifacts from internal mul- above the top of the layer, we expect this to have an impact
tiples. Bottom: Estimated artifacts from first-order internal on the estimated multiple. Note the change in the accuracy
multiples. of the estimate beneath the lens. Top: Image with artifacts
from first-order internal multiples. Bottom: Estimated arti-
facts from first-order internal multiples.
timated in a depth window from 2.5 to 4.2 km depth and
the -p filter was applied at 2.5 and 3.25 km. Thus we
expect to see the multiples from the top and bottom of This ringing does not appear in the estimated artifacts
the chalk layer. The estimated multiples are imaged at because these estimates are made using the primaries,
approximately the depth expected based on the velocity which arrive at earlier times and are thus less strongly
model. The multiple at about 4.5 km depth is imaged influenced by the ringing. To highlight the multiples as
at the depth expected for an internal multiple entirely much as possible, we have stacked only the smallest p-
within the chalk layer extending from approximately 3 values (i.e. the first few traces of the common image
to 4 km depth. The multiples at about 5.5 km are either gather) to make the image and we have low-passed fil-
peg-legs from the bottom of the chalk and the bottom of tered the image to remove as much of the high-frequency
layer 2 or internal multiples with both deeper scattering noise visible after the chalk layer as possible, without
points at the bottom of the layer 2. The artifacts caused damaging the imaged structure. In Figure 20 we com-
by these multiples in the image are not easy to see, how- pare our estimate to one made by ten Kroode (2005),
ever, as they are obscured by other ringing in the data. in which he estimates the multiples from the top of the

0 0.5 1.0 20 25
0 0
2
2 6
depth (km)
4 chalk
depth (km)
layer 2
km/s
4
4 6
2
8
6
10
Figure 17. Velocity model for the North Sea example.
midpoint (km)
0 0.5 1.0
0
depth of the up-to-down reflection). The main compu-
tational cost of the algorithm comes from the propa-
2 gation of the data and the internal multiples. Because
two data sets are propagated (the data themselves and
depth (km)
the estimated multiples), the cost of the algorithm de-

4 scribed here is about twice that of a usual pre-stack
depth migration, plus the cost of the removal of nega-
tive times. The removal of negatives times can be ex-
6 pensive because it is necessary to return all of the data
to the time domain to window the data. Using the -p
filter reduces this cost because the negative times can
8 be removed less frequently, although the cost of the -
p transform is much higher than that of a simple time
windowing. By estimating the multiple in depth rather
than in the data, we avoid difficulties caused by caustics
in the wavefield or the failure of the traveltime mono-
Figure 16. In this model the lens was moved 0.2 km deeper tonicity assumption. In addition, estimating artifacts in
than in the correct velocity model. Because this perturbation
the image rather than estimating multiples in the data
is above the top of the layer, we expect this to have an impact
shows clearly which part of the image has been contam-
on the estimated multiple. Note the phase difference between
the estimated artifact and the image. Top: Image with arti- inated by internal multiples, even if those multiples are
facts from first-order internal multiples. Bottom: Estimated poorly estimated or incompletely subtracted.
artifacts from first-order internal multiples.
chalk layer and compares them to the multiples in the

data. This is an extremely coarse comparison as it is
not possible to show his image, but the arrows indicate 7 ACKNOWLEDGMENTS
several locations at which artifacts from multiples are
present in his image. We thank Total for permission to publish the real data
example. We are grateful to Fons ten Kroode and Shell
for the North Sea synthetic example. We also appreciate
the many helpful discussion with Kris Innanen and Ken
6 DISCUSSION
Larner as well as the coding assistance from Peng Sheng,
We have described a method to estimate imaging ar- Feng Deng, Linbin Zhang and Dave Hale. This work was
tifacts caused by first-order internal multiples. This supported by Total and the sponsors of the Consortium
method requires knowledge of the velocity model down Project on Seismic Inverse Methods for Complex Struc-
to the top of the layer that generates the multiple (the tures at the Center for Wave Phenomena.
offset (km) offset (km)

0 0.5 1.0 0 0.5 1.0
-4 -4
-2 -2
time (s)
time (s)
0 0
2 2
4 4
Figure 18. Data downward continued to a depth of 2.5 km. Left: before the removal of the part of the data at t 0. Right:
after the removal of the part of the data at t 0 using a -p filter.

20 25 20 25
2 2
4 4
depth (km)
depth (km)
6 6
8 8
10 10
Figure 19. On the left is the image with an artifact from a first-order internal multiple at about 4.5 km depth. On the right
is the estimated artifact.
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CWP-500P
Spurious multiples in seismic interferometry of

primaries
Roel Snieder1, Kees Wapenaar2, and Ken Larner1

1 Center for Wave Phenomena, Colorado School of Mines, Golden CO 80401, email rsnieder@mines.edu,
2 Dept. of Geotechnology, Delft University of Technology, Delft, The Netherlands
ABSTRACT
Seismic interferometry yields the Greens function that accounts for wave prop-
agation between receivers by correlating the waves recorded at these receivers.
We present a derivation of this principle based on the method of stationary
phase. Although this derivation is applicable to simple media only, it provides
insight into the physical principle of seismic interferometry. In a homogeneous
medium with one horizontal reflector and without a free surface, the correla-
tion of the waves recorded at two receivers correctly gives both the direct wave
and the single-reflected waves. When more reflectors are present a product of
the single-reflected waves occurs in the cross correlation that leads to spurious
multiples when the waves are excited at the surface only. We give a heuris-
tic argument that these spurious multiples disappear when sources below the
reflectors are included. We also extend the derivation to a smoothly varying
inhomogeneous background medium.
Key words: siesmic interferometry, stationary phase, multiples
1 INTRODUCTION ble only for finite media that have a discrete frequency
spectrum. This requirement was relaxed in an alterna-
Traditionally, imaging techniques are based on the il-
tive derivation based on the representation theorem for
lumination of an object by a coherent source. In many
one-way wave propagation [Wapenaar et al., 2004], and
applications coherent sources are not available. Seismic
by using the general representation theorem [Weaver
interferometry is a technique in which the Greens func-
and Lobkis, 2004; Wapenaar, 2004]. Alternative, but
tion that describes the waves that propagate between
equivalent proofs of the emergence of the Greens func-
two receivers is extracted by computing the correlation
tion have been formulated using the principle of time-
of signals recorded at these two receivers. These signals
reversed imaging [Derode et al., 2003ab; Bakulin and
may have been excited by either coherent or incoher-
Calvert, 2004; Roux and Fink, 2003]. The relationship
ent sources. The advantages of this technique are that
between these approaches is shown by Wapenaar et al.
incoherent noise can be the source of the waves used
[2004] .
for imaging and that one can effectively use a wavefield
The reconstruction of the Greens function from
that is excited at one of the receivers, even though no
recordings of incoherent signals has been shown obser-
physical source exists at that location.
vationally using ultrasound [Weaver and Lbkis, 2001;
The first formulation of this technique is due to
Larose et al., 2004; Malcolm et al., 2004]. Seismic inter-
Claerbout [1968] , who used the phrase daylight imag-
ferometry has been used in helioseismology [Rickett and
ing because the daylight that we use in our vision also
Claerbout, 1999; Rickett and Claerbout, 2000], in explo-
provides an incoherent illumination of the objects that
ration seismology [Bakulin and Calvert, 2004; Schuster
we view. His derivation was applicable to layered media.
et al., 2004], in crustal seismology for the retrieval of
The emergence of the Greens function was subsequently
the surface wave Greens function [Campillo and Paul,
derived for general media using normal-mode theory
2003; Shapiro and Campillo, 2004; Shapiro et al., 2005],
[Lobkis and Weaver, 2001]. That derivation is applica-
34 R. Snieder, K. Wapenaar & K. Larner
and for extracting the response of buildings from an in- 2 ILLUMINATING THE SUBSURFACE
coherent excitation [Snieder, 2005]. FROM SOURCES AT THE SURFACE
The mechanism of seismic interferometry can be ex-
Consider the problem wherein many sources at the sur-
plained using the method of stationary phase [Snieder,
face z = 0 illuminate the subsurface. These sources can
2004a]. This is not surprising because the stationary
be either coherent or incoherent, and the may act either
phase approximation is the natural tool to account for
simultaneously or sequentially. The sources are placed
the destructive and constructive interference that forms
at locations rS = (x, y, 0) and have a source-time signal
the physical basis of seismic interferometry. The deriva-
SS (t) that corresponds in the frequency domain to the
tion of seismic interferometry with the principle of sta-
complex spectrum SS (). The Earth response that is
tionary phase is approximate, but, as shown by Roux
excited by these sources is recorded at two receivers at
et al. [2005] , the stationary phase integral can also be
locations rA = (xA , 0, zA ) and rB = (xB , 0, zB ), respec-
evaluated exactly using elliptical coordinates. This gives
tively. Without loss of generality, we align the x-axis of
exactly the same final result as the stationary phase ap-
the employed coordinate system with the horizontal sep-
proximation. The derivation of seismic interferometry
aration of the sources; hence in this coordinate system
based on stationary phase has also been used for waves
the y-coordinate of both sources vanishes.
in a waveguide [Sabra et al., 2005].
The source-time functions SS (t) may be impulsive,
The derivation of stationary phase is applicable for
but they might also correspond to functions with a more
simple media only where one can easily account for the
random character, as would be excited by, for example,
different rays that propagate through the media. In this
traffic noise in a land survey or wave noise at the sea-
sense the derivation based on stationary phase is less
surface during a marine survey. In the sequel we assume
general than derivations based on normal modes, rep-
that the source time functions for sources at rS and rS 0
resentation theorems, or time-reversed imaging. Despite
are uncorrelated when averaged over time and that the
this limitation, the derivation based on stationary phase
power spectrum of the source time functions is identical:
is useful because it sheds light on the physics that under-
Z Taver
lies seismic interferometry. The value of this derivation
is mostly didactic, but it also highlights sampling issues SS (t)SS 0 (t + )dt = SS 0 C( ) , (1)
0
and the generation of spurious multiples.
where Taver denotes the length of the time-averaging
Here we show that singly reflected waves that prop-
and C( ) the autocorrelation of the source time func-
agate between two receivers in the subsurface can cor-
tions. The autocorrelation is the Fourier transform of
rectly be reproduced by correlating the waves that have
the power spectrum. Since all sources are assumed to
been excited by uncorrelated sources at the surface and
have the same power spectrum, they have the same au-
are recorded at the two receivers. We derive this for the
tocorrelation as well.
simplest case for a homogeneous medium without a free
The source-time functions may have a differ-
surface and flat horizontal reflectors in the subsurface.
ent character in different imaging experiments. In
In section 2, we derive the general framework for il-
the virtual-source experiments of Bakulin and Calvert
lumination of the subsurface by incoherent sources, and
[2004] the shots do not overlap in time. The shots are
introduce the employed single-scattering model in sec-
recorded and processed one after the other, and the cross
tion 3. In section 4 we show how this leads to the re-
terms between the shots in expression (1) by definition
trieval of the direct wave that propagates between the
vanish. The situation is more complicated when truly
receivers, and, in section 5, we show that this proce-
incoherent sources illuminate the surface. Consider for
dure also correctly leads to the single-reflected wave that
example the seismic noise generated by waves at the
propagates between the receivers. The correlation of the
sea-surface. The seismic waves excited at different lo-
single-reflected waves leads to a contribution that is pro-
cations on average are uncorrelated. Snieder [Snieder,
portional to the square of the reflection coefficient. We
2004a] has shown that for random sources the ensemble
show in section 6 that this term is kinematically equiva-
average of expression (1) vanishes and that, in a single
lent to the direct wave that propagates between the re-
realization, the ratio of the cross term S 6= S 0 to the
ceivers. In section 7 we show a numerical example that
diagonal term S = S 0 is given by
illustrates the role of stationary phase in seismic inter-
r
ferometry. In section 8, we generalize the derivation to |cross terms| tcorr
the case of a layered medium with more than one reflec- , (2)
|diagonal terms| Nsources Taver
tor, and we show that the product of singly-reflected
waves from different reflectors gives a nonzero contribu- where Nsources denotes the number of sources and tcorr
tion to the cross-correlation. We refer to these terms as is the temporal width of the cross-correlation C( ). This
spurious multiples because these terms depend on the width is inversely proportional to the bandwidth f
product of reflection coefficients, just like real multiples of the sources. The product of the bandwidth and the
do. The spurious multiples, however, have arrival times averaging length Taver is equal to Nf reedom , the number
that differ from those of real multiples. of degrees of freedom in the data [Landau, 1967; Bucci
and Franceschetti, 1989]. Therefore the ratio of the cross
Spurious multiples in seismic interferometry of primaries 35
z=0 rS =(x,y,0) z=0 rS =(x,y,0)
B L B
rB =(x B,0,zB ) rB =(x B,0,z B)
A LA
rA=(xA ,0, zA )
rA=(xA ,0, zA )
z=D
rRA rRB z=D
Figure 2. Definition of the geometric variables in the anal-
rA ysis of term 1.
rB
Since the sources are uncorrelated, as stated in expres-
Figure 1. The geometry of an imaging experiment with a sion (4), the cross-terms S 6= S 0 in this double sum
source at the surface and two receivers at rA and rB . The vanish; hence
mirror image of these receivers in the reflector is indicated X f ull
at the locations rA0 and rB 0 , respectively. CAB () = G (rA , rS )Gf ull (rB , rS ) |S()|2 .
S
(8)
terms to the diagonal terms in a single realization is When the sources are densely distributed along the sur-
equal to face, with n sources per unit surface area, theP sum over
sources can be replaced by an integration: S ( )
|cross terms| 1 R
p . (3) n ( )dx over the surface; this gives
|diagonal terms| Nsources Nf reedom Z
It follows from expression (2) that for random, in- CAB () = |S()|2 n Gf ull (rA , rS )Gf ull (rB , rS )dxdy ,
coherent, source-time functions the cross terms can be (9)
made arbitrarily small by increasing the length of the with x and y the coordinates of the source at the surface
time window over which the averaging is carried out. In as shown in figure 1.
the following we assume that the cross-terms S 6= S 0
can be ignored altogether. In that case, expression (1)
corresponds in the frequency domain to 3 A SINGLE-SCATTERING MODEL
2
SS ()SS 0 () = SS 0 |S()| . (4) In order to better understand the physics of seismic in-
This condition of uncorrelated sources was also used by terferometry, we illustrate this technique with a model
Wapenaar [2004] , who assumed that the sources are that consists of a single reflector with plane-wave re-
located in the deep subsurface. flection coefficient r that is embedded in a homoge-
We now consider correlation of the waves recorded neous medium. The Greens function in the homoge-
at two receivers for the special case of an acoustic neous medium is given by
medium. The waves recorded at the receivers A and B eikR
are given by G(R) = , (10)
4R
uA () = S Gf ull (rA , rS , )SS () ,
P
with the wavenumber given by k = /c, c the wave
(5) velocity, and R the distance of propagation. We pre-
uB () = S Gf ull (rB , rS , )SS () ,
P
sume that there is no free surface, so this model does
not include any multiply reflected waves. As shown in
with Gf ull the full Greens function which consists of the
figure 1, rRA denotes the reflection point of the wave
direct wave, primaries, and multiples. In the frequency
that propagates to rA . The full Greens function is the
domain the temporal correlation of the waves recorded
superposition of the direct wave and the single-reflected
is given by
wave:
CAB () = uA ()uB () , (6) Gf ull (rA , rS ) = G(|rA rS |)
where the asterisk denotes the complex conjugate. In- +r G(|rA rRA | + |rRA rS |) ,
serting equation (5) in the previous expression gives
X f ull Gf ull (rB , rS ) = G(|rB rS |)
CAB () = G (rA , rS )Gf ull (rB , rS 0 )SS ()SS 0 () . +r G(|rB rRB | + |rRB rS |) .
S,S 0 (11)
(7)
In this expression, we used that the reflected wave is given by the Greens function that accounts for the propagation
from the source to an image point of the receiver below the reflector. The image points of the receivers A and B are
indicated in figure 1 by r0A and r0B , respectively. As shown in that figure, for receiver A the total distance covered by
the reflected wave is |rA rRA | + |rRA rS |.
Inserting equation (11) into expression (9) gives an expression for the correlation, which consists of a sum of four
terms:
Z
CAB () = n |S()|2 G(|rA r|)G (|rB r|)dxdy
| {z }
T1
Z
+n |S()|2 r G(|rA r|)G (|rB rRB | + |rRB r|)dxdy
| {z }
T2
Z (12)
2
+n |S()| r G(|rA rRA | + |rRA r|)G (|rB r|)dxdy
| {z }
T3
Z
+n |S()|2 r2 G(|rA rRA | + |rRA r|)G (|rB rRB | + |rRB r|)dxdy .
| {z }
T4
Term 1 (T1) is the correlation of the direct waves that propagate to the two receivers; this term does not depend
on the reflection coefficient. Terms 2 and 3 are proportional to the reflection coefficient r, for this reason they can
be expected to account for the single-reflected waves in the Greens function that are extracted from the correlation.
Term 4 depends on r 2 . In the following, we analyze terms 1-4 in order to establish the connection between the
correlation and the Greens function for this simple wave propagation problem.
4 ANALYSIS OF TERM 1
The derivation shown in this section is similar to that in an earlier analysis [Snieder, 2004a]. Using the lengths L A
and LB , as defined in figure 2, and the Greens function (10), term 1 can be written as
Z
1 exp (ik (LA LB ))
T1 = dxdy . (13)
(4)2 LA LB
The integrand has an oscillatory character, but as we will see, the integrand has a stationary point. For this reason
we analyze this integral in the stationary phase approximation [Bleistein, 1984; Snieder, 2004b]. Referring to figure
2, the lengths LA,B are given by
q
LA,B = (x xA,B )2 + y 2 + zA,B
2
. (14)
The stationary point of the integrand follows by setting the partial x- and y-derivatives of L = L A LB equal
to zero. For the y-derivative this gives
L y y
0= = . (15)
y LA LB
This derivative vanishes for y = 0; hence the condition of stationarity with respect to y implies that the stationary
source point lies in the vertical plane of the receivers. The stationarity condition with respect to the x-coordinate
gives
L x xA x xB
0= = = sin A sin B , (16)
x LA LB
where the angles A and B are defined in figure 2. The phase thus is stationary when
A = B and y=0. (17)
The stationarity condition A = B is illustrated in figure 3; it implies that the stationary source point at the
surface is aligned with the line joining the two receivers. In these figures the receivers are at different depths.
Note that when the receivers are at the same depth z=0 rS
(zA = zB ) there is no stationary source position, except
LB
for sources infinitely far away. Any attenuation will sup-
rB
press the contribution of those sources.
Kinematically, expression (13) gives a contribution
at a lag-time that is equal to the time it takes for the R LA
rA
wave to propagate from receiver B to receiver A because
the wave that propagates along the path shown in fig-
ure 3 arrives at receiver A with a time delay |rA rB |/c z=D
compared to the wave that arrives at receiver B. It is
nontrivial that the evaluation of the integral in (13) Figure 3. Definition of the geometric variables for the sta-
tionary source position in term 1.
gives a contribution that is also dynamically equal to the
Greens function of the waves that propagate between
the receivers A and B. In the following we evaluate the Q
integral in the stationary phase approximation.
Evaluating the second derivatives of L = LA LB P P
while using (17) for the stationary point gives
rB Q
2L 2
zA z2 z2 1 z2 1
= 3
B
3
= A2
B
x2 LA LB LA LA L2B LB
(18)

1 1 rA
= cos 2 ,
LA LB
Figure 4. The relation between an element P P 0 along the
and
surface and the corresponding element QQ0 perpendicular to
2L L2A L2B 1 1 the receiver line.
= = . (19)
y 2 L3A L3B LA LB
In this example, and the following examples, the factor n |S()|2 of expression (12), this gives a total
2 L/xy = 0 at the stationary point, and the contribution that is equal to
two-dimensional stationary phase integral reduces to
n |S()|2 c G(R)
the product of two one-dimensional stationary phase T1 = . (22)
integrals over the x- and y-coordinates, respectively. 2 cos i
In the following, LA and LB are the path lengths This means that the contribution of term 1 to the
for the stationary source position as shown in figure 3. correlation is, in the frequency domain, proportional to
Note that in the geometry of figure 3, LA > LB so the Greens function of the direct wave that propagates
that L1 1
A LB < 0. Evaluating the integral (13) in the between the receivers. Note that this Greens function
stationary phase approximation thus gives is multiplied by the source density n at the surface; a
denser source distribution gives a stronger correlation
1 exp (ik (LA LB )) than does a less dense one. The Greens function is
T1 = also multiplied by the power spectrum |S()|2 of the
(4)2 LA LB
sources. This power spectrum can be measured, and
r one can correct for this term. In order to retrieve the
2 1
ei/4 Greens function from term 1, one needs to multiply
k
s
1 1 with i.
cos 2 (20) R Because of the employed Fourier transform,
LB LA f (t) = F () exp(it)d, this multiplication corre-
sponds to a differentiation in the time domain. This dif-
r
2 1 ferentiation corrects for the integration that is carried
ei/4 , out in the cross-correlation. This need to carry out the
k
r
1 1
differentiation was also noted in other formulations of
LB LA
seismic interferometry, e.g., [Lobkis and Weaver, 2001;
Using the relation k = /c, we can write this expression Snieder, 2004a; Weaver and Lobkis, 2004].
as The term cos in the denominator is an obliquity
c exp (ik (LA LB )) factor that corrects for the fact that the length element
T1 = , (21) QQ0 of figure 4 perpendicular to the ray corresponds to
8(i) cos LA L B
a line element P P 0 along the surface whose lengths that
The distance LA LB is equal to the receiver separation
are related by QQ0 = P P 0 / cos .
R shown in figure 3. With expression (10) and including
In the virtual-source experiment of Bakulin and
Calvert [2004], the sources at the surface were placed z=0 rS =(x,y,0)
in a line. In that case there is no integration over the y-
coordinate, and the latter terms in expression (20) that B L B
come from the y-integration are absent; in that case rB =(x B,0,z B)
r
in |S()|2 c 1 1
T 1line = G(R) . (23) L1
8 i cos LB LA rA=(xA ,0, zA )

Note the presence of the factor i and the term 1/ i.

L2 A
Correcting for these terms involves a Hilbert trans- z=D
form and a fractional derivative. These correction fac- rR=(x R,yR ,D)
tors are common in two-dimensional imaging experi-
ments [Yilmaz, 1987; Bleistein et al., 2001; Haney and Figure 5. Definition of the geometric variables in the anal-
Snieder, 2005]. Without these corrections the recon- ysis of term 3.
structed Greens function does not have the proper
phase and frequency dependence. More seriously, in con- the surface and the vertical, while vS is the velocity at
trast to equation (22), expression (23) depends explic- the intersection of these rays with the surface.
itly on the distances LA and LB . It turns out that when
the derivation leading to expression (23) is repeated us-
ing the Greens function in two dimensions, an expres-
5 ANALYSIS OF TERM 3
sion analogous to equation (22) is obtained. The pres-
ence of the fractional derivatives and the lengths LA The analysis of this term could be achieved by apply-
and LB is thus due to a mismatch between the dimen- ing the theory of the previous sections to receivers at
sionality of the physical space through which the waves the image points rA0 and rB0 of figure 1. Here we show
propagate (3D versus 2D) and the dimensionality of the explicitly that the cross-correlation correctly produces
source distribution (2D versus 1D). The derivation of the single-reflected waves. Using the lengths defined in
seismic interferometry by Roux and Fink [2003] is based figure 5 this term is given by
on wave propagation in three dimensions, while the em- Z
1 exp (ik (L1 + L2 LB ))
ployed sources are placed along a line. As shown by the T3 = dxdy . (25)
example of expression (23), this leads to a Greens func- (4)2 (L1 + L2 ) LB
tion that is kinematically correct, but whose amplitude Before we can analyze this expression we need the co-
and phase is not. ordinates of the reflection point rR because this deter-
A complex overburden located between the surface mines the lengths L1 and L2 . The condition that the
sources and the receivers in the subsurface acts as a reflection angle is equal to angle of incidence gives
diffusor of seismic waves because the waves radiated
(D zA ) x + DxA
from a single source arrive at a receiver from various di- xR = ,
2D zA
rections resulting from the scattering and multipathing (26)
that has occurred in the overburden. In the experiment (D zA ) y
of Bukulin and Calvert [2004] the shots were placed on a yR = .
2D zA
line at the surface, but the complex overburden in their
experiment created multipathing that provided a more Using this, the lengths L1 and L2 are given by
2
diffuse illumination of their receivers in the subsurface

D
that helps to focus the waves onto the virtual sources. L21 = (x xA )2
2D zA
The analysis of this section can be generalized for (27)
a heterogeneous medium in which the velocity is suf-
D
2
2 2
ficiently smooth to warrant the use of ray theory. We + y +D ,
2D zA
show in appendix A that term 1 is then given by
and
X n|S()|2 vS Gray (rA , rB ) 2
T1 = , (24)

2 cos i D zA
stat. points L22 = (x xA )2
2D zA
where Gray (rA , rB ) is the ray-geometric Greens func- (28)
2
tion for the waves recorded at rA that are generated by D zA 2 2
+ y + (D zA ) ,
a point source at rB . The summation in this expression 2D zA
is over all the stationary source points on the surface
while LB is given by expression (14).
z = 0. These points can be found by tracing rays from
The stationary points of the integral (25) follow
rA to rB and by extending these rays to the surface
z = 0. The angle is the angle between these rays at
xxA rS
z=0 z=0
rS =(x,y,0) LB
zA rB
2DzA rA L1 R1 L1
2 rA
DzA
L2
1
z=D L2 =R2
3 z=D
L2 rR
rA
Figure 7. Definition of the geometric variables for the sta-
Figure 6. The angles 1 , 2 , and 3 and their relation to tionary source position for the analysis of term 3.
the geometric variables for the reflected wave.
sin B ,
from the first partial derivatives of L = L1 + L2 LB : L
0== sin A sin B . (35)
L

D
2
y x
0= = The integrand thus is stationary when the source
y 2D zA L1
(29) position satisfies
2
D zA y y A = B and y=0. (36)
+ .
2D zA L2 LB
This condition is depicted in figure 7: waves radiated
Again, the stationary source position occurs for y = 0; from the stationary source position at the surface travel
it is located in the vertical plane of the receivers. The in a straight line from the source through receiver B via
condition for stationarity in the x-direction is a specular reflection to receiver A. Just as in the anal-
2
ysis of term 1, the time delay of this wave recorded at

L D x xA
0= = the two receivers is equal to the time it takes the wave
x 2D zA L1
to travel from receiver B via the reflector to receiver

D zA
2
x xA

x xB A. Thus the correlation is kinematically equal to the
+ . Greens function for the reflected waves. With the fol-
2D zA L2 LB
(30) lowing stationary phase evaluation of the integral (25),
we verify that the retrieved Greens function is also dy-
In order to interpret this last condition geometri- namically correct.
cally it is useful to relate the ratios in this expression From expression (27) we get at the stationary point
to the angle of incidence at the reflector. Referring to 2 L1

D
2 2
D
figure 6, the following identities hold: cos 1 = D/L1 , =
x2 2D zA L31
cos 2 = (DzA )/L2 , and cos 3 = (2DzA )/(L1 +L2 ).
Since these angles are all equal to the angle of incidence 2
D2 1

L1 L1
A of the reflected wave, we obtain: = = cos2 .
L1 + L 2L21 L1 (L1 + L2 )2
D D zA 2D zA (37)
cos A = = = . (31)
L1 L2 L1 + L 2 In the second identity we have used expression (34),
Also, since x xA = L1 sin 1 + L2 sin 2 , and since both while the last identity follows from equation (31). In a
angles are equal to A , similar way it follows that
x xA 2 L2 L2
sin A = . (32) = cos2 , (38)
L1 + L 2 x2 (L1 + L2 )2
Dividing this expression by the last identity of (31) gives and, using (18), we obtain for the curvature of LB ,
x xA
tan A = . (33) 2 LB 1
2D zA = cos2 . (39)
x2 LB
Finally, from (31), In the last expression, we used the stationary phase con-
D L1 D zA L2 dition = . Combining these results in the path dif-
= , = . (34)
2D zA L1 + L2 2D zA L1 + L 2 ference L = L1 + L2 LB gives
2L

Using expression (34) in (30), and using (32) to elim- 2 1 1
= cos . (40)
inate x xA , gives, with the relation (x xB )/LB = x2 L1 + L 2 LB
Differentiation of (27) gives z=0 rS =(x,y,0)
( 4
2 L1 D
(x xA )2
y 2 2D zA rB =(x B,0,z B)
) (41)
2
D
+ D2 /L31 . rA=(xA ,0, zA )
2D zA
A B
With expressions (33) and (34) this is equal to z=D
2 2 rRA rRB
2 L1

D 1 L1 ` 2
2
= tan + 1 . (42)
y L1 L1 L1 + L 2 Figure 8. Definition of the geometric variables in the anal-
ysis of term 4.
Using the identity D/L1 = cos this gives
2 L1 L1
= . (43) surface such that the direct wave from the source to re-
y 2 (L1 + L2 )2
ceiver A propagates along the same path as the wave
A similar analysis for L2 gives that travels from the source to the reflector, and ulti-
mately to receiver B.
2 L2 L2
= . (44) The Greens function in expression (47) is the
y 2 (L1 + L2 )2 causal Greens function, while its complex conjugate
This gives, for the curvature of L with respect to y, in equation (48) is the acausal Greens function. It is
known that seismic interferometry gives the superpo-
2L 1 1
= . (45) sition of the causal and the acausal Greens function
y 2 L1 + L 2 LB [Lobkis and Weaver, 2001; Derode et al., 2003a; Mal-
In these expressions it is understood that all lengths are colm et al., 2004; Derode et al., 2003b]. The causal
evaluated at the stationary point. Greens function can easily be retrieved from the cross-
The stationary phase evaluation of the integral correlation either by truncating the cross-correlation for
(25) can now be carried out. Keeping in mind that t < 0, or by averaging the cross-correlation for negative
(L1 + L2 )1 L1B < 0, and using the same steps as times and positive times.
in section 4, gives
1 exp(ik(L1 + L2 LB )) i/4 2
T3 = e 6 ANALYSIS OF TERM 4
(4)2 (L1 + L2 )LB
1 For the analysis of term 4, we carry out the stationary
2 1 1 phase analysis of the following integral:
.
k cos LB L1 + L 2 Z
1 exp (ikL)
(46) T4 = dxdy , (49)
As shown in figure 7, L1 LB = R1 , and L2 = R2 . (4)2 X
With the definition (10) for the Greens function this with
gives after taking the rn |S()|2 terms into account: L = |rA rRA | + |rRA rS |
n |S()|2 c G(R1 + R2 ) (50)
T3 = r . (47) |rB rRB | |rRB rS |
2 cos i
Note the resemblance with expression (22) for the con- and
tribution of term 1 that gives the direct wave that prop- X = (|rA rRA | + |rRA rS |)
agates between the receiver. Expression (47) shows that (51)
the contribution of term 3 leads to the singly-reflected (|rB rRB | + |rRB rS |)
wave that propagates from receiver B via the reflector
to receiver A. The same corrections must be applied to where all variables are defined in figure 8. The stationary
this term as to term 1 as discussed in section 4. point follows from setting the x- and y-derivatives of
The same analysis can be applied to term 2 of ex- the phase equal to zero. As in the previous sections,
pression (12), the final result is the complex conjugate the stationarity condition with respect to y leads to the
of expression (47) so that condition y = 0; this means again that the stationary
point lies in the vertical plane of the receivers. Using the
n |S()|2 c

G(R1 + R2 ) same steps that led to expression (35), one finds that the
T2 = r . (48)
2 cos i stationarity condition with respect to x is given by
The stationary point now lies at the location on the L
0= = sin A sin B , (52)
x
z=0 complex conjugate appears because the wave arrives at
rS receiver A before it hits receiver B.
rB
7 A NUMERICAL EXAMPLE
L1 rA R
We present a numerical example of the theory. For sim-
L 2B plicity we consider the theory in two dimensions. A re-
L2A flector with reflection coefficient r = 0.8 is located at
z=D
rR a depth 1500 m below the surface. This is not a small
reflection coefficient, but since there is only one reflec-
Figure 9. Definition of the geometric variables in the anal- tor and no free surface, this model does not generate
ysis of term 4 for the stationary source position. any multiple reflections, regardless of how large the re-
flection coefficient is. The wave velocity is c = 2000
m/s, and the receivers are located at rA = (0, 1000)
where the angles A and B are defined in figure 8. The m and rB = (300, 500) m, respectively. We used noise
point of stationary phase thus is defined by the condi- sources at the surface with a spacing x = 20 m., and a
tions Ricker wavelet with a dominant frequency of 50 Hz for
A = B and y=0. (53) the power spectrum |S()|2 of the noise.
The contributions of the sources at the surface to
This condition of stationary phase corresponds to the terms T1-T4 is shown in the left panel of figure 10,
the source position shown in figure 9. The stationary while the sum over all source positions is shown in the
source position launches two waves that, after reflec- right panel. The right panel panels shows four distinct
tion at the interface, both propagate along the line that arrivals. The arrivals T1 and T3 are causal, while the ar-
joins the receivers. Since both reflected waves are pro- rivals T2 and T4 are acausal. T1 is the strongest arrival,
portional to r, this contribution to the correlation is because it does not depend on the reflection coefficient.
proportional to r 2 . The correlation of the waves shown The arrivals T2 and T3 are weaker, because they are
in figure 9 is nonzero for a lag-time that is equal to the the singly reflected waves, while the arrival T4 is the
time it takes for the waves to propagate between the re- weakest because it varies as r 2 .
ceivers. Kinematically, this term can thus be expected Note that each of the arrivals in the right panel
to correspond to the Greens function of the direct wave of figure 10 corresponds to a stationary source point in
that propagates between the receivers. the left panel of that figure. The nonzero contribution
In order to carry out the stationary phase analy- of these arrivals is solely due to the stationary source
sis, the second derivatives of the phase is needed. These points, the sources placed at other locations give con-
derivatives follow from the expressions (37), (38), (43) tributions that interfere desctructively.
and (44). Using the lengths defined in figure 9, term 4 Figure 11 shows for term T3 a comparison between
is given in the stationary phase approximation by the exact waveform, computed with the 2D Greens
1 exp(ik(L1 + L2A L1 L2B )) i/4 2 function, that is shown with the solid line, and the term
T4 = e 3 obtained by summing the correlation over the sources
(4)2 (L1 + L2A )(L1 + L2B )
at the surface (shown with crosses). The waveform ob-
1 tained from seismic interferometry matches the exact
2 1 1
. waveform well. Note that the shown waveforms do not
k cos L1 + L2A L1 + L2B
look like a Ricker wavelet; as theory predicts they are
(54)
shifted over a phase angle equal to /4.
According to the geometry of figure 9, R = L2B L2A .
The left panel of figure 10 shows weak arrivals be-
With the definition (10) for the Greens function this
tween T1 and T4. These weak arrivals are due to end-
gives, after taking the r 2 n |S()|2 terms into account,
point contributions from the sum over the traces on
n |S()|2 c

the left panel of that figure, especially for the end-

G(R)
T4 = r2 . (55) points where the arrival time tends to a constant. In
2 cos i
the numerical example we tapered the contribution of
Apart from the r 2 -term and a complex conjugation traces near the endpoints of the source region. With-
of the Greens function, this term is similar to term 1 out this tapering these endpoint contributions are much
as given in expression (22). The r 2 -term arises because stronger. This is of importance for virtual source imag-
both of the waves that are reflected upward from the ing [Bakulin and Calvert, 2004] because a careless sum-
reflector are proportional to the reflection coefficient. mation over all source positions may lead to endpoint
The fact that this contribution is multiplied with r 2 contributions that could be confused with waves re-
is simply due to the fact that both interfering waves flected off reflectors in the subsurface.
that contribute to this term are proportional to r. The
-1.0
1 -1.0 1
0.8
T2 0.8
T2
0.6 0.6
-0.5 -0.5
0.4 T4 0.4
T4
0.2 0.2
00 00
0.2 0.2
0.4
0.5
T1 0.5
0.4
T1
0.6 0.6
t 0.8
t 0.8
T3 T3
1.013000 2000 1000 0 1000 2000 3000
1.0 11 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
-3000 -1500 0 1500 3000
x
Figure 10. Left panel, the contribution of sources at the surface to the terms T1-T4 as a function of the source position x. For
clarity only every fifth source position is shown. Right panel, the sum over all source positions at the surface.
12
x 10
than one reflector. The terms T2 and T3 in expression
10
(12) involve the cross term between the direct wave and
T3 the single-reflected waves. Since these terms are linear in
8
the reflection coefficients, one can retrieve the sum of all
6 the single reflected waves by summing the terms T2 and
4
T3 over the different reflectors. This means that in the
presence of more than one reflector, the cross terms T2
2
and T3 between the direct wave and the single-reflected
0 waves produce the full set of single reflections.
2
The term T4 in expression (12) contains the prod-
uct of the single reflected waves. This means that for
4
more
P than one reflector this term contains double sum
j,j 0 rj rj 0 ( ). This double sum can be split into the
6
8
0.72 0.73 0.74 0.75 0.76 0.77 0.78 0.79 0.8 0.81
terms j 0 = j and the terms j 6= j 0 :
0.72 0.74 0.76 0.78 0.80
t X
rj rj 0 ( ) =
X 2
rj ( ) +
X
rj rj 0 ( ) (56)
j,j 0 j j6=,j 0
Figure 11. Solid line, the exact arrival for term T3 com-
Analysis of the first term is identical to that of the term
puted with the 2D Greens function. The crosses indicate
the sum of the correlation for term T3 over all sources at T4 in section ??. This means that one can simply sum
the surface. This sum is tapered near the end of the source expression (55) over all reflectors in the subsurface.
region. The last contribution that needs to be accounted
for is the contribution of the second sum in the right
hand side of equation (56) to the term T4. We consider
8 THE CASE OF MORE THAN ONE two reflectors at depths D1 and D2 with reflection coef-
REFLECTOR ficients r1 and r2 , respectively. The derivation holds for
Up to this point the analysis has been based on the any pair of reflectors. The wave paths associated with
assumption of a single reflector in the subsurface. Sup- two different reflectors to term T4 is shown in figure 12.
pose there are more reflectors at depths Dj with re- The integrand in the term T4 of expression (12) now
flection coefficients rj . Assuming that the wave velocity contains a phase term exp ikL with
remains constant, the second term in each of equations L = L1
(A)
+ L2
(A)
L1
(B)
L2
(B)
, (57)
(11) needs to be replaced by a sum over all reflectors. In
expression (12), the term T1 contains the direct waves where these lengths are defined in figure 12. As before,
only; this term is not influenced by the presence of more the phase is stationary with respect to the y-coordinate
rS =(x,y,0) z=0 rS1
z=0
rB
rB =(x B,0,z B)
B (B) rA
rA=(xA ,0, zA ) L(B)
2 L1
(A)
L2 r1
z=D1 z=D1
A (A) r1
L1 r2
z=D2 z=D2
Figure 12. Definition of the geometric variables for the con-

tribution of term 4 from waves reflected off two different re-
flectors.
z=z m
rS2 rS1
rSm
z=0
Figure 14. The stationary source points rS1 at the surface
rB
z = 0 and rSm at the surface z = zm for the correlation
of waves reflected from two different reflectors. The corre-
sponding wave paths to the receivers are shown with solid
rA
and dashed lines, respectively. The reflection coefficients for
the different reflected waves are indicated.
z=D1
The difference in the travel time of the waves that
propagate along the two trajectories shown in the solid
z=D2 lines is not equal to the time it takes to propagate be-
tween the receivers. The stationary phase contributions
Figure 13. The stationary source points rS1 and rS2 for the that correspond to these cross terms are nonzero. This
correlation of waves reflected from two different reflectors.
implies that the correlation of the waves reflected off dif-
The corresponding wave paths to the receivers are shown
ferent reflectors give stationary phase contributions that
with solid and dashed lines, respectively.
are proportional to r1 r2 . These contributions depend on
the product of reflection coefficients, hence the correla-
when y = 0. The condition that the phase is stationary tion of the single-reflected waves from different reflectors
with respect to x gives the condition gives spurious arrivals that dynamically are equivalent
L to peg-leg multiples that are reflected once from the free
0= = sin A sin B , (58) surface and twice from reflectors in the subsurface, be-
x
cause the peg-leg surface multiples are also proportional
where the angles A and B are defined in figure 12. This to r1 r2 .
follows from the derivation that led to the first term in This is a puzzling conclusion, since theory predicts
the right hand side of expression (35). The stationary that the full Greens function can be retrieved when the
phase condition for this term therefore gives sources are placed on a closed surface that surrounds
A = B , y=0. (59) the region of interest [Wapenaar et al., 2004; Wapenaar
et al., 2005]. The key point is that in the derivation of
The stationary phase condition (59) gives two sta- this paper the sources are placed at the upper surface
tionary source points rS1 and rS2 at the surface that are only. Let us consider what would happen if we also had
shown in figure 13. The wave paths shown in solid lines sources at a surface z = zm that is located below the
indicates the cross correlation of the waves that propa- reflectors as shown in figure 14.
gate along the following trajectories: rS1 reflector 1 The reflection response and transmission response
rB and rS1 reflector 2 rA , while the wave paths of the subsurface are not independent [Claerbout, 1968;
shown in dashed lines indicate the correlation of the Wapenaar et al., 2004]. This suggests that sources below
waves that propagate along the following trajectories: the reflectors are essential for the cancellation of the
rS2 reflector 1 rA and rS2 reflector 2 rB . cross-terms on singly-reflected waves, and we provide a
These wave paths act as the direct and exchange scat- heuristic argument that this is indeed the case.
tering events in quantum mechanics [Levy-Leblond and Consider the situation in figure 14 where sources
Balibur, 1990].
are present at the surface z = 0 above the reflectors, relevant because the primary reflections rather than the
and at the surface z = zm below the reflectors. The direct waves are used to image the subsurface.
points rS1 and rSm on these surfaces are the stationary Note that it is arbitrary how the cross-correlation
source points for the cross-terms that correspond to the is defined. When the cross-correlation is defined by
path indicated with solid lines and dashed lines, respec- CAB () = uA ()uB () instead of expression (6) the
tively. The waves excited at the surface z = 0 propagate roles of the causal and acausal Greens functions are
along the paths shown with solid lines, while the waves interchanged. Since in practice one extracts the causal
excited below the reflectors propagate along the paths Greens function from the correlation, this arbitrariness
shown in dashed lines. These wave paths coincide after in the definition of the correlation does not matter.
their first encounter with reflector 1, hence the contri- The four terms in expression (60) correspond to the
bution of waves radiated from the stationary point; rS1 waves that propagate along the four trajectories shown
and rSm to the cross-correlation is nonzero for the same in figure 15. The waves in the upper diagrams are the
delay time. The contribution of the waves excited at rS1 direct waves that propagate in opposite directions be-
is proportional to r1 r2 , while the contribution of the tween the two receivers. The waves in the bottom di-
waves excited at rSm is equal to r1 r2 , because the re- agrams are the single-reflected waves that propagate
flection coefficient of reflector 1 for a downward reflected in opposite directions between the receivers. These di-
waves is r1 rather than r1 . As shown in the examples agrams provide an illustration of why the correlation
in the previous sections, it does not matter how far the leads to the superposition of the causal and acausal
stationary point is removed from the surface. Therefore, Greens function.
the stationary points rS1 and rSm give contributions to In the derivation of this paper we did not explicitly
the cross-correlation that are equal, but have opposite account for the radiation pattern of the point source. It
sign. This means that the sum of the cross terms of the follows from the figure 15 (and figure A1 for a heteroge-
cross-correlation of these two stationary points gives a neous medium) that the paths that render the phase
vanishing contribution. of the correlation stationary correspond to rays that
In practical situations the sources are typically lo- propagate in the same direction to the two receivers.
cated at the surface z = 0 only; this is for example the This means that if the source does not radiate energy
case in the virtual-source experiment of Bakulin and isotropically, the two receivers are still illuminated with
Calvert [2004]. In that case the cross terms of waves re- the same source strength. Similarly, when the reflection
flected from different reflectors give a non-zero contribu- coefficient depends on the angle of incidence, the sta-
tion that is proportional to the product of reflection co- tionary phase approximation selects the reflection angle
efficients. These non-zero contributions are proportional at the angle of the reflected wave that propagates be-
to the product of reflection coefficients. Therefore, vir- tween the receivers A and B, as shown in figure 15.
tual source imaging introduces spurious multiples when When more reflectors are present, the contribution
the sources cannot be placed on a closed surface. of term 4 is proportional to rj rj 0 . When only sources
at the surface z = 0 are used, these cross terms lead
to spurious multiples that have the same strength as
9 DISCUSSION peg-leg multiples. These spurious multiples are not re-
moved by algorithms for the removal of surface-related
Inserting expression (22), (47), (48) and (55) into equa- multiples [Verschuur et al, 1992; van Borselen et al.,
tion (12) gives for one reflector the following total con- 1996; Dragoset and Jericevic, 1998] because kinemati-
tribution to the correlation: cally they do not correspond to peg-leg multiples.
n |S()|2 c G(R)

The analysis of this paper shows that the Greens

2 G(R)
CAB () = +r function is retrieved from the stationary phase con-
2 cos i i
(60) tribution from the integration (summation) over all
ff
sources. The sources far from the stationary point

G(R1 + R2 ) G(R1 + R2 )
+r +r . give an oscillatory contribution that averages to zero.
i i
When random noise is used as a source, these source
In the presence of more reflectors, one can sum the last in general are spread out over the surface. When
three terms over the different reflectors. The correlation man-made sources are used, however, one may limit
is a weighted average of the causal and acausal Greens these sources to the stationary phase region.
function for the direct wave and the singly-reflected
waves. Note that for the direct wave, the acausal Greens Acknowledgments: We appreciate the comments of
function is weighted by r 2 . This is because the contribu- John Stockwell, and Kurang Mehta.
tion of upgoing waves is r 2 times the contribution to the
Greens function from the downgoing waves. In practi-
cal applications of seismic interferometry in reflection
seismology, this contribution to the direct waves is not
Figure 15. The wave paths that correspond to the stationary contributions to the correlations for the causal direct wave from
term 1 (upper left panel), the acausal direct wave from term 4 (upper right panel), the acausal reflected wave from term 2
(lower left panel), the causal reflected wave from term 3 (lower left panel).
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K. Wapenaar. Retrieving the elastodynamic Greens function heterogeneous reference medium.
of an arbitrary inhomogeneous medium by cross correla-
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K. Wapenaar, J. Fokkema, and R. Snieder. Retrieving the
Greens function by cross-correlation: a comparison of man, 1998].
approaches. Submitted to J. Acoust. Soc. Am., 2005. Inserting the Greens function (A2) in term T1 of
K. Wapenaar, J. Thorbecke, and D. Dragonov. Relations expression (12) gives
between reflection and transmission responses of three- Z
1 vS exp (i ( SA SB ))
dimensional inhomogeneous media. Geophys. J. Int., T1 = dxdy ,
156:179194, 2004. (4)2 v A vB JSA JSB
R.L. Weaver and O.I. Lobkis. Ultrasonics without a source: (A4)
Thermal fluctuation correlations and MHz frequencies. where vS = v(rS ) = v(x, y, 0), vA = v(rA ), and
Phys. Rev. Lett., 87:1343011/4, 2001. vB = v(rB ). By analogy with the situation shown in
R.L. Weaver and O.I. Lobkis. Diffuse fields in open systems figure 3 the stationary points in this integral correspond
and the emergence of the greens function. J. Acoust. to the rays that propagate from the source S through
Soc. Am., 116:27312734, 2004. receiver B to receiver A as shown in figure A1. By virtue
O. Yilmaz. Seismic data processing. In Investigations in geo- of reciprocity, these stationary points can be found by
physics, volume 2. Society of Exploration Geophysicists,
tracing rays from receiver A to receiver B and by con-
Tulsa, 1987.
tinuing these rays to the surface z = 0. In general there
may be more than one stationary point. In the following
we analyze the contribution of one stationary point, but
APPENDIX A: SEISMIC in the end one needs to sum over all stationary points. It
INTERFEROMETRY OF THE DIRECT may happen, in fact, that the region of stationary phase
WAVES IN THE RAY-GEOMETRIC does not consist of a finite number of points, but of a
APPROXIMATION line or surface area. In that case, point A is a caustic
In this appendix, we show that the arguments used in and ray theory breaks down [Berry and Upstill, 1980].
this paper for a homogeneous medium can be general- Let the travel time along the ray from A to B to
ized to heterogenous media where the velocity variations S be given by 0 . The travel time for an adjacent ray
are sufficiently smooth to justify the use of ray theory follows from the second-order Taylor expansion in the
for the Greens function. In order to avoid complications ray-centered coordinates q1 and q2 that measure the per-
due to curved reflectors, we analyze only term T1. For pendicular distance to the ray in two orthogonal direc-
simplicity we assume that the density is constant. The tions. According to expression (50) of Cerveny and Hron
ray-geometric Greens function that gives the response [1980] the travel time along an adjacent ray is given by
at r1 due to a point source in r2 is given by expression 1
(15) of [Snieder and Chapman, 1998]: = 0 + qMq, (A5)
2
r
1 v1 exp (i 12 ) with M a matrix of second-order derivatives of the travel
Gray (r1 , r2 ) = . (A1)
4 v2 J12 time. In the following it is convenient to replace the in-
In this expression v1 = v(r1 ), 12 is the travel time tegration over the surface z = 0 in expression (A4) by
for the propagation from r2 to r1 , and J12 is the as- an integration over the ray-centered coordinates q1 and
sociated geometrical-spreading factor. Because of reci- q2 . The orientation of these coordinate axes is ambigu-
procity [Snieder and Chapman, 1998], this Greens func- ous, since any choice of axes perpendicular to the ray
tion is also equal to is admissible. In the following we choose the q2 -axis to
r be aligned with the plane z = 0, as indicated in figure
1 v2 exp (i 21 )
Gray (r1 , r2 ) = . (A2) A2. The other coordinate, q1 , then measures the dis-
4 v1 J21 tance to the ray in the orthogonal direction. As shown
Note that the travel time is reciprocal: in figure A2, the associated q1 -axis makes an angle
12 = 21 , (A3) with the horizontal that is equal to the angle between
same ray,
SA SB = AB , (A10)
this is the travel time along the ray that joins the re-
q1 ceivers A and B. This means that T 1 is kinematically
identical to the Greens function that accounts for the
q2 wave propagation between the receivers A and B. In the
following we show that expression (A9) also accounts
dynamically for this Greens function by using a deriva-
tion similar to that presented in [Snieder and Lomax,
1996].
According to expression (68) of Cerveny and Hron
Figure A2. Definition of the ray-centered coordinates q1
and q2 . The q2 -axis lies in the x, y-plane and is perpendicular [1980], the matrix M is related to the curvature matrix
to the ray. The angle is the angle between the ray direction of the wavefronts by the relation
and the vertical. 1
M= K. (A11)
v
the ray and the vertical. An element dq2 corresponds Since M is a 2 2 matrix this, together with expression
to an element dy 0 in the x, y-plane, while an element (A10), implies that
dq1 corresponds to an element dq1 = cos dx0 . We use
i v2 exp (i AB )
primed coordinates since the ray direction is not neces- T1 = S p .
sarily aligned with the original x-axis. This means that 8 cos vA vB JSA JSB det (KSA KSB )
a surface element in the surface integral can be related (A12)
to a surface element dq1 dq2 using Following equation (76) of Cerveny and Hron [1980], the
curvature matrix satisfies the following matrix Ricatti
1 equation:
dxdy = dx0 dy 0 = dq1 dq2 . (A6)
cos
dKSA 1 dv 1
This expression can be used to evaluate integral = KSA K2SA V , (A13)
ds v ds v
(A4) in the stationary phase approximation. With Tay-
where v = vS , and the matrix V is defined by Vij =
lor expansion (A5) for the rays from A to S and from B
2 v/qi qj , and where s is the distance along the ray
to S, this integral in the stationary phase approximation
from rA through rB to the surface, as indicated in fig-
is given by
ure A1. Using this expression, and the corresponding
1 vS exp (i ( SA SB )) expression for KSB it follows that the difference satis-
T1 =
(4)2 cos vA vB JSA JSB fies the following differential equation
d (KSA KSB ) 1 dv
(KSA KSB ) K2SA K2SB .
`
R i =
exp q (MSA MSB ) q dq1 dq2 . ds v ds
2 (A14)
(A7) From this it follows after a lengthy calculation that
The integration over the q-variables gives [Bleistein,
1984] d 2 dv
det (KSA KSB ) = det (KSA KSB )
ds v ds
1 vS exp (i ( SA SB ))
T1 =
8 cos vA vB JSA JSB (tr KSA + tr KSB ) det (KSA KSB ) ,
(A15)
exp (isgn /4) where tr denotes the trace. According to expression (70)
,
of Snieder and Chapman [1998]
p
|det (MSA MSB )|
(A8) 1 dJ
where sgn is the number of positive eigenvalues of tr K = . (A16)
J ds
MSA MSB minus the number of negative eigenval-
ues. Using the same reasoning as in the derivation of Using this expression to eliminate the trace of KSA and
expression (6.21) of [Snieder and Lomax, 1996], T 1 is KSB from expression (A15), the result can be integrated
equal to to give
ff
i vS exp (i ( SA SB )) d JSA JSB det (KSA KSB )
T1 = . =0, (A17)
8 cos vA vB JSA JSB det (MSA MSB )
p ds vS2
(A9) or
Since the points rA , rB , and rS are located on the JSA JSB det (KSA KSB )
= const. (A18)
vS2
This expression holds for any point S along the ray in
figure A1. The constant can be found by evaluating this
expression for a point S along the ray at a small distance
beyond the receiver B, as shown in figure A1, and by
letting this distance go to zero. At a small distance from
receiver B, the medium can be considered to be locally
homogeneous, and the curvature matrix attains its value
for a homogeneous medium:

1/ 0
KSB = . (A19)
0 1/
In the limit 0 these terms dominate the
contributions from KSA in expression (A18) and
det (KSA KSB ) 1/ 2 as 0. In that limit the ge-
ometrical spreading is given by JSB = 2 , JSA JBA ,
and vS vB . Inserting these results in expression (A12)
shows that the constant in that expression is given by
2
const = JBA /vB . Inserting this in expression (A18) fi-
nally gives
vS2
JSA JSB det (KSA KSB ) = J
2 BA
, (A20)
vB
or
p vS
JSA JSB det (KSA KSB ) = JBA . (A21)
vB
At this point, the sign in the right hand side is arbitrary.
p This last result can be used to eliminate
det (KSA KSB ) from expression (A12), giving
r
ivS vB exp (i AB )
T1 = . (A22)
8 cos vA JBA
Following expression (45) of Snieder and Chapman
[1998], the reciprocity property of the geometrical
spreading is given by JBA = (vB /vA )2 JAB ; hence
r
ivS vA exp (i AB )
T1 = . (A23)
8 cos vB JAB
A comparison with the ray-geometric Greens function
(A1) gives
vS Gray (rA , rB )
T1 = . (A24)
2 cos i
After multiplying with the terms n |S()|2 , this result
can directly be compared with the corresponding ex-
pression (22) for a homogeneous medium. This implies
that the lower sign in expression (A21) must be used.
After taking the source spectrum and the scatterer den-
sity into account, this finally gives equation (24).
CWP-501
Retrieving the Greens function in an open system by

cross-correlation: A comparison of approaches
Kees Wapenaar1, Jacob Fokkema1, and Roel Snieder2

1 Department of Geotechnology, Delft University of Technology, Delft, The Netherlands
2 Center for Wave Phenomena, Colorado School of Mines, Golden CO 80401, USA
ABSTRACT
We compare two approaches for deriving the fact that the Greens function in
an arbitrary inhomogeneous open system can be obtained by cross-correlating
recordings of the wave field at two positions. One approach is based on physical
arguments, exploiting the principle of time reversal invariance of the acoustic
wave equation. The other approach is based on Rayleighs reciprocity theorem.
Using a unified notation for both approaches, we discuss their similarities and
differences.
Key words: seismic interferometry
1 INTRODUCTION time reversal invariance of the acoustic wave equation.

Their approach can be seen as the physical counter-
Since the work of Weaver and Lobkis (2001; 2001), many
part of our derivations based on reciprocity. In this let-
researchers have shown theoretically and experimentally
ter we compare the physical arguments of Derode et al.
that the cross-correlation of the recordings of a diffuse
(2003a; 2003b) with our approach based on Rayleighs
wave field at two receiver positions yields the Greens
reciprocity theorem (Wapenaar et al., 2002; Wapenaar,
function between these positions. In most cases it is
2003; Wapenaar, 2004). Moreover, we indicate the links
assumed that the diffuse wave field consists of normal
with reverse time migration and frequency domain mi-
modes (with uncorrelated amplitudes) in a closed sys-
gration, respectively. We use a unified notation, which
tem. Much less attention has been paid to the theory of
facilitates the comparison of both approaches.
Greens function retrieval in arbitrary inhomogeneous
open systems. Nevertheless, the first result stems from
1968, albeit for one-dimensional media, when Claerbout
(1968) showed that the seismic reflection response of 2 PHYSICAL ARGUMENTS
a horizontally layered earth can be synthesized from In this section we summarize the physical arguments of
the autocorrelation of its transmission response. Re- Derode et al. (2003a; 2003b) for deriving expressions for
cently we generalized this to 3-D arbitrary inhomoge- Greens function retrieval. Consider a lossless arbitrary
neous media (Wapenaar et al., 2002; Wapenaar, 2003; inhomogeneous acoustic medium in a homogeneous em-
Wapenaar, 2004). Using reciprocity theorems of the cor- bedding. In this configuration we define two points with
relation type, we showed in those papers that the cross- coordinate vectors xA and xB . Our aim is to show that
correlation of transmission responses observed at the the acoustic response at xB due to an impulsive source
earths free surface, due to uncorrelated noise sources at xA [i.e., the Greens function G(xB , xA , t)] can be ob-
in the subsurface, yields the full reflection response (i.e., tained by cross-correlating passive measurements of the
the ballistic wave and the coda) of the 3-D inhomoge- wave fields at xA and xB due to sources on a surface S
neous subsurface. Weaver and Lobkis (2004) followed in the homogeneous embedding. The derivation starts
a similar approach for a configuration in which the 3- by considering another physical experiment, namely an
D inhomogeneous medium is surrounded by uncorre- impulsive source at xA and receivers at x on S. The
lated sources. Derode et al. (2003a; 2003b) derived ex- response at one particular point x on S is denoted by
pressions for Greens function retrieval in open systems G(x, xA , t). Imagine that we record this response for
using physical arguments, exploiting the principle of
50 K. Wapenaar, J. Fokkema & R. Snieder
all x on S, revert the time axis, and feed these time- Wapenaar, 2003; Wapenaar, 2004). This reciprocity the-
reverted functions G(x, xA , t) to sources at all x on orem relates two independent acoustic states in one and
S. Huygens principle states that the wave field at any the same domain (De Hoop, 1988; Fokkema and van den
point x0 in S due to these sources on S is then given by Berg, 1993). Consider an acoustic wave field, character-
I ized by the acoustic pressure p(x, t) and the particle
u(x0 , t) G(x0 , x, t) G(x, xA , t) d2 x, (1) velocity vi (x, t). We define the temporal Fourier trans-
S |
form of a space- and time-dependent quantity p(x, t) as
{z } | {z }
propagator source R
p(x, ) = exp(jt)p(x, t)dt, where j is the imagi-
where denotes convolution and proportional to. nary unit and the angular frequency. In the space-
According to this equation, G(x0 , x, t) propagates the frequency domain the acoustic pressure and particle
source function G(x, xA , t) from x to x0 and the re- velocity in a lossless arbitrary inhomogeneous acoustic
sult is integrated over all sources on S. Due to the in- medium obey the equation of motion jvi + i p = 0
variance of the acoustic wave equation for time-reversal, and the stress-strain relation jp + i vi = q, where i
the wave field u(x0 , t) focusses for x0 = xA at t = 0. is the partial derivative in the xi -direction (Einsteins
McMechan (1983) exploited this property in a seismic summation convention applies for repeated lowercase
imaging method which has become known as reverse subscripts), (x) the mass density of the medium, (x)
time migration. Derode et al. (2003a; 2003b) give a new its compressibility and q(x, ) a source distribution in
interpretation to equation (1). Since u(x0 , t) focusses for terms of volume injection rate density. We consider the
x0 = xA at t = 0, the wave field u(x0 , t) for arbitrary interaction quantity i {pA vi,B vi,A pB }, where sub-
x0 and t can be seen as the response of a virtual source scripts A and B are used to distinguish two indepen-
at xA and t = 0. This virtual source response, however, dent states. Rayleighs reciprocity theorem is obtained
consists of a causal and an anti-causal part, according by substituting the equation of motion and the stress-
to strain relation for states A and B into the interaction
u(x0 , t) = G(x0 , xA , t) + G(x0 , xA , t). (2) quantity, integrating the result over a spatial domain
V enclosed by S with outward pointing normal vector
This is explained as follows: the wave field generated n = (n1 , n2 , n3 ) and applying the theorem of Gauss.
by the anti-causal sources on S first propagates to all This gives
x0 where it gives an anti-causal contribution, next it fo- Z I
cusses in xA at t = 0 and finally it propagates again {pA qB qA pB }d3 x = {pA vi,B vi,A pB }ni d2 x. (4)
V S
to all x0 giving the causal contribution. The propaga-
tion paths from x0 to xA are the same as those from Since the medium is lossless, we can apply the princi-
xA to x0 , but are travelled in opposite direction. Com- ple of time-reversal invariance (Bojarksi, 1983). In the
bining equations (1) and (2), applying source-receiver frequency domain time-reversal is replaced by complex
reciprocity to G(x, xA , t) in equation (1) and setting conjugation. Hence, when p and vi are a solution of the
x0 = xB yields equation of motion and the stress-strain relation with
source distribution q, then p and vi obey the same
G(xB , xA , t) + G(xB , xA , t) (3) equations with source distribution q (the asterisk de-
I
G(xB , x, t) G(xA , x, t)d2 x. notes complex conjugation). Making these substitutions
S for state A we obtain
Z I
The right-hand side of equation (3) can be interpreted
{pA qB + qA pB }d3 x = {pA vi,B + vi,A

pB }ni d2 x. (5)
as the integral of cross-correlations of observations of V S
wave fields at xB and xA , respectively, due to impulsive
Next we choose impulsive point sources in both states,
sources at x on S; the integration takes place along the according to qA (x, ) = (x xA ) and qB (x, ) = (x
source coordinate x. The left-hand side is interpreted xB ), with xA and xB both in V . The wave field in state
as the superposition of the response at xB due to an
A can thus be expressed in terms of a Greens function,
impulsive source at xA and its time-reversed version. according to
Since the Greens function G(xB , xA , t) is causal, it can
be obtained from the left-hand side of equation (3) by pA (x, ) = G(x, xA , ), (6)
taking the causal part. The reconstructed Greens func- vi,A (x, ) = (j(x))1 i G(x, xA , ), (7)
tion contains the ballistic wave as well as the coda due
to multiple scattering in the inhomogeneous medium. where G(x, xA , ) obeys the wave equation
i (1 i G) + ( 2 /c2 )G = j(x xA ), (8)
1
2
3 RAYLEIGHS RECIPROCITY THEOREM with propagation velocity c(x) = {(x)(x)} ; simi-
lar expressions hold for the wave field in state B. Sub-
In this section we summarize our derivation based on stituting these expressions into equation (5) and using
Rayleighs reciprocity theorem (Wapenaar et al., 2002;
Retrieving the Greens function by cross-correlation 51
source-receiver reciprocity of the Greens functions gives If we assume that S is a sphere with large enough radius
then all rays are normal to S (i.e., 0), hence
2<{G(xB , xA , )} = (9)
I I
1 2
i G(xB , x, )G (xA , x, ) 2<{G(xB , xA , )} G(xB , x, )G (xA , x, )d2 x.
S j(x) c S
(11)

G(xB , x, )i G (xA , x, ) ni d2 x,
Transforming both sides of this equation back to the
where < denotes the real part. Note that the left-
time domain yields equation (3) (i.e., the result of
hand side is the Fourier transform of G(xB , xA , t) +
Derode et al. (2003a; 2003b)), with proportionality fac-
G(xB , xA , t); the products i G G etc. in the right-
tor 2/c. Finally we consider a variant of our deriva-
hand side correspond to cross-correlations in the time
tion. The Greens function introduced in equation (8)
domain. Expressions like the right-hand side of this
is the response of an impulsive point source of volume
equation have been used by numerous researchers (in-
injection rate. Let us define a new Greens function G0
cluding the authors) for seismic migration in the fre-
obeying the same wave equation, but with the source
quency domain. Esmersoy and Oristaglio (1988) ex-
in the right-hand side replaced by (x xA ), hence
plained the link with the reverse time migration method, 1
G0 = j G. Following the same derivation as above, we
mentioned in the previous section. What is new (com-
obtain instead of equation (11)
pared with migration) is that equation (9) is formu-
lated in such a way that it gives an exact representa- 2j={G0 (xB , xA , )} (12)
tion of the Greens function G(xB , xA , ) in terms of
I
2j
cross-correlations of observed wave fields at xB and xA . G0 (xB , x, )G0 (xA , x, )d2 x,
c S
Note that, unlike in the previous section, we have not
assumed that the medium outside surface S is homo- where = denotes the imaginary part. This expression
geneous. The terms G and i G under the integral rep- resembles the results of Weaver and Lobkis (Weaver and
resent responses of monopole and dipole sources at x Lobkis, 2004) and Snieder (Snieder, 2004), who retrieve
on S; the combination of the two correlation products the two-sided Greens function from the time-derivative
under the integral ensures that waves propagating out- of cross-correlations.
ward from the sources on S do not interact with those Note that for the derivation of each of the expres-
propagating inward and vice versa. When a part of S is sions (3) and (9) (12), we assumed that impulsive
a free surface on which the acoustic pressure vanishes, point sources were placed on the surface S. This is the
then the surface integral in equation (5) and hence in approach taken e.g. by Bakulin and Calvert (2004) in
equation (9) need only be evaluated over the remain- their experiment on virtual source imaging. Our deriva-
ing part of S. Other modifications of equation (9), in- tion also holds for uncorrelated noise sources on S
cluding the elastodynamic generalization, are discussed whose source-time function satisfies s(x, t) s(x0 , t) =
in (Wapenaar et al., 2002; Wapenaar, 2003; Wapenaar, (xx0)C(t), with C(t) the autocorrelation of the noise.
2004). Van Manen and Robertsson (2005) propose an ef- When the noise is distributed over the surface, the cross-
ficient modelling scheme, based on an expression similar correlation of the observations at xA and xB leads to a
to equation (9). double surface integral. The delta function reduces this
Next we show with subsequent approximations how to the single surface integral in the theory presented
equation (9) simplifies to equation (3). First we assume here (Wapenaar et al., 2002; Wapenaar, 2003; Derode,
that the medium outside S is homogeneous, with con- et al., 2003b; Wapenaar, 2004; Weaver and Lobkis, 2004;
stant propagation velocity c and mass density . In the Snieder, 2004). A further discussion is beyond the scope
high frequency regime, the derivatives of the Greens of this letter.
functions can be approximated by multiplying each con-
stituent (direct wave, scattered wave etc.) by j c cos ,
where is the angle between the pertinent ray and the 4 NUMERICAL EXAMPLE
normal on S. The main contributions to the integral in We illustrate equation (10) with a simple example.
equation (9) come from stationary points on S (Snieder, We consider a 2-D configuration with a single diffrac-
2004; Schuster et al., 2004; Wapenaar et al., 2004). At tor at (x1 , x3 ) = (0, 600)m in a homogeneous medium
those points the ray angles for both Greens functions with propagation velocity c = 2000 m/s, see Figure 1,
are identical (see also the example in the next section). in which C denotes the diffractor. Further, we define
This implies that the contributions of the two terms un- xA = (500, 100)m and xB = (500, 100)m, denoted by
der the integral in equation (9) are approximately equal A and B in Figure 1. The surface S is a circle with
(but opposite in sign), hence its center at the origin and a radius of 800 m. The
2<{G(xB , xA , )} (10) solid arrows in Figure 1 denote the Greens function
2
I G(xB , xA , t). We model the Greens functions in equa-
i G(xB , x, )G (xA , x, )ni d2 x. tion (10) with the Born approximation, which means
j S
o
90
30
20
10
c d
0
o x1 180
o
0 a A B b 10
I x3
20
30
C 0.67 0.68 0.69 0.7 0.71 0.72 0.73 0.74
0.68 0.7 0.72 0.74
S t
e f
o
90
Figure 1. Single diffractor (C) in a homogeneous model. Figure 3. Zoomed-in version of event c in Figure 2b. The
The receivers are at A and B. The integration is carried out solid line is the directly modelled wave field. The circles rep-
along the sources on the surface S. The main contributions resent the integration result of equation (10) (i.e., the sum
come from the stationary points a-d. The contributions from of the traces in Figure 2a). The dashed line represents the
stationary points e and f cancel. integration result of equation (11).
nel zones around the stationary points of the integrand

(Snieder, 2004; Schuster et al., 2004; Wapenaar et al.,
-1.01 -1.01 2004). The sources at these stationary points are marked
0.8 d 0.8 d in Figure 1 with the same labels. We discuss event c in
-0.5
0.6
-0.5
0.6
more detail. The path cCB in Figure 1 represents the
0.4
b 0.4 b scattered wave in G(xB , x, t), for x at the stationary
0.2
e
0.2
point c. The path cA represents the direct wave in
00
f
00 G(xA , x, t). By correlating these two waves, the travel-
0.2 0.2
time along the path cA is subtracted from that along
0.4 a
0.5
0.4 a the path cCB, leaving the traveltime along the path
0.5
0.6 0.6
ACB, which corresponds to the traveltime of the scat-
t 0.8 c
t 0.8 c tered wave in G(xB , xA , t). This correlation result is in-
1.0 1
-90
50 0
0
50 100
90
150 200
180
250
270
1.01
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 dicated by c in Figure 2a and the integral over the
I Fresnel zone around this point is event c in Figure 2b.
(a) (b) The other events in Figure 2b can be explained in a
Figure 2. (a) Time domain representation of the integrand similar way. Finally, note that there are two more sta-
of equation (10). (b) The sum of all traces in (a). tionary points, indicated by e and f in Figures 1 and
2a, of which the contributions cancel each other.
A similar numerical evaluation of equation (11)
that we consider direct waves and first order scattering yields the result represented by the dashed curve in
only. To be consistent with the Born approximation, in Figure 3. We observe that the traveltime of the scat-
the cross-correlations we also consider only the zeroth tered wave is accurately captured by this equation, but
and first order terms. Figure 2a shows the time-domain the amplitude is slightly overestimated. By increasing
representation of the integrand of equation (10) (con- the radius of S to 10 000 m we obtained a result with
volved with a wavelet with a central frequency of 50 Hz). equation (11) that again accurately matches the directly
Each trace corresponds to a fixed source position x on S; modelled wave field (not shown).
the source position in polar coordinates is (, r = 800).
The sum of all these traces (multiplied by rd) is shown
in Figure 2b. This result accurately matches the di-
5 CONCLUSIONS
rectly modelled wave field G(xB , xA , t) + G(xB , xA , t)
(convolved with a wavelet), see Figure 3. The events In the literature several derivations have been proposed
labelled a and c in Figure 2 are the direct and scat- for Greens function retrieval from cross-correlations.
tered arrivals; the events b and d are the correspond- We have shown that the derivation by Derode et al.
ing anti-causal arrivals. This figure clearly shows that (Derode, et al., 2003a; Derode, et al., 2003b), which
the main contribution to these events come from Fres- is based on physical arguments, leads essentially to
Retrieving the Greens function by cross-correlation 53
the same result as our derivation based on Rayleighs Expl. Geophys., Expanded Abstracts, pages 22692272,
reciprocity theorem (Wapenaar et al., 2002; Wape- 2002.
naar, 2003; Wapenaar, 2004). Moreover, using another K. Wapenaar, D. Draganov, J. van der Neut, and J. Thor-
definition of the Greens function in Rayleighs reci- becke. Seismic interferometry: a comparison of ap-
procity theorem, we obtained a representation in terms proaches. In Soc. Expl. Geophys., Expanded Abstracts,
pages 19811984, 2004.
of the time-derivative of cross-correlations, similar as
R. L. Weaver and O. I. Lobkis. Ultrasonics without a
in Weaver and Lobkis (Weaver and Lobkis, 2004) and source: Thermal fluctuation correlations at MHz frequen-
Snieder (Snieder, 2004). cies. Phys. Rev. Lett., 87:13430111343014, 2001.
R. L. Weaver and O. I. Lobkis. Diffuse fields in open systems
and the emergence of the Greens function (L). JASA,
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tionship between the time-advanced and time-retarded
fields. J. Acoust. Soc. Am., 74:281285, 1983.
J. F. Claerbout. Synthesis of a layered medium from its
acoustic transmission response. Geophysics, 33:264269,
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A. T. de Hoop. Time-domain reciprocity theorems for acous-
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A. Derode, E. Larose, M. Campillo, and M. Fink. How to esti-
mate the Greens function of a heterogeneous medium be-
tween two passive sensors? Application to acoustic waves.
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A. Derode, E. Larose, M. Tanter, J. de Rosny, A. Tourin,
M. Campillo, and M. Fink. Recovering the greens func-
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C. Esmersoy and M. Oristaglio. Reverse-time wave-field ex-
trapolation, imaging, and inversion. Geophysics, 53:920
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J. T. Fokkema and P. M. van den Berg. Seismic applications
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Greens function in the correlations of a diffuse field. J.
Acoust. Soc. Am., 110:30113017, 2001.
G. A. McMechan. Migration by extrapolation of time-
dependent boundary values. Geoph. Prosp., 31:413420,
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Theory of acoustic daylight imaging revisited. In Soc.
CWP-502
Extracting the building response using seismic

interferometry: Theory and application to the Millikan
Library in Pasadena, California
Roel Snieder
Center for Wave Phenomena, Colorado School of Mines, Golden CO 80401, email rsnieder@mines.edu
ABSTRACT
The motion of a building depends on the excitation, the coupling of the building
to the ground, and the mechanical properties of the building. We separate the
building response from the excitation and the ground coupling by deconvolving
the motion recorded at different levels in the building, and apply this to record-
ings of the motion in the Robert A. Millikan Library in Pasadena, California.
The waveforms obtained from deconvolution with the motion in the top floor
show a superposition of one upgoing and one downgoing wave. The waveforms
obtained by deconvolution with the motion in the basement can be formulated
either as a sum of upgoing and downgoing waves, or as a sum over normal modes.
Since these deconvolved waves for late time have a monochromatic character,
they are most easily analyzed with normal-mode theory. For this building we
estimate a shear velocity c = 322 m/s and a quality factor Q = 20. These values
explain both the propagating waves as well as the normal modes. We show for
this application of seismic interferometry that deconvolution of waveforms is
superior to correlation.
Key words: seismic interferometry, building response
1 INTRODUCTION properties of the building itself from the coupling of the

building to the ground.
The response of a building to natural or man-made
The combined response of a building and the
shaking is largely determined by the velocity of shear
ground coupling could be retrieved from an impulsive
waves and the attenuation of the building. The shear
loading of the building. In general, such an impulsive
velocity, together with the geometry of the building,
load cannot be applied for practical reasons, and even
controls the resonant frequencies of the building. The
if it could, the response of the building to this excita-
attenuation determines the rate of energy dissipation in
tion depends on the properties of the building itself, as
the building, which in turn controls the motion of the
well as on the ground coupling. This work is aimed at
building for a given excitation.
retrieving the building response from the recording of
A complicating factor in the response of a building
incoherent shaking of the building, and to unravel the
to shaking is that this response depends both on the
properties of the building itself from the coupling of the
properties of the building, as well as on the nature of
building to the subsurface.
the coupling to the subsurface (Safak, 1995). It has been
We analyze this problem using a technique referred
documented that the resonant frequencies of a building
to as seismic interferometry. This technique is based on
can change after heavy precipitation, that changes the
the correlation of wave recorded at different receivers.
coupling between the building and the ground with soil-
When the excitation of the waves is evenly distributed in
moisture (Clinton, 2004). In order to fully understand
space, or among the normal modes of the system, this
the response of the building, one needs to unravel the
correlation can be shown to lead to the Greens func-
56 R. Snieder
N
E N
Figure 1. Vertical cross section of the Millikan Library in

the north-south direction.
Figure 2. Floor plan of the Millikan Library. On the floors

tion that accounts for the wave propagation between 1-9 seismometers measure the motion in two horizontal di-
receivers (Lobkis & Weaver, 2001; Derode et al., 2003; rections on the west side of the building, and the north-south
Snieder, 2004a; Wapenaar, 2004; Snieder, 2005; Wape- motion on the east side, as indicated by the arrows.
naar et al., 2005). This technique is valuable as it makes
possible the study of the waves that propagate between
receivers, without needing a source at one of the re- Completed in 1967, the building is 21 22.9 m in plan,
ceiver locations. It does not matter whether the waves and 43.9 m high from the ground level. The north-south
recorded at the receivers are excited by coherent sources elevation of the building, and the plans for a typical
or incoherent sources. Here we apply this technique to floor and the foundation are given in figures 1 and 2, re-
extract the building response of the Robert A. Millikan spectively. There is a 4.3 m deep basement level below
Library in Pasadena, California. In contrast to earlier the ground. The structural system includes moment-
work on seismic interferometry we base our analysis on resisting frames and shear walls. The shear walls at the
the deconvolution of the recorded waves at different lo- center of the building, form the elevator shaft and carry
cations in the building rather than on the correlations. lateral loads in the north-south direction, whereas the
In section 2 we give details on the Robert A. Mil- curved shear walls at the north and south ends carry
likan Library and the employed recordings of the motion lateral loads in the east-west direction. The foundation
of the building. We describe the deconvolution that we system is composed of a central pad 32 feet wide by 4
use in section 3. In section 4 we present a simple ana- feet deep that extends between the east and west curved
lytical model of the motion of the building that is based shear walls. In addition, 10 feet wide and 2 feet deep con-
on interfering upgoing and downgoing waves. We show tinuous foundation beams run in the east-west direction
that the deconvolution gives a response that is inde- beneath the columns at the north and south ends of
pendent of the excitation and that it does not depend the building. The alluvium under the foundation con-
on the coupling of the building with the ground. We sists of medium to dense sands mixed with gravels to
show that these deconvolved waves can be interpreted the bedrock at a distance of about 275 m. The water
either as propagating waves or as normal modes. We table is about 11 m deep (Kuroiwa, 1967; Luco et al.,
use the deconvolved waves in section 5 to determine the 1987). More on the structural system can be found in
shear velocity and the attenuation of the building. In refs. (Kuroiwa, 1967; Foutch et al., 1975; Foutch, 1976;
appendix A we use integration in the complex plane to Luco, 1986; Clinton, 2004).
show how the normal modes of the building can be ob- The building was first instrumented in 1968 with 2
tained from the deconvolved waveforms. permanent tri-axial accelerometers, located on the roof
and the basement. A 10-channel strong motion array
was added to the instrumentation in 1979, with channels
on the basement, the 6th floor, and the roof. After the
2 THE MILLIKAN LIBRARY AND THE
1994 Northridge, California, earthquake, the instrumen-
RECORDED WAVES
tation was upgraded to a 36-channel, triggered system
The Robert A. Millikan Library is a 10-story reinforced with three horizontals at each floor plus three verticals
concrete building located on the campus of the Cali- in the basement; the locations and directions of these
fornia Institute of Technology in Pasadena, California. are shown by the arrows in figure 2. In 2000, the system
Building response from seismic interferometry 57
10
10
9
9
8 8
7 7
6 6
5 5
4 4
3 3
2 2
1 1
B B
interval 1 interval 2
0 5 10 15 20 25 30 35 40 -1 0 1 2 3 4 5
time (s) time (s)
Figure 4. The waveforms of figure 3 at the different floors

Figure 3. The north-south component of the motion in the after deconvolution with the waves recorded in the basement.
west side of the Millikan Library recorded in the basement
(B) and the floors indicated by the numbers next to the dif-
ferent traces. domain given by
D() = u1 ()/u2 () . (1)
was converted to a 19-bit real-time system recording
This expression is unstable near the notches in the spec-
continuously at 200 Hz. Also, a separate 24-bit tri-axial
trum of u2 because the denominator goes to zero. In or-
accelerometer was installed on the 9th floor recording
der to stabilize the deconvolution we used the following
continuously as a CISN (formerly TriNet) station MIK.
estimator for the deconvolution instead:
Figure 2 shows the current sensor layout in the building.
Since its construction, the building has been a field u1 ()u2 ()
D() = , (2)
laboratory for researchers in earthquake engineering. A |u2 ()|2 +
synchronized shaker was permanently installed on the where the asterisk denotes the complex conjugation.
roof of the building in the early 1970s (Hudson, 1962), When = 0 this expression reduces to expression (1).
which is still operational and used for forced vibration In this study the parameter was set to 10% of the
testing experiments. A large number of studies on the average spectral power.
dynamic behavior of the building have been completed The waveforms deconvolved with the signal
by using vibration data from shaker experiments and recorded in the basement are shown in figure 4. The
real earthquakes (Kuroiwa, 1967; Trifunac, 1972; Ud- deconvolved wave in the basement is a single spike be-
wadia & Trifunac, 1974; Luco, 1986; Luco et al., 1987; cause a signal deconvolved with itself is a delta function.
Foutch et al., 1975; Foutch, 1976; Foutch & Jennings, The deconvolved waves at all the floors are causal, i.e.
1978; Clinton, 2004). they vanish for t < 0. The first onset of the deconvolved
The recorded motion after an earthquake is shown waves is a wave that propagates upward in the building.
in figure 3. The P-waves generated by the earthquake A reflection of this wave by the top of the building is
arrive before t=9 s, these wave couple weakly to the hor- visible as the second peak in the waves that propagates
izontal motion in the building. The S-wave that arrives downward in the building. The early part of the decon-
around t=11 s is the strongest phase. The surface waves volved waves consist of a superposition of upward and
that arrive later excite a resonance in the building with downward propagating waves. Since these waves inter-
an amplitude that increases with the floor level. fere, it is difficult to identify the individual upward and
downward propagating waves. The later part of the de-
convolved waves consists of the resonance of the build-
3 THE DECONVOLVED WAVEFORMS ing. This resonance grows in amplitude with the floor
level, and is fairly monochromatic.
In this study we extract the building response by decon-
The waveforms deconvolved with the signal
volving the waves recorded at all floors either with the
recorded in the basement are fairly complex. In contrast,
waveform recorded in the basement, or with the signal
as shown in figure 5, the waveforms deconvolved with
recorded at the top floor of the building. The deconvo-
the signal recorded at the top floor are much simpler.
lution of two signals u1 () and u1 () is in the frequency
These deconvolved waves are acausal and consist of the
superposition of one upgoing wave and one downgoing
58 R. Snieder
10
10
9
9
8
8
7
7
6
6
5
5
4
4
3 3
2 2
1 1
B B
-0.4 -0.2 0 0.2 0.4 -1 0 1 2 3 4 5

time (s) time (s)
Figure 5. The waveforms of figure 3 at the different floors Figure 6. The waveforms of figure 3 at the different floors
after deconvolution with the waves recorded at the top floor. after deconvolution with the waves recorded in the basement
using only part of the data of figure 3. The deconvolved waves
shown in thick lines are obtained by using only the data in
wave. There is little indication that these upgoing and interval 1 of figure 3, while the deconvolved waves shown in
downgoing waves are reflected within the building. The the thin lines are computed from the data in interval 2 of
figure 3.
reflection coefficients by the floors within the building
(Safak, 1999) therefore must be small. The reflection
coefficient for elastic waves by a floor in the building
depends on the product of the frequency and the mass
of the floor (Doyle, 1989; Safak, 1999). This means that
the absence of waves reflected off the floors in the build- 10
ing may be due to the relatively low frequencies in the 9
waveforms used in this study. In addition, the domi- 8
nant wavelength of the employed waves spans several 7
floors, this further suppresses reflections generated by 6
the individual floors because a medium with small-scale 5
variations can be treated as an effective medium that be- 4
haves like a homogeneous medium with properties that
3
are determined by the background velocity and the em-
2
bedded scatterers (Frisch, 1968; Keller & Karal, 1966;
1
Tatarskii & Gertsenshtein, 1963).
B
The deconvolved waveforms in the figures 4 and 5
are computed from the full waveforms shown in figure 3. -0.4 -0.2 0 0.2 0.4
It is, however, not necessary to use the full waveforms. time (s)
We have also deconvolved the signals using the time in-
Figure 7. The waveforms of figure 3 at the different floors
tervals 1 and 2 as shown in figure 3. Interval 1 straddles
after deconvolution with the waves recorded in the top floor
the S-wave arrival and is 4 s long, while interval 2 con- using only part of the data of figure 3. The deconvolved waves
tains the surface wave arrivals and has a duration of 25 shown in thick lines are obtained by using only the data in
s. Both intervals were padded with zeroes to a duration interval 1 of figure 3, while the deconvolved waves shown in
of 40 s. The signals deconvolved with the waves recorded the thin lines are computed from the data in interval 2 of
in the basement for each of the intervals are shown in figure 3.
figure 6. The thick line denotes the deconvolved wave-
forms from interval 1 while the thin line denotes the
deconvolved waves from interval 2. the S-wave ensures that sufficient low-frequency infor-
The similarity of the waves deconvolved over differ- mation is present to reproduce the resonance. Note also
ent time intervals is striking. Note how the deconvolved that the deconvolved waves from interval 2 are based on
waves from interval 1 display the resonance of the build- the surface wave signal. Nevertheless, these deconvolved
ing, despite the fact that these waves are based on the waves display the upward and downward propagating
impulsive S-wave arrival only. The broadband nature of waves early in the deconvolved signal.
The recorded waves in interval 2 are dominated by low-frequency surface waves. These waves visually mask the
higher frequency components in interval 2. The deconvolution equalizes the frequency content and therefore brings
out the high-frequency propagating waves in figure 6. Interval 1 is shorter than interval 2, and one might think that
interval 1 therefore contains less information than interval 2. Because of the impulsive character of the S-wave, the
waves in interval 1 have a larger bandwidth than the waves in interval 2. This larger bandwidth helps stabilize the
deconvolution. The similarity of the deconvolved waves for the intervals 1 and 2 shown in the the figures 6 and 7
implies that for the level of shaking used in this study the building responds linearly.
The waves deconvolved with the signal recorded at the top floor for interval 1 and interval 2 is shown in figure 7
with a thick and thin line, respectively. As in the preceding figure, these deconvolved waves are similar. This implies
that the S-wave and the surface wave both contain information about the upward and downward propagating waves
in the building. The deconvolution defined in equation (2) and the choice of are not optimized. A more careful
choice of the deconvolution algorithm could make the deconvolved waves from the intervals 1 and 2 even more similar.
The deconvolved waves behave in the same way as a hologram. A part of a hologram can be used to reconstruct
the image, albeit with a degraded resolution compared to the image of the full hologram (Lauterborn et al., 1995).
As shown in the figures 6 and 7, the deconvolved waves that are computed from different sub-intervals of the whole
signal lead to the same deconvolved waves.
4 A SIMPLE MODEL FOR THE WAVE PROPAGATION IN THE BUILDING

In this section we present a simple model for the wave propagation for the building. The base of the building is
exposed to an external motion s(t) with Fourier transform S(). In this model, the wave propagates upward in the
building with a velocity c that is the shear velocity of the building. At the top of the building with height H the waves
are reflected with reflection coefficient +1. During the upward and downward propagation the waves attenuate; for
a wave that travels over a distance L this is described by an attenuation operator A(L, t). For a constant Q-model,
this attenuation operator is in the frequency domain given by (Aki & Richards, 2002):
A(L, ) = exp ( || L/c) , (3)
where is related to the quality factor by
= 1/2Q . (4)
The downward propagating waves reflect off the base of the building with a reflection coefficient R() that corresponds
in the time domain to a reflection operator r(t). A wave S(t) that travels upward in the building is given by S(tz/c).
When the wave reflects off the top of the building, with reflection coefficient +1, the downgoing wave is given by
S(t (2H z)/c. When this downgoing wave reflects off the base of the building, it is deconvolved with the reflection
operator r(t). The wave that then travels upward is given by r(t) S(t (2H + z)/c). The delay time 2H/c accounts
for the time needed to propagate once up and down the building. This process can be continued for all the upward and
downward propagating waves and is similar to the treatment of water-layer reverberations of Backus (Backus, 1959).
After a convolution with the attenuation operators for each upward and downward going wave, the total response of
the building is in the time domain given by
z
u(z, t) = A(z, t) s t
c

2H z
+A(2H z, t) s t
c

2H + z (5)
+r(t) A(2H + z, t) s t
c

4H z
+r(t) A(4H z, t) s t
c
+
With the wave number defined by
k = /c , (6)
60 R. Snieder
and for the attenuation model (3), this expression is in the frequency domain given by
n
n
u(z, ) = eik(2nH+z) e|k|(2nH+z)
P
n=0 S()R ()
o (7)
+ eik(2(n+1)Hz) e|k|(2(n+1)Hz) .
In this expression n counts the number of bounces off the base of the building. The first term denotes the upward
propagating waves, while the last term accounts for the downward propagating waves that have bounced n times in
the building.
The motion at height z deconvolved with the motion at the top floor is denoted by T (z, ), so that in the
frequency domain
u(z, )
T (z, ) . (8)
u(z = H, )
Similarly, the motion deconvolved with the motion at the bottom floor is denoted by B(z, ), hence
u(z, )
B(z, ) . (9)
u(z = 0, )
Let us first analyze T (). Inserting expression (7) in the numerator and denominator of the definition (8) gives
n o
n ik(2nH+z) |k|(2nH+z)
+ eik(2(n+1)Hz) e|k|(2(n+1)Hz)
P
n=0 S()R () e e
T (z, ) = . (10)
2
P n ik2(n+1)H e|k|2(n+1)H
n=0 S()R ()e
This expression can also be written as

n oP
eik(zH) e|k|(zH) + eik(Hz) e|k|(Hz) n
n=0 S()R ()e
ik2(n+1)H |k|2(n+1)H
e
T (z, ) = P . (11)
2 n=0 S()Rn ()eik2(n+1)H e|k|2(n+1)H
The excitation S() and the sum with the reverberations in the numerator and the denominator cancel, so that
1 n ik(zH) |k|(zH) o
T (z, ) = e e + eik(Hz) e|k|(Hz) . (12)
2
This means that T (z, ) accounts for the sum of one attenuating upgoing wave and one downgoing wave. Since z < H,
the upgoing wave is acausal. The cancellation of the sum over reverberations means that T (z, ) is independent of the
reverberations in the building. The cancellation of the reflection coefficient R() implies that T (z, ) does not depend
on the coupling of the building to the subsurface. The cancellation of S() means that the deconvolved response in
independent of the excitation of the building.
A similar analysis can be applied to the building response deconvolved with the motion at the base. Inserting
expression (7) in the numerator and denominator of expression (9) gives
n o
n ik(2nH+z) |k|(2nH+z)
+ eik(2(n+1)Hz) e|k|(2(n+1)Hz)
P
n=0 S()R () e e
B(z, ) = P n ik2nH e|k|2nH + eik2(n+1)H e|k|2(n+1)H }
. (13)
n=0 S()R () {e
Factoring out the summations this can be written as

n oP
eikz e|k|z + eik(2Hz) e|k|(2Hz) n
n=0 S()R ()e
ik2nH |k|2nH
e
B(z, ) = P . (14)
{1 + e2ikH e2|k|H } n=0 S()Rn ()eik2nH e|k|2nH
The summation over the reverberations, the reflection coefficient R(), and the excitation S() cancel, so that
eikz e|k|z + eik(2Hz) e|k|(2Hz)
B(z, ) = . (15)
1 + e2ikH e2|k|H
Just as for the signals deconvolved with the top floor, this deconvolved signal depends neither on the coupling with
the ground nor on the excitation.
The deconvolved response T (z, ) is the superposition of one acausal upgoing wave and one causal downgoing
wave. Such a simple interpretation cannot be applied to B(z, ) because the numerator depends on frequency. The
deconvolved response can be interpreted in two ways: as a superposition of traveling waves, or as a superposition of
modes. The traveling wave interpretation is obtained by using the following geometric series:

1 X
= (1)n e2iknH e2|k|nH . (16)
1 + e2ikH e2|k|H n=0
Because of the attenuation this sum is guaranteed to converge. Inserting this in equation (15) gives B(z, ) as an
infinite sum of upgoing and downgoing traveling waves:
n
n
eik(z+2nH) e|k|(z+2nH)
P
B(z, ) = n=0 (1)
o (17)
ik(2(n+1)Hz) |k|(2(n+1)Hz)
+e e .
The difference with expression (15) is that the frequency-dependent denominator has disappeared. Note that since the
argument of each of the complex exponentials is positive, B(z, ) is a causal function. This deconvolved response is an
infinite sum of upgoing and downgoing attenuated waves. This sum differs from the sum of upgoing and downgoing
waves in the building, because B(z, ) does not depend on the ground coupling, whereas the original sum of upgoing
and downgoing waves (7) does depend on the ground coupling through the reflection coefficient R().
In expression (17) the reflection coefficient at the base of the building is equal to 1, because the wave that
has bounced n times off the base of the building is proportional to (1)n . There is a simple explanation for this
(Jon Sheiman, personal communication, 2004). The deconvolution of the motion of the basement with itself gives,
by definition, a bandpass-filtered delta function as shown in the bottom trace of figure 4. When the wave that has
reflected off the top of the building propagates downward, it must give a vanishing contribution at the base of the
building because the deconvolved wave at that level vanishes for t > 0. The motion at the base can only vanish
when an upward propagating wave is launched upward with the opposite polarity as the downward propagating wave
that strikes the basement. This corresponds to a reflection coefficient for the deconvolved waves that is equal to 1
rather than the reflection coefficient R() of the subsurface. It has been shown earlier that interferometric imaging
can be used to determine waveforms for the system with different boundary conditions than the physical boundary
conditions (Riley & Claerbout, 1976; Wapenaar et al., 2004). Riley and Claerbout (Riley & Claerbout, 1976) coined
the phrase Noahs deconvolution for this technique.
An alternative way to interpret B(z, ) is based on normal modes. Using the inverse Fourier transform, and
expression (6), the deconvolved response is in the time domain given by
Z i(tz/c) ||z/c
e e + ei(t(2Hz)/c) e||(2Hz)/c
B(z, t) = d . (18)
1 + e2iH/c e2||H
As shown in appendix A this integral can be solved by contour integration. The integrand has simple poles when
1 + e2iH/c e2||H = 0 , (19)
the location of the poles in the lower half-plane is shown in figure 8. For t > (2H z)/c, the contour must be closed
in the lower half plane, and as shown in appendix A the integral (18) can be written as a sum of damped normal
modes:
4c P m+1
B(z, t) = m=0 (1) exp( m t)
H
(20)
m (H z)
cos sin ( m t) ,
c
with
(m + 1/2) c
m = m = 0, 1, 2, (21)
H
It should be noted that these normal modes are not the normal modes of the building, because its normal modes
depend in general on the coupling to the ground. The normal modes in the sum (20) are independent of the reflection
coefficient R(), hence the normal modes in the deconvolved response depend on the properties of the building only.
This is consistent with the traveling wave formulation of expression (17), where the reflection coefficient for the
deconvolved wave is equal to 1 rather than the reflection coefficient R() of the subsurface.
Each term in the sum (20) is exponentially damping. The term with the fundamental mode (m = 0) has the
smallest damping. This means that for large times (t 2H/c) the fundamental mode dominates and hence

4c 0 (H z)
B(z, t) exp( 0 t) cos sin ( 0 t) , (22)
H c
with
c
0 = . (23)
2H
62 R. Snieder
The period that corresponds to this angular fre-
quency is given by
4H
T0 = . (24)
c
Note that this is the time needed to propagate up and
down the building twice. This period is determined by
the factor (1)m in expression (17). Because of this fac-
tor the wave changes polarity if it propagates up and
down the building once. If the wave travels up and down
the building twice and covers a distance 4H, the polar- ...... ......
ity changes twice and the reverberating wave reinforces
itself to form a resonance.
5 INTERPRETATION OF THE
DECONVOLVED WAVEFORMS
The theory of the previous section agrees with the de-
convolved waves in the figures 4 and 5. Let us first con-
sider the waves deconvolved with the waves at the top
Figure 8. The location of the poles in the complex -plane
floor as shown in figure 5. These deconvolved waves are and the contour integration that is used for t > (2H z)/c.
given by expression (12) that gives the superposition of
an acausal upgoing wave and a causal downgoing wave;
both waves are clearly visible in figure 5. Given the floor
spacing of 4.27 m (Clinton, 2004) these waves can be
used to estimate the shear velocity in the building. It
follows from eexpression (12) that if there is no attenu- 0.1
ation ( = 0), and if the data have infinite bandwidth,
that the deconvolution is in the time domain given by
a superposition of upward and downward propagating
time (s)
delta functions 0
ff
zH zH
T (z, t) = t + t+ .
c c
(25)
-0.1
(In deriving this result expression (6) is used.) The at-
tenuation and the finite bandwidth of the data cause
the broader pulses shown in figure 5. -40 -20 0 20 40
We measured the arrival time of the upward and distance (m)
downward propagating waves by picking the maximum Figure 9. The arrival times of the upgoing and downgo-
of these waves. These arrival times are shown in figure ing waves in figure 5. A negative distance/time corresponds
9. The distance is measured relative to the position of to the upgoing wave, a positive distance/time to the down-
the accelerometer at the top floor. For the upward prop- going wave. The travels times at the floors 1-3 are marked
agating wave this distance is given a negative value. For with solid circles. The solid line indicates the travel time pre-
the floors 4-10 the upward and downward propagating dicted for the shear velocity inferred from the normal mode
waves overlap. This may bias the travel time measure- measurements that give a velocity of 322 m/s.
ments. The travel times at these floors are indicated
with open squares. The travel time determined from the
the downward going wave has a consistently smaller am-
waves recorded in the basement may be biased by the
plitude than the upward propagating wave. The abso-
presence of the solid earth below the basement, these
lute value of the amplitude at different floors cannot
travel times are also indicated with open squares. De-
be compared with great accuracy, because the absolute
spite these reservations, the measurements in figure 9
amplitude is affected by the receiver coupling and other
display a fairly linear dependence of the travel time with
uncertainties. The ratio of the amplitude of the down-
distance, this indicates a constant shear velocity in the
going wave and the upgoing wave, however, does not
building.
depend on the receiver coupling. Figure 10 shows the
According to expression (12), the upward and
natural logarithm of the ratio of the downgoing wave
downward propagating waves both decay due to atten-
and the upgoing wave at each floor. The amplitude mea-
uation. This attenuation can be seen in figure 5 because
0
6
ln(envelope) + floor number

ln( amp_down / amp_up )
4
-0.1
2
0
-0.2
-2
-4
0 20 40 60 80 0 5 10 15 20
two-way distance (m) time (s)
Figure 10. The natural logarithm of the ratio of the ampli- Figure 11. The natural logarithm of the envelope of the
tudes of the upgoing and downgoing waves of figure 5 as a deconvolved waves in figure 4 after applying a bandpass filter
function of the two-way distance to the top of the building. with corner frequencies of 1 Hz and 3 Hz, respectively. For
The amplitude ratio for the floors 1-3 is indicated with solid clarity the floor number is added to each curve. The best-
circles. The log-amplitude ratio predicted by the attenuation fitting straight line to each curve is indicated with thick solid
of expression (28) is shown with the straight line. lines.
surements in the floors 4-10 and in the basement are of the resonance. Given that the height of the building
likely to be unreliable because of the interference of the measured to the basement is 47 m, this gives with ex-
upgoing and downgoing waves and the presence of the pression (24) a shear velocity of
solid earth below the basement, respectively. The am-
c = 322 m/s . (26)
plitude ratios at these levels are indicated with open
squares. The amplitude ratio for the floors 1-3 is indi- The travel time as a function of distance for this velocity
cated by solid circles and are most reliable. The two-way is indicated by the solid line in figure 9. The proximity of
distance is measured relative to the receiver at the top this travel time curve to the arrival times of the upward
floor. The scatter in the amplitude ratio is considerable and downward propagating waves, shows that the trav-
because the amplitude difference between the upgoing eling waves and the normal modes predict a shear veloc-
and downgoing waves is fairly small. In a taller build- ity that is similar. This provides a consistency check on
ing these amplitude differences would be larger, and the the analysis. A systematic difference between the veloc-
attenuation can be determined with greater accuracy. ity of the propagating waves and the normal modes can
According to expressions (17) and (20), the signals be due to dispersion caused by the internal structure in
deconvolved with the bottom floor can be seen either as the building, and to amplitude variations between floors
a superposition of upward and downward propagating that are ignored in expression (4) that forms the basis
waves, or as a sum of normal modes. The interpretation of the mathematical model of section 4.
in terms of propagating waves is most useful for the According to expression (22) the resonance decays
early part of the deconvolved waves in figure 4. In that with time due to anelastic attenuation. In order to quan-
figure, the upward and downward propagating waves tify the attenuation we bandpass filtered the decon-
are not as clear as in figure 5 for the waves deconvolved volved waves of figure 4 with a Butterworth filter with
with the signals at the top floor, because in figure 5 only cutoff frequencies of 1 and 3 Hz, respectively. This fil-
one upgoing wave and one downgoing wave are present, ter extracts the fundamental mode from the waveforms.
whereas according to expression (17) many upgoing and The natural logarithm of the envelope of the bandpass-
downgoing waves interfere with each other in figure 4. filtered waveforms is shown in figure 11. Since the res-
For this reason we analyze the waves deconvolved with onance is weak for the lowest floor, we used only the
the signal in the basement in figure 4 from the normal top 9 floors in the normal-mode analysis. We added the
mode point of view as formulated in expression (20). floor number to each curve in order to separate them
Since the fundamental mode is much stronger than the in the figure. Since only the slope depends on the at-
higher modes, we use the expressions (22) through (24) tenuation this offset does not affect the analysis. Note
in the following. that, apart from some fluctuations, the envelope of the
The amplitude spectrum of the deconvolved waves deconvolved waves decays with time. This contrasts the
of figure 4 averaged over all the floors has a pronounced original waveforms in figure 3 that do not decay with
peak at 1.72 Hz. This reflects the monochromatic nature time because the motion is continuously excited by the
64 R. Snieder
surface waves. The deconvolution extracts the decay of
the resonance with time, this makes it possible to mea-
sure the anelastic attenuation in the building. 10
Between 1.5 s and 14 s the logarithm of the envelope 9
decays linearly with time, this is consistent with the 8
exponential decay in expression (22). For later times 7
the resonance is of the same order of magnitude as the 6
ambient noise, and the exponential decay is not valid. 5
In order to determine the attenuation we fitted straight 4
lines to the curves for 1.5 s < t < 14 s. The least-squares
3
fit of the envelopes is shown by the solid lines in figure
2
11. The slopes are similar and the average slope is given
by 1
B
slope = 0.1321 0.0017 s1 . (27)
The error is determined by the standard deviation of -1 0 1 2 3 4 5
time (s)
the slope for the deconvolved waves at different floors.
According to the expressions (4) and (22) the slope is Figure 12. The waveforms of figure 3 at the different floors
equal to /2Q. For the resonant frequency of 1.72 Hz, after correlation with the waves recorded in the basement.
this gives
Q = 20.45 . (28) base of the building. Suppose that instead of the decon-
volution we had used the correlation, as is common in in-
This value of the attenuation can be compared with terferometric imaging (Lobkis & Weaver, 2001; Derode
the attenuation of the propagating waves shown in fig- et al., 2003; Snieder, 2004a; Wapenaar, 2004; Snieder,
ure 10. The propagating waves in figure 5 have a dom- 2005). In the frequency domain, the correlation of the
inant frequency of about f = 5Hz. The propagating waves recorded at height z with those in the basement
waves decay with distance as exp(f z/Qc). For the is given by
value of Q given above, and a velocity of 322 m/s, this
decay is shown by the solid line in figure 10. The vari- C(z, ) = u(z, )u (z = 0, ) . (29)
ability in the amplitude measurements in that figure is
When equation (7) is inserted in this expression, the re-
fairly large. For the lower three floors where the upgo-
sult contains the power spectrum |S()|2 of the excita-
ing and downgoing waves dont interfere, the attenua-
tion as well as products of the reflection coefficient R().
tion inferred from the resonance agrees will with ampli-
In contrast to this, the deconvolved waves of expressions
tude decay determined from the propagating waves as
(12) and (15) depends on neither of these quantities. It
indicated with the solid circles. The comparison of the
is instructive to consider the waveforms obtained from
attenuation from the normal modes and the propagat-
correlation with the signal in the basement as defined
ing waves provides a consistency check on the employed
by equation (29), these correlated waveforms are shown
model of wave propagation in the building.
in figure 12. This figure should be compared with figure
4 for the deconvolved waves. The deconvolved waves are
causal while the waveforms obtained by correlation are
6 DISCUSSION not. This is due to the fact that the waveforms com-
We have shown that the deconvolution of the motion puted by correlation depends on the power spectrum
recorded at different floors in the building is an effec- |S()|2 of the excitation. The multiplication with the
tive tool for extracting the building response. The de- power spectrum in the frequency domain corresponds in
convolution with respect to the signals recorded in the the time domain to a convolution with the autocorrela-
basement and the top floor provide complementary in- tion of the excitation. For the surface waves that excite
formation. The deconvolution with the signal recorded the building, this autocorrelation has a fairly long time
at the top floor gives a one upgoing and one downgoing duration. This leads to a-casual arrivals in the correlated
propagating wave that clearly are separated. The decon- waves of figure 12. Note that the waveforms computed
volution with the waveforms recorded in the basement from correlation show neither the upgoing and down-
provides information on the fundamental mode of the going waves nor the clear resonance of the deconvolved
building. waves of figure 4. This means that for this application
The deconvolved waves are independent of the ex- deconvolution is superior to correlation.
citation and of the ground coupling. This can be seen Expression (12) can be generalized for SH-waves
in expressions (12) and (15) that are independent of the in an arbitrary layered medium. In this case the de-
excitation S() and the reflection coefficient R() at the convolved waves T (z, ) are equal to the P11 -element
of the propagator matrix (Trampert et al., 1993). This
contrasts formulations of seismic interferometry based a nine-storey reinforced concrete building. Bull. Seismol.
on correlation where the Greens function is obtained Soc. Am., 68, 219229.
(Lobkis & Weaver, 2001; Derode et al., 2003; Snieder, Foutch, D.A., Luco, J.E., Trifunac, M.D., & Udwadia, M.E.
2004a; Wapenaar, 2004; Snieder, 2005). According to 1975. Full scale, three dimensional tests of structural de-
expression (7.43) of Aki and Richards (Aki & Richards, formation during forced excitation of a nine-storey rein-
forced concrete building. Pages 206215 of: Proceedings,
2002), the P11 -element of the propagator matrix for SH-
U.S. National Conference on Earthquake Engineering.
waves in a lossless homogeneous medium is given by Frisch, U. 1968. Wave Propagation in Random Media. Pages
1 ik(zH) 75198 of: Bharucha-Reid, A.T. (ed), Probabilistic meth-
P11 (z, H) = cos k(z H) = e + eik(Hz) . ods in applied mathematics. Academic Press.
2
(30) Hudson, D.E. 1962. Synchronized vibration generators for
Apart from terms that depend on the attenuation this dynamic tests of full-scale structures. Technical report,
expression is identical to equation (12). We can show Earthquake Engineering Research Laboratory, California
that this is also the case for a general layered medium Institute of Technology.
Keller, J.B., & Karal, F.C. 1966. Effective Dielectric Con-
that has internal reflections.
stant, Permeability, and Conductivity of a Random
The deconvolved waves can be used to estimate
Medium and the Velocity and Attenuation Coefficient of
the shear velocity and attenuation in the Millikan Coherent Waves. J. Math. Phys., 7, 661670.
Library. The waves deconvolved with the motion in Kuroiwa, J.H. 1967. Vibration Test of a Multistorey Build-
the top floor lead to clear upgoing and downgoing ing. Ph.D. thesis, California Institute of Technology.
waves. The velocity of propagation can be measured Lauterborn, W., Kurz, T., & Wiesenfeldt, M. 1995. Co-
from the arrival time of these waves, while the ratio herent Optics, Fundamentals and Applications. Berlin:
of the amplitude of the upgoing and downgoing waves Springer-Verlag.
constrains the attenuation. The waveforms obtained by Lobkis, O.I., & Weaver, R.L. 2001. On the emergence of the
deconvolution with the motion in the basement gives Greens function in the correlations of a diffuse field. J.
Acoust. Soc. Am., 110, 30113017.
the motion of the fundamental mode of the building.
Luco, J., Trifunac, M., & Wong, H. 1987. On the appar-
The frequency and temporal decay constrain the shear
ent change in dynamic behavior of a 9-story reinforced-
velocity and attenuation as well. As shown in figures concrete building. Bull. Seismol. Soc. Am., 77, 1961
9 and 10, these complementary pieces of information 1963.
are consistent. This shows that the deconvolution of Luco, J. E. 1986. Soil-structure interaction effects on forced
the motion in the building recorded at different levels vibration tests. Los Angeles, California: Technical Report
can successfully be used to eliminate the imprint of the Report 86-05, University of Southern California, Depart-
excitation and the ground coupling, and that the values ment of Civil Engineering.
of the shear velocity and attenuation from propagating Riley, D.C., & Claerbout, J.F. 1976. 2-D multiple reflections.
waves and from the fundamental mode are consistent. Geophysics, 41, 592620.
Safak, E. 1995. Detection and identification of soil-structure
interaction in buildings from vibration recordings. J.
Acknowledgments: We appreciate the insights
Struct. Eng., 121, 899906.
that we got from discussions with Jon Sheiman, Safak, E. 1999. Wave-propagation formulation of seismic re-
Rodney Calvert, Huub Douma, Ken Larner and Matt sponse of multistory buildings. J. Struct. Eng., 125, 426
Haney. 437.
Snieder, R. 2004a. Extracting the Greens function from the
correlation of coda waves: A derivation based on station-
REFERENCES ary phase. Phys. Rev. E, 69, 046610.
Snieder, R. 2004b. A Guided Tour of Mathematical Meth-
Aki, K., & Richards, P.G. 2002. Quantitative Seismology. ods for the Physical Sciences. 2nd edn. Cambridge, UK:
Second edn. Sausalito: Univ. Science Books. Cambridge Univ. Press.
Backus, M.M. 1959. Water reverberations their nature and Snieder, R. 2005. Spurious multiples in interferometric imag-
elimination. Geophysics, 24, 233261. ing of primaries. Geophysics, submitted.
Clinton, J.F. 2004. Modern digital seismology - Instrumen- Tatarskii, V.I., & Gertsenshtein, M.E. 1963. Propagation of
tation, and small amplitude studies in the engineering waves in a medium with strong fluctuations in refractive
world. Ph.D. thesis, California Institute of Technology. index. Soviet Phys. JETP, 17, 458463.
Derode, A., Larose, E., Campillo, M., & Fink, M. 2003. Trampert, J., Cara, M., & Frogneux, M. 1993. SH propaga-
How to estimate the Greens function for a heteroge- tor matrix and Qs estimates from borehole- and surface-
neous medium between two passive sensors? Application recorded earthquake data. Geophys. J. Int., 112, 290
to acoustic waves. Appl. Phys. Lett., 83, 30543056. 299.
Doyle, J.F. 1989. Wave propagation in structures: An FFT- Trifunac, M.D. 1972. Comparisons between ambient and
based spectral analysis methodology. New York: Springer. forced vibration experiments. Int. J. Earthquake Eng.
Foutch, D.A. 1976. A Study of the Vibrational Characteris- and Struct. Dyn., 1, 133150.
tics of Two Multistorey Buildings. Ph.D. thesis, Califor- Udwadia, F.E., & Trifunac, M.D. 1974. Time and ampli-
nia Institute of Technology. tude dependent response of structures. Int. J. Earth-
Foutch, D.A., & Jennings, P.C. 1978. Foundation response of quake Eng. and Struct. Dyn., 2, 359378.
66 R. Snieder
Wapenaar, K. 2004. Retrieving the elastodynamic Greens ets equals
function of an arbitrary inhomogeneous medium by cross
correlation. Phys. Rev. Lett., 93, 254301. cos (m (t z/c)) + cos ( m (t (2H z)/c))
Wapenaar, K., Thorbecke, J., & Dragonov, D. 2004. Rela-
tions between reflection and transmission responses of = 2 cos ( m H/c) cos ( m (H z)/c) cos( m t) (A6)
three-dimensional inhomogeneous media. Geophys. J.
Int., 156, 179194. 2 sin ( m H/c) cos ( m (H z)/c) sin( m t) .
Wapenaar, K., Fokkema, J., & Snieder, R. 2005. Retrieving
the Greens function by cross-correlation: a comparison According to expression (21), cos( m H/c) = 0 and
of approaches. Submitted to J. Acoust. Soc. Am. sin( m H/c) = (1)m , so that
cos ( m (t z/c)) + cos ( m (t (2H z)/c)) =
APPENDIX A: EVALUATION OF THE 2(1)m+1 cos (m (H z)/c) sin( m t) .

FOURIER INTEGRAL (18) (A7)
In this appendix we evaluate the Fourier integral (18) Using this in equation (A5) gives expression (20).
using complex integration. For t > (2H z)/c the in-
tegration along the real -axis must be closed in the
lower half plane to obtain a vanishing contribution of
the semi-circular integration path that is added in the
contour integration (Snieder, 2004b). The value of the
contour integral over the path shown in Figure 8 is de-
termined by the poles of the integrand in expression
(18) in the lower half-plane. The pole-positions are de-
termined by expression (19). To first order in the poles
are located at
= m im (m = 0, 1, 2, ) , (A1)
with m given by expression (21). There are infinitely
many poles at locations in the lower half-plane as shown
in Figure 8.
The terms in the integrand in expression (18) are
of the form
Z
f ()
I= i e||
d , (A2)
1 + e
where f () is an analytic function. Setting = +

and using a first-order Taylor expansion in gives
1 + ei e|| = i + O 2 .
`
(A3)
This implies that the poles are simple and that the
residue for the pole at is given by
f () f ( )
Res = , (A4)
1 + ei i
Together with the factor 2i from the counter-
clockwise contour integration, this gives a contribution
2f ( )/ to the the complex integral. Using this in
the integral (18) and taking the poles in the 3rd and
4th quadrant into account gives:
m t
B(t) = 2c
P
H m=0 e {cos ( m (t z/c))
+ cos ( m (t (2H z)/c))} .

(A5)
Using trigonometric identities the terms in curly brack-
CWP-503P
The theory of coda wave interferometry
Roel Snieder
Center for Wave Phenomena, Colorado School of Mines, Golden CO 80401, email rsnieder@mines.edu
ABSTRACT
Coda waves are sensitive to changes in the subsurface because the strong scat-
tering that generates these waves causes coda waves to repeatedly sample a
limited region of space. Coda wave interferometry is a technique that exploits
this sensitivity to estimate weak changes in the medium from a comparison of
the coda waves before and after the perturbation. Here I present the general
theory of coda wave interferometry, and show how the time-shifted correlation
coefficient can be used to estimate the mean and variance of the travel time per-
turbation caused by the perturbation of the medium. This mean and average
are defined based on the intensity of the coda waves. I show how this general
theory can be used to estimate changes in the wave velocity, in the location of
scatterer positions, and in the source location.
Key words: coda wave interferometry
Preface collaborate with our sponsors on the application of coda

wave interferometry to reservoir monitoring.
In December 2004, a symposium was held at the Fall
The following paper gives the theory of coda wave
Meeting of the American Geophysical Union in honor
interferometry. It will appear in the special issue of Pure
of Keiiti Aki. He is known not only for writing the
and Applied Geophysics titled Advances in Studies of
seminal textbook Quantitative Seismology with Paul
Heterogeneities in the Earth Lithosphere: The Keiiti Aki
Richards, but also for his prolific and groundbreaking
Volume II. The treatment of this paper is general and
research in seismology, and for his caring and creative
can be used to a variety of different applications. The
frame of mind. Aki is one of the pioneers in the analysis
work on coda wave interferometry has been largely fi-
of coda waves; he developed and implemented the anal-
nanced completely with financial support from the Na-
ysis of the decay rate of these waves as a tool to monitor
tional Science Foundation.
time-lapse changes in the Earth. He carried out numer-
ous studies to apply this to monitor fault zones and
volcanoes with the ultimate goal to develop better tools
for hazard assessment. 1 INTRODUCTION
Akis use of coda waves has focused on the ampli- The seismic coda constitutes the tail of strongly scat-
tude of these waves. At the Colorado School of Mines tered waves in a seismogram. Aki was one of pioneers
we developed a new technique, coda wave interferome- in using the seismic coda [Aki and Chouet, 1975] . He
try, that takes the phase information of these waves into used the temporal decay of the seismic coda as mea-
account as well. This provides a tool to monitor time- sure of the scattering in the earth, and proposed to use
lapse changes in the subsurface based on changes in the changes of coda Q to monitor changes in the stress in
waveforms in the coda. We have applied this to measure the subsurface [Aki, 1985; Jin and Aki, 1986]. This ap-
velocity changes in rocks due to changes in the temper- proach considers the amplitude of the coda waves, but
ature or stress, to monitor stress changes in a mining does not use the phase information in the coda.
environment, to determine the distance between earth- Here I present the theory of coda wave interferom-
quakes, and for volcano monitoring. We look forward to etry, a technique to monitor time-lapse changes based
on the phase and amplitude information of coda waves.
70 R. Snieder
In a strongly-scattering medium, the waves repeat- along all possible scattering paths. I use a scalar nota-
edly sample the same region in space. Such a medium tion, but expression (1) is also valid for elastic waves; in
therefore works as a natural interferometer. Just as in that case equation (1) can be used for each of the compo-
a man-made interferometer [Lauterborn et al., 1995] nents of the wave motion. For elastic waves conversions
the multiply-scattered waves are extremely sensitive to between P and S-waves occur at the scatterers; in that
minute changes in the medium. In coda wave interferom- case the path summation includes a sum P and SPwaves
etry we exploit this sensitivity to measure small changes for each segment of the scattering path, so that P in-
in the medium. cludes all the possible wave conversions along each path
This idea is not new, the sensitivity of coda waves as well.
has been used to estimate velocity changes in fault zones A perturbation of the medium leads to a perturba-
[Poupinet et al., 1984], in volcanoes [Ratdomopurbo and tion of the waves. I assume that the scattering properties
Poupinet, 1995; Matsumoto et al., 2001] , in a mining of the scatterers in the medium do not change, but that
environment [Gret et al., 2004] , and in ultrasound ex- either the propagation velocity, the position of the scat-
periments [Roberts et al, 1992; Snieder et al., 2002; Gret terers, or the source position is weakly perturbed. These
et al., 2005] . Temporal changes in the coda waves within perturbations correspond to a change in the phase of the
a a couple of days have been observed in a volcano . In wave propagation changes, the geometrical spreading,
the physics community a related technique called diffus- and the scattering angle for every scattering event.
ing wave spectroscopy [Weitz and Pine, 1993; Cowan et Let us consider a wave that propagates over a dis-
al., 2002] has been used to monitor fluidized suspensions tance l between scatterers. The average distance be-
[Cowan et al., 2000; Page et al., 2000]. tween the scatterers, as seen by the waves, is given
In this work I present the theory of coda wave inter- by the scattering mean free path [Lagendijk and van
ferometry. Because of the generality of the derivation, Tiggelen, 1996; van Rossem and Nieuwenhuizen, 1999].
it can be applied to a a number of different applica- In the frequency domain the propagation over this dis-
tions of coda wave interferometry. The theory is based tance corresponds to a phase shift exp(ikl). Let us first
on the path summation (section 2). This is a formula- consider a change l in the path length. This change cor-
tion of scattering that states that the total wave field is responds to a phase change exp(ikl) = 1 + ikl, so that
the superposition of the waves that propagate along all a change in the path length gives the following change
possible scattering paths. In section 3 I show how the in the wavefield:
changes in the coda waves can be characterized with
|u|phase |klu| . (2)
the time-shifted correlation coefficient. This quantity is
related to the distribution of the travel time perturba- In three dimensions the geometrical spreading for each
tion when averaged over all scattering paths (section 4). segment of propagation varies as 1/l, hence the change
In principle, the distribution of the travel time pertur- in the wavefield due to the geometrical spreading asso-
bation can be obtained from the time-shifted correla- ciated with a change in path length is given by
tion coefficient, but I show in section 5 how in practical
l
application the mean and variance of the travel time |u|spreading u . (3)
perturbation can be obtained from the time-shifted cor- l
relation coefficients. In section 6 I apply the theory to A change l in the scatterer position leads to a change in
three examples; a change in the velocity, uncorrelated the scattering angle that is of the order l/l. When
perturbations of the scatterer locations, and a change the scattering amplitude, or source radiation pattern,
in the source position. varies as cos m or sin m, the change in the wavefield
due to this change in scattering angle is of the order

ml
2 THE PATH SUMMATION AND THE |u|angle |m| u = u . (4)
l
CHANGE IN THE WAVES
The change is the phase of the wavefield dominates when
The theory of coda wave interferometry is based on the the right hand side expression (2) is larger than both (3)
path summation where the wavefield at a given location and (4). Since in general |m| > 1 this conditions imply
is written as a sum of the waves that propagate along that the change in the phase is dominant when
all possible paths [Snieder, 1999]:
l |m|
X > , (5)
u(t) = SP (t) . (1) 2
P
where the wavelength is given by = 2/k. This means
The path summation is valid when the wavefield can that the change in the phase dominates the change of
be written as a discrete sum over all possible scattering the wavefield when the scattering mean free path is
paths, and expression (1) simply states that the total much larger than a wavelength. If this condition is not
wavefield is the sum of the waves that have propagated satisfied the waves are localized [van Tiggelen, 1999] and
the theory of this paper does not hold.
Coda wave interferometry theory 71
This means that when the distance between the where Tcorr is the width of the autocorrelation of the
scatterers is changed, the change in the phase is the signal in the time domain. This width is proportional to
most important change. It follows from expression (2) 1/f , with f the bandwidth of the signal. This means
that the change in the phase varies linearly with fre- that the ratio in expression (11) can also be written as
quency, because k = /c. Such a change in the phase r
|cross terms| 1
corresponds in the time-domain a change in the phase . (12)
corresponds to a change in the arrival time of the wave. |diagonal terms| f 2T
A change in the velocity of propagation also gives a The bandwidth times the window length is the num-
change in the arrival time of the wave. I denote the ber of degrees of freedom in the signal [Bucci and
change in the travel time of the wave that propagates Franceschetti, 1989; Landau, 1967] , hence the ratio of
along path P by P . This means that the perturbed the cross-terms to the diagonal terms is for a single re-
wavefield is given by alization equal to 1/ N , with N the number of degrees
X of freedom in the data. The important point of expres-
u(t) = SP (t P ) . (6)
P
sion (11) is that the cross-terms decrease when the win-
dow length is increased. Note that this argument does
This expression should be compared with equation (1)
not hold for monochromatic data, because in that case
for the unperturbed wave.
f = 0 and the right hand side of expression (12) can-
not be reduced by increasing the window length. This
means that in order to ignore the cross-terms both the
3 MEASURING THE CHANGE IN THE window length and the bandwidth must be sufficiently
WAVEFIELD large.
The unperturbed and perturbed waves can be compared In the following I assume that this indeed the case
using the time-shifted correlation coefficient defined as and that the cross-terms can be ignored, in this approx-
R t+T imation
u(t0 )u(t0 + ts )dt0
R(ts ) = qR tT . (7) X Z t+T
t+T 2 0 0 t+T u2 (t0 )dt0
R N (ts ) = SP (t0 )SP (t0 + ts P )dt0 . (13)
tT
u (t )dt tT tT
P
In this expression ts is the time shift of the unperturbed This integral can be written as a sum of the cross-
and perturbed waves in the correlation. The correlation correlations of the waves that have propagated along
is computed of a finite time-window with center-time t the individual paths that is defined as
and window length 2T . Let us first analyze the numer- Z t+T
ator of this expression that is given by CP (t0 ) SP (t0 )SP (t0 + t0 )dt0 . (14)
Z t+T tT
N (ts ) = u(t0 )u(t0 + ts )dt0 . (8)
tT With this definition I(ts ) can be written as
Inserting the expressions (1) and (6) in this equation
X
P N (ts ) = CP (ts P ) . (15)
gives a double sum P P 0 over paths. Such a double sum P
can be divided into diagonal terms, for which P = P 0 ,
A similar treatment can be applied to the terms in
and cross-terms P 6= P 0 :
X X X the denominator of equation (7), this gives
( ) = ( ) + ( ) , (9) Z t+T Z t+T X
PP0 P =P 0 P 6=P 0 u2 (t0 )dt0 = u2 (t0 )dt0 = CP (0) . (16)
tT tT P
with equations (1) and (6) this gives:
P R t+T
N (ts ) = P tT SP (t0 )SP (t0 + ts P )dt0 In deriving this result the same approximations are used
as in the derivation
P of expression (15), specifically the
R t+T cross-terms P 6=P 0 are ignored. Inserting the expres-
SP (t0 )SP 0 (t0 + ts P 0 )dt0 .
P
+ P 6=P 0 tT sions (15) and (16) into the definition (7) of the corre-
(10) lation coefficient gives
The cross-terms are uncorrelated, this means that P
on average the cross terms integrate to zero. In a single P CP (ts P )
R(ts ) = P . (17)
realization this is not necessarily the case, and the sec- P CP (0)
ond term in expression (10) may not be zero. Snieder
[2004] estimated the magnitude Before we analyze this correlation coefficient I intro-
P of the cross terms
duce another approximation. In the frequency domain
P
P 6=P 0 to the diagonal terms P =P 0 , and showed that
when the DC-component of the signal vanishes that in the definition (14) for the correlation of SP corresponds
a single realization to
CP () = SP ()SP () exp (it0 ) = |SP ()|2 exp (it0 ) .
r
|cross terms| Tcorr
, (11) (18)
|diagonal terms| 2T
72 R. Snieder
I assume that the waves that propagate along the differ- With the definitions (21) and (24), equation (20)
ent trajactories have a power spectrum with the same can be written as
shape, but that the amplitude of each of these waves Z
may be different. Note that this does not imply that the R(ts ) = hC(ts )i = P ( )C(ts )d . (25)
waves SP (t) are the same, because the phase spectrum
may be different. In fact, the phase spectrum will be dif- The first identity shows that coda wave interferome-
ferent because these waves have different arrival times. try leads to a weighted average of a function of the
Since the autocorrelation is the Fourier transform of the travel time perturbation. The coda waves travel along
power spectrum, the assumption that shape of the the all possible paths, and the contribution of the travel
power spectrum of the waves is the same implies that time perturbation is averaged over all possible paths
up to a constant the autocorrelation also is the same, with a weight function given by the intensity of the
so that waves for each path.
The second identity of expression (25) states that
CP (t0 ) = IP C(t0 ) with C(0) = 1 . (19) the time-shifted correlation coefficient is given by the
convolution of P ( ) with C( ). The time-shifted corre-
In this expression C(t0 ) is the autocorrelation of the
lation coefficient R(ts ) follows from the recorded waves.
SP (t) normalized at its maximum for t0 = 0, while IP
The function C(t) follows from the power spectrum of
measures the intensity of the wave that has propagated
the recorded waves, and is known as well. In principle
along path P . Using these results the correlation coeffi-
P ( ) can the be obtained from expression (25) by decon-
cient is given by
P volution. This provides direct information on the distri-
P IP C(ts P ) bution of the travel time perturbations over the paths
R(ts ) = P . (20)
P IP that have arrivals within the employed time window.
Note that in this approach we do not need to assume
that the travel time perturbation is small.
4 THE PROBABILITY DENSITY In practice this deconvolution approach may not
FUNCTION OF THE TRAVEL TIME work well for the retrieval of P ( ). In the frequency
PERTURBATION domain, the right hand side of expression (25) corre-
sponds to the multiplication of the frequency spectra of
The time-shifted cross correlation coefficient can be de- P and C. The frequency spectrum of C( ) is the power
termined from the recorded waves using expression (7). spectrum of the data. In general, there is no guaran-
The goal is to infer properties of the travel time pertur- tee that the frequency spectrum of P ( ) overlaps with
bation from this measurement. One way to achieve this the power spectrum of the data. This would only be
is to define the normalized energy of the arrivals in the the case when the distribution of the travel time per-
employed time window with a travel time shift between turbation peaks near the dominant period of the waves.
and + d as P ( )d . This definition implies that Since we cannot be sure that this condition is satisfied
in a given experiment we take a different approach and
P
P such that < P < +d IP
P ( )d = P . (21) extract the first and second moments of the travel time
all P IP
perturbation from expression (25).
The sum in the numerator is all paths that have a travel
time change between and + d . Since the denomina-
tor contains a sum over all paths, and hence all relevant
5 EXTRACTING THE MOMENTS OF THE
values of , the function P ( ) is normalized:
TRAVEL TIME PERTURBATION FROM
Z
THE CORRELATION
P ( )d = 1 . (22)
In this section we assume that the travel time perturba-
The definition (21) consists of a ratio of positive num- tions do not change vary much among all the different
bers, therefore P ( ) is positive and normalized. For this paths with arrivals within the employed time window.
reason it has the same properties as a probability den- Specifically, we assume that we can use a second-order
sity function. Using statistical jargon, we use the follow- Taylor expansion of C(t). The autocorrelation is an even
ing definition of an expectation value: function, with C(0) = 1, the second-order Taylor expan-
Z sion is given by
hf ( )i P ()f ( )d . (23) 1
C(t) = 1 C(t = 0)t2 , (26)
2
Using expressions (21) this can also be written in the
where the dots denote the second time derivative. In the
path summation as
P following I consider the situation before the perturba-
PPIP f ( P ) tion. In that case P = 0, and expression (20) gives
hf ( )i . (24)
P IP
C(t) = R(t) , (27)
where R(t) is the correlation coefficient defined in ex- to the notation of expression (24) this result can also be
pression (7) with the unperturbed state equal to the written as
perturbed state: u = u. Using this in expression (27)
tmax = h i . (36)
gives
R
u(t0 )u(t0 + t)dt0 The value Rmax of the correlation coefficient at its
C(t) = R , (28) maximum follows by replacing ts in expression (33) by
u2 (t0 )dt0
the average h i, thus
where the integration is over the time-window under
1 2 P IP ( P h i)2
P
consideration. Note that it follows from this expression Rmax = 1 P . (37)
2 P IP
that C(0) = 1, as required in equation (19).
Differentiating expression (28) twice with respect Using expression (24) the ratio in the last term satisfies
to time gives P
( P h i)2
P IP
= ( h i)2 = 2 ,

(38)
d2 u(t0 + t) 0 d2 u(t0 + t) 0
P
P IP
R R
u(t0 ) 2
dt u(t0 ) dt
C(t) = R dt = R dt0 2 , where 2 is the variance of the travel time perturbation.
u2 (t0 )dt0 u2 (t0 )dt0 Combining this result with expression (37) gives
(29)
where second derivative in the last term is with respect 1
Rmax = 1 2 2 . (39)
to t0 . Setting t = 0, and using an integration by parts 2
gives under the assumption that u vanishes at the end The time-shifted correlation coefficient can for ev-
of the integration interval: ery employed time window be computed from expression
R 2 0 0 (7) given the data before and after the perturbation, and
u (t )dt according to expression (36) the time-shifted correlation
C(0) = R 2 0 0 . (30)
u (t )dt coefficient attains its maximum for a shift time that is
In practice, one tapers the integrand in the correla- equal to the mean travel time perturbation. According
tion coefficient (7) in order to suppress truncation arti- to equation (39) the value of the time-shifted correlation
facts. This taper ensures that the integrand of expres- coefficient gives the variance of the travel time pertur-
sion (7) indeed vanishes at the endpoint of the interval. bation. This means that if the unperturbed and per-
The right hand side of expression (30) has the phys- turbed waveforms are known, the mean and variance of
ical dimension f requency 2 ; for this reason I introduce the travel time perturbation can be computed. Comput-
the following definition of the mean squared angular fre- ing the two lowest moments of the distribution of the
quency: travel time perturbation is a less ambitious goal than
R 2 0 0 determining the distribution P ( ) of the travel time per-
u (t )dt turbations from equation (25), but as we will see in the
2 R 2 0 0 . (31)
u (t )dt examples of the next section the mean and variance of
Note that this quantity can directly be computed from the travel time perturbation are useful in a number of
the recorded data. Using this result in the expressions practical applications.
(26) and (30) gives the following second-order Taylor The data may be contaminated with noise. The
expansion: noise has two effects on the time-shifted cross correla-
tion coefficient. First, the noise introduces fluctuations
1 2 2 in the estimated coefficient. Without knowing the noise
C(t) = 1 t . (32)
2 there is no way to eliminate these fluctuations other
Inserting this result in expression (20) gives than using non-overlapping time windows of the coda
to obtain independent estimates of the cross-correlation.
1 2 P IP (ts P )2
P
R(ts ) = 1 P . (33) Second, noise leads to a bias because noise lowers the
2 P IP value of the cross-correlation. This bias can be estimated
It follows by differentiation that the correlation coeffi- given the energy in the noise (hn2 i) and the energy of
cient attains its maximum when the noise-contaminated data (hu2 i). Douma and Snieder
P
IP (ts P ) [2005] show that the bias in the correlation coefficient
dR(ts )
0= = 2 P P . (34) can be accounted for by using the corrected correlation
dts P IP coefficient that is related to the uncorrected coefficient
This maximum is reached for by the following relation
P
P IP P
s s
ts = tmax = P . (35) hn2 i hn2 i
Rcorr = R/ 1 2 1 2 . (40)
P IP hu i hu i
This equation states that the correlation coefficient at-
The noise levels hn2 i and hn2 i before and after the per-
tains its maximum for a time shift that is equal to the
turbation can be estimated from the data recorded be-
intensity-weighted travel time perturbation. According
fore the first-arriving waves.
74 R. Snieder
6 EXAMPLES temperature. In their experiment coda wave interferom-
etry is sufficiently sensitive to detect a velocity change
In this section I consider three different perturbations
of about 0.1%. This change in the velocity can be in-
that are of relevance for practical applications; a con-
ferred from different non-overlapping time windows in
stant velocity perturbation, random displacement of
the coda. This redundancy serves as a consistency check
scatterers, and a perturbation in the source position.
on the method, and can be used for error estimation. In
these measurements the estimated error in the velocity
6.1 A constant velocity perturbation change was about 0.02% [Sniedet et al., 2002] . Gret et
al. [Gret et al., 2005] applied this technique also to mea-
Suppose that in a medium the velocity is perturbed with sure the velocity change in rocks due to changes in the
a perturbation v, and that the relative velocity pertur- stress state in laboratory conditions, and in a mining
bation v/v is the same at every location in space. The environment [Gret et al., 2004].
unperturbed travel time is given by For elastic waves there are two wave velocitites. It
follows from the intensity-averaged travel time pertur-
Z
1
t= ds , (41) bation (35) that for elastic waves the inferred velocity
P v
change is a weighted average of the change in the P -
where the integration is along path P . The perturbed
wave and S-wave velocities [Snieder, 2002]:
travel time is to first order in the velocity perturbation
given by v 3 23
= 3 + . (48)
Z
1
Z
1 v
v 3
2 + 2 + 3
3
t + P = ds = 2 ds . (42)
P v + v P v v where and are the velocities of P -waves and S-
waves, respectively. Since < the perturbation in
With expression (41) this gives
the shear velocity dominates the perturbation in the
P -wave
velocity. For example, for a a Poisson medium
Z Z
1 v v 1
P = ds = ds , (43)
P v v v P v
( = 3):
where I used in the last identity that the relative velocity v
= 0.09 + 0.91 . (49)
perturbation is assumed to be constant. With expression v
(41) the travel time perturbation can be written as The theory of this section is valid when the rela-
tive velocity change is independent of location. In re-

v
P = t. (44) alistic situations this is not necessarily the case. The
v
theory can be extended for situations where the rela-
Note that the velocity v is not necessarily constant. Ac- tive velocity change depends on position. In that case
cording to expression (44), the travel time perturbation the mean travel time change is linearly related to the
depends on the arrival time of the wave only, but is in- velocity change:
dependent of the particular path. This means that in a Z
small time window the mean travel time perturbation h i = K(r, t)v(r)dV , (50)
is also given by

v where the kernel K(r, t) depends on the intensity-
tmax = h i = t. (45) weighted average over all scattering paths. This expres-
v
sion can be used as the basis of a standard linear inver-
Since the travel time perturbation is the same for all sion for the velocity change v(r) given the mean travel
trajectories, the variance of the travel time perturbation time change observed for different source-receiver pairs
vanishes and different time windows. The kernel K(r, t) has been
2 = 0 . (46) derived both for single-scattered waves [Pacheco and
Snieder, 2005a] as well as for strongly scattered waves
As shown in expression (36), the mean travel time per- [Pacheco and Snieder, 2005b].
turbation is equal to the shift time that gives the max-
imum of the time-shifted correlation coefficient, this
quantity can easily be retrieved from the data. Accord- 6.2 Random displacement of scatterers
ing to expression (45) the relative velocity change then As a second example we consider a perturbation that
follows from consists of uncorrelated movement of the scatterers.

v tmax This is of relevance for studying the motion of particles
= . (47)
v t in colloidal suspensions [Heckmeier and Maret, 1997]
and of bubbles in a turbulent fluid [Cowan et al., 2000;
This has been applied by Snieder et al. [2002] to
Page et al., 2000]. The theory presented here is equiva-
measure the velocity change in a granite sample with
lent to diffusing wave spectroscopy [Cowan at al., 2002;
Weitz and Pine, 1993], although the derivation is differ- 6.3 A displaced source position
ent.
The relative distance between earthquakes can be found
Let us consider scatterers that move independently
from the absolute location of the events, but in this ap-
in three dimensions and that have a root mean square
proach errors in the employed velocity model may lead
displacement between the two measurements of the
to large errors in the distance between the events [Pavlis,
waves that are used to study the motion of the scatter-
1992] . An alternative approach is the double-difference
ers. On average the path length for each scattered wave
method where the relative event location is computed
does not change, hence the mean perturbation of the
from the differential travel time of the direct arrivals
travel time vanishes:
[Shearer, 1997; Astiz and Shearer, 2000; Walhauser and
h i = 0 . (51) Ellsworth, 2002] . Coda wave interferometry can also be
used to determine the relative distance between earth-
Some scattering paths are longer, while other scattering
quakes, provided the source mechanisms of the events
paths are shorter, therefore the variance of the travel
are identical. This provides additional information on
time perturbation is nonzero.
the relative position between events that can be used in
We compute the variance of the travel time by using
addition to the constraints obtained from the double-
that for a wave that has scattered n times, the variance
difference method.
in the path length is given by [Snieder and Scales, 1998]:
Let us consider two nearby seismic sources with the
2L = 2n 1 cos 2 . same source mechanism. When the source position is
`
(52)
perturbed over the distance r, the distance from the
In this expression cos is the average of the cosine of source to the first scatterer along every scatterer path
the scattering angle over all paths in the employed time is perturbed. The distance between the scatterers is un-
window. The number of scatterers encountered is related perturbed, so we only need to account for the change
to the travel time by n = vt/l, where v is the wave in the distance to the first scatterer along every scatter-
velocity and l the scattering mean free path. Using this ing path. For this reason it does not matter if the wave
in expression (52) gives travels from the first scatterer along every path directly
2vt 2 to the receiver, or whether the wave visits many other
2L = , (53) scatterers first. The theory of this section therefore is
l
applicable both for single scattering as well as for mul-
where l is the transport mean free path. This is the tiple scattering.
distance of propagation over which the scattered wave For a scattering path P with take-off direction tP at
has lost all information about its direction of propaga- the source, the perturbation in the travel time is given
tion [Lagendijk and van Tiggelen, 1996; van Rossum and by
Nieuwenhuizen, 1999]. For a constant velocity the vari- `
ance in the path travel time is related to the variance tP r
P = . (56)
in the path length by = L /v, so that v
2t 2 For a scattering path where the wave leaves the source
2 = , (54) as a P -wave, v is the P -wave velocity at the source loca-
vl
tion, whereas for a path where the wave leaves the source
With expression (39) this means that the measured as an S-wave, v denotes the shear velocity. When the
maximum of the cross-correlation is related to the mean scatterers are distributed homogeneously, some paths
displacement of the scatterers by are longer when the source location is perturbed, while
2 2 t others are shorter. The resulting mean travel time per-
Rmax = 1 . (55) turbation vanishes [Snieder and Vrijlandt, 2005] . This
vl
can be shown by integrating the travel time perturba-
Given a measured value of the maximum of the tion (56) over all take-off directions.
cross-correlation, one can infer the mean scatterer dis- The variance of the travel time perturbation, how-
placement from this expression if the wave velocity ever, is nonzero, because some paths are longer when
and the transport mean free path is known. Snieder et the source location is perturbed while others are shorter.
al. [2002] show in a numerical experiment that the mean The variance of the travel time perturbation depends on
scatterer displacement can correctly be retrieved from the type of source (explosion, point force, double cou-
the coda waves. The scatterer displacement can be com- ple), as well as on the orientation of the perturbation
puted from several non-overlapping time windows of the of the source location relative to the source mechanism
coda, and they show how this redundancy can be used [Snieder and Vrijlandt, 2005]. An important application
to compute error bounds on the scatterer displacement is the location of aftershocks. In that case all events are
inferred from the coda waves. located in the plane of the fault-plane of the main shock.
Snieder and Vrijlandt [2005] show that in this case the
76 R. Snieder
variance of the travel time is given by in the maximum of the correlation coefficient, this bias

6 7
can be removed using the correction factor of expression
+ 8 (40).
8
2 = r2 . (57) The present theory can be applied to a constant
2 3
7 + 6 change in the velocity, to uncorrelated perturbations
6 in the locations of the scatterers, and to changes in
In this expression is the P -wave velocity, and de- the source position. For a change in the velocity (sec-
notes the shear-wave velocity. This expression depends tion 6.1), the means travel time perturbation is nonzero
on both velocities, because the path summation includes (equation (45)), but the variance of the travel time per-
waves that leave the source as a P -wave, as well as waves turbation is zero (expression (46)). For random per-
that leave the source as an S-wave. The P - and S-wave turbations in the scatterer location the mean travel
velocities in expression (57) are raised to high powers. time perturbation vanishes (expression (51)), but ac-
Since < , the terms with the shear velocity dominate. cording to equation (52) the variance of the travel time
Note that expression (57) depends on the distance r be- is nonzero and depends linearly on time. This con-
tween the events, but not on their relative orientation trasts the case of a perturbation in the source position
in the fault plane. The reason for this is that the av- where the mean travel time perturbation also vanishes
eraging (38) in this application involves an integration and where according to expression (57) the variance is
over all take-off directions. In this directional averaging nonzero and independent of time. In general, it may not
information on the direction of the event separation is be obvious how a medium is perturbed. As shown above,
lost. the three different perturbation leave a different imprint
Expression (57) can be used to estimate the source on the mean and the variance of the travel time per-
separation in the following way. For several time win- turbation. Since these quantities can be estimated for
dows in the coda the time-shifted correlation coefficient several independent windows of the coda waves using
can be computed from expression (7). Using expres- the time-shifted correlation coefficient, it is possible to
sion (39), the maximum of this function can be equated discriminate between these different perturbations using
to the variance of the travel time perturbation given the recorded coda waves.
by equation (57). The resulting expression can then be
solved for the event separation r. In the presence of sig-
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78 R. Snieder
CWP-504
Estimation of azimuthally varying attenuation from

surface seismic data
Ivan Vasconcelos and Edward Jenner

Center for Wave Phenomena, Department of Geophysics, Colorado School of Mines, Golden, CO 80401, USA
GX Technology - Axis Imaging Division, 225 East 16th Avenue, Suite 1200, Denver, CO 80203, USA
ABSTRACT
Observing the azimuthally varying seismic attenuation in data that show az-
imuthal velocity anisotropy could contribute not only to the interpretation of
the subsurface symmetry systems, but also to the characterization of its phys-
ical parameters. In this paper, we estimate azimuthal variations of the P-wave
effective quality factor (Q) from field surface seismic data. We also provide an
interpretation of our results taking into account the NMO ellipse parameters
measured from the data, and potential bias caused by systematic noise. By
assuming that Q is frequency independent, and the medium at each particu-
lar azimuth the medium is laterally homogeneous, we use the spectral ratio
method and a regularized linear inversion scheme to estimate the quality factor
in azimuth-sectored data. The regularization parameters are chosen by a 2
criterion that is based on estimates of the variance in the field data. Tests on
synthetic data show that this regularized inversion provides robust estimates
of Q for signal-to-noise ratios lower than those observed in the data. Appli-
cation of this methodology to P-wave data from the East Decatur Field in
Texas yields non-negligible azimuthal variations in Q. The azimuthal signature
of attenuation appears to be consistent with the effective NMO ellipse from
the same interface. However, data residuals show non-random structures that
suggest a strong systematic component to the noise. We provide a brief analy-
sis of scattering-related absorption and of frequency imprints of source-receiver
arrays as possible sources of systematic noise.
Key words: attenuation, azimuthal anisotropy, regularized inverse solution
1 INTRODUCTION analysis to the information obtained by Jenner (2001),

Cardona (2002) was able to interpret the predominant
An important dynamic effect for wave propagation in
anisotropic symmetry systems at the reservoir level at
elastic media is attenuation. In media containing aligned
Weyburn. Cardona (2002) also suggested that shear-
cracks on scales smaller than the dominant seismic
wave splitting at vertical incidence could be affected by
wavelength there should be azimuthally variable signa-
changes in saturation for certain fracture rheologies.
tures of attenuation. These azimuthal attenuation varia-
It is somewhat intuitive to expect that formations
tions may be valuable tools in identifying and character-
that are anisotropic with respect to velocities should
izing fractures in the subsurface. Fractured formations
have associated signatures of attenuation anisotropy.
are also known for showing azimuthal velocity aniso-
Indeed, experiments conducted in anisotropic physical
tropy signatures. Jenner (2001) used azimuthally vary-
models (Hosten et al., 1987; Arts and Rasolofosaon,
ing normal-moveout (NMO) velocities and AVO signa-
1992) showed that not only attenuation has a directional
tures from P-waves to identify fracture zones at the
dependence but also the magnitude of its anisotropy
Weyburn field in Canada. Adding shear-wave splitting
can be more significant than that of velocity. Another
90 I. Vasconcelos & E. Jenner
experiment conducted by Prasad and Nur (2003) re- only the scattering component of attenuation, which is
lates P-wave attenuation anisotropy to the texture of then removed from the effective Q measurements. In
sedimentary rocks. Clark et al. (2001) estimated az- Vasco et al. (1996) scattering absorption is predicted
imuthal variations of attenuation from four sail-line pro- analytically by ray perturbation theory. We chose to
files extracted from a 3D marine dataset acquired off- model the scattering component of absorption in an ap-
shore West Africa. Their interpretation of the princi- proach similar to Mateeva (2003). With well log infor-
pal orientation of the azimuthally variable attenuation mation, we can generate synthetic common-shot gathers
is consistent with fracture orientations infered from az- using the reflectivity method (Muller, 1985) with only
imuthally variable AVO. layering-induced absorption.
Taking attenuation into account is also important The main goal of this paper is to devise and imple-
because of its sensitivity to fluid content. Through 1D ment a methodology that allows for azimuthally varying
Biot equations for poroelastic media, Gurevich et al. estimates of the quality factor. This project was inspired
(1997) provided an analytical description on how inter- by the observation of azimuthal velocity anisotropy sig-
layer flow caused by wave displacement influences atten- natures in the East Decatur field that are likely caused
uation. From crosswell data collected at the Buena Vista by fracturing in the reservoir level. This observation
Hills field, Hackert et al. (2001) used attenuation esti- suggested that there would be attenuation anisotropy
mates in lithology identification which served as input signatures associated with velocity anisotropy. By as-
to a later study by Parra et al. (2002), who used the suming our model to be horizontally layered, laterally
information of higher attenuation zones to character- homogeneous and that Q only varies with azimuth we
ize fluid infill in fractured shale formations. Obtaining impose that any two trace pairs in a certain azimuth
azimuthally variable estimates of attenuation can help should yield the same estimate of Q. In practice we en-
not only in estimating the orientation of fractures, but force the roughness penalty by means of Tikhonov reg-
also in characterizing some of their physical properties ularization (Hansen, 1998). Since the reliability of our
(Rathore et al., 1995; Lynn et al., 1999). estimates is an important issue, error estimation is done
A common parameter used in attenuation estima- by linear error propagation (Hansen, 1998; van Wijk et
tion is the quality factor, or Q, which is inversely pro- al., 2002). In order to obtain estimates of the variance in
portional to attenuation. There are many methodolo- the data that are independent of model parameters, we
gies available for estimating Q. Dasgupta and Clark use a nonparametric fitting approach (van Wijk et al.,
(1998) use the spectral ratio method to invert for Q 2002; Grey and Silverman, 1994). We apply our method-
using stacked power spectra extracted from stretch- ology first to synthetic data and then to data from the
compensated NMO-corrected gathers. In a physical East Decatur field. To describe one of the systematic
modeling experiment Zhu (2005a) applies the spectral noise components of the estimates from East Decatur
ratio method to analyze variations of attenuation with we predicted the frequency response of scattering at-
polar angle. Using prestack data, Hicks and Pratt (2001) tenuation. Another source of systematic noise in our
apply a tomographic approach based on local descent estimates are frequency distortions caused by stacking
methods to estimate the quality factor. Also in the con- records from source and receiver arrays. Such noise is
text of surface seismic data, Zhang and Ulrych (2002) analyzed by computing the transfer functions of source
use the peak frequency shift in the power spectra from and receiver arrays with the acquisition geometry of the
different time windows to invert for Q. Quan and Har- East Decatur data. A simple formalism for computing
ris (1997) also rely on the peak frequency shift method array transfer functions is covered in Appendix B.
in crosswell tomography to estimate attenuation. Ac-
cording to Mateeva (2003), Q can be estimated reliably
from surface seismic as long as the subsurface can be de- 2 ESTIMATING THE QUALITY FACTOR
scribed by a model with stationary reflectivity, bounded
by a free surface. The methodology we describe in this Since the objective of our study is to determine whether
paper makes use of the spectral ratio method (Mateeva, or nor it is possible to measure azimuthal variations of
2003; Dasgupta and Clark, 1998; White, 1992) to esti- attenuation from the East Decatur field data, we need
mate Q. to design an inversion methodology that yields robust
Estimating Q related to intrinsic absorption may solutions in the presence of noise. Furthermore, it is of
prove to be an involved procedure as scattering from great importance for the chosen methodology to provide
thin layering also contributes to attenuation. In this pa- meaningful error estimates to determine if measured az-
per, we use the term effective Q to refer to the total at- imuthal variations of Q are representative of physical
tenuation effect that is due to both intrinsic and scatter- phenomena.
ing absorption. Mateeva (2003) describes a methodology The vast majority of existing methods for Q inver-
to separate intrinsic absorption from multiple scattering sion assume 2D media. The main reason for this is that
effects in the context of check-shot VSP experiments. until recently there were no models that presented a
Her approach relies on well log reflectivity data to model closed-form description of the azimuthal variation of Q.
Estimation of azimuthally varying attenuation 91
x
Taking the logarithm of equation (2) gives;
1
x

2 S1 (f ) A1 f
x
3 ln = ln (t1 t2 ) (3)
S2 (f ) A2 Q
Equation (3) shows that the quality factor Q can be
directly estimated from the slope of the ratio of the
spectra (in logarithmic scale) for any two traces, if the
Power
difference in traveltime between the traces is known.

This is the so-called spectral ratio method for invert-
ing for Q (Mateeva, 2003; Dasgupta and Clark, 1998;
White, 1992). For later discussion, note that in equa-
tion (3) the absorption-related effects are contained
in the slope term (frequency dependent), whereas all
frequency-independent effects are contained in the in-
0 50 100 150 200 250 tercept term.
Frequency(Hz)
According to equation (3), any two traces with a
given azimuth can be used to obtain an estimate of Q. In
an ideal case, this means that if we had an estimate for
Figure 1. Noise-contaminated power spectra of the reflected the quality factor for each possible trace pair for a gather
signal for three traces with offsets x1 > x2 > x3 . Model with a fixed azimuthal orientation, then Q should always
parameters are the P-wave velocity V = 2.0 km/s, Q = 250 be the same. The methodology presented here seeks to
and the reflector depth 1 km. The source pulse was modeled
take advantage of this redundancy by introducing a
with a Ricker wavelet. The bandwidth used in the inversion
tests is 30 80Hz.
regularization operator. If there are N possible trace
combinations in our azimuth gather, we can take the
ith trace pair and write our inverse problem based on
In this paper, we assume that any vertical plane repre- equation (3) in the form of the following linear system:
sents a section of horizontally layered, laterally homo-
geneous and isotropic medium. Such assumption allows A i mi = d i , (4)
us to use all data within a given narrow azimuth sec- where,
tor to obtain an estimate of the quality factor at that
azimuth. It is therefore necessary to assume that the az- 0 1
f1 ti 1
imuthal variation of Q within a sector is negligible such B f2 ti 1C
that the medium can be considered as laterally homo- B C
Ai = B . .CC, (5)
geneous with respect to attenuation. B
@ . .A
In a homogeneous isotropic attenuative medium,
fn ti 1
the spectrum of the signal at a certain trace j is given
by: (f1 , f2 , ..., fn ) are the sampled frequency values cor-
f tj responding to the spectral ratio values in di (left-hand
Q
Sj (f ) = Aj W (f ) e (1) side of equation (3)), and ti is the traveltime difference
between the two traces in the ith trace pair. The ma-
where f is frequency, tj is traveltime, Q is the quality
trix mi contains the intercept and slope (proportional
factor of the medium and W (f ) is the spectrum of the
to 1/Q) model parameters from the two terms in equa-
source pulse. Here we will consider amplitude effects due
tion (3). ti is computed from the hyperbolic two-way
to angle-varying reflectivity and geometrical spreading
traveltime at each trace, taking into account the ellipti-
to be frequency independent, and these effects are ac-
cal form of the azimuthal variation of normal-moveout
counted for by the term Aj in equation (1). From equa-
velocity (Grechka and Tsvankin, 1998).
tion (1) we can see that attenuation in a homogeneous
Our model objective function to be minimized in
medium at a given frequency is a function of only the
the inversion is designed in the following manner:
traveltimes, and Q . If we consider two signals recorded
in the same medium and with the same source pulse, by N
X
dividing the spectra S1 (f ) and S2 (f ) of the waveforms f (mi , s) = ||Ai mi di ||2 + 2 ||Rs||2 ; (6)
recorded at traveltimes t1 and t2 , we find: i=1
f t1 s is a N 1 matrix whose elements are the slope model

S1 (f ) A1 e Q parameters from all mi (1/Q, Appendix A), R is a reg-
= (2)
S2 (f ) f t2
A2 e Q ularization matrix and is its regularization weight-
ing parameter. This particular choice of s assures that
we regularize our inverse problem only with respect
to the slope term in equation (3), without imposing
Offset
Log of Spectral Ratio

Time
Signal
Bandwidth
Frequency
Figure 2. Generation of the data vector d (equation 8) from seismic traces using equation (6). Seismic data is sorted according
to the CMP number and offset (left hand side). The waveform of the reflection event of interest is windowed on each trace (red
dotted lines denote the time window). Then, for any two traces, we compute the ratio of the power spectra of the event (in
logarithmic scale) on a sample-by-sample basis, which yields the data points on the right hand side panel in the figure. Each
pair of traces provides the data di , separated by the dashed lines.
any assumptions on the frequency-independent inter- The relationship between the matrices in equation (6)
cept term. The form of the objective function in equa- and in equation (9) are described in Appendix A. Of
tion (6) falls into the category of direct regularization course, it would be simpler to just apply the General-
methods known as Tikhonov regularization (Hansen, ized Least Squares (GLS) solution (Hansen, 1998; Green
1998). and Silverman, 1994) and get independent estimates
The first term in equation (6) seeks to minimize the of attenuation for each trace pair. However, as we will
total misfit between the data (the spectral ratio) mea- see later on, if estimates of Q obtained independently
sured for each trace combination and data predicted by for each pair, the actual inverted values for two noise-
its corresponding mi . This term would be sufficient to contaminated, closely neighboring trace pairs may be
carry out the inversion if the model assumptions were different by a factor of three. So, if we chose the best
correct and the data were noise-free. Acknowledging the possible fit to the data (the GLS solution) we would vio-
existence of non-negligible variance in our data, the sec- late the homogeneity assumption made in equation (3).
ond term in equation (6) penalizes the norm of R times As mentioned earlier, it is important to provide
the model. This allows us to find a solution that does not meaningful model variances, such that the final results
provide the minimum misfit, but complies to the model can be properly interpreted. The variance in the model
constraints enforced by Rs. In our case, R is the sum of parameters can be directly estimated from the inverse
the first and second derivative operators. The regular- operator A [equation (8)] and the data covariance ma-
ized inverse operator related to the objective function trix (Hansen,1998; van Wijk et al., 2002). For our par-
in equation (6) can be found from its normal equations ticular case, we assume the data covariance matrix is a
followed by simple linear operations that reduce our in- diagonal matrix of the data variances d,i . To estimate
verse problem to a single linear system. These steps are the variance in the data (d,i ) we follow the approach
described in Appendix A. Our regularized inverse solu- described in van Wijk et al. (2002) and minimize the
tion has the same form as the standard Tikhonov regu- function
larized inverse:
g(i ) = ||i di ||2 + 2d,i ||Rd i ||2 (10)

m = A d, (7) with respect to i , for a chosen operator Rd . This gives
where A is the so-called regularized pseudo-inverse op- us an estimate i,d for a given d , a smoothed ver-
erator, sion of our data vector di according to the structure
imposed by the operator Rd . This type of fitting pro-
A = (AT A + 2 RT R)1 AT . (8) cedure is also know as nonparametric regression (Green
Substituting equation (8) into equation (7) gives and Silverman, 1994). If Rd is chosen so that it repre-
sents a certain structure present in the data, then the
m = (AT A + 2 RT R)1 AT d. (9) variance of i,d di yields an estimate of d,i (van
Wijk et al., 2002), the data variance with respect to the
i=3
0.045 i=1
i=2 i=3 i=4 i=4
0.05 i=1 0.04 i=2
0.035
0
0.03
||i di ||2
0.025
0.05
0.02
0.1 0.015
0.01
0.15
0.005
0.2 0
0 0.05 0.1 0.15
Frequency ||Ri ||2
(a) (b)
4
x 10
10
8
d
i=3
2 i=1
i=4
i=2
0
0 500 1000 1500 2000 2500 3000
d
(c)
Figure 3. (a) Data from vectors di (equation 6) as in Figure 2(circles) and the smoothed data i (equation 10, crosses). di
were computed from noise-contaminated power spectra (Figure 1). The choice of d,i that gives i can be done by picking
d,i that yields the maximum curvature of L-curves in (b); for this value of d,i the data variance is approximately constant
(c). Each of the four curves in (b,c) pertain to the data vectors di in (a). The data in (a) with i = 1, 2, 3, 4 have respectively
increasing differences in offset.
structure predicted by Rd . In our particular application lem, the choice of the weighting parameter determines
we expect the data to have a linear dependence on fre- m . For our particular application we apply a combined
quency, hence we choose Rd to be a second derivative L-curve/2 criterion. If the L-curve criterion (Hansen,
operator. The procedure of choosing the optimum d 1998) alone is used, and the L-Curve varies smoothly,
will be described in the next section. there is a wide range of values that satisfy the crite-
Another separate issue is determining the solu- rion but would result in vastly different models. If an
tion m . Once the regularized inverse operator is es- estimate of the variance in the data is available, setting
tablished, we can apply it to our data and obtain a its corresponding 2 to some confidence level allows one
regularized model. As in any other regularization prob-
to compute a misfit cut-off for the L-curve that gives the were then modeled with P-wave velocity V = 2.0km/s,
best (van Wijk et al., 2002). Q = 250 , a reflector depth of 1km and a Ricker source
There are important practical issues related to the wavelet. The data was then contaminated with Gaussian
inversion methodology discussed above. To use equa- random noise. Noise variances in the synthetic spectra
tion 3 in our inversion scheme, we need to make an ex- were chosen to be at least two orders of magnitude larger
tra assumption. Since at a particular azimuth our model than that of real data traces for times before the first
is supposed to consist of homogeneous layers with hori- arrival. Figure 1 shows noise-contaminated power spec-
zontal interfaces, while equation (3) is valid for homoge- tra of the reflected signal from four traces. Figure 1 also
neous half-spaces, the contrasts between layers are as- illustrates that as the traveltime increases (with increas-
sumed to be small and raypaths should be close to ver- ing offset), the frequency peak of the power spectrum
tical. In practice, this assumption is enforced by only shifts towards lower frequencies. This behavior should
taking into account only near-offset traces (i.e., offset- always be observed in data for media were the constant
to-depth ratio less than 1). Q assumption is valid, and the attenuation coefficient is
The forward operator Ai [equation (3)] and the proportional to frequency.
data vector di pertain to a windowed portion of the Once the synthetic power spectra were generated,
corresponding traces containing the reflection event of we computed the data vectors di [equation 6)] by taking
interest. The center of window is equal to to the travel- the natural logarithm of the ratio between the spectra of
time of the event predicted using the estimated moveout all possible trace pairs (Figure 2). Before we can find the
parameters for the corresponding CMP gather. Once the regularized inverse solution, it is necessary to estimate
window center positions are determined, the window- d,i (the variance in the data). After many iterations
ing is carried out with a Hanning-type taper (Priestley, over the value of d,i we produce the L-curves in Fig-
1981). Mateeva (2003) discussed some of the implica- ure 3b. The choice of d,i can be made by picking some
tions of windowing in the Q estimation process. Her point where the L-curve has the maximum curvature.
studies show that the window size imposes a bias on Another option for the choice of d,i comes from the
attenuation estimates, and this bias decreases with in- curves in Figure 3c that show that as d,i increases, the
creasing window size. Our window size was typically on data variance increases rapidly at first and then becomes
the order of 1.5 times the dominant wavelength of the approximately constant. A natural choice for the regu-
signal. Mateeva (2003) also shows that windowing data larization parameter would be the value d,i at which
with no tapering can severely distort estimates of Q, but the increase data variance is negligible. After establish-
the choice of the tapering function has little influence ing the optimum value for the regularization parameter,
on the results. we can predict the modified data vector (Figure 3a)
After windowing, we pad the time series with zeros and the total data variance. For the data with the high-
(for as many as ten times the length of the windowed est offset difference between the two traces (i = 4) the
series) to ensure a dense enough sampling of the power corresponding d is smallest (Figure 3). This happens
spectra. Next, we determine the signal frequency band- because all power spectra had their samples randomly
width by comparing the spectrum of our windowed time distorted with the same variance and the ratios that
series with the spectra from far-offset traces for time correspond to spectra with a higher attenuation differ-
windows positioned before the first arrival. The reason ence will show smaller variance. If the noise in our data
for this is that data before the first arrival should be is limited to random fluctuations in the power spectra,
representative of background noise. traces with larger offset differences will give more stable
estimates of Q. As to the issue of how reliable the es-
timates of the data variances (d,i ) are, we refer to the
3 SYNTHETIC DATA TESTING work of van Wijk et al. (2002).
With an estimate for the variance in the data, we
Since one of our assumptions about the data is that set a threshold for the maximum tolerable misfit for
each vertical plane can be treated as a horizontally lay- a certain confidence level, according to the 2 test for
ered, laterally homogeneous medium, the main focus goodness of fit (van Wijk et al., 2002). This threshold
of our synthetic data test is to assess the performance can then be used to decide the amount of regularization
of our inversion methodology on CMP-sorted, surface we can impose in our data. In practice, we wish to be
seismic data that would represent an azimuth sector. conservative about the model smoothness in such a way
Given that our main objective is to study the robust- we choose the value of (equation 9) that provides a
ness of the regularized inverse operator in the presence misfit under the confidence level threshold. Figure 4 il-
of noise, the simplest model for our synthetic example is lustrates the L-curve for R, with the corresponding mis-
that of a homogeneous, isotropic, attenuative layer. For fit threshold set by the 2 criterion. For the chosen we
such a model, we can predict the the power spectrum can find the regularized inverse solution (Figure 5a,c).
of the signal at any trace simply by using equation (1), Figure 5a,c shows that the regularized inverse solution
and having as input our medium parameters and the is closer to the true model than the standard general-
power spectrum of the source pulse. The synthetic data
ized least squares (GLS) solution. We can also observe
that there is some structure in the regularized inverse
1.83 Lcurve
solutions. This structure is related to the ordering of the 68% confidence
data vectors di within d, which in turn is related to how 1.825
traces are sorted in the input data.
If the data variance estimation procedure provided 1.82
||Am d||2
perfect estimates and we decided to push the regular-
1.815
ization to higher confidence levels, the structure of the
regularized solution would be somewhat less smooth, de- 1.81
pending on where the misfit threshold (determined from
2 ) intersects the L-curve. The regularized inverse so- 1.805
lution in Figure 5c is less structured and closer to true

1.8
model than in Figure 5a because its solution requires
less regularization, since the data variance estimate is 1.795
smaller. Figures 5b,d show the fit of the regularized and
0 1 2 3 4 5 6 7 8 9
GLS solutions, for most trace pairs it is hard to visually 4
x 10
distinguish the regularized from the non-regularized fit. ||Rm||2
This difference is small because the traveltime difference
between traces is small, which translates into small dif- Figure 4. L-Curve for R [equation (8)]. Picking the value
ferences in attenuation magnitudes. However, the differ- of corresponds to the misfit at the 68% confidence level
ences between the regularized and non-regularized solu- results in the smoothest possible model according to the data
tions for the same data are quite noticeable. variance.
There may be cases when a structure in the solu-
tion induced by the use of differencing-type regulariza- anisotropy. Figure 7 shows NMO ellipse parameters for
tion operators is unwanted (e.g. if the structure is very the reflection at the bottom of the Barnett formation.
steep). Another option for regularizing our problem is to For this field, azimuthal anisotropy is mainly attributed
penalize the norm of the residuals between each model to fractures in the Barnett shale beds since the interval
parameter and the mean (exemplified in Appendix A). NMO ellipse orientations coincide with fracture orien-
This particular choice of R will eliminate the structures tations from well observations and geologic data. The
caused by applying differencing type regularization op- pronounced azimuthal velocity anisotropy signatures re-
erators. However, since the cause of structured solutions lated to intrinsic properties (fracturing) of the Barnett
usually is the presence of extreme values, depending on formation immediately raised the question of whether
the difference between the outlier values and the mean of there should associated azimuthal variations of attenu-
the remaining solutions, the overall mean of the model ation anisotropy. The goal of the project was to obtain
parameter shifts towards the outliers. azimuthally variable estimates of the total effective at-
tenuation and check if the results are in agreement with
fracture orientations and velocity anisotropy signatures.
4 EAST DECATUR FIELD DATA We applied the inversion methodology described
above to estimate the azimuthally varying Q. The seis-
Our field data study was conducted on prestack 3-D
mic data were sorted into CMP geometry, and the only
wide-azimuth P-wave data acquired over the East De-
pre-processing step applied was source-receiver statics.
catur field, located in North Texas. The formation of
Because the windowing of the desired events is based
interest is the Barnett formation, which is composed
on predicting reflected traveltimes, static corrections
of thick fractured shale beds. The Barnett shale is one
are important to assure proper windowing. Here, we
of the largest producing gas reservoirs in the United
show the azimuthal attenuation analysis for two 9 9
States, and it has been reported that its best produc-
superbins, hereafter referred to as CMP1 (inline co-
tion rates come from wells drilled in areas where natural
ordinate 1380, crossline 5285, Fig. 7) and CMP2 (in-
fractures were present. Hence, the detection of natural
line 1398, crossline 5292), respectively. Traces were then
fractures a crucial step toward identifying and charac-
sorted into 5o azimuth bins and the inversion for each
terizing areas of better production for reservoirs like the
bin was conducted for the horizon at approximately
Barnett shale.
1.3 s, interpreted as the reflection from the bottom of the
Figure 6 shows an Inline section from the the East
Barnett formation. The window length was set constant
Decatur field data after 3-D zero-offset migration. The
to 98 samples, Figure 8a shows waveforms extracted
subsurface geology at the East Decatur field is close to
from data traces. Their corresponding power spectra
horizontally layered (as dips are in the order of 2o ), with
are displayed in Figure 8b. The real data spectra are
mild lateral velocity variations. Apart from the struc-
smoother than the spectra in Figure 1 because random
tural simplicity, this particular dataset was chosen for
pronounced lateral variations of the P-wave azimuthal
GLS
True model Data
600 error 2nd order Regularized Fit
2nd order TGLS 0.05 Nonregularized fit
500

0
400
Q
300 0.05
200
0.1
100
0 0.15
5 10 15 20 25 30 35 40 45
Frequency
trace pair
(b)
(a)
GLS Data
True model Regularized Fit
600 error 2nd order 0.05 Nonregularized fit
2nd order TGLS
500
0
400
Q
300 0.05
200
0.1
100
0.15
0
5 10 15 20 25 30 35 40 45
trace pair Frequency
(c) (d)
Figure 5. Inversion results for the synthetic data with different signal-to-noise ratios. The power spectra that generated data
for (a,b) are distorted with twice the variance as the spectra for the results in (c,d). (a) and (b) show the Q estimates from the
Tikhonov generalized least squares solution (TGLS, 2nd order stands for the use of a first and second derivative operators in
R, Appendix A) and the standard generalized least squares. The error bars represent the variance in the model parameters. (c)
and (d) are the models fitted to the data, where the regularized fits are related to the TGLS solutions and the non-regularized
fits pertain to the GLS solutions.
noise levels are likely smaller than those in synthetic ness of the power spectra (Figure 8) is expected to be
tests. less than the that in our synthetic examples. However,
Once the reflection event at a given azimuth bin although there is little random noise in the spectra, we
has been windowed, we can set up our data space d observe pronounced, repeatable, nonlinear structures in
[equation (8)] from the data vectors di computed for the spectral ratios (Figure 9b).
all trace pair combinations from offset-to-depth ratios The algorithm described above treats these struc-
up to 1.0. Next we estimate the variance in the data, tures in the fit residuals as random noise. Clearly, the
which, from a simple visual examination of the smooth- presence of non-random repeatable structures point to
Crossline
5130 5180 5230 5280 5330 5380 5430
0
0.5
t(s)
1.0
1.5
2.0
Figure 6. Post-stack migrated image of the East Decatur field data at Inline 1350. The Barnett shale formation is located
approximately in the 1.0 s to 1.3 s interval. The overburden is composed of sand/shale sequences.
Inline
Inline
Crossline Crossline
(a) (b)
Figure 7. Parameters of P-wave NMO ellipses for the reflection from the bottom of the Barnett formation in the East Decatur
field. (a) The magnitude of azimuthal anisotropy (NMO ellipse eccentricities) in percent.(b) The orientation of the semi-major
axis of the NMO ellipses with respect to North. The two CMPs analyzed (CMP1 and CMP2) lie within the area of stronger
azimuthal anisotropy in the upper right-hand corner of the area, respectively with coordinates (Inline 1380, Crossline 5285)
and (Inline 1392, Crossline 5292). Increasing Crossline coordinates point to the North.
x1 x
1
x2 x
2
x3 x
3
Amplitude
Power
0 10 20 30 40 50 60 70
1290 1295 1300 1305 1310
time(ms) Frequency(Hz)
(a) (b)
Figure 8. Widowed data from CMP1 for a 5o azimuth bin at an azimuth of 40o (a), and their corresponding power spectra
(b). Offsets are x1 = 1614 m, x2 = 1661 m and x3 = 1708 m. The inversion was carried out considering frequency samples from
25-50 Hz.
the fact that the assumptions do not account for all the ellipse, approximately oriented East-West (Figure 7). If
relevant physical phenomena behind the data, although the fractures in the shale are fluid-filled, a possible phys-
the model can represent a component of the data(Green ical interpretation is that waves traveling perpendicu-
and Silverman, 1994; Gu, 2002). In other words, we can lar to the most prominent set of fractures should have
take advantage of the fact that the regularization pa- smaller velocities and experience higher attenuation. It
rameters can be tuned to set how much we impose a is also interesting to observe that the magnitude of az-
model structure. Then, it is possible to fit a linear com- imuthal attenuation anisotropy is much larger than that
ponent of the spectral ratio by trying to account for the of azimuthal NMO velocity anisotropy. The interpreta-
fact that the data variances may be overestimated due tion of these results, however, has to include systematic
to the presence of correlated noise components. We do components, which is discussed next.
this in practice by setting our to a value that corre- If all or some of the nonlinear structure in the data
sponds to a misfit lower than the threshold set by the is related to physical phenomena, it is not clear whether
estimated d . We can then try to pick a value of such or not a linear fit to the data makes any physical sense.
that we get a model with reduced norm, at the same Here, we attempt to model nonlinear noise due to dif-
time being conservative towards the regularization as ferent physical phenomena, evaluate its influence on the
we try to keep the misfit and the regularization-induced data, and briefly discuss how it should be dealt with.
bias as small as possible. Figure 9 shows the estimated Correcting for possible sources of noise and employ-
model and corresponding data fit obtained following this ing more involved parameter fitting techniques such as
approach, before and after regularization. To find the semiparametric fitting and residuals analysis (Grey and
value of Q for a given azimuth, we chose to take the me- Silverman, 1998; Gu, 2002) would be preferable. These
dian of the regularized Q measurements for each trace procedures, however, are beyond the scope of this paper.
pairs to minimize the contribution of outliers. We attribute the nonlinearities in the spectral ra-
The effective quality factor for 5o azimuth bins with tios to two distinct physical phenomena. First, in our
o
20 azimuth increments are displayed for both superbins measurements we cannot separate the contribution of
in Figure 10. It is clear from Figure 10 that if our as- intrinsic absorption from that of layering-induced ab-
sumptions and estimates of the variance in the data are sorption. As it is discussed by Mateeva (2003), the at-
accurate, there is a non-negligible azimuthal signature tenuation caused by multiple scattering may influence
of attenuation. The direction of maximum attenuation the data in different ways, depending on the media prop-
(lowest Q) is close to the semi-minor axis of the NMO erties. Second, for the East Decatur field, the data were
GLS
2nd order median
200 2nd order error 0.6
2nd order TGLS Data
180 Regularized Fit
0.4 Nonregularized fit

160
140 0.2
120
0
Q
100
0.2
80
60 0.4
40
0.6
20
0 0.8
5 10 15 20 25 30 35 40 45 50
trace pair Frequency
(a) (b)
Figure 9. Inverted parameter Q for a 5o azimuth bin from CMP1 at 40o azimuth (a), and the corresponding data fit (b). When
compared to the synthetic results in Figure 5, Q measurements in (a) are more scattered, and the fit residuals in (b) exhibit
non-random, repeatable structures.
90 250
120 60
200
400
150
150 30 350
100
300
50
250
180 0 200
Q
150
100
210 330 50
240 300 50
0 50 100 150 200 250 300 350
270
Azimuth (o )
(a) (b)
Figure 10. Estimates of the effective quality factor at different azimuths shown in a polar plot (a) and with error estimates
(b). The results from CMP1 are marked by the blue circles, and from from CMP2 by red triangles. The error bars in (b) are
computed as the average standard deviation of the model variances for each trace pair within a sector (Figure 9). The azimuth
is with respect to the North. The average orientation of the semi-major axis of the NMO ellipses is North-South.
acquired using source and receiver arrays. Since the re- Offset(m)
sponse of each array component is simply stacked to 100 300 500 700
1.20
form the data, the signature of the source-receiver ar-
rays is frequency dependent (Appendix B).
For our particular dataset, it is also important to
1.25
find out if multiple scattering due to thin layering could
add a nonlinear component to the spectral ratios, and
if this component has a structure that correlates to
that observed in the data (Figure 9b). Using velocities 1.30
(compressional and shear-wave) and densities from well

logs, we generated a synthetic seismogram (Figure 11)
t(s)
for East Decatur with the reflectivity method (Muller, 1.35
1985). This method produces a complete wave-field with
all multiples but no intrinsic absorption. Figure 12a
shows that there is a clear offset-dependent nonlinear 1.40
frequency imprint of scattering-induced attenuation in
the spectral ratios. The data structure in Figure 12b is
somewhat different from that observed in field data (e.g. 1.45
Figure 9b), as field structures not only vary with offset,
but also differ from one azimuth bin to another.
Even though layering-induced absorption causes
1.50
nonlinear behavior in the spectral ratios, its influence
should be azimuthally independent, as long as the
medium is laterally homogeneous. This means that the Figure 11. Synthetic seismogram of East Decatur data. The
bias in the estimates of Q related to multiple scattering seismogram was computed using the reflectivity method with
should be the same at all azimuths. Also, in Figure 12 well log data as input. The event of interest in the seismo-
we can observe that the bias in the fitted slopes intro- gram is at approximately 1.28 s.
duced by thin layering is offset dependent. This implies
that if our data is not corrected for scattering absorp-
tion, the regularized solution may contain a structure respond to the orthogonal direction (Appendix B). Us-
related to the bias in each Q measurement, depending ing the results of Appendix B, we computed the fre-
on how regularized the solution is. If too much smooth- quency signatures of the source-receiver arrays for East
ing (regularization) is applied to uncorrected data, it Decatur data (Figure 13a,c). The biggest deviations of
is difficult to assess how the bias from scattering ab- the spectral ratios occur at the 45o N direction, while
sorption translates into errors in the estimated model they become negligible at the 135o N direction (Fig-
parameters. ure 13b,d). These azimuths coincide with the predicted
As discussed before, use of source and receiver ar- directions of the maximum and minimum contribution
rays in acquisition creates frequency signatures that of the source array, which confirms that the influence
may distort the spectral ratios. In Appendix B we show of the receiver array is relatively minor. Figure 13 also
how to obtain the frequency signatures of arrays for a suggests that the bias in the spectral ratios induced by
simple homogeneous, isotropic model. For East Decatur the source and receiver arrays varies with both offset
field data, receiver arrays are composed of eight sen- and azimuth. Furthermore, the frequency dependence
sors, each at a distance of two meters from the cen- of this bias within the signal bandwidth can be consid-
ter of the array with equal step in azimuth. Source ar- ered as approximately linear. Hence, there will be an
rays are made of a line of three vibrator trucks, with apparent azimuthal variation of attenuation due only
a 20 m separation between the trucks. The source line to the particular geometry of the source and receiver
is always oriented in the direction 45o N. Because the arrays.
spacing between the sources is considerably bigger than
that between receivers in their respective arrays, the
source array should produce a more substantial distor- 5 DISCUSSION AND CONCLUSION
tion in the power spectra. Also, there should be some
With the objective of estimating the azimuthally vary-
azimuthal dependence of the source-receiver transfer
ing attenuation, we proposed a methodology that as-
function because the sources are set in a line with a
sumes that at each azimuth the medium can be consid-
fixed orientation for any source-receiver azimuth. The ered, as horizontally layered and laterally homogeneous.
maximum contribution of the source array should be
The methodology includes a search for a pseudo-inverse
for the source-receiver azimuth that coincides with the
operator that can both fit the spectral ratio data and
source array orientation, and the minimum should cor- honor the model assumptions. In the regularization we
0.2
11m
2
21m

31m
0.15 41m 1.5
Power
Signal
bandwith
1
0.1
0.5
0.05
0
0 0.5
10 20 30 40 50 60
Frequency(Hz) Frequency
(a) (b)
Figure 12. (a) Power spectra for the data modeled with the reflectivity method for the event of interest in Figure 11 at offsets
11, 21, 31 and 41 m. (b) Data vectors di (circles) and their smoothed versions i (crosses), used to predict the variance in the
data. The data in (b) are computed for the same bandwidth as the spectral ratios for the field data in Figure 9.
use equally weighted first and second derivatives opera- pends on reflected traveltimes computed from moveout
tors to impose smoothness on the estimates of Q within parameters.
each azimuth bin. This methodology is also designed to In contrast to the synthetic data, the spectral ra-
provide reliable error estimates. The variances in the tios from the field gathers contained very little random
model parameters are computed from the regularized noise. Instead, we observed a strong nonlinear system-
pseudo-inverse operator and from the data variances atic component to the noise, which produces nonlinear
obtained with a nonparametric fitting technique. The structures in the spectral ratios. Because our method-
estimates for data variance also provide the basis for ology cannot separate systematic and random compo-
choosing the regularization weighting parameter. nents of the noise, the data variance may be overesti-
Noisy synthetic data were generated by distorting mated. In evaluating the linear component of the spec-
power spectra with uncorrelated Gaussian noise. For tral ratios, we chose to avoid smoothing the data too
this type of noise, estimates of Q from traces with larger much, keeping the misfit under the 68% confidence level
traveltime differences tend to be more stable because the threshold and the regularization-induced bias as small
data variances are smaller. This synthetic test shows as possible. In this context, our results for the inversion
that even for signal-to-noise ratios smaller than those for Q in 5o azimuth sectors from both superbins show a
typically observed in real data, the regularized inverse similar azimuthally variable signature. The direction of
solution is considerably closer to the true model than the maximum attenuation is approximately East-West,
the standard generalized least squares (GLS) solution. which coincides with the average orientation of the semi-
While the regularized solution is always smoother than minor axis of the P-wave NMO ellipse.Taking fluid-filled
the GLS solution, for data with higher noise levels, it fractures with a single predominant orientation as a
may contain structures that related to the particular or- model for the Barnett shale, maximum attenuation oc-
der of the input data. In our case, this order is associated curs in the direction perpendicular to the fracture strike.
to the sorting of the field data traces. An important observation is that the magnitude of the
In the East Decatur dataset, we applied our inver- azimuthal variations of attenuation is much larger than
sion methodology to two 9 9 CMP-sorted superbins that of NMO velocities. In the context of East Decatur
that lie within one of the areas of strongest azimuthal field, this suggests that attenuation measurements are
velocity anisotropy. Since most of the azimuthal aniso- much more sensitive to the anisotropy induced by the
tropy observed in the East Decatur is is believed to be presence of fluid-filled cracks.
caused by the fracturing in the Barnett shale forma- We considered two possible causes for systematic
tion, our studies focused on the reflection from its bot- noise in the spectral ratios: absorption effects due to
tom. The only pre-processing step applied to the data thin layering and frequency distortions caused by stack-
was source-receiver statics correction, which is necessary ing the response of source and receiver arrays. We ana-
because the position of the window around the signal de- lyzed the first case by computing spectral ratio data for
synthetic seismograms generated with the reflectivity

0.2
0.4
0.6
0.8
2 =26o
2 =21o
1 o
2 =16
o
2 =11
1.2
0 10 20 30 40 50 60
Frequency(Hz)
(b)
(a)
0
0.2
0.4
0.6
0.8 o
2 =26
o
2 =21
1 o
2 =16
o
2 =11
1.2
0 10 20 30 40 50 60
Frequency(Hz)
(c) (d)
Figure 13. Transfer functions T , (a) and (c), of the source and receiver arrays combined as a function of the emergence angle
and frequency . (a) Source-receiver transfer function for the source-receiver azimuth that yields the maximum frequency
distortion (azimuth 45o N), and (c), the source-receiver azimuth that gives the smallest frequency distortion. The frequency
signatures in (a) and (c) translate into the signatures in the spectral ratios shown, respectively, in (b) and (d). Each curve on
the spectral ratio plots is computed between one of the signals with the from the legend and a signal with the 5 o emergence
angle. The same source and receiver array geometries used here were employed in the East Decatur field data acquisition. The
emergence angles are directly related to offsets.
method. This way can generate shot gathers accounting the trace offsets. For a horizontally layered, laterally ho-
only for the attenuation caused by multiple scattering mogeneous medium, attenuation effects due to multiple
for the reflectivity properties of the East Decatur field. scattering are independent of azimuth.
Spectral ratios from the modeled data showed nonlinear To examine the frequency signatures of the source
features that change from one trace pair to the other, and receiver arrays, we computed their corresponding
which suggests that the bias in slope estimation intro- transfer functions using the source and receiver array
duced by layering-induced absorption is a function of geometries from field data. The frequency distortions in-
troduced by the receiver array are negligible compared REFERENCES
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By accounting for layering-induced absorption and Dasgupta, R., and Clark, R. A., 1998, Estimation of Q from
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tenuation with polar angle. With closed form expres- problems: numerical aspects of linear inversion: Society
for Industrial and Applied Mathematics.
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Hicks, G. J., and Pratt, R. G., 2001, Reflection waveform
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methodology described here could be applied to charac- uation and velocity over a gas-sand deposit: Geophysics,
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sion procedure can be applied to other types of datasets Hosten, B., Deschamps, M., and Tittman, B. R., 1987, In-
with redundant wave-field information (e.g. walkaway homogeneous wave generation and propagation in lossy
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Jenner, E., 2001, Azimuthal Anisotropy of 3-D Compres-
sional Wave Seismic Data, Weyburn Field, Saskatchewan,
6 ACKNOWLEDGMENTS Canada: Ph.D. thesis, Colorado School of Mines.
Lynn, H. B., Campagna, D., Simon K. M., and Beckham,
We greatly appreciate the input given by Alex Calvert
W. E., 1999, Relationship of P-wave seismic attributes,
(GX Tech., AXIS) throughout the course of the project.
azimuthal anisotropy, and commercial gas pay in 3-D P-
We are thankful to Roel Snieder (CWP) for his help wave multiazimuth data, Rulison Field, Piceance Basin,
on the issue of array transfer functions. I.V. is grateful Colorado: Geophysics 64, 1293-1311.
to Huub Douma, Ken Larner and CWP colleagues for Mateeva, A., 2003, Thin horizontal layering as a stratigraphic
insightful discussions. Our appreciation also goes to Ilya filter in absorption estimation and seismic deconvolution:
Tsvankin and Kasper van Wijk for reviewing this paper. Ph.D. thesis, Colorado School of Mines.
We would like to thank GX Technology (AXIS Imag. Muller, 1985, The reflectivity method: a tutorial: Journal of
Div.) and Devon Energy for giving permission to publish Geophysics 58, 153-174.
these results. Parra, J. O., Hackert, C. L., and Xu, P., 2002, Characteri-
zation of low Q zones at the Buena Vista Reservoir, Cal-
ifornia: Geophysics, 67, 1061-1070.
Prasad, M., and Nur, A., 2003, Velocity and attenuation
anisotropy in reservoir rocks: 73rd Ann. Intl. Mtg. Soc.
Expl. Geophys., Expanded Abstracts, 1652-1655.
Quan, Y., and Harris, J. M., 1997, Seismic attenuation to- equal to the 1/Qi elements from all of the mi matrices,
mography using the frequency shift method: Geophysics, sich that:
62, 895-905. 0 1 1
Rathore, J. S., Fjaer, E., Holt R. M., and Renlie, L., 1995, Q1
Acoustic anisotropy of a synthetic sandstone with a con- B Q1 C
B 2 C
trolled crack geometry: Geophys. Prosp., 43, 805-829. s=B
B .
C.
C (A4)
Vasco, D. W., Peterson Jr., J. E., Majer, and E. L., 1996, @ . A
A simultaneous inversion of seismic traveltimes and am- 1
QN
plitudes for velocity and attenuation: Geophysics, 61,
1738-1757. To find the solutions that minimize equation (A1), we
van Wijk, K., Scales, J. A., Navidi, W., and Tenorio, L., 2002, must differentiate it with respect to all model vectors
On estimating errors in inverse calculations: Geophysical (m1 , m2 , ..., mN , s), and set the result to zero:
Journal Intl., 149, 624-632.
N
White, R. E., 1992, The accuracy of estimating Q from seis- X
mic data: Geophysics, 57, 1508-1511. ||Ai mi di ||2 + 2 ||Rs||2 = 0; (A5)
i=1
m i s
Zhang, C., and Ulrych, T. J., 2002, Estimation of quality
factors from CMP records: Geophysics, 67, 1542-1547. From which we obtain the following normal equations:
Zhu, Y., and Tsvankin, I., 2004, Plane-wave propagation
N N
and radiation patterns in attenuative TI media: CWP X X
Project Review, CWP-479, 125-142. ATi Ai mi + 2 RT Rs = ATi di ; (A6)
Zhu, Y., and Tsvankin, I., 2005a, Physical modeling and i=1 i=1
analysis of P-wave attenuation anisotropy in transversely Let A be a matrix that contains all of our Ai s
isotropic media: CWP Project Review. [equation (A2)] such that:
Zhu, Y., and Tsvankin, I., 2005b, Plane-wave attenuation
anisotropy in orthorhombic media: CWP Project Review. A = k,l , (A7)
here k,l are the elements of A with row k and column l.
From here on we will use k and l to denote respectively
APPENDIX A: THE TIKHONOV row and column indices of any matrix. Its only nonzero
GENERALIZED LEAST SQUARES elements are
SOLUTION
x+n(i1),2i1 = fx ti , 1 < x < n (A8)
Since our objective is to impose smoothness in the mea-
surements of Q from one trace pair to another, it is im- and
portant to incorporate the linear systems from all trace
x+n(i1),2i = 1, 1 < x < n (A9)
pairs into a single linear system that sets up the so-
called generalized least squares problem. where 1 < i < N and maps elements from A to the
Our model objective function is: corresponding it h trace combination. The index x scans
N
over frequency samples. The matrix A has N times n
(N n) rows and 2N columns, and contains the informa-
X
f (mi , s) = ||Ai mi di ||2 + 2 ||Rs||2 ; (A1)
i=1 tion from the forward operators of all trace pair combi-
nations. With A we can set up a linear system:
where the forward operators:
0 1 A = md (A10)
f1 ti 1
B f2 ti 1C where m contains all model matrices mi and d contains
B C
Ai = B
B . .CC, (A2) all data matrices di .
@ . .A Now, to go from the normal equation in equa-
fn ti 1 tion (A6) to the final form of the pseudo-inverse so-
lution, lets rewrite the matrices Ai , mi and di in the
for the it h trace pair. There are n frequency samples
following manner:
in the signal bandwidth and ti is traveltime difference
between the two traces. The model parameters matrices Ai = i A, (A11)
mi :
1 mi = i m, (A12)
mi = Qi , (A3)
a
di = i d, (A13)
where Qi is the Q measurement and a is the intercept of
the line fitted to the spectral ratio. The data di contain where
the values of the natural logarithm of the spectral ratio i = k,l , (A14)
that correspond to the frequency samples in Ai . The
vector s in equation (A1) contains all of the elements i = k,l , (A15)
with nonzero elements x
p~
x+n(i1),x+n(i1) = 1; 1 < x < n , 1 < i < N (A16) p (~
p)
r
2i1,2i = 1; 1 < i < N (A17) ~c
y
both i and i are square matrices of dimensions N n
and 2N , respectively. Thus our new Ai s dimensions are
N n 2N , mi is now 2N 1 and di is N n 1. Also,
with the objective of designing the pseudo-inverse oper-
ator, we can simply replace s by m, and make sure R
only operates on the slope terms by setting his elements ~r
that correspond to intercept terms to zero. This way, we
can use equation (A12) and equation (A13) to rewrite z
equation (A6):
Figure A1. The array geometry used to derive the arrays
N N
X X transfer function. An array centered at ~c has n array com-
( ATi Ai i )m 2 T
+ R Rm = ( ATi i )d ; (A18) ponents with position denoted by p ~. The array records an
i=1 i=1 arrival from ~r that makes an emergence angle with the ver-
From equation (A11) and equation (A16), the sum of tical. The array element at p~ makes an angle of p with the
all Ai over N results in A. Likewise, summing i and x-axis, and ~r makes an angle of r .
i over N results in identity matrices. When then get:
AT Am + 2 RT Rm = AT d ; (A19) For a point force source in a homogeneous, isotropic
medium:
From which we obtain the pseudo-inverse solution:
eik|~r+d(~p)xi (~p)|
m = (AT A + 2 RT R)1 AT d. (A20) G(~r, p
~) = , (B2)
|~r + d(~p)xi (~ p)|
To provide an example of the regularization opera- k being wavenumber, and xi (~ p) is a unit vector with
tor R, let us consider: the same orientation as p~ ~c. For convenience, in equa-
tion (B2) we set the array center ~c to the origin of the
1 N1 0 N1 N1
0 1
0 ... 0
B 1 coordinate frame. Then putting equation (B2) in equa-
B N 0 1 N1 0 ... 1 C
0
N C
tion (B1) we get:
R=B .B . . . . .
. C C.
@ . . . . . .
. A Z
eik|~r+d(~p)xi (~p)|
N1 0 N1 0 ...1 N1
0 ~u(, ~r) = S() d~
p; (B3)
C |~r + d(~ p)xi (~ p)|
(A21)
This would be the regularization operator to be used if and, if we assume R >> d(~ p):
we choose to penalize the norm of the residuals from the
Z
S()
mean of the model parameters. All the zeros in equa- ~u(, ~r) = eik|~r+d(~p)xi (~p)| d~
p (B4)
R C
tion (A21) correspond to the intercept terms in m.
Now, we can write
|~r + d(~ p)|2 = R2 + 2d(~
p)xi (~ p)[~r.xi ] + d2 (~
p), (B5)
APPENDIX B: TRANSFER FUNCTIONS OF
with
SOURCE AND RECEIVER ARRAYS
~r.xi = R sin cos(p (~
p) r ). (B6)
Let us consider an array geometry according to Fig-
ure A1. From such geometry, we can define the quanti- Because R >> d(~ p) we can drop the term quadratic on
ties R = |~r ~c| and d(~p) = |~
p ~c|. If we simply stack d(~
p). Next, by taking the square root of equation (B5)
the responses of the array components, then the total and performing a Taylor expansion of the radical on the
displacement u~ of the array: right-hand side we get:
Z
u
~ (, ~r) = S() G(~r, p~)d~p (B1) |~r + d(~ p)|2 = R + d(~
p)xi (~ p) sin cos(p (~
p) r ). (B7)
C
Which, if replaced in equation (B4), gives:
where S() is the source function in the frequency do-
eikR
Z
main, and G(~r, p
~) is the Greens function of the medium ~u(, ~r) = S() eikd(~p) sin cos(p (~p)r ) d~
p (B8)
between ~r and p~. C is a closed contour (away from the R C
origin) over which array elements are placed. or
u
~ (, ~r) = S() G(~r, ~c) T (). (B9)
Equation (B8) represents the total displacement ~u in
terms of the source function S(), the Greens function
at the center of the array G(~r, ~c) and the transfer func-
tion of the array:
Z
T () = eikd(~p) sin cos(p (~p)r ) d~
p, (B10)
C
or simply,
Z
T () = 1 + eikd(~p) sin cos(p (~p)r ) d~
p, (B11)
C
for an array with a component in its center. From equa-

tion (B10) we can see that if d(~ p) is constant and the
array geometry is such that for an array component with
a given azimuth p there is another component with az-
imuth p + (i.e. C is symmetric with respect to the
coordinate axes in the surface plane), T () is a purely
real function. The consequence of this is that there are
only amplitude distortions related to stacking the re-
sponse of array components, while arrival phases suffer
no distortions. This is the case for the geometries in the
East Decatur field data.
To incorporate the effects of both the source trans-
fer function Ts () and the receivers Tr () into the
source-receiver array function Ts r() we simply take the
product:
T () = Ts () Tr (), (B12)
with, for example,
Z
Tr () = eikdr sin cos(pr (p~r )r ) dp~r , (B13)
Cr
Z
Ts () = 1 + eikds sin cos(ps (p~s )r ) dp~s , (B14)
Cs
these being the transfer functions to be used for East

Decatur field geometries. The distance d(~ p) is constant
for both source ds and receiver dr . Since ~r is between
the source and receiver, we add to the argument
of the cosine in the exponential of either the source or
receiver array transfer function, in this case, to Ts ().
CWP-505
Plane-wave attenuation anisotropy in orthorhombic

media
Yaping Zhu and Ilya Tsvankin

Center for Wave Phenomena, Department of Geophysics, Colorado School of Mines, Golden, CO 80401
ABSTRACT
Orthorhombic velocity and attenuation models are needed in the interpreta-

tion of the azimuthal variation of seismic signatures recorded over fractured
reservoirs. Here, we develop an analytic framework for describing the attenu-
ation coefficients in orthorhombic media with orthorhombic attenuation (i.e.,
the symmetry of both the real and imaginary parts of the stiffness tensor is
orthorhombic).
The analogous form of the Christoffel equation in the symmetry planes of or-
thorhombic and VTI (transversely isotropic with a vertical symmetry axis) me-
dia helps to obtain the symmetry-plane attenuation coefficients by adapting the
existing VTI equations. To take full advantage of this equivalence with trans-
verse isotropy, we introduce a set of attenuation-anisotropy parameters similar
to the VTI parameters Q , Q , and Q . This notation, based on the same princi-
ple as Tsvankins velocity-anisotropy parameters for orthorhombic media, leads
to simple linearized equations for the symmetry-plane attenuation coefficients
of all three modes (P, S1 , and S2 ).
The attenuation-anisotropy parameters also allow us to simplify the P-wave
attenuation coefficient AP outside the symmetry planes under the assumption
of weak attenuation and weak velocity and attenuation anisotropy. The ap-
proximate AP has the same form as the linearized phase-velocity function, with
Tsvankins velocity parameters (1,2) and (1,2,3) replaced by the attenuation pa-
rameters (1,2)
Q
and Q(1,2,3)
. The exact attenuation coefficient AP , however, also
depends on the velocity-anisotropy parameters, while the body-wave velocities
are almost unperturbed by the presence of attenuation.
The reduction in the number of parameters responsible for the P-wave attenu-
ation and the simple approximation for the coefficient AP provide a basis for
inverting P-wave attenuation measurements from orthorhombic media. The at-
tenuation processing has to be preceded by anisotropic velocity analysis that can
be performed (in the absence of pronounced velocity dispersion) using existing
algorithms for nonattenuative media.
Key words: attenuation, orthorhombic symmetry, anisotropy parameters,
plane waves, linearized approximation
1 INTRODUCTION orthorhombic formations are accompanied by direction-

ally dependent attenuation. Indeed, systems of aligned
Effective velocity models of fractured reservoirs often
fractures or pores are among the most common physi-
have orthorhombic or an even lower symmetry (Schoen-
cal reasons for anisotropic attenuation (e.g., Mavko and
berg and Helbig, 1997; Bakulin et al., 2000). It is
Nur, 1979; Akbar, 1993; Pointer et al., 1996).
likely that polar and azimuthal velocity variations in
108 Y. Zhu & I. Tsvankin
Physical modeling shows that the P-wave attenuation coefficient in the direction perpendicular to aligned pores
or fractures is higher than that parallel to the pores (Akbar, 1993). Similar results were obtained by Zhu and Tsvankin
(2005b) for a synthetic material, in which thin layers of paper bonded with phenolic resin (i.e., aligned heterogeneities)
create extremely strong attenuation anisotropy. Pointer et al. (1996) found that significant dissipation of energy is
caused by the movement of fluids in interconnected pathways (crack-pore networks). The relationship between the
azimuthal variation of attenuation and horizontal permeability measured over a fractured reservoir was discussed
by Lynn et al. (1999). On the whole, existing experimental data indicate that both velocity and attenuation in
fractured rocks vary with angle, with the type and magnitude of the anisotropy controlled by such factors as the
shape, distribution, and orientation of aligned fractures and pores.
When the dominant wavelength is much larger than the characteristic size of heterogeneities, the scattering
phenomena can be ignored, and the medium can be treated as effectively homogeneous. This paper is devoted to the
attenuation of plane waves propagating in a homogeneous medium that has orthorhombic symmetry for both the
velocity function and attenuation coefficient. As in our previous work on transversely isotropic (TI) media (Zhu and
Tsvankin, 2004, 2005a,b), we study the normalized attenuation coefficient defined as
kI
A , (1)
k
where k and k I are the real and the imaginary parts of the wavenumber, respectively. The coefficient A determines the
rate of the amplitude decay per wavelength. The two main assumptions used here to simplify the analytic description
of attenuation are as follows:
1) Wave propagation is homogeneous, which means that the real and the imaginary parts of the wave vector are
parallel to each other (kI k k).
2) The symmetry of the imaginary part of the stiffness matrix (or stiffness tensor) coincides with that of the real
part. This assumption ensures that the quality-factor matrix Q (Carcione, 2001; Zhu and Tsvankin, 2004, 2005a) has
the same structure as the real part of the stiffness matrix that governs the velocity anisotropy.
The main challenge in describing the attenuation anisotropy in orthorhombic materials is in the large number of
parameters that control the attenuation coefficients. Because of the coupling between the velocity and attenuation
anisotropy, the coefficient A depends (for a fixed orientation of the symmetry planes) on the nine real stiffness
coefficients and nine elements of the quality matrix. Here, we show that significant simplifications can be achieved
by extending the principle of Tsvankins (1997, 2001) notation for velocity anisotropy to attenuative orthorhombic
media.
The equivalence between the complex Christoffel equation in the symmetry planes of orthorhombic and VTI
(TI with a vertical symmetry axis) media makes it possible to obtain the symmetry-plane attenuation coefficients
from the corresponding VTI equations. As shown by Zhu and Tsvankin (2004, 2005a), attenuation anisotropy in VTI
media can be conveniently described by the Thomsen-style parameters Q , Q , and Q . Adapting the results of Zhu
and Tsvankin (2004, 2005a) for the symmetry planes of orthorhombic media, we introduce a set of seven anisotropy
parameters that fully characterizes (in combination with the velocity parameters) directionally-dependent attenuation
in orthorhombic materials. Linearizing the P-wave attenuation coefficient in the limit of weak attenuation and weak
anisotropy yields a simple expression outside the symmetry planes that has the same form as Tsvankins (1997, 2001)
weak-anisotropy approximation for the velocity function. The accuracy of the approximate attenuation coefficient is
verified using numerical tests for models with substantial attenuation and velocity anisotropy.
2 CHRISTOFFEL EQUATION FOR ATTENUATIVE ORTHORHOMBIC MEDIA

A harmonic plane wave propagating in an attenuative medium has the form

u = U exp i(t kx) , (2)
where U is the polarization vector, and k = k ikI is the wave vector (both vectors are complex). We consider
plane-wave propagation in orthorhombic media with orthorhombic attenuation, which means that the symmetry of
the imaginary part of the stiffness matrix is identical to that of the real part. Then it is convenient to choose a
Cartesian coordinate system aligned with the natural coordinate frame of the model, so that each coordinate plane
coincides with one of the symmetry planes.
Substituting the plane wave (2) into the wave equation yields the following Christoffel equation:
c11 k12 + c66 k22 + c55 k32 2
" # ( )
(c12 + c66 )k1 k2 (c13 + c55 )k1 k3 U1
(c12 + c66 )k1 k2 c66 k12 + c22 k22 + c44 k32 2 (c23 + c44 )k2 k3 U2 = 0, (3)
(c13 + c55 )k1 k3 (c23 + c44 )k2 k3 c55 k12 + c44 k22 + c33 k32 2 U3
Orthorhombic attenuation 109
where cij = cij + icIij is the complex stiffness coefficient. Following Carcione (2001) and Zhu and Tsvankin (2004),
the elements of the quality-factor matrix can be defined as (no index summation is implied)
cij
Qij I . (4)
cij
Assuming homogeneous wave propagation (k k kI ), the wave vector can be expressed through the unit vector n
in the slowness direction: k = n k. Then the Christoffel equation (3) becomes
Gij V 2 ik Uk = 0 ,

(5)

where V = is the complex phase velocity, and Gij are the elements of the complex Christoffel matrix:
k
G11 = c11 n21 + c66 n22 + c55 n23 ,
G22 = c66 n21 + c22 n22 + c44 n23 ,
G33 = c55 n21 + c44 n22 + c33 n23 ,
G12 = (c12 + c66 )n1 n2 ,
G13 = (c13 + c55 )n1 n3 ,
G23 = (c23 + c44 )n2 n3 . (6)
The components of the unit slowness (phase) vector n can be expressed through the polar phase angle and the
azimuthal phase angle : n1 = sin cos , n2 = sin sin , n3 = cos .
Note that although equation (5) has the same form as the Christoffel equation in nonattenuative (purely elastic)
orthorhombic media, the velocity, polarization and stiffnesses are complex. As a result, plane-wave propagation in
attenuative media is described by two coupled equations obtained by separating the real and imaginary parts of the
Christoffel equation.
3 ATTENUATION COEFFICIENTS IN THE SYMMETRY PLANES

Suppose that the plane wave (2) propagates in the [x1 , x3 ]-plane, so n1 = sin , n2 = 0, and n3 = cos . Then the
Christoffel equation (3) simplifies to

c11 k12 + c55 k32 2 0 (c13 + c55 )k1 k3 U1
0 c66 k12 + c44 k32 2 0 U2 = 0. (7)
(c13 + c55 )k1 k3 0 c55 k12 + c33 k32 2 U3

Equation (7) has the same form as the Christoffel equation for VTI media with VTI attenuation discussed in detail
by Zhu and Tsvankin (2004, 2005a). The only difference between the two equations is that while for VTI media
c44 = c55 , that is generally not the case for orthorhombic symmetry. However, the stiffness c44 influences only
the SH-wave polarized perpendicular to the propagation plane (see below),while c55 contributes to the velocity and
attenuation of the in-plane polarized waves (P and SV). Therefore, the well-known equivalence between the Christoffel
equation in purely elastic VTI media and symmetry planes of orthorhombic media (e.g., Tsvankin, 1997, 2001) holds
for attenuative models with the same symmetries of the real and imaginary parts of stiffness tensor.
Since the Christoffel matrix for wave propagation in the [x1 , x3 ]-plane has four vanishing elements, equation (7)
splits into two separate equations, one for the SH-wave polarized in the x2 -direction (the displacement component
U2 ), and the other for the in-plane polarized P- and SV-waves (the components U1 and U3 ). The solutions for the
velocity and attenuation of all three modes can be obtained by simply adapting the results of Zhu and Tsvankin
(2004, 2005a) for VTI media.
Assuming homogeneous wave propagation (k = n k), the Christoffel equation for the SH-wave takes the form
c66 sin2 + c44 cos2 k2 2 = 0 .

(8)
Using the VTI result of Zhu and Tsvankin (2004, 2005a), the normalized attenuation coefficient of SH-waves in the
[x1 , x3 ]-plane can be obtained from equation (8) as
(2)
p
ASH = 1 + (Q44 (2) )2 Q44 (2) , (9)
where the superscript (2) stands for the x2 -axis orthogonal to the propagation plane (the same convention as in
Tsvankin, 1997, 2001), and
(1 + 2 (2) ) sin2 + cos2
(2) .
Q44
(1 + 2 (2) ) sin2 + cos2
Q66
For P- and SV-waves in the regime of homogeneous wave propagation, equation (7) reduces to

c11 sin2 + c55 cos2 k2 2
2

(c13 + c55 ) sin cos
2k U1
= 0. (10)
(c13 + c55 ) sin cos k2 c55 sin + c33 cos k 2
2 2
U3
The wavenumber obtained from equation (10) is described by an expression analogous to that in nonattenuative VTI
media (e.g., Tsvankin, 2001):
p
2 (c11 + c55 ) sin2 + (c33 + c55 ) cos2

k =
q 1/2
2
2 2 2
(c11 c55 ) sin (c33 c55 ) cos2 + 4 (c13 + c55 ) sin cos2 . (11)
(2)
The normalized attenuation coefficients AP,SV were derived from the complex part of equation (11) by Zhu and
(2)
Tsvankin (2004, 2005a). For example, the P-wave coefficients AP in the vertical and horizontal directions are given
by
1
p
(2)
AP ( = 0 ) = Q33 1 + 1/Q233 1 , (12)
2Q33
1
p
(2)
AP ( = 90 ) = Q11 1 + 1/Q211 1 . (13)
2Q11
The SV-wave attenuation coefficient in both the vertical and horizontal directions is
1
p
(2) (2)
ASV ( = 0 ) = ASV ( = 90 ) = Q55 1 + 1/Q255 1 . (14)
2Q55
For plane-wave propagation in the [x2 , x3 ]-plane (n1 = 0, n2 = sin , and n3 = cos ), the Christoffel equation (3)
gives

c66 k12 + c55 k32 2 0 0 U1
0 c22 k12 + c44 k32 2 (c23 + c44 )k1 k3 U2 = 0. (15)
0 (c23 + c44 )k1 k3 c44 k12 + c33 k32 2 U3

The SH-wave, which is polarized in the x1 -direction, is described by the element c66 k12 + c55 k32 2 of the
matrix in equation (15). It is clear from equations (7) and (15) that both the velocity and attenuation of the SH-wave
can be obtained from the corresponding equations for the [x1 , x3 ]-plane (or VTI media) by making the substitution
4 5 in the subscripts of the stiffnesses and elements Qij . For example, the normalized attenuation coefficient for
homogeneous SH-wave propagation can be adapted from equation (9):
(1)
p
ASH = 1 + (Q55 (1) )2 Q55 (1) , (16)
where
(1 + 2 (1) ) sin2 + cos2
(1) .
Q55
(1 + 2 (1) ) sin2 + cos2
Q66
The velocity and attenuation of P- and SV-waves in the [x2 , x3 ]-plane are described by (for homogeneous wave
propagation)
c22 sin2 + c44 cos2 k2 2 2

(c23 + c44 ) sin cos
2k U2
= 0. (17)
(c23 + c44 ) sin cos k2 c44 sin + c33 cos k 2
2 2
U3
The P- and SV-wave attenuation coefficients can be obtained from the equations for the [x 1 , x3 ]-plane using the
following substitutions in the subscripts: 1 2 and 5 4.
The same substitutions were used by Tsvankin (1997, 2001) in his extension of the VTI velocity equations to
the symmetry planes of orthorhombic media. The equivalence with vertical transverse isotropy is also valid for the
complex Christoffel equation in the [x1 , x2 ] symmetry plane.
4 ATTENUATION-ANISOTROPY PARAMETERS
The Thomsen-style notation for velocity anisotropy suggested by Tsvankin (1997, 2001) helps to simplify the analytic
description of a wide range of seismic signatures for orthorhombic media. Tsvankins parameters provided a basis
for developing efficient seismic inversion and processing methods operating with orthorhombic models (Grechka and
Tsvankin, 1999; Grechka et al., 1999; Bakulin et al., 2000). Here, we extend his approach to attenuative orthorhombic
media with the main goal of defining the parameter combinations that govern the directionally dependent attenuation
coefficient.
Since our notation is designed primarily for reflection data, we choose the P- and S-wave attenuation coefficients
in the vertical (x3 ) direction (AP 0 and AS0 ) as the reference isotropic quantities. The coefficient AS0 corresponds
to the S-wave polarized in the x1 -direction, which may be either the fast or slow shear mode depending on the
relationship between the stiffnesses c44 and c55 . According to equations (12) and (14), the approximate (accurate to
the second order in 1/Q) coefficients AP 0 and AS0 are given by
1
AP 0 , (18)
2Q33
1
AS0 . (19)
2Q55
To characterize the attenuation of waves propagating in the [x1 , x3 ]-plane, we define three attenuation-anisotropy
parameters analogous to the Thomsen-style parameters Q , Q , and Q introduced for VTI media with VTI attenu-
ation by Zhu and Tsvankin (2004, 2005a). The parameters (2) Q
(2)
and Q (the superscript (2) stands for the x2 -axis
perpendicular to the [x1 , x3 ]-plane) determine the fractional difference between the normalized attenuation coefficients
(2)
in the x1 - and x3 -directions for the P- and SH-waves, respectively. Another parameter, Q , is expressed through the
second derivative of the P-wave attenuation coefficient in the vertical direction and, therefore, governs the P-wave
attenuation for near-vertical propagation in the [x1 , x3 ]-plane.
Q33 Q11
(2) , (20)
Q
Q11
Q33 Q55 (c13 + c33 )2 Q33 Q13
c55 +2 c13 (c13 + c55 )
(2) Q55 (c33 c55 ) Q13
Q (21)
c33 (c33 c55 )
Q33 Q55 (2) Q33 Q13
4 g +2 (1 + 2 (2) 2g (2) ) , (22)
Q55 Q13
(2) Q44 Q66
Q , (23)
Q66
(2) c55
where equation (22) for Q is simplified by assuming that the ratio g (2) and the absolute value of Tsvankins
c33
(2)
velocity-anisotropy parameter are small. Since the Christoffel equation in the [x1 , x3 ]-plane has the same form as
in VTI media, equations (20)(23) are identical to the definitions of the corresponding VTI parameters. In contrast
to VTI models, however, the parameters of orthorhombic media with the subscripts 55 and 44 are generally
different, and one needs to use c55 and Q55 (not c44 or Q44 ) in equation (21) and Q44 (not Q55 ) in equation (23).
Similarly, we adapt the VTI definitions of Zhu and Tsvankin (2004, 2005a) to introduce three attenuation-
anisotropy parameters in the [x2 , x3 ]-plane:
Q33 Q22
(1) , (24)
Q
Q22
Q33 Q44 (c23 + c33 )2 Q33 Q23
c44 +2 c23 (c23 + c44 )
(1) Q44 (c33 c44 ) Q23
Q (25)
c33 (c33 c44 )
Q33 Q44 (1) Q33 Q23
4 g +2 (1 + 2 (1) 2g (1) ) , (26)
Q44 Q23
(1) Q55 Q66
Q . (27)
Q66
In equation (26), (1) is the velocity-anisotropy parameter defined in the [x2 , x3 ]-plane (Tsvankin, 1997, 2001), and
c44
g (1) . Since the attenuation coefficient is supposed to be positive (otherwise, the amplitude will increase with
c33
distance), the diagonal components of the Q matrix have to be positive as well. This constraint implies the parameters
(1)
Q
, (2)
Q
(1)
, Q (2)
, and Q are always larger than 1.
The only component of the Q-matrix that is not involved in the definitions of the reference isotropic quantities
and the attenuation-anisotropy parameters in the vertical symmetry planes is Q12 . Following the approach of Tsvankin
(3)
(1997, 2001), we use Q12 to introduce one more anisotropy parameter, Q , which plays the role of the VTI parameter
Q in the [x1 , x2 ]-plane (x1 is treated as the symmetry axis of the equivalent VTI model):
Q11 Q66 (c11 + c12 )2 Q11 Q12

c66 +2 c12 (c12 + c66 )
(3) Q66 (c11 c66 ) Q12
Q (28)
c11 (c11 c66 )
Q11 Q66 (3) Q11 Q12
4 g +2 (1 + 2 (3) 2g (3) ) , (29)
Q66 Q12
c66
where (3) is another Tsvankins velocity-anisotropy parameter defined in the [x1 , x2 ]-plane, and g (3) . Although
c11
(3) (3)
it is also possible to introduce the parameters Q and Q in the [x1 , x2 ]-plane, they would be redundant.
The nine attenuation-anisotropy parameters defined in equations (18)(29), combined with Tsvankins (1997,
2001) velocity-anisotropy parameters, are sufficient to fully characterize plane-wave attenuation in orthorhombic
media. An additional practically important parameter responsible for the differential attenuation of the split S-waves
in the vertical (x3 ) direction is described in the next section.
5 APPROXIMATE ATTENUATION COEFFICIENTS IN THE SYMMETRY PLANES

The equivalence between plane-wave propagation in the symmetry planes of orthorhombic media and in VTI media
means that the symmetry-plane attenuation coefficients of all three modes can be obtained by adapting the VTI
equations of Zhu and Tsvankin (2004, 2005a). While the exact attenuation coefficients are rather complicated even
for VTI models and do not provide insight into the influence of various attenuation-anisotropy parameters, much
simpler solutions can be found under the following assumptions:
1. The magnitude of attenuation measured by the inverse Qij values or the parameters AP 0 and AS0 is small.
2. Attenuation anisotropy is weak, which implies that the absolute values of all attenuation-anisotropy parameters
introduced above are much smaller than unity.
3. Velocity anisotropy is also weak, so the absolute values of all Tsvankins (1997, 2001) anisotropy parameters are
much smaller than unity.
In limit of weak attenuation and small anisotropy parameters (2) and Q (2)
(| (2) | 1 and |Q
(2)
| 1), the
approximate SH-wave attenuation coefficient in the [x1 , x3 ]-plane can be written as
(2) (2)
ASH = AS0 (1 + Q sin2 ) , (30)
where
(1)
1 1 + Q
AS0 = = AS0 (2)
(31)
2Q44 1 + Q
is the normalized attenuation coefficient for the vertically propagating shear wave polarized in the x 2 -direction.
Equation (30) is obtained by replacing the parameter Q in the VTI result of Zhu and Tsvankin (2004, 2005a) by
(2)
Q and using the appropriate isotropic reference value AS0 . Similarly, the corresponding linearized coefficient in the
[x2 , x3 ]-plane has the form
(1) (1)
ASH = AS0 (1 + Q sin2 ) . (32)
It should be emphasized that the term SH-wave refers to two different shear modes in the vertical symmetry
planes (Tsvankin, 1997, 2001). For example, if c44 > c55 , then the fast shear wave S1 represents an SH-wave in
the [x1 , x3 ]-plane where it is polarized in the x2 -direction. For wave propagation in the [x2 , x3 ]-plane, however, the
S1 -wave becomes an SV mode that has an in-plane polarization vector.
The difference between the attenuation coefficients of the vertically traveling split shear waves can be quantified
(S)
by the attenuation splitting parameter Q :
(1) (2)
(S) AS0 AS0 Q Q
Q = (2)
. (33)
AS0 1 + Q
The definition (33) is analogous to that of the widely used S-wave velocity splitting parameter (S) (Tsvankin, 1997,
(S)
2001). To keep the parameter Q positive, we assume that AS0 > AS0 ; otherwise, AS0 and AS0 in equation (33)
(S)
have to be switched. Although Q would be redundant as part of our notation for attenuative orthorhombic media,
this parameter should play an important role in the attenuation analysis of reflection shear-wave data.
Substituting the attenuation-anisotropy parameters (2)
Q
and Q(2)
into the VTI equations of Zhu and Tsvankin
(2004, 2005a) yields the following approximate attenuation coefficients of the P- and SV-waves in the [x 1 , x3 ]-plane:
(2) (2)
sin2 cos2 + (2) sin4 ,

AP = A P 0 1 + Q Q
(34)
(2) (2)
sin2 cos2 ,

ASV = AS0 1 + Q (35)
where
" #
(2) 1 (2) (2)
(2)
Q
(2)
Q
Q (2)
2(1 gQ ) + , (36)
gQ g (2)
c55 (2) Q33 AS0 (2) (2)

g (2) , gQ = , and (2) . The approximate attenuation coefficients in equations (34)
c33 Q55 AP 0 g (2)
and (35) have exactly the same form as the corresponding linearized phase-velocity equations (Thomsen, 1986).
However, as discussed by Zhu and Tsvankin (2004, 2005a), the dependence of the attenuation-anisotropy parameter
(2)
Q on the real parts of the stiffness coefficients reflects the coupling between the attenuation and velocity anisotropy.
In contrast, the anisotropic phase-velocity function is practically independent of attenuation (see below).
(1) (1)
The coefficients AP and ASV in the [x2 , x3 ]-plane are obtained in the same way from the VTI results by using
the attenuation-anisotropy parameters (1) Q
and Q (1)
. For example,
(1) (1)
sin2 cos2 + (1) sin4 .

AP = A P 0 1 + Q Q
(37)
6 P-WAVE ATTENUATION OUTSIDE THE SYMMETRY PLANES

This section is devoted to the analysis of the P-wave attenuation coefficient for phase directions outside the symmetry
planes. While the shear-wave attenuation coefficients can be studied numerically by solving the Christoffel equation,
the area of validity of such plane-wave solutions in describing shear-wave amplitudes is significantly reduced because
of the influence of point singularities (Crampin, 1991).
6.1 Influence of attenuation on phase velocity

As pointed out above, the attenuation coefficients depend not just on the quality-factor elements Q ij but also on
the velocity-anisotropy parameters. In contrast, the presence of attenuation has an almost negligible influence on the
phase-velocity function. This result, discussed by Zhu and Tsvankin (2004, 2005a) for VTI media, remains valid for
the symmetry planes of the orthorhombic model. Here, we demonstrate that attenuation-related distortions of phase
velocity remain negligible outside the symmetry planes as well.
1
In the limit of weak attenuation ( 1), the real part of the Christoffel equation (A-2) can be simplified by
Qij
dropping terms quadratic in the inverse Q components. The resulting equation (A-3) is identical to the Christoffel
equation for the reference nonattenuative medium, both within and outside the symmetry planes.
To evaluate the contribution of the higher-order attenuation terms, we compute the exact P-wave phase velocity
for two orthorhombic models with strong attenuation. For the first model, the attenuation is isotropic with the
uncommonly low quality factor Q33 = Q55 = 10 (Figure 1). Still, the maximum attenuation-related change in the
1
phase velocity is limited to 0.5%, which is equal to .
2Q233
The second model has the same real part of the stiffness matrix, but this time accompanied by pronounced
attenuation anisotropy (Figure 2). Although the deviation of the phase-velocity function from that in the reference
nonattenuative medium increases away from the vertical, it remains insignificant (up to 1%) for the whole range of
polar and azimuthal phase angles. Note, however, that this discussion does not take into account attenuation-related
velocity dispersion.
Hence, seismic processing for orthorhombic media with orthorhombic attenuation can be divided into two steps.
First, one can perform anisotropic velocity analysis and estimation of Tsvankins parameters without taking attenu-
ation into account (Grechka and Tsvankin, 1999; Grechka et al., 1999; Bakulin et al., 2000). Then the reconstructed
Azim=0 Azim=20
3.6 3.6
Phase velocity (km/s)

3.4 3.4
3.2 3.2
3 3
0 20 40 60 80 0 20 40 60 80
Polar angle (deg) Polar angle (deg)
Azim=45 Azim=70
3.6 3.6
3.4 3.4
3.2 3.2
3 3
0 20 40 60 80 0 20 40 60 80
Figure 1. Influence of isotropic attenuation on the exact P-wave phase velocity computed from the Christoffel equation (5).
Each plot corresponds to a fixed azimuthal phase angle. The solid curves mark the velocity for a nonattenuative orthorhombic
model with the following Tsvankins (1997, 2001) parameters: VP 0 = 3 km/s, VS0 = 1.5 km/s, (1) = 0.25, (2) = 0.15,
(1) = 0.05, (2) = 0.1, (3) = 0.15, (1) = 0.28, and (2) = 0.15. The dashed curves are computed for a model with the same
velocity parameters and strong isotropic attenuation (Q33 = Q55 = 10; all attenuation-anisotropy parameters are set to zero).
anisotropic velocity model can be used in the processing of amplitude measurements and inversion for the attenuation-
anisotropy parameters.
6.2 Approximate attenuation outside the symmetry planes

The linearized approximation for the P-wave attenuation coefficient can be extended for arbitrary propagation di-
rections outside the symmetry plane under the assumption of weak attenuation and weak velocity and attenuation
anisotropy. The approximate coefficient AP , expressed as a function of the polar phase angle and azimuthal phase
angle , has the form (Appendix A)
AP (, ) = AP 0 1 + Q () sin2 cos2 + Q () sin4 ,

(38)
where
Q () = (1)
Q
sin4 + (2)
Q
cos4 + (2(2)
Q
(3)
+ Q ) sin2 cos2 , (39)
Azim=0 Azim=20
3.8 3.8
3.6 3.6

3.4 3.4
3.2 3.2
3 3
0 20 40 60 80 0 20 40 60 80
Azim=45 Azim=70
3.8 3.8
3.6 3.6
3.4 3.4
3.2 3.2
3 3
0 20 40 60 80 0 20 40 60 80
Figure 2. Influence of anisotropic attenuation on the exact P-wave phase velocity. The solid curves are the phase velocities for
the nonattenuative orthorhombic model from Figure 1. The dashed curves are computed for a model with the same velocity
(1) (2) (1) (2) (3)
parameters and strong orthorhombic attenuation: Q33 = Q55 = 10, Q = Q = 0.8, Q = Q = Q = 0.5, and
(1) (2)
Q = Q = 0.8.
(1)
Q () = Q sin2 + Q
(2)
cos2 . (40)
Evidently, the linearized P-wave attenuation coefficient in any vertical plane of orthorhombic media is described by
the VTI equation (Zhu and Tsvankin, 2004, 2005a) with the azimuthally varying parameters Q () and Q (). For
wave propagation in the [x1 , x3 ]-plane ( = 0 ), Q = (2)
Q
(2)
, Q = Q , and equation (38) reduces to equation (34).
(1) (1)
Similarly, for the [x2 , x3 ]-plane ( = 90 ), Q = Q , Q = Q , and equation (38) reduces to equation (37).
Remarkably, equations (38)(40) have exactly the same form as the linearized P-wave phase-velocity equa-
tions (1.107)(1.109) in Tsvankin (2001). This similarity is explained by the identical (orthorhombic) symmetry
imposed on both the real and imaginary parts of the stiffness matrix and the assumption of homogeneous wave prop-
(1)
agation. However, an important difference between the coefficient AP and phase velocity is that the parameters Q ,
(2) (3)
Q , and Q include a contribution of the velocity anisotropy, while the velocity function is practically independent
of attenuation. Also, as discussed below, the exact coefficient AP is influenced by the velocity-anisotropy parameters
even for fixed values of (1,2)
Q
(1,2,3)
and Q .
6.3 Attenuation for VTI and HTI media
Transversely isotropic models with both vertical (VTI) and horizontal (HTI) symmetry axis can be treated as special
cases of orthorhombic media. For VTI media with VTI attenuation, all vertical planes are identical, and there is no
velocity or attenuation variation in the horizontal (isotropy) plane:
(1) = (2) = , (1)

Q
= (2)
Q
= Q
(1) = (2) = , (1)
Q (2)
= Q = Q ,
(1) = (2) = , (1)
Q (2)
= Q = Q ,
(3) = 0, (3)
Q = 0.
Then equations (38)(40) yield the VTI result (Zhu and Tsvankin, 2004, 2005a): Q () = Q , Q () = Q , and
AVTI = AP 0 1 + Q sin2 cos2 + Q sin4 .

P (41)
Next, suppose that the symmetry axis of the TI medium (for both velocity and attenuation) points in the
x1 -direction. In this case, the isotropy plane coincides with the [x2 , x3 ]-plane, and
(1) = 0, (1)
Q
= 0,
(1) = 0, (1)
Q = 0,
(1) = 0, (1)
Q = 0.
For this HTI model, the parameters (3) and Q (3)

are not independent because the [x1 , x2 ]-plane is equivalent to
the [x1 , x3 ]-plane. If the velocity anisotropy is weak, (3) = (2) 2(2) (Tsvankin, 1997, 2001). For weak attenuation
(3) (2)
anisotropy, Q = Q 2(2)
Q
, and equation (39) becomes Q () = (2) Q
cos4 + Q
(2)
sin2 cos2 . Then the P-wave
attenuation coefficient (38) takes the form
AHTI (2)
cos2 sin2 cos2 + (2) cos4 + Q
(2)
sin2 cos2 sin4 .

P = AP 0 1 + Q Q
(42)
6.4 Parameters for P-wave attenuation

(1) (2)
The linearized P-wave attenuation coefficient (38) does not contain the parameters AS0 , Q , and Q , which are
primarily responsible for shear-wave attenuation. An important practical issue is whether or not this conclusion
remains valid for models with strong attenuation and pronounced velocity and attenuation anisotropy. As illustrated
by Figure 3, the dependence of AP on the shear-wave vertical attenuation coefficient AS0 becomes noticeable only
(1) (2)
for extremely high attenuation (i.e., uncommonly small values of Q55 ). The influence of the parameters Q and Q
on the coefficient AP (not shown here) for typical moderately attenuative models is also negligible.
Therefore, for a fixed orientation of the symmetry planes and fixed velocity parameters, P-wave attenuation is
controlled by the reference value AP 0 and five attenuation-anisotropy parameters (1) Q
, (2)
Q
, Q(1) (2)
, Q , and Q (3)
. An
equivalent result was obtained for velocity anisotropy by Tsvankin (1997, 2001), who showed that the P-wave phase-
velocity function in orthorhombic media is governed just by the vertical velocity and five and parameters. However,
while the velocity function is almost independent of attenuation, the P-wave attenuation coefficient does depend on
the velocity anisotropy, even if all relevant attenuation-anisotropy parameters are held constant (see below).
6.5 Accuracy of the linearized solution

To evaluate the accuracy of the weak-anisotropy approximation (38) outside the symmetry planes, we compare it with
the exact coefficient AP [equation (5)] for a model with pronounced orthorhombic attenuation (Figure 4). The velocity
parameters correspond to the moderately anisotropic model of Schoenberg and Helbig (1997). Since no measurements
of the attenuation-anisotropy parameters are available, each of them was set to be twice as large as the corresponding
velocity-anisotropy parameter (e.g., (2)
Q
= 2(2) ).
As expected, the weak-anisotropy approximation gives satisfactory results for near-vertical propagation directions
with polar angles up to about 30 . The error becomes more significant for intermediate propagation angles in the
range 30 < < 75 . When the vertical incidence plane is close to either vertical symmetry plane (i.e., the azimuth
approaches 0 or 90 ), the approximate solution also yields an accurate estimate of AP near the horizontal direction.
Overall, the error of the weak-anisotropy approximation for the full range of polar and azimuthal angles is less
than 10%. Note that while the velocity anisotropy for this model is moderate (both (1) and (2) are about 0.3),
Azim=0 Azim=50
Q55= 4 Q55= 4
0.016 40 0.016 40
400 400
Normalized attenuation
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Figure 3. Influence of the parameter AS0 = 1/(2Q55 ) (marked on the plot) on the normalized P-wave attenuation coefficient.
The velocity parameters correspond to an orthorhombic model formed by vertical cracks embedded in a VTI background
(Schoenberg and Helbig, 1997): VP 0 = 2.437 km/s, VS0 = 1.265 km/s, (1) = 0.329, (2) = 0.258, (1) = 0.083, (2) = 0.078,
(3) = 0.106, (1) = 0.182, and (2) = 0.0455. The P-wave vertical attenuation coefficient is AP 0 = 0.01 (Q33 = 50);
(1) (2)
each attenuation-anisotropy parameter is twice the corresponding velocity-anisotropy parameter: Q = 0.658, Q = 0.516,
(1) (2) (3) (1) (2)
Q = 0.166, Q = 0.156, Q = 0.212, Q = 0.364, and Q = 0.091.
the attenuation anisotropy is much more pronounced. This and other tests for a representative set of orthorhombic
models confirm that equation (38) adequately describes P-wave attenuation under the assumption of homogeneous
wave propagation.
To identify the source of errors in the weak-anisotropy approximation, we repeat the test in Figure 4 using a
purely isotropic velocity model (Figure 5). The approximate solution (dashed lines) in Figure 5 coincides with that
in Figure 4 because both models have identical attenuation-anisotropy parameters. The exact coefficient A P (solid
lines), however, is influenced by the velocity-anisotropy parameters in such a way that the error of the weak-anisotropy
approximation becomes much smaller when the velocity field is isotropic (Figure 5).
Hence, the accuracy of the approximation (38) is controlled primarily by the strength of the velocity anisotropy,
even if the magnitude of the attenuation anisotropy is much higher. This can be explained by the multiple linearizations
in the velocity-anisotropy parameters involved in deriving equations (A4), (A7), and (A8).
It should be emphasized that the influence of different subsets of the velocity-anisotropy parameters on the
attenuation coefficient varies with the azimuth . As illustrated in Figure 6, the contribution of the velocity-anisotropy
parameters defined in the [x1 , x3 ]-plane (the azimuth = 0 ) to the coefficient AP decreases away from that plane
and completely vanishes in the orthogonal direction. Note that according to the Christoffel equation (17), the P-wave
attenuation coefficient in the [x2 , x3 ]-plane ( = 90 ) is indeed fully independent of the velocity- and attenuation-
anisotropy parameters defined in the other two symmetry planes. Similarly, the maximum influence on A P of the
velocity-anisotropy parameters defined in the [x2 , x3 ]-plane is observed for azimuths close to 90 .
7 DISCUSSION AND CONCLUSIONS

The attenuation coefficients of P-, S1 -, and S2 -waves in orthorhombic media with orthorhombic attenuation depend
on the orientation of the symmetry planes, nine velocity parameters and nine components of the quality-factor matrix.
The large number of independent parameters, compounded by the coupling between the attenuation and velocity
anisotropy, makes the description of orthorhombic attenuation extremely difficult. Here, we demonstrated that the
analysis of attenuation coefficients can be significantly simplified by introducing attenuation-anisotropy parameters
similar to Tsvankins parameters for the orthorhombic velocity function.
Azim=0 Azim=20
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Azim=40 Azim=50
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Azim=70 Azim=90
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Figure 4. Comparison of the exact coefficient AP (solid curves) with the linearized approximation (38) (dashed) for an
orthorhombic medium with orthorhombic attenuation. The model parameters are the same as in Figure 3 (Q 55 = 40).
Azim=0 Azim=20
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Azim=40 Azim=50
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Azim=70 Azim=90
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Figure 5. Comparison of the exact coefficient AP (solid curves) with the linearized approximation (38) (dashed) for a medium
with orthorhombic attenuation but a purely isotropic velocity function. The attenuation parameters are the same as in Figures 3
and 4, but the velocity VP 0 = 2.437 km/s is constant in all directions.
Azim=0 Azim=20
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Azim=40 Azim=50
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Azim=70 Azim=90
0.016 0.016
0.014 0.014
0.012 0.012
0.01 0.01
0 20 40 60 80 0 20 40 60 80
Figure 6. Influence of the velocity anisotropy on the exact attenuation coefficient A P . The solid curves are computed for the
orthorhombic model with orthorhombic attenuation from Figures 3 and 4. The dashed curves are obtained by setting to zero
the velocity-anisotropy parameters (2) , (2) , and (2) defined in the [x1 , x3 ]-plane (azimuth = 0 ); all other model parameters
are unchanged.
The equivalence between the Christoffel equation in and six (instead of nine) attenuation-anisotropy param-
the symmetry planes of orthorhombic and VTI media, eters: AP 0 , (1,2)
Q
(1,2,3)
, and Q . Still, due to the non-
established previously for purely elastic media, holds negligible influence of the velocity anisotropy on AP ,
in the presence of orthorhombic attenuation. Therefore, inversion of attenuation measurements for orthorhom-
the symmetry-plane attenuation coefficients of all three bic media cannot be performed without anisotropic ve-
modes can be obtained by simply adapting the known locity analysis. Also, note that knowledge of the velocity
VTI equations. Also, the Thomsen-style VTI notation of field is required to correct for the difference between the
Zhu and Tsvankin (2004, 2005a) can be extended to or- phase attenuation coefficient studied here and the group
thorhombic media following the approach suggested by attenuation coefficient responsible for the amplitude de-
Tsvankin (1997, 2001) for velocity anisotropy. The set of cay along seismic rays (Zhu and Tsvankin, 2004).
attenuation-anisotropy parameters introduced here in-
cludes two reference (isotropic) P- and S-wave atten-
uation coefficients in the x3 direction, AP 0 and AS0 , 8 ACKNOWLEDGMENTS
and seven dimensionless anisotropy parameters, (1,2) Q
,
(1,2,3) (1,2) We are grateful to members of the A(nisotropy)-Team
Q , and Q .
of the Center for Wave Phenomena (CWP), Colorado
Adaptation of the linearized VTI equations leads
School of Mines (CSM), for helpful discussions, and to
to concise expressions for the symmetry-plane atten-
Ken Larner (CSM) for his review of the manuscript.
uation coefficients of P-, S1 -, and S2 -waves valid for
The support for this work was provided by the Consor-
weak attenuation and weak velocity and attenuation
tium Project on Seismic Inverse Methods for Complex
anisotropy. Furthermore, linearization of the Christof-
Structures at CWP and by the Chemical Sciences, Geo-
fel equation in the attenuation-anisotropy parameters
sciences and Biosciences Division, Office of Basic Energy
yields the approximate P-wave attenuation coefficient
Sciences, U.S. Department of Energy.
AP outside the symmetry planes as a simple function
of AP 0 , (1,2)
Q
, and Q (1,2,3)
. Interestingly, the linearized
coefficient AP expressed through the phase angles and
attenuation-anisotropy parameters has the same form REFERENCES
as the approximate P-wave phase-velocity function in Akbar, N., Dvorkin, J., and Nur, A., 1993, Relating P-wave
terms of Tsvankins velocity parameters. Also, as is the attenuation to permeability: Geophysics, 58, 2029.
case for velocity anisotropy, the approximate P-wave at- Bakulin, A., Grechka, V., and Tsvankin, I., 2000, Estima-
tenuation coefficient in each vertical plane of orthorhom- tion of fracture parameters from reflection seismic data.
bic media is given by the VTI equation with azimuthally Part II: Fractured models with orthorhombic symmetry:
varying parameters Q and Q . Geophysics, 65, 18031817.
Carcione, J. M., 2001, Wave fields in real media: wave propa-
This equivalence between the linearized equations
gation in anisotropic, anelastic, and porous media: Perg-
for attenuation and velocity anisotropy stems from
amon Press.
the identical (orthorhombic) symmetry of the real and Crampin, S., 1991, Effects of singularities on shear-wave
imaginary parts of the stiffness tensor and the assump- propagation in sedimentary basins: Geophysical Journal
tion of homogeneous wave propagation. Still, there are International, 107, 531543.
important differences between the treatment of velocity Grechka, V., Theophanis, S., and Tsvankin, I., 1999, Joint
and attenuation anisotropy. Our analysis shows that in inversion of P and PSwaves in orthorhombic media:
the absence of pronounced velocity dispersion the influ- Theory and a physical-modeling study: Geophysics, 64,
ence of attenuation (i.e., of the imaginary part of the 146161.
stiffness tensor) on velocity is practically negligible. In Grechka, V., and Tsvankin, I., 1999, 3-D moveout veloc-
ity analysis and parameter estimation for orthorhombic
contrast, the definitions of the attenuation-anisotropy
(1,2,3) media: Geophysics, 64, 820837.
parameters Q include the velocity-anisotropy pa-
Lynn, H. B., Campagna, D., Simon, K. M., and Beckham,
(1,2,3)
rameters . W. E., 1999, Relationship of P-wave seismic attributes,
Also, although the velocity anisotropy does not ex- azimuthal anisotropy, and commercial gas pay in 3-D P-
plicitly contribute to the linearized expressions for at- wave multiazimuth data, Rulison Field, Piceance Basin,
tenuation, the exact attenuation coefficient AP does Colorado: Geophysics, 64, 12931311.
vary with the velocity-anisotropy parameters even for Mavko, G. M., and Nur, A., 1979, Wave attenuation in par-
fixed values of Q (1,2,3)
. Moreover, the accuracy of the lin- tially saturated rocks: Geophysics, 44, 161178.
Pointer T., Liu, E., and Crampin, S., 1996, Seismic wave
earized equation for AP is controlled to a large degree by
propagation in media with interconnected cracks and
the strength of the velocity anisotropy. Numerical tests
pores: 66nd Annual International Meeting, Society of
demonstrate that the approximate AP remains close to Exploration Geophysicists, Expanded Abstracts, 1846
the exact value even for strongly attenuative media pro- 1849.
vided the velocity anisotropy is relatively weak. Schoenberg, M., and Helbig, K., 1997, Orthorhombic media:
Thus, the P-wave attenuation coefficient is primar- Modeling elastic wave behavior in a vertically fractured
ily governed by the orientation of the symmetry planes earth: Geophysics, 62, 19541974.
Thomsen, L., 1986, Weak elastic anisotropy: Geophysics, 51,
19541966.
Tsvankin, I., 1997, Anisotropic parameters and P-wave veloc-
ity for orthorhombic media: Geophysics, 62, 12921309.
Tsvankin, I., 2001, Seismic signatures and analysis of reflec-
tion data in anisotropic media: Elsevier.
Zhu, Y., and Tsvankin, I., 2004, Plane-wave propagation and
radiation patterns in attenuative TI media: 74th Ann. In-
ternat. Mtg., Soc. Expl. Geophys., Expanded Abstracts,
139142.
Zhu, Y., and Tsvankin, I., 2005a, Plane-wave propagation in
attenuative TI media: Geophysics, under review.
Zhu, Y., and Tsvankin, I., 2005b, Physical modeling and
analysis of P-wave attenuation anisotropy in transversely
isotropic media: CWP Project Review (this volume).
APPENDIX A: APPROXIMATE ATTENUATION OUTSIDE THE SYMMETRY PLANES OF

ORTHORHOMBIC MEDIA
The complex Christoffel equation (5) for homogeneous wave propagation outside the symmetry planes can be rewritten
as
[ (c11 n21 + c66 n22 + c55 n23 )K1,(1,6,5) V 2 + i(c11 n21 + c66 n22 + c55 n23 )K2,(1,6,5) ]
{ [ (c66 n21 + c22 n22 + c44 n23 )K1,(6,2,4) V 2 + i(c66 n21 + c22 n22 + c44 n23 )K2,(6,2,4) ]
[ (c23 + c44 )n2 n3 (K1,(23,44) + iK2,(23,44) )]2 }
[ (c12 + c66 )n1 n2 (K1,(12,66) + iK2,(12,66) )]
{ [ (c12 + c66 )n1 n2 (K1,(12,66) + iK2,(12,66) )]
[ (c13 + c55 )n1 n3 (K1,(13,55) + iK2,(13,55) )] [(c23 + c44 )n2 n3 (K1,(23,44) + iK2,(23,44) )]}
+ [ (c13 + c55 )n1 n3 (K1,(13,55) + iK2,(13,55) )]
{ [ (c12 + c66 )n1 n2 (K1,(12,66) + iK2,(12,66) )] [(c23 + c44 )n2 n3 (K1,(23,44) + iK2,(23,44) )]
[ (c13 + c55 )n1 n3 (K1,(13,55) + iK2,(13,55) )]
[ (c66 n21 + c22 n22 + c44 n23 )K1,(6,2,4) V 2 + i(c66 n21 + c22 n22 + c44 n23 )K2,(6,2,4) ]} = 0 ,
(A1)
where
2 1 A2
K1 = 1 A 2 + A, K2 = 2A ,
Q33 Q33
(i,j,l) (i,j,l)
K1,(i,j,l) = K1 + 2 A, K2,(i,j,l) = K2 + (1 A2 ) ,
Q33 Q33
(ij,kl) (ij,kl)
K1,(ij,kl) = K1 + 2 A , K2,(ij,kl) = K2 + (1 A2 ) ,
Q33 Q33
Q33 Qii Q33 Qjj Q33 Qll
cii n21 + cjj n22 + cll n23
Qii Qjj Qll
(i,j,l) = ,
cii n21 + cjj n22 + cll n23
Q33 Qij Q33 Qkl
cij + ckl
Qij Qkl
(ij,kl) = .
cij + ckl
Note that A k I /k is on the order of the inverse Q-factor (1/Q). When the attenuation is weak (A 1), we obtain
1
K1 1 and K2 2A by dropping the quadratic and higher-order terms in A. Assuming that Q33 and Q55 are
Q33
of the same order (the common case), weak attenuation anisotropy implies the same order for all components Q ij .
(i,j,l)
Hence, the magnitude of the terms (i,j,l) and (ij,kl) cannot be much larger than unity. Then the terms A,
Q33
(ij,kl) (i,j,l) 2 (ij,kl) 2
A, A , and A are either quadratic or cubic in A. Dropping these terms yields K1,(i,j,l) 1,
Q33 Q33 Q33
1 + (i,j,l) 1 + (ij,kl)
K2,(i,j,l) 2A, K1,(ij,kl) 1, and K2,(ij,kl) 2A.
Q33 Q33
2 2 2
Next, we denote C(i,j,l) = cii n1 + cjj n2 + cll n3 and C(ij,kl) = (cij + ckl )ni nj and simplify equation (A1) for weak
attenuation and weak attenuation anisotropy as

2 1 + (1,6,5)
C(1,6,5) V + iC(1,6,5) 2A
Q33

2 1 + (6,2,4)
C(6,2,4) V + iC(6,2,4) ( 2A)
Q33
2 )
2 1 + (5,4,3) 2 1 + (23,44)
C(5,4,3) V + iC(5,4,3) 2A C(23,44) 1+i 2A
Q33 Q33

1 + (12,66)
C(12,66) 1 + 2A
Q33

1 + (12,66) 1 + (5,4,3)
C(12,66) 1 + 2A C(5,4,3) V 2 + iC(5,4,3) 2A
Q33 Q33

1 + (13,55) 1 + (23,44)
C(13,55) 1 + 2A C(23,44) 1 + i 2A
Q33 Q33

1 + (13,55)
+ C(13,55) 1 + i 2A
Q33

1 + (12,66) 1 + (23,44)
C(12,66) 1 + i 2A C(23,44) 1 + i 2A
Q33 Q33

1 + (13,55) 1 + (6,2,4)
C(13,55) 1 + i 2A C(6,2,4) V 2 + iC(6,2,4) ( 2A)
Q33 Q33
= 0. (A2)
The real part of equation (A-2) is
(c11 n21 + c66 n22 + c55 n23 V 2 )
(c66 n21 + c22 n22 + c44 n23 V 2 )(c55 n21 + c44 n22 + c33 n23 V 2 ) (c23 + c44 )2 n22 n23

(c12 + c66 )n1 n2

(c12 + c66 )n1 n2 (c55 n21 + c44 n22 + c33 n23 V 2 ) (c13 + c55 )(c23 + c44 )n1 n2 n23

+(c13 + c55 )n1 n3

(c12 + c66 )(c23 + c44 )n1 n2 n23 (c13 + c55 )n1 n3 (c66 n21 + c22 n22 + c44 n23 V 2 ) = 0 ,

(A3)
which is identical to the Christoffel equation for the reference nonattenuative medium.
The normalized attenuation coefficient A is obtained from the imaginary part of equation (A2):
1 Hu

A= 1+ , (A4)
2Q33 Hd
where
Hu = (1,6,5) C(1,6,5) (C(6,2,4) V 2 )(C(5,4,3) V 2 ) C(23,44)
2

+(6,2,4) C(6,2,4) (C(1,6,5) V 2 )(C(5,4,3) V 2 ) C(13,55)

2

+(5,4,3) C(5,4,3) (C(1,6,5) V 2 )(C(6,2,4) V 2 ) C(12,66)

2

2
2(13,55) C(13,55) (C(6,2,4) V 2 ) 2(12,66) C(12,66)
2
(C(5,4,3) V 2 )
2
2(23,44) C(23,44) (C(1,6,5) V 2 )

+2 (13,55) + (12,66) + (23,44) C(13,55) C(12,66) C(23,44) , (A5)
and
Hd = V 2 (C(1,6,5) V 2 )(C(6,2,4) V 2 ) + (C(1,6,5) V 2 )(C(5,4,3) V 2 )

+(C(6,2,4) V 2 )(C(5,4,3) V 2 ) C(12,66)

2 2 2

C(13,55) C(23,44) . (A6)
Hu
The term in equation (A4) can be expressed through the velocity- and attenuation-anisotropy parameters.
Hd
Assuming that the anisotropy is weak for both the velocity and attenuation, we keep only the linear terms in all
anisotropy parameters to obtain
Hu = c33 (c33 c55 )2 (2) n41 + (1) n42 + (2(2) (3)
)n21 n22 + Q
(2) 2 2 (1) 2 2

Q Q Q
+ Q n1 n3 + Q n2 n3 ,
(A7)
Hd = c33 (c33 c55 )

(c33 c55 ) 1 + 2(2) n41 + 2(1) n42 + 2 (2) n21 n23 + 2 (1) n22 n23 + 4(2) n21 n22 + 2 (3) n21 n22

+ c33 (1) (2n22 + 6n42 ) + (2) (2n21 + 6n41 + 12n21 n22 )

+6 (1) n22 n23 + 6 (2) n21 n23 + 6 (3) n21 n22

+ c55 (1) (2 2n22 ) + (2) (2 2n21 )

. (A8)
Note that since the term Hu is linear in the anisotropy parameters, it is sufficient to keep just the isotropic part of
the term Hd . Substitution of equations (A-7) and (A-8) into equation (A-4) yields the final form of the approximate
P-wave attenuation coefficient given in the main text [equation (38)].
CWP-506
Physical modeling and analysis of P-wave attenuation

anisotropy in transversely isotropic media
Yaping Zhu, Ilya Tsvankin, and Pawan Dewangan

Center for Wave Phenomena, Department of Geophysics,
Colorado School of Mines, Golden, CO 80401
ABSTRACT
The amplitudes and frequency content of seismic waves propagating through
anisotropic formations may be strongly distorted by directionally dependent
attenuation. Here, we present physical-modeling measurements of the P-wave
attenuation coefficient in a transversely isotropic phenolic sample.
Using the spectral-ratio method, we estimated the group (effective) attenua-
tion coefficient of P-waves transmitted through the sample for a wide range of
propagation angles (from 0 to 90 ) with the symmetry axis. Correction for the
difference between the group and phase angles was used to obtain the normal-
ized phase attenuation coefficient A that was inverted for the Thomsen-style
attenuation-anisotropy parameters Q and Q . Whereas the symmetry axes of
the angle-dependent coefficient A and of the velocity function have close ori-
entations, the magnitude of attenuation anisotropy far exceeds that of velocity
anisotropy. The quality factor Q increases more than tenfold from the symmetry
(slow) direction to the isotropy plane (fast direction).
The robustness of our results depends critically on several factors, such as the
availability of an accurate anisotropic velocity model and the adequacy of the
homogeneous concept of wave propagation. The methodology discussed here
can be extended to field measurements of anisotropic attenuation needed for
AVO (amplitude variation with offset) analysis and seismic fracture detection.
Key words: attenuation, attenuation anisotropy, transverse isotropy, physical
modeling
1 INTRODUCTION Q that describes anisotropic attenuation. Each element

Qij of the quality-factor matrix is defined as the ratio
Most existing publications on seismic anisotropy are of the real and imaginary parts of the corresponding
devoted to the influence of angular velocity variation stiffness coefficient (Carcione, 2001). Zhu and Tsvankin
on the traveltimes and amplitudes of seismic waves. It (2004, 2005) showed that the angle-dependent attenu-
is likely, however, that anisotropic formations are also ation coefficients in transversely isotropic (TI) media
characterized by directionally dependent attenuation re- can be obtained in a relatively simple form by using
lated to the internal structure of the rock matrix or the Thomsen-style attenuation parameters Q , Q , and Q
presence of aligned fractures. derived from the anisotropic Q-matrix.
Various issues related to the analytic treatment Although experimental measurements of attenua-
of attenuation in anisotropic media were addressed tion, both in the field and on rock samples, are rela-
by Borcherdt and Wennerberg (1985), Krebes and Le tively rare, they indicate that the magnitude of attenu-
(1994), Carcione (2001), Cerveny and Psenck (2004) ation anisotropy can exceed that of velocity anisotropy
and others. For example, the quality factor Q, widely (e.g., Tao and King, 1990; Arts and Rasolofosaon, 1992;
used as a measure of attenuation in isotropic media (e.g., Prasad and Nur, 2003). For example, according to the
Johnston and Toksoz, 1981), can be replaced by a matrix measurements of Hosten et al. (1987) for an orthorhom-
126 Y. Zhu, I. Tsvankin & P. Dewangan
bic sample made of composite material, the quality fac- Thomsen (1986) parameters for velocity anisotropy. For
tor for P-waves changes from Q 6 in the vertical direc- P- and SV-waves, the set of Thomsen-style attenuation-
tion to Q 35 in the horizontal direction. Hosten et al. anisotropy parameters includes two reference (isotropic)
(1987) also show that the symmetry of the attenuation quantities AP 0 and AS0 and the dimensionless coeffi-
coefficient closely follows that of velocity. cients Q and Q (Appendix A). The parameters AP 0
Here, we extend the spectral-ratio method to 1/(2Q33 ) and AS0 1/(2Q55 ) are the P- and S-wave
anisotropic media and apply it to P-wave transmis- attenuation coefficients (respectively) in the symmetry
sion data acquired in a symmetry plane of a pheno- direction, while Q and Q control the angle variation
lic sample. Fitting the theoretical normalized attenua- of the attenuation coefficients between the symmetry
tion coefficient A to the measurements for a wide range axis and the isotropy plane. In the limit of small at-
of propagation angles yields large absolute values of tenuation and weak anisotropy (for both velocity and
the Thomsen-style attenuation-anisotropy parameters attenuation), the P-wave attenuation coefficient can be
Q and Q . Although the experiment was performed significantly simplified by linearizing the solution of the
for a synthetic material, the results are indicative of Christoffel equation (1) in the anisotropy parameters
the high potential of attenuation-anisotropy analysis for (Zhu and Tsvankin, 2004, 2005):
field seismic data.
AP = AP 0 (1 + Q sin2 cos2 + Q sin4 ) , (2)
where is the phase angle with the symmetry axis.
2 THEORETICAL BACKGROUND Equation (2) is obtained under the assumption of ho-
mogeneous wave propagation (k k kI ), which is suf-
2.1 P-wave attenuation in TI media
ficiently accurate for P-waves generated by a point
Propagation of plane P- and SV-waves in TI media with source in a homogeneous, weakly attenuative, weakly
TI attenuation is described by the Christoffel equation anisotropic medium.
(Carcione, 2001; Zhu and Tsvankin, 2004, 2005): Equation (2) has exactly the same form as Thom-
sens (1986) weak-anisotropy approximation for the P-
( c11 k12 + c55 k32 2 )(c55 k12 + c33 k32 2 ) wave phase velocity. The parameter Q is responsible
[ (c13 + c55 )k1 k3 ]2 = 0 , (1) for the attenuation coefficient in near-vertical directions,
while Q controls AP close to the horizontal plane. The
where is the density, is the angular frequency,
definition of the parameter Q , however, is more com-
cij = cij + icIij are the complex stiffness coefficients
plicated than that of Thomsens parameter and re-
(the symbol denotes a complex quantity), and
flects the coupling between the attenuation and veloc-
k = k ikI is the complex wave vector. Generally,
ity anisotropy (Zhu and Tsvankin, 2004, 2005). If both
the vectors k and kI (the imaginary part kI is some-
Q and Q go to zero, the approximate coefficient AP
times called the attenuation vector ) have different orien-
becomes isotropic (i.e., independent of angle).
tations, which means that the phase (slowness) direction
does not coincide with the direction of maximum atten-
uation. In that case, wave propagation is usually called
inhomogeneous, and the angle between k and kI is 2.2 Spectral-ratio method for anisotropic
called the inhomogeneity angle. Whereas the inhomo- attenuation
geneity angle represents a free parameter in plane-wave
The spectral-ratio method is often used to estimate the
propagation, it is usually small for wavefields excited by
attenuation coefficient in both physical modeling and
point sources in weakly attenuative media.
field surveys. For laboratory experiments, application of
As discussed in Carcione (2001) and Zhu and
this method typically involves amplitude measurements
Tsvankin (2004, 2005), by solving the Christoffel equa-
made under identical conditions for the sample of inter-
tion (1) one obtains the (real) phase velocity v = est and for a reference purely elastic (non-attenuative)
k
kI sample.
and the normalized attenuation coefficient A = . The The amplitude spectrum of an arrival recorded for
k
coefficient A, which determines the rate of amplitude the reference sample [denoted by the superscript (0)]
decay per wavelength, is expressed through the quality- can be written as
cij
factor matrix (Qij I ) and the real parts cij of the (0)I
x(0) (0)
x(0) )
cij U (0) () = S() G(0) (x(0) ) ek ei(tk ,
stiffnesses cij . Even for relatively simple media in which (3)
both cij and cIij have TI (hexagonal) symmetry, the at-
tenuation coefficients of P- and SV-waves have a rather where x is the vector connecting the source and receiver,
complicated form. S() is the spectrum of the source pulse, and the factor
To facilitate the analytic description of TI attenua- G(x) incorporates the radiation pattern of the source
tion, Zhu and Tsvankin (2004, 2005) developed a nota- and the geometrical spreading along the raypath. Simi-
tion based on the same principle as the commonly used larly, the spectral amplitude for the attenuative sample
Physical modeling and analysis of P-wave attenuation anisotropy 127
(superscript (1)) has the form x3
is
(1) (1) (1) k(1)I x(1) i(tk(1) x(1) ) receivers . ax
U () = S() G (x )e e . o sym
70
(4) x1
If the reference trace is acquired for a purely elastic
10.8 cm
medium with k(0)I = 0, the logarithm of the amplitude
ratio becomes
(1) (1)
U G
ln (0) = ln
k(1)I x(1) . (5)
U G(0)
The frequency dependence of the ratio G(1) /G(0) is usu- 60 cm

ally considered to be negligible in certain source
(1)frequency

U
range. Then the slope of the function ln (0) in this
Figure 1. Physical model of a TI layer with the symmetry
U
axis tilted at 70 (from Dewangan et al., 2005). The trans-
frequency range yields the local value of the Q-factor
mitted wavefield is excited by a transducer at the bottom of
in the direction x. If this slope changes with frequency ,
the model and recorded with a laser vibrometer.
then k(1)I = |k(1)I | is not a linear function of frequency
, and the assumption of frequency-independent Q is
not valid. Because of the coupling between attenuation and
The normalized attenuation coefficient introduced velocity anisotropy, estimation of the attenuation-
above is given by anisotropy parameters requires knowledge of the
anisotropic velocity field. Since the influence of attenu-
kI k(1)I ation on velocity is typically a second-order effect (Zhu
A= = v, (6)
k and Tsvankin, 2005), anisotropic velocity analysis can
which is simply the slope of k (1)I in the frequency be performed independently of attenuation measure-
domain corrected by the source-receiver distance and ments. Here, we use the results of Dewangan (2004)
scaled by the phase velocity in the direction x(1) . and Dewangan et al. (2005) who estimated the velocity-
In isotropic media with isotropic (angle- anisotropy parameters of our sample by inverting the
independent) attenuation, the group attenuation reflection traveltimes of PP- and PS-waves.
I
coefficient kG = |kIG | measured along the raypath
using the spectral-ratio method is the same as the
phase (plane-wave) attenuation coefficient k I = |kI |. 3 EXPERIMENTAL SETUP
For anisotropic media with anisotropic attenua-
tion, however, these two coefficients are different. The goals of this experiment were to measure the di-
If wave propagation is homogeneous (i.e., the inho- rectional dependence of the attenuation coefficient in
mogeneity angle is negligible), the group and phase a composite sample and to estimate the attenuation-
attenuation coefficients are related by the equation anisotropy parameters. The material was XX-paper-
kGI
= kI cos( ), where and are the group and based phenolic composed of thin layers of paper bonded
phase angles, respectively (Zhu and Tsvankin, 2004). with phenolic resin. This fine layering produces an ef-
Here, we employ the following procedure of in- fective anisotropic medium on the scale of the predom-
verting P-wave attenuation measurements for the inant wavelength. The sample was prepared by Dewan-
attenuation-anisotropy parameters. First, the logarith- gan (2004), who pasted phenolic blocks together at an
mic spectral ratio yields the amplitude decay factor in angle, resulting in a transversely isotropic model with
the group (ray) direction, kG(1)I (1)
x [equation (5)]. Sec- the symmetry axis tilted from the vertical by 70 (Fig-
ond, using the phase and group angles obtained from ure 1).
the known velocity parameters of the sample, we evalu- Dewangan (2004) and Dewangan et al. (2005) show
ate the phase attenuation coefficient k I and normalize it that the TTI model adequately explains the kinemat-
by the corresponding real wavenumber k [equation (6)] ics of multicomponent (P, S, and PS) data in the ver-
kI tical measurement plane that contains the symmetry
to estimate the coefficient A = . Third, the mea- axis (the symmetry-axis plane). Although phenolic ma-
k
surements of A for a wide range of phase angles are terials are generally known to be orthorhombic (e.g.,
inverted for the attenuation-anisotropy parameters Q Grechka et al., 1999), body-wave velocities and polar-
and Q . Approximate values of the parameters Q and izations in the symmetry planes can be described by the
Q can be found in a straightforward way from the lin- corresponding TI equations (Tsvankin, 1997, 2001).
earized equation (2). More accurate results, however, The original purpose of acquiring the transmission
are obtained by nonlinear inversion based on the exact data used here (Figure 2a) was to verify the accuracy of
Christoffel equation (1). the parameter-estimation results obtained by Dewan-
gan (2004) and Dewangan et al. (2005). The P-wave a)
Receiver coordinate (cm)
source transducer was fixed at the bottom of the model,
and the wavefield was recorded with a laser vibrome- 0 20
0
ter at the top of the model with a sampling interval of
2 mm in the same azimuth as that of the symmetry axis.
The spread of the receiver locations was wide enough to
record the full range of propagation angles (from 0 to
90 ) with respect to the (tilted) symmetry axis.
For attenuation analysis we separated the first (di-
rect) arrival by applying a Gaussian window to the raw
data. The amplitude spectrum of the windowed first ar-
0.05
Time (ms)
rival, obtained by filtering out the low (f < 5 kHz) and P
high (f > 750 kHz) frequencies, is shown in Figure 2b.
An aluminum block with negligibly small attenuation
served as the reference model. The spectrum of the refer-
ence trace acquired by a receiver located directly above
the source (Figure 3) was used to estimate the attenu-
ation coefficient by means of the spectral-ratio method
described above.
0.10
The parameters of the TTI velocity model needed
to process the attenuation measurements were obtained
by Dewangan et al. (2005) from reflection PP and
PS data (Figure 4). Tilted transverse isotropy is de-
scribed by the the P- and S-wave velocities in the sym-
metry direction (VP 0 and VS0 , respectively), Thomsen
anisotropy parameters and defined with respect to
the symmetry axis, the angle between the symmetry b) Receiver coordinate (cm)
axis and the vertical, and the thickness z of the sample. 20
The known values of = 70 and z = 10.8 cm were ac- 0
curately estimated from the reflection data, confirming
that the velocity-inversion algorithm is robust.
4 MEASUREMENTS OF ATTENUATION 200

Frequency (kHz)
ANISOTROPY
4.1 Estimation of the attenuation-anisotropy
parameters
For each receiver position at the surface of the phenolic 400
sample, we divided the spectrum of the recorded trace
by that of the reference trace (Figure 3), as suggested
by equation (5). Records with a low signal-to-noise ratio
were excluded from the analysis. We use the frequency
band of 60110 kHz to estimate the attenuation coeffi- 600
cient. According to the spectral-ratio method described
above, the relevant elements Qij of the quality-factor
matrix are assumed to be constant in that frequency
band.
The normalized phase-attenuation coefficient A,
obtained after correcting for the difference between
group and phase attenuation (it does not exceed 6%),
exhibits a pronounced variation between the slow (0 ) Figure 2. (a) Raw transmission data excited by a P-wave
and fast (90 ) directions (Figure 5). The largest atten- transducer, and (b) the amplitude spectrum of the windowed
uation coefficient is observed along the symmetry axis first arrival. The solid line is the P-wave traveltime modeled
( = 0 ), where the P-wave phase velocity reaches its by Dewangan et al. (2005) using the inverted parameters
minimum value. Since the symmetry direction is or- from Figure 4. The time sampling interval is 2 s, and the
thogonal to the multiple thin layers bonded together width of the Gaussian window is 40 samples.
a)
3
0.1
TTI parameters
0.05
Amplitude
2
0
0.05 1
0.1
0
0.075 0.08 0.085 0.09 0.095
VP0 V
Time (ms) S0
Figure 4. Parameters of the TTI model estimated from the

b) reflection traveltimes of PP- and PS-waves in the symmetry-
axis plane. The mean values are VP 0 = 2.6 km/s, VS0 = 1.38
km/s, = 0.46, and = 0.11 (Dewangan et al., 2005). The
Amplitude spectrum
0.8 error bars mark the standard deviations in each parameter

obtained by applying the inversion algorithm to 200 realiza-
tions of input reflection traveltimes contaminated by Gaus-
0.6
sian noise. The standard deviation of the noise times was
equal to 1/8 of the dominant period of the reflection arrivals.
0.4
the symmetry axis may be distorted by the relatively

0.2
low reliability of amplitude measurements at long offsets
corresponding to small angles (Figure 1). Problems in
0 applying our methodology for large source-receiver dis-
0 200 400 600 800 1000
tances may be related to such factors as the frequency-
Freq (kHz) dependent geometrical spreading and the increased in-
fluenced of heterogeneity. In general, the spectral-ratio
Figure 3. (a) Reference trace for vertical propagation method may not be adequate for describing the fre-
through an aluminum block, and (b) its amplitude spectrum. quency spectrum of the long-offset data.
An essential assumption behind the estimates of the
attenuation-anisotropy parameters is that wave propa-
to form the model, the rapid increase in attenuation gation through the model is homogeneous, and the inho-
toward = 0 is expected. mogeneity angle is negligibly small. Although the mod-
The polar plot of the attenuation coefficient, shown eled attenuation coefficient provides a good fit to the
in Figure 6, indicates that the symmetry axis of the measured curve, it is not clear how significant the inho-
function A() is close to that for the velocity measure- mogeneity angle for this model may be and how it can
ments. Although we did not acquire data for angles over influence the parameter-estimation results.
90 to reconstruct a more complete angle variation of
A(), the direction orthogonal to the layering should
4.2 Uncertainty analysis
represent the symmetry axis for all physical properties
of the model. To quantify the attenuation anisotropy, we It is important to evaluate the uncertainty of the atten-
used the Christoffel equation (1) to estimate the best-fit uation measurements caused by errors in the velocity-
parameters: AP 0 = 0.16 (Q33 = 3.2), Q = 0.92, and anisotropy parameters. Using the standard deviations
Q = 1.84. The weak-attenuation, weak-anisotropy in the parameters VP 0 , , , and provided by Dewan-
approximation (2) yields similar values (AP 0 = 0.16, gan et al. (2005), we repeated our inversion procedure
Q = 0.86, and Q = 1.91) despite the large angular for 50 realizations of the input TTI velocity model (Fig-
variation of A() (Figure 6). ure 7). Although the variation of the estimated atten-
While the fact that the largest attenuation coeffi- uation coefficients in some directions is substantial, the
cient for this model is observed at the velocity minimum mean values of the attenuation-anisotropy parameters
is predictable, the extremely low value of Q33 = 3.2 obtained from the best-fit curve A() are close to those
is somewhat surprising. It should be mentioned, how- listed above. The standard deviations are 2% for AP 0 ,
ever, that estimates of the attenuation coefficient near 0.01 for Q , and 0.06 for Q , which indicates that the
TTI attenuation parameters

0.2
Normalized coefficient A
0
0.15
0.1
1
0.05
0 2
0 20 40 60 80 AP 0 Q Q
Phase angle (deg) Figure 7. Influence of errors in the velocity model on the
attenuation parameters. The error bars mark the standard
Figure 5. Measured normalized attenuation coefficient as a deviations in each parameter obtained by applying our algo-
function of the phase angle. rithm with 50 realizations of the input TTI velocity param-
eters. The standard deviations in the TTI parameters are
taken from Dewangan et al. (2005).
measured The sensitivity of the attenuation-anisotropy pa-

exact rameters to moderate variations in the bounds of the
120 90 approx. frequency range is therefore not negligible. Note that
150 since the parameter Q for our model is close to -1, es-
0.2 60 timates of the normalized attenuation coefficient Q11
in the isotropy plane are unstable (Q11 when
Q 1). Moderate variations of Q within the er-
180 0.1 rors bars in Figure 7 produce values of Q11 as low as
30 19.4 and as high as 93.5.
In accordance with the spectral-ratio method, we
210 assume the quality-factor components Qij to be inde-
0 pendent of frequency within the frequency range used
for the analysis. The slope of the attenuation coefficient
kI in the frequency domain, however, is not constant,
240
330 which implies that the attenuation-anisotropy parame-
ters may vary with frequency.
270 300 A detailed analysis of the influence of noise in the
data on attenuation estimates can be found in Vascon-
Figure 6. Attenuation measurements from Figure 5 (thick celos and Jenner (2005).
solid line) and the best-fit attenuation coefficients obtained
using the Christoffel equation (1) (thin grey solid) and the
approximation (2) (dashed). 5 DISCUSSION AND CONCLUSIONS
Since experimental measurements of attenuation are
influence of errors in the velocity field on our results is scarce, physical modeling of wave propagation through
not significant. attenuative materials can provide useful insights into
Another potential source of uncertainty in the the magnitude and angular variation of the attenuation
attenuation-anisotropy measurements is the choice of coefficient. Here, we applied the spectral-ratio method
the frequency range used in the spectral-ratio method. to P-waves transmitted through a transversely isotropic
Figure 8 shows the distribution of 50 realizations of the sample for a wide range of angles with the symme-
attenuation-anisotropy parameters obtained for variable try axis. After estimating the group (effective) atten-
upper and lower bounds of the frequency range. The uation along the raypath, we computed the correspond-
means of the estimated parameters are AP 0 = 0.16 ing phase (plane-wave) attenuation coefficient using a
(Q33 = 3.3), Q = 0.90, and Q = 1.94, with the known TI velocity model. The difference between the
standard deviations equal to 3% for AP 0 , 0.06 for Q , phase and group attenuation, caused by the influence
and 0.15 for Q . of velocity anisotropy, has to be accounted for in the
coefficient are based on the common assumption of ho-
TTI attenuation parameters mogeneous wave propagation (i.e., the inhomogeneity
0 angle is assumed to be negligible; see also Hosten et al.,
1987). For strongly attenuative models with pronounced
attenuation anisotropy, this assumption may cause er-
rors in the interpretation of attenuation measurements.
1 Also, if the model is layered, the inhomogeneity angle is
governed by the boundary conditions and can be signif-
icant even for moderate values of the attenuation coeffi-
cients. Hence, future work should include investigations
2 of the magnitude of the inhomogeneity angle and of its
influence on the estimates of the attenuation-anisotropy
parameters.
Third, our data-processing sequence did not include
AP 0 Q Q compensation for the possible contribution of attenua-
Figure 8. Influence of the frequency range used in the
spectral-ratio method on the attenuation parameters. The tion to the coupling (i.e., reflection/transmission) co-
error bars mark the standard deviations in each parameter efficients at the source and receiver locations. In gen-
obtained by applying our algorithm with 50 realizations of eral, the attenuation-related frequency dependence of
the upper and lower bounds of the frequency range. The the reflection/transmission coefficients along the ray-
upper bound was changed randomly between 88 kHz and path can cause distortions in the results of the spectral-
132 kHz, and the lower bound between 44 kHz and 66 kHz. ratio method.
Finally, since this work was restricted to compres-
sional data, we were unable to evaluate the strength of
inversion of the attenuation coefficient for the medium the shear-wave attenuation anisotropy and estimate the
parameters. full set of Thomsen-style anisotropy parameters (Zhu
The reconstructed phase attenuation coefficient was and Tsvankin, 2004, 2005). A more complete charac-
normalized by the real wavenumber and used to esti- terization of attenuation anisotropy requires combining
mate the Thomsen-style attenuation parameters AP 0 , P-waves with either shear data or converted (e.g., re-
Q , and Q introduced by Zhu and Tsvankin (2004, flected) PS-waves.
2005). The large absolute values of both Q = 0.92 and
Q = 1.84 reflect the high magnitude of the attenua-
tion anisotropy, with the Q-factor increasing from 3.2 in
the slow (symmetry-axis) direction to almost 40 in the 6 ACKNOWLEDGMENTS
fast (isotropy-plane) direction. This result corroborates
the conclusions of some previous experimental studies We are grateful to Kasper van Wijk and Mike Batzle
(e.g., Hosten et al., 1987; Prasad and Nur, 2003) that of the Institute of Experimental Geophysics (IEG) at
attenuation is often more sensitive to anisotropy than CSM for their help in data acquisition and to Ivan Vas-
is either phase velocity or reflection coefficient. concelos, Mike Batzle, and Manika Prasad (all of CSM)
While the large difference between the attenuation for useful discussions. The support for this work was
coefficients in the two principal directions is unques- provided by the Consortium Project on Seismic Inverse
tionable, the accuracy of our measurements strongly de- Methods for Complex Structures at CWP and by the
pends on several assumptions. First, the radiation pat- Chemical Sciences, Geosciences and Biosciences Divi-
tern of the source and geometrical spreading are taken sion, Office of Basic Energy Sciences, U.S. Department
to be frequency-independent in the frequency range of Energy.
used in the spectral-ratio method. Since the sample
is heterogeneous, it is desirable to test the validity of
this assumption, particularly for relatively large source-
REFERENCES
receiver offsets. For example, the experiment can be re-
designed by making measurements on two different-size Arts, R. J., and Rasolofosaon P. N. J., 1992, Approxima-
samples of the same phenolic material. Then it would be tion of velocity and attenuation in general anisotropic
possible to compute the spectral ratios for arrivals prop- rocks: 62nd Annual International Meeting, Society of Ex-
ploration Geophysicists, Expanded Abstracts, 640643.
agating in the same direction and recorded at different
Borcherdt, R. D., and Wennerberg, L., 1985, General P,
distances from the source. In this case, the potential fre-
type-I S, and type-II S waves in anelastic solids; Inho-
quency dependence of the radiation pattern would be mogeneous wave fields in low-loss solids: Bulletin of the
removed from the attenuation measurement along with Seismological Society of America, 75, 17291763.
the spectrum of the source pulse, and no reference trace Carcione, J. M., 2001, Wave fields in real media: Wave propa-
would be required. gation in anisotropic, anelastic, and porous media: Perg-
Second, our analytic solutions for the attenuation amon Press.
Cerveny, V., and Psenck, I., 2004, Plane waves in viscoelas- the P- and S-wave attenuation coefficients (respectively)
tic anisotropic media. Part 1: Theory: Preprint. in the symmetry direction:
Dewangan, P., 2004, Processing and inversion of mode-
converted waves using the PP+PS=SS method: PhD
1
AP 0 = , (A1)
thesis, Center for Wave Phenomena, Colorado School of 2Q33
Mines. 1
Dewangan, P., Ts vankin, I., Batzle, M., van Wijk, K., and AS0 = . (A2)
2Q55
Haney, M., 2005, PS-wave moveout inversion for tilted
transversely isotropic media: A physical-modeling study: The parameter Q denotes the fractional differ-
CWP Project Review (this volume). ence between the P-wave attenuation coefficients in the
Grechka, V., Theophanis, S. and Tsvankin, I., 1999, Joint in- isotropy plane and along the symmetry axis:
version of P- and PS-waves in orthorhombic media: The-
ory and a physical modeling study: Geophysics, 64, 146 1/Q11 1/Q33 Q33 Q11
Q = . (A3)
161. 1/Q33 Q11
Hosten, B., Deschamps, M., and Tittmann B. R., 1987, In- The parameter Q is expressed through the curvature
homogeneous wave generation and propagation in lossy
of the P-wave attenuation coefficient in the symmetry
anisotropic solids: application to the characterization of
viscoelastic composite materials: Journal of the Acousti-
direction and, therefore, governs the angle variation of
cal Society of America, 82, 17631770. P-wave attenuation near the symmetry axis:
Krebes, E. S., and Le, L. H. T., 1994, Inhomogeneous plane Q
waves and cylindrical waves in anisotropic anelastic me-
dia: Journal of Geophysical Research, 99, 2389923919. Q33 Q55 (c13 + c33 )2 Q33 Q13
c55 +2 c13 (c13 + c55 )
Prasad, M., and Nur, A., 2003, Velocity and attenuation Q55 (c33 c55 ) Q13
anisotropy in reservoir rocks: 73rd Annual International .
c33 (c33 c55 )
Meeting, Society of Exploration Geophysicists, Expanded
Abstracts, 1652-1655.
(A4)
Tao, G., and King, M. S., 1990, Shear-wave velocity and Q Note that the definition of Q involves the real parts
anisotropy in rocks: A laboratory study: International of the stiffnesses cij or the velocity-anisotropy parame-
Journal of Rock Mechanics and Mining Sciences and Ge-
ters, which is indicative of the coupling between the at-
omechanics Abstracts, 27, 353361.
tenuation coefficient and velocity anisotropy. The third
19541966. anisotropic parameter, Q , is responsible for the atten-
Tsvankin, I., 1997, Anisotropic parameters and Pwave ve- uation anisotropy of SH-waves.
locity for orthorhombic media: Geophysics, 62, 1292 The simplified P-wave attenuation coefficient in
1309. terms of the Thomsen-style parameters AP 0 , Q , and
Tsvankin, I., 2001, Seismic signatures and analysis of reflec- Q is given in the main text, equation (2).
tion data in anisotropic media: Elsevier.
Vasconcelos, I., and Jenner, E., 2005, Estimation of az-
imuthally varying attenuation from surface seismic data:
CWP Project Review.
Zhu, Y., and Tsvankin, I., 2004, Plane-wave propagation and
radiation patterns in attenuative TI media: 74th Ann. In-
ternat. Mtg., Soc. Expl. Geophys., Expanded Abstracts,
139142.
Zhu, Y., and Tsvankin, I., 2005, Plane-wave propagation in
attenuative TI media: Geophysics, under review.
APPENDIX A: THOMSEN-STYLE
PARAMETERS FOR ATTENUATIVE TI
MEDIA
The attenuation coefficients in transversely isotropic
(TI) media with TI attenuation can be conveniently de-
scribed using the Thomsen-style notation of Zhu and
Tsvankin (2004, 2005). Instead of the five relevant com-
ponents Qij of the quality-factor matrix, they defined
two isotropic reference quantities (AP 0 and AS0 ) and
three dimensionless parameters (Q , Q , and Q ) de-
scribing attenuation anisotropy.
The reference parameters AP 0 and AS0 represent
CWP-507
PS-wave moveout inversion for tilted transversely

isotropic media: A physical-modeling study
Pawan Dewangan? , Ilya Tsvankin? , Mike Batzle , Kasper van Wijk , and Matt Haney??
? Center for Wave Phenomena, Department of Geophysics, Colorado School of Mines, Golden, CO 80401-1887, USA
Institutefor Experimental Geophysics, Department of Geophysics, Colorado School of Mines, Golden, CO 80401-1887, USA
?? Center for Wave Phenomena, Department of Geophysics, Colorado School of Mines, Golden, CO 80401-1887, USA
(currently at Geophysical Technology Department, Sandia National Laboratories, Albuquerque, NM 87185-0750)
ABSTRACT
Mode-converted PS-waves can provide critically important information for ve-

locity analysis in transversely isotropic (TI) media. Here we demonstrate, with
physical-modeling data, that the combination of long-spread reflection travel-
times of PP- and PS-waves can be inverted for the parameters of a horizontal TI
layer with a tilted symmetry axis. The 2D multicomponent reflection data are
acquired over a phenolic sample manufactured to simulate the effective medium
formed by a system of steeply dipping, penny-shaped cracks.
The reflection moveout of PS-waves in this model is asymmetric, and the
moveout-asymmetry attributes play a crucial role in constraining the TI pa-
rameters. Applying the modified PP+PS=SS method to the PP and PS trav-
eltimes recorded in the symmetry-axis plane, we compute the time and offset
asymmetry attributes of the PS-waves along with the traveltimes of the pure
SS reflections. Then the algorithm of Dewangan and Tsvankin is used to invert
the combination of the moveout attributes of the PP-, SS-, and PS-waves for
the medium parameters and thickness of the sample.
Our estimates of the tilt of the symmetry axis and layer thickness almost co-
incide with the actual values. The inverted model was also validated by re-
producing the results of transmission experiments with both P- and SV-wave
sources. In particular, the transmitted SV wavefield exhibits a prominent cusp
(triplication) accurately predicted by the parameter-estimation results.
Key words: multicomponent data, mode conversions, physical modeling, ve-
locity analysis, anisotropic media
1 INTRODUCTION Vestrum et al., 1999). An effective TTI medium also

describes a system of parallel, dipping, penny-shaped
Transverse isotropy (TI) is a common anisotropic sym-
cracks embedded in isotropic host rock (Angerer et al.,
metry usually associated with shaly sediments, fine lay-
2002), as well as progradational sequences.
ering on a scale small compared to seismic wavelength,
While conventional migration algorithms can be
or aligned penny-shaped cracks (e.g., Thomsen, 1986;
readily extended to handle transverse isotropy, param-
Helbig, 1994). In active tectonic areas, such as fold-
eter estimation for TTI media remains a challenging
and-thrust belts, the symmetry axis of TI formations
problem. In particular, Grechka and Tsvankin (2000)
is often tilted away from the vertical. Such tilted trans-
show that P-wave reflection moveout alone does not con-
versely isotropic (TTI) models are typical for the Cana-
strain the parameters of a horizontal TTI layer, even
dian Foothills where they cause significant misposition-
if a wide range of source-receiver azimuths is avail-
ing of imaged reflectors (e.g., Isaac and Lawton, 1999;
able. Furthermore, supplementing P-wave data with
134 P. Dewangan, I. Tsvankin, M. Batzle, K. van Wijk & M. Haney
wide-azimuth SV-wave traveltimes is still insufficient x3
is
to make the inversion unique (Grechka and Tsvankin, source receivers . ax
o sym
2000; Grechka et al., 2002). 70
Important information for velocity analysis in TTI x1
media is provided by mode-converted PS (PSV) data.
10.8 cm
Because of the deviation of the symmetry axis from both
the vertical and horizontal directions, the moveout of
PS-waves from horizontal reflectors becomes asymmet-
ric (i.e., the PS-wave traveltime does not stay the same
if the source and receiver are interchanged). As demon-
strated by Dewangan and Tsvankin (2004a), moveout- 60 cm
asymmetry attributes of PS-waves can help to esti-
mate all parameters of a horizontal TTI layer using Figure 1. Physical model representing a horizontal TTI
solely reflection data. The algorithm of Dewangan and layer. The coordinate system is chosen in such a way that
Tsvankin (2004a), based on a modification of the so- the symmetry axis is confined to the [x1 , x3 ]-plane and is
called PP+PS=SS method (Grechka and Tsvankin, dipping in the negative x1 -direction. To simulate a reflection
2002; Grechka and Dewangan, 2003), operates with survey, the sources and receivers were placed on top of the
long-offset PP and PS reflections acquired in the ver- sample in the symmetry-axis plane.
tical plane that contains the symmetry axis (hereafter
called the symmetry-axis plane). bic symmetry. One reflection survey was acquired using
Here, we show on physical-modeling data that the source and receiver transducers (flat-faced cylindrical
combination of PP and PS reflection traveltimes can piezoelectric ultrasonic contact transducers). To gener-
indeed constrain all parameters of a horizontal TTI ate P-waves, the source transducer was polarized ver-
layer. Multicomponent, multioffset reflection seismic tically; shear (SV) waves were excited by a horizontal
lines are acquired in the symmetry-axis plane of a phe- transducer.
nolic sample to record long-spread moveouts of PP- and Another reflection data set was generated by the
PS(PSV)-waves. Following the methodology of Dewan- source transducer and recorded by a scanning laser
gan and Tsvankin (2004a), the modified PP+PS=SS vibrometer that measures the absolute particle veloc-
method is used to compute pure SS-wave reflection trav- ity on the surface of the sample via the Doppler shift
eltimes and the asymmetry attributes of PS-waves. The (Nishizawa et al., 1997; Scales and van Wijk, 1999). The
moveout asymmetry information is then combined with records of multiple shots were stacked to improve data
the pure-mode (PP and SS) NMO velocities and zero- quality. The scanning head is programmed to move the
offset traveltimes to estimate the model parameters. beam after each measurement, so that dense arrays of
The accuracy of the inverted TTI model is verified by data can be recorded automatically. Therefore, data ac-
matching the measured PP and PS traveltimes and re- quisition with the laser vibrometer is much more effi-
producing the results of transmission experiments. cient compared with time-consuming transducer mea-
surements, where relatively large receivers have to be
moved manually.
2 EXPERIMENTAL SETUP
To simulate a TTI layer, we used XX-paper-based phe-
nolic composed of thin layers of paper bonded with phe- 3 SEISMIC REFLECTION EXPERIMENT
nolic resin. The effective medium due to this fine layer- To study the moveout asymmetry of PS-waves and test
ing is anisotropic, and phenolic itself is known to have the parameter-estimation methodology of Dewangan
either TI or orthorhombic symmetry (Isaac and Lawton, and Tsvankin (2004a), we acquired a multioffset 2D re-
1999; Grechka et al., 1999). The sample was prepared flection survey in the symmetry-axis plane, as described
by cutting a large block of commercially available phe- above. The inversion algorithm operates on common-
nolic into smaller blocks and pasting them together at midpoint (CMP) gathers of PP- and PS-waves and re-
an angle to form a TTI medium. To simulate steeply quires the offset-to-depth ratio to reach at least two.
dipping fractures similar to those identified by Angerer Since recording a CMP gather involves moving both the
et al. (2002) on field data, the tilt of the symmetry source and receiver transducers, it is cumbersome and
axis from the vertical was chosen to be 70 (Figure 1). prone to error in positioning. Instead, we decided to col-
The experiments were conducted in the Institute lect shot gathers (Figure 1) and interpret them as CMP
for Experimental Geophysics (IEG) at Colorado School gathers, which is valid for laterally homogeneous media.
of Mines (CSM). The measurements were made only To verify that the lateral heterogeneity of the sam-
in a vertical symmetry plane of the sample, where the ple is negligible, we recorded a constant-offset P-wave
velocities and polarizations are described by TI equa- section (Figure 2). The first arrival (the direct P-wave)
tions, even if the medium as a whole has orthorhom-
PS-wave inversion for tilted TI media 135
recorded with the laser vibrometer was 2 cm (Fig-
Trace no. ure 3b). Since the vibrometer measures the vertical ve-
10 20 locity at a point, it is possible to record closer to the
0 source but the signal quality deteriorates at far offsets.
The two data sets in Figure 3 are quite similar,
but identification of reflection events is hampered by
their interference with the ground roll. To suppress the
0.1 ground roll, we applied standard F-K dip filtering that
significantly improved the quality of the section (Fig-
ure 4). The first arrival is the direct P-wave travel-
Time (ms)
ing with the horizontal velocity close to 2620 m/s. The

0.2 strong ground roll clearly visible in Figure 3 travels with
a velocity of 1285 m/s, which is slightly smaller than
the shear-wave velocity along the symmetry axis. The
P-wave primary reflection from the bottom of the block
0.3 and the first multiple can be identified at zero-offset
times of 0.064 ms and 0.128 ms, respectively. Since the
laser dataset is more densely sampled and has better co-
herency, we used it for manually picking the traveltimes
of the primary reflection.
The dominant frequency of the P-wave data de-
creases from 200 kHz at near offsets to around 40 kHz at
far offsets, which indicates that the medium is strongly
Figure 2. Constant-offset P-wave section acquired to vali- attenuative (Figure 5). Assuming a dominant frequency
date the assumption of lateral homogeneity. of 100 kHz, the units of time and distance used in our
experiment should be scaled (multiplied) by 5000 to ob-
tain the corresponding values for seismic field data with
and the P-wave multiple at a time of about 0.17 ms a frequency of 20 Hz; the equivalent thickness of the
exhibit relatively weak traveltime and waveform varia- layer would be 540 m.
tions along the line. The waveform of the P-wave pri- To estimate the P-wave normal moveout (NMO) ve-
mary recorded around 0.08 ms is distorted because of locity, we applied conventional hyperbolic velocity anal-
its interference with the ground roll. The minor lateral ysis (Figure 6). The influence of nonhyperbolic moveout
variations in the waveforms may also be related to errors was mitigated by muting out long offsets. The maximum
in receiver positioning and to scattering on air bubbles offset-to-depth ratio used to compute the semblance in
between imperfectly glued blocks. Figure 6a was close to one. The best-fit NMO veloc-
Shot gathers of PP- and PS-waves were recorded ity Vnmo,P , which flattens the near-offset primary and
by fixing the P-wave shot transducer at one end of multiple reflections (Figure 6b), is 235050 m/s.
the model and manually moving the receiver transducer At large offsets, the NMO-corrected gather in Fig-
with an increment of 1 cm until the offset reached 30 cm, ure 6b is not flat, which indicates that the moveout
which corresponds to an offset-to-depth ratio of 2.8 (Fig- curve is nonhyperbolic. This deviation from hyperbolic
ure 1). The whole procedure was repeated by placing moveout in a single homogeneous layer indicates that
the source transducer at the other end of the model to the medium is anisotropic, and the anisotropy is not
record negative offsets. The traces for positive and neg- elliptical (e.g., Tsvankin, 2001).
ative offsets were then combined to form a split-spread The event arriving at t0 = 0.11 ms with a lower
CMP gather. moveout velocity than that of the P-waves may be inter-
Another independent data set was obtained by re- preted as a converted PS mode. Since the PS-wave po-
placing the receiver transducer with the laser vibrom- larization vector at small and moderate offsets is close to
eter. The sampling interval for the vibrometer dataset the horizontal plane, this event is not prominent on the
was 2 mm; the maximum offset-to-depth ratio was lim- vertical component. To clearly identify mode-converted
ited to 2.5 (the maximum offset was 27 cm). waves and pick their traveltimes, we recorded the hori-
zontal component of the wavefield, as described in the
3.1 Vertical component (PP-waves) next section.
For the vertical wavefield component recorded with the

contact transducer (Figure 3a), the offset could not 3.2 Horizontal component (PS-waves)
be smaller than 3 cm because of the finite transducer The horizontal wavefield component from the vertical
size. The minimum offset for the densely spaced data source was recorded with the same settings as the ver-
Offset (cm) Offset (cm)
0
-20 -10 0 10 20 30
0
-20 -10 0 10 20 Offset (cm)
10 20
0
0.05 0.05
PP
Time (ms)
0.10 0.10
100
Frequency (kHz)
0.15 0.15
(a) (b)
200
Figure 3. Vertical component of the wavefield. (a) Data
recorded with the P-wave contact transducers; (b) densely
sampled data recorded with the laser vibrometer. The first
arrival is the direct P-wave; the PP-wave reflection from the
bottom of the block (solid line) arrives at a zero-offset time 300
of 0.064 ms.
Offset (cm) Offset (cm)

-20 -10 0 10 20 30 -20 -10 0 10 20
0 0
0.05 0.05
Figure 5. Amplitude spectra of the P-wave traces showing
PP a decrease in frequency with offset.
Time (ms)
0.10 0.10
Velocity (km/s) Offset (cm)

1 2 10 20
0 0
0.15 0.15
(a) (b)
0.05 0.05
Time (ms)
Figure 4. Data from Figure 3 after application of F-K fil-

tering to suppress the ground roll. 0.10 0.10
tical component. The receiver transducer was oriented 0.15 0.15
horizontally in the symmetry-axis plane to record mode-

converted PS(PSV)-waves (Figure 7a). We verified that (a) (b)
there was almost no energy on the crossline (trans-

verse) component, which indicates that the data were Figure 6. Conventional hyperbolic velocity analysis of the
indeed acquired in a symmetry plane of the medium. P-wave data. (a) Semblance panel computed for the maxi-
Also, shear-wave splitting along the symmetry axis mum offset-to-depth ratio close to one; (b) the gather cor-
was negligible, suggesting that the model is either TI rected for hyperbolic moveout using a moveout velocity of
or a special case of orthorhombic media with equal 2350 m/s.
anisotropy coefficients (1) and (2) (Tsvankin, 1997,
2001). Because of the kinematic equivalence between
the symmetry planes of orthorhombic and TI media, as the source and the laser vibrometer as the detec-
the parameter-estimation algorithm of Dewangan and tor of the vertical wavefield component (Figure 7b). In
Tsvankin (2004a) is valid for both plausible models. the moveout analysis below, the traveltimes of the ac-
So far, the laser vibrometer system available at quired SP-wave were substituted for those of the PS-
CSM has not been used to record the horizontal compo- wave, while the sign of the SP-wave source-receiver off-
nent of the wavefield. This limitation, however, can be set was reversed when constructing a split-spread PS-
overcome by recording mode-converted SP-waves and wave gather.
treating their traveltimes (according to reciprocity) as Both acquired sections after application of F-K fil-
those of the corresponding PS-waves. Instead of the P- tering are displayed in Figure 8. As was the case with
wave transducer used before, a shear transducer served the vertical component, there is close similarity between
Offset (cm) Offset (cm) Offset (cm) Offset (cm)

-20 -10 0 10 20 30 -20 -10 0 10 20 -20 -10 0 10 20 30 -20 -10 0 10 20
0 0 0 0
0.1 0.1 PP 0.1 0.1 PP

Time (ms)
Time (ms)
PS PS
0.2 0.2 0.2 0.2

SS? SS?
(a) (b) (a) (b)
Figure 7. Horizontal component of the wavefield. Data Figure 8. Data from Figure 7 after application of F-K filter-
recorded with: (a) the P-wave source transducer and S-wave ing to suppress the ground roll. Negative offsets are displayed
receiver transducer; (b) the S-wave source transducer and the in reverse polarity to facilitate picking of PS traveltimes.
laser vibrometer as the receiver. The converted wave from the
bottom of the model has an asymmetric moveout curve with
the apex at 0.11 ms. The solid lines are the picked traveltimes traveltimes and interpolate/extrapolate them at near
of the PP, PS, and SS arrivals. offsets, we fitted a six-order polynomial to both PP and
PS moveouts using the least-squares method.
The idea of the PP+PS=SS method is to identify
the two data sets recorded using different experimen- two reciprocal PS-wave rays with the same reflection
tal setups. The moveout of the mode-converted PS- (conversion) point and combine their traveltimes with
and SP-waves is strongly asymmetric, with a substan- that of the PP-wave to compute the moveout of the
tial difference between the traveltimes for positive and SS-wave primary reflection. This can be accomplished
negative offsets. Since the model is laterally homoge- by matching the reflection slopes on common-receiver
neous, the PS-wave moveout asymmetry is caused en- gathers of PP- and PS-waves, as illustrated in Fig-
tirely by the oblique orientation of the symmetry axis. ure 9 (Grechka and Tsvankin, 2002). Since the PS rays
Note that the moveout of converted waves is symmetric recorded at points x(3) and x(4) have the same reflection
in any laterally homogeneous medium with a horizontal point as the PP reflection x(1) Rx(2) , the traveltime SS
symmetry plane, including TI models with a vertical of the SS-wave (not physically excited in the survey) is
(VTI) and horizontal (HTI) symmetry axis (Grechka determined from
and Tsvankin, 2000; Dewangan and Tsvankin, 2004a).
The traveltime picks of the PS-wave, marked by SS (x(3) , x(4) ) = tP S (x(1) , x(3) ) + tP S (x(2) , x(4) )
the solid line in Figure 8, were made using the laser vi- tP P (x(1) , x(2) ) , (1)
brometer dataset. Due to the moveout asymmetry, the
minimum PS-wave traveltime is recorded at an offset of where tP S and tP P are the traveltimes of the PS and
x=6 cm where the wavelet reverses its polarity. To fa- PP reflections, respectively. Note that application of
cilitate visual correlation of PS traveltimes, we removed this technique requires correlating PP and PS reflection
this polarity reversal from the sections in Figure 8. events and picking their traveltimes, although explicit
The PP-wave primary reflection can be identified velocity information is not needed.
even on the horizontal component around the zero-offset Alternatively, PP and PS arrivals with the same
time tP 0 = 0.064 ms. It may also be possible to ten- reflection point can be found by computing the time SS
tatively pick the SS-wave reflected arrival but, as ex- in equation (1) for each desired SS-wave shot-receiver
pected, in Figure 8 it is much weaker than the converted pair (x(3) , x(4) ) and a wide range of the coordinates (x(1)
modes. and x(2) ) (Grechka and Dewangan, 2003; Dewangan and
Tsvankin, 2004a):
min

3.3 Data processing SS (x(3) , x(4) ) = tP S (x(1) , x(3) )
x , x(2)
(1)
The key processing step was application of the

PP+PS=SS method (Grechka and Tsvankin, 2002; + tP S (x(2) , x(4) ) tP P (x(1) , x(2) ) . (2)
Grechka and Dewangan, 2003) to compute the travel-
times of the pure SS (SVSV) reflections from the PP The minimum of the function (2) in both the x(1) and
and PS data. The reflection traveltimes of both the PP- x(2) directions allows us to identify the P-wave sources
waves (on the vertical component) and the converted that generate the reciprocal PS arrivals with the same
waves (on the horizontal component) were manually reflection point. The value of SS corresponding to this
picked from the laser vibrometer dataset. To smooth the minimum yields the SS traveltime from (x(3) to x(4) ).
We opted to apply the latter procedure to compute
pPP ( x (1), x (2) ) = pPS ( x (1), x (3) ) pPP ( x (2), x (1) ) = pPS ( x (2), x (4) ) 0.17
t t
t PS ( x (2), x (4) )
t PS ( x (1), x (3) )
0.165
t PP ( x (1), x (2) ) t PP ( x (2), x (1) ) 0.16
Time (ms)
x (1) x (2)
0.155
x (1) x (4) x (3) x (2)
0.15
P S S P
0.145
0.14
0 5 10 15
SS offset (cm)
R
Figure 10. SS-wave traveltime computed using the

PP+PS=SS method (stars) as a function of the SS-wave off-
Figure 9. PP+PS=SS method is designed to find the set. The dashed line corresponds to the best-fit hyperbola
source/receiver coordinates of the PP and PS rays with the with a moveout velocity of 1780 m/s.
same (albeit unknown) reflection point R. By matching the
slopes on common-receiver gathers (i.e., the ray parameters)
of the PP- and PS-waves, the method estimates the record- a b
0.2 0
ing locations x(3) and x(4) of the PS arrivals that have the
common P-wave legs with the PP reflection from x(1) to x(2) 0.15 0.2
(after Grechka and Tsvankin, 2002). 0.4
d
tPS / t0
0.1
/z
0.6
PS
x
0.05
the SS-wave traveltime as a function of the SS-wave 0.8
offset xSS = |x(3) x(4) | (Figure 10). Then, conven- 0 1
tional hyperbolic velocity analysis was applied to the
0.05 1.2
constructed SS arrivals to estimate their stacking ve- 0 5 10 15 0 5 10 15
SS offset (cm) SS offset (cm)
locity (Vnmo,S 1780 m/s) and zero-offset traveltime
(tS0 0.149 ms).
Next, we followed the methodology of Dewangan Figure 11. Moveout-asymmetry attributes of the PS-wave
and Tsvankin (2004a) in computing the time and offset computed from equations (3) and (4). (a) The time asym-
asymmetry attributes of the PS-wave: metry tP S normalized by the zero-offset PS-wave time; (b)
the corresponding offset asymmetry xP S normalized by the
tP S (x(3) , x(4) ) = tP S (x(1) , x(3) ) tP S (x(2) , x(4) ) ; (3) layer thickness.
xP S (x(3) , x(4) ) = |xP S (x(1) , x(3) )|

3.4 Parameter Estimation
|xP S (x(2) , x(4) )| . (4)
The vector d of input data for the inversion procedure
The time asymmetry factor tP S (Figure 11a)
includes the NMO velocities and zero-offset times of the
rapidly increases with offset and reaches about 20% of
PP- and SS-waves and the asymmetry attributes of the
the zero-offset time. In contrast, the depth-normalized PS-wave:
offset asymmetry xP S reaches its maximum (by ab- n
solute value) at small SS-wave offsets (Figure 11b), d Vnmo,P , tP 0 , Vnmo,S , tS0 , tP S (xSS ) ,
as predicted by the analytic results of Dewangan and o
Tsvankin (2004a) for the symmetry axis deviating by xP S (xSS ) , (5)
more than 45 from the vertical. Note that the factor
xP S at zero offset (x(3) = x(4) ) is twice the offset The analytic expressions needed to model these
xmin corresponding to the minimum traveltime in the quantities are given in Dewangan and Tsvankin (2004a),
PS-wave CMP gather (Tsvankin and Grechka, 2000). who used the offset xmin of the traveltime minimum
instead of the asymmetry factor xP S . Here, how-
ever, we prefer to operate with the function (array)
xP S (xSS ) that helps to obtain more accurate param-
eter estimates in the presence of noise (Dewangan and
Tsvankin, 2004b).
3
The model vector m includes the five relevant TTI
TTI parameters
parameters and the layer thickness z:
2
n o
m VP 0 , VS0 , , , , z , (6)
where VP 0 and VS0 are the velocities of P- and S-waves

(respectively) in the symmetry direction, and are
Thomsen anisotropy parameters, and (tilt) is the angle 1
between the symmetry axis and the verical. To estimate
the elements of m, we applied the nonlinear inversion
algorithm discussed in Dewangan and Tsvankin (2004a),
with the misfit (objective) function given by 0
calc
(Vnmo,P meas 2
Vnmo,P ) calc
(Vnmo,S meas 2
Vnmo,S ) V V
F meas 2
+ meas 2
P0 S0
(Vnmo,P ) (Vnmo,S )
(tcalc meas 2
P 0 tP 0 ) (tcalc tmeas )2
+ meas 2
+ S0 measS02
(tP 0 ) (tS0 )
P xmax 2 Figure 12. Thomsen parameters of the sample estimated
SS
0 (tcalc tmeas )
+ PS
P xmax
PS
from 2D PP and PS data in the symmetry-axis plane (the
( 0
SS
tmeas
PS
)2 velocities are in km/s). The mean values are VP 0 = 2.6 km/s,
P xmax 2
VS0 = 1.38 km/s, = 0.46, and = 0.11. The estimated tilt
SS
0 (xcalc xmeas ) of the symmetry axis and layer thickness (not shown) are
+ PS
P xmax
PS
. (7) = 70 and z = 10.9 cm. The error bars correspond to the
( 0
SS
xmeas
PS
)2 following standard deviations in each parameter: 2% for VP 0 ,
Here, the superscripts calc and meas denote the VS0 , and z, 0.03 for and , and 1 for .
calculated and measured quantities (respectively), and
xmax is the maximum offset of the constructed SS-
SS procedure is that the errors in the known values of and
wave that corresponds to the offset-to-depth ratio of
z are almost negligible.
the recorded PP data close to two.
The initial guesses for the vertical velocities and
anisotropy coefficients were based on the isotropic rela-
tionships, 4 TRANSMISSION/CALIBRATION
EXPERIMENT
VP 0 = Vnmo,P = 2.35 km/s , VS0 = Vnmo,S = 1.78 km/s,
To verify the estimated model using an independent
= 0, = 0, z = Vnmo,P tP 0 /2 = 7.52 cm . (8)
data set, we conducted a transmission experiment on
The initial tilt of the symmetry axis was randomly cho- the same sample. The P-wave source transducer was
sen between 50 and 85 . Although both the tilt and fixed at the bottom of the model, while the laser vi-
thickness z were known, they were estimated from the brometer scanned the top with a regular interval of 2
data to simulate a field experiment. mm. The experiment was set up in such a way that the
To assess the stability of the inversion, the algo- first-arrival traveltime could be measured for the full
rithm was applied to multiple realizations of the input range of propagation angles (0 90 ) from the symme-
PP and PS traveltimes contaminated by random Gaus- try axis.
sian noise with zero mean. The standard deviation of the It is believed that laboratory experiments employ-
noise was equal to 1/8 of the dominant period, which ing transducers of relatively large size may yield mea-
was assumed to be close to the accuracy of the travel- surements of phase, not group velocity (Dellinger and
time picking. The inversion results for 200 realizations Vernik, 1994). Our transducer, however, was small (15
of the Gaussian noise are shown in Figure 12. The best- mm) compared to the thickness of the model (108 mm),
constrained parameter combination is the difference be- so the traveltimes should be determined by the corre-
tween and , which controls both the time and offset sponding group velocities. Therefore, to reproduce the
asymmetry (Dewangan and Tsvankin, 2004a). Note that results of the transmission experiment, we computed the
the sample is strongly anisotropic, with the value of group velocity VG and the group angle for the inverted
approaching 50%. model using the standard TI equations (e.g., Tsvankin,
The PP- and PS-wave traveltimes computed for the 2001):
estimated model are practically indistinguishable from r 2
1 dV

the picked traveltimes at all offsets (Figures 4 and 8). VG = V 1+ ; (9)
Another indication of the high accuracy of the inversion V d
1 dV
tan + V d
tan = tan dV
, (10) Receiver coordinate (cm)
1 V d 0 20
where V and are the phase velocity and phase angle. 0
It was assumed that ray bending was negligible, and the
group angle corresponds to the source-receiver line.
Figure 13 shows the raw transmission data, with
the zero- and far-offset receiver positions corresponding
to the directions approximately perpendicular and par-
allel (respectively) to the symmetry axis. The first break
0.05
Time (ms)
is the direct P-wave followed by the relatively weak di- P
rect S-wave. The solid line marks the P-wave arrival
time computed for the inverted TTI model using equa-
tions (9) and (10). Evidently, the estimated model pa-
rameters accurately predict the P-wave velocity in the
transmission experiment that includes a wider range of
propagation directions compared to the reflection data
set. 0.10
It is interesting that the wavefront of the direct S-
wave arrival in Figure 13 exhibits a cusp (triplication)
at oblique angles with the symmetry axis. The existence
and size of the cusp is mostly governed by the magni-
tude of the anisotropic parameter (VP 0 /VS0 )2 ()
(Tsvankin, 2001; Thomsen, 2002) that reaches 1.24 for
our model. While SV-wave cusps in TI media are well
understood theoretically, their experimental observa- Figure 13. Transmitted wavefield excited by the P-wave
transducer and recorded by the laser vibrometer at the top
tions are rare (e.g., Slater et al., 1993).
of the model. The solid line is the P-wave traveltime modeled
To identify the cusp more clearly and measure the using the inverted parameters from Figure 12.
transmitted shear-wave traveltimes, we performed an-
other transmission experiment, this time with the S-
wave transducer as the source (Figure 14b). The trans- Receiver coordinate (cm) Receiver coordinate (cm)
0 10 0 10 20
mitted wavefield was also computed (Figure 14a) for the 0.04 0.04
inverted TTI model from Figure 12 using the spectral-

element method (Komatitsch and Vilotte, 1998). Al- 0.06 0.06
though the spectral-element code is 2D and cannot be
expected to accurately reproduce the recorded ampli-
Time (ms)
Time (ms)
0.08 0.08
tudes, the agreement between the measured and mod-
eled wavefields in Figure 14 is excellent.
0.10 0.10
The spatial extent of the cusp in Figure 14 is signif-
icantly larger than that predicted by the group-velocity
surface (i.e., by ray-theory modeling). This is consis- 0.12 0.12
tent with the observation by Martynov and Mikhailenko (a) (b)

(1984) that ray theory underestimates the actual size of
the SV-wave cusp in TI media computed by solving the
wave equation. The reflected PS data analyzed above do Figure 14. Shear-wave cusp in the transmitted wavefield
excited by the S-wave transducer. (a) The wavefield simu-
not exhibit cuspoidal behavior because the shear-wave
lated with the spectral element method; (b) the wavefield
group angles corresponding to the cusp are not reached recorded by the laser vibrometer. The solid line is the S-wave
during the P-to-S conversion at the bottom of the layer. traveltime computed from the group-velocity surface for the
The ray-theoretical S-wave traveltimes computed inverted model in Figure 12.
for the inverted model (solid lines) match the observed
arrivals only up to an offset of about 10 cm. To explain
the discrepancy at larger offsets, we increased the fre- direct shear wave at large offsets. Another wave more
quency of the signal used in the spectral-element mod- clearly visible in Figure 15 is the P-wave multiple in the
eling (Figure 15). The higher-frequency wavefield shows layer.
two distinct arrivals with close traveltimes the direct
S-wave and the refracted P-wave. The interference of
these waves on the lower-frequency section (Figure 14)
produces a complicated wavelet that arrives ahead of the
of such signatures as NMO velocities and AVO (ampli-
Receiver coordinate (cm) tude variation with offset) gradients.
0 10
0.04 The sample proved to be strongly anisotropic, with
the magnitude of P-wave velocity variations approach-
ing 50% ( = 0.46, = 0.11). The inversion algorithm
provided accurate estimates of the known values of the
direct P
0.06 tilt of the symmetry axis and the layer thickness. Still, to
verify the parameter-estimation results, we conducted a
transmission experiment using both P-wave and S-wave
transducers. The P-wave group-velocity curve computed
Time (ms)
0.08 for the inverted model accurately matched the first

breaks of the transmitted P-wave.
The wavefront of the transmitted SV-wave has a
refracted P more complicated shape, with a cusp (triplication) be-
0.10 tween the symmetry axis and the isotropy plane. Al-
though the observed cusp is noticeably wider than
direct S that predicted by the group-velocity surface calculated
multiple P for the estimated model, this discrepancy is caused
by the inadequacy of ray theory in describing trip-
0.12
lications. More accurate modeling using the spectral-
element method allowed us to reproduce the cusp and
all other major features of the transmitted wavefield ex-
cited by the shear transducer. Since the shape and spa-
tial extent of SV-wave cusps are highly sensitive to the
Figure 15. Same as Figure 14a, but the spectral-element medium parameters, the excellent agreement between
modeling was performed with a higher-frequency wavelet. the modeling results and recorded wavefield confirms
the robustness of our inversion method.
To estimate the anisotropic parameters of tilted TI 6 ACKNOWLEDGMENTS
media, P-wave reflection moveout can be combined
with converted PS-waves. Here, we used 2D physical- We are grateful to members of the A(nisotropy)-Team
modeling reflection data recorded over a horizontal layer of the Center for Wave Phenomena (CWP), Colorado
of phenolic material to demonstrate that long-spread PP School of Mines (CSM), for helpful discussions and
and PS (PSV) reflection traveltimes can be inverted in a to Ken Larner (CSM) for his careful review of the
stable way for the orientation of the symmetry axis and manuscript. The support for this work was provided by
the pertinent Thomsen parameters. The large tilt of the the Consortium Project on Seismic Inverse Methods for
symmetry axis from the vertical (70 ) was designed to Complex Structures at CWP and by the Chemical Sci-
model the effective medium due to a system of steeply ences, Geosciences and Biosciences Division, Office of
dipping, parallel cracks. Basic Energy Sciences, U.S. Department of Energy. The
The data were acquired in the plane that contains experimental work was supported by the National Sci-
the symmetry axis of the material (the symmetry-axis ence Foundation (EAR-0111804, EAR-0337379) and the
plane) and processed using the modified version of Army Research Office (DAAG55-98-1-0277, DAAD19-
the PP+PS=SS method developed by Dewangan and 03-1-0292).
Tsvankin (2004a). In addition to the traveltimes of the
pure SS reflections (which are not physically excited in
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Co., Inc.
Tsvankin, I., and Grechka, V., 2000, Dip moveout of con-
CWP-508
Exact layer stripping of PP and PS reflections from

dipping interfaces in anisotropic media
Pawan Dewangan and Ilya Tsvankin

Center for Wave Phenomena, Department of Geophysics,
Colorado School of Mines, Golden, CO 80401-1887
ABSTRACT
Building accurate interval velocity models is critically important for seismic

imaging and AVO (amplitude variation with offset) analysis. Here, we adapt the
so-called PP+PS=SS method to develop an exact technique for constructing
the interval traveltime-offset function in a dipping anisotropic (target) layer
beneath a horizontally layered overburden. Whereas the overburden is also sup-
posed to have a horizontal symmetry plane, there are no restrictions on the type
of anisotropy in the target layer.
It should be emphasized that the presented algorithm is entirely data-driven
and does not require knowledge of the velocity field anywhere in the model.
Other important advantages of our method compared to the generalized Dix
equations include the ability to handle laterally heterogeneous target layers,
long-offset data and mode-converted waves. Numerical tests confirm the high
accuracy of the algorithm in computing the interval traveltimes of both PP-
and PS-waves in a transversely isotropic layer with a tilted symmetry axis (TTI
medium) beneath an anisotropic overburden.
In combination with existing inversion techniques for homogeneous TTI me-
dia, the layer stripping of PP and PS data can be used to estimate the inter-
val parameters of TTI formations in such important exploration areas as the
Canadian Foothills. Other potential applications of our methodology are in the
dip-moveout inversion for the key time-processing parameter and in the exact
computation of the interval long-spread (nonhyperbolic) moveout that provides
valuable information for anisotropic velocity analysis.
Key words: reflection moveout, velocity analysis, multicomponent data, mode
conversions, anisotropic media
1 INTRODUCTION 2004) or tomographic (e.g., Stork, 1991; Pech et al.,

2002a,b) methods. Layer parameters are also needed for
Velocity analysis based on reflection moveout is rou-
the inversion of the AVO (amplitude variation with off-
tinely used for estimating subsurface velocity fields and
set) response, lithology discrimination and fracture de-
imaging target reflectors. However, reflection traveltime
tection using seismic data, etc.
in general and normal-moveout (NMO) velocity in par-
In horizontally layered, isotropic media, the NMO
ticular represent effective quantities that are influenced
velocity of reflected waves is equal to the root-mean-
by the medium properties along the entire raypath of
square (rms) of the interval velocities. This simple rela-
the reflected wave. Interval parameter estimation for
tionship, first discussed by Dix (1955), makes it possible
purposes of prestack and poststack migration requires
to obtain the velocity in any layer using only the NMO
application of layer-stripping (e.g., Dix, 1955; Liu, 1997;
velocities for the reflections from the top and bottom of
Grechka and Tsvankin, 2000; Sarkar and Tsvankin,
this layer. A more general version of the Dix equation
144 P. Dewangan & I. Tsvankin
for isotropic layered models with dipping interfaces was waves in TI media with a tilted symmetry axis (TTI)
derived by Shah (1971). provides critically important information for anisotropic
If the medium is transversely isotropic with a ver- parameter estimation. Their inversion algorithm, how-
tical symmetry axis (VTI) and laterally homogeneous, ever, is developed for a single horizontal or dipping TTI
NMO velocity is still equal to the rms of the inter- layer and cannot be applied to layered media using ex-
val NMO velocities (Hake et al., 1984; Tsvankin and isting Dix-type formalism.
Thomsen, 1994). Note, however, that since the inter- Finally, the Dix-type equations are derived for
val NMO velocity is distorted by anisotropic parame- NMO velocities that describe only conventional-spread
ters, application of the Dix equation does not yield the moveout for the maximum offset-to-depth ratio not
true interval vertical velocities, which causes mis-ties much larger than unity. Similar averaging expressions
in time-to-depth conversion (e.g., Tsvankin, 2001). For for long-offset data involve the quartic moveout co-
wide-azimuth, pure-mode (nonconverted) data acquired efficient and are limited to horizontally layered, az-
above a stack of horizontal, arbitrarily anisotropic lay- imuthally isotropic models (e.g., Tsvankin and Thom-
ers, the exact NMO velocity can be obtained by the Dix- sen, 1994; Alkhalifah, 1997).
type averaging of the interval NMO ellipses (Grechka et Here, we present a technique for computing the
al., 1999). On the whole, as long as the model is later- exact interval traveltimes and and offsets of pure-
ally homogeneous, the interval NMO velocity or NMO mode and converted waves reflected from a dipping in-
ellipse can still be obtained using just the moveout of terface overlain by a horizontally layered overburden.
the reflection events from the top and bottom of the Our approach is based on the so-called PP+PS=SS
layer of interest. method originally designed for generating pure-mode
As shown by Alkhalifah and Tsvankin (1995) and SS reflection data from PP- and PS-waves (Grechka
Tsvankin (2001), the Dix equation remains valid even and Tsvankin, 2002b; Grechka and Dewangan, 2003).
for reflections from dipping interfaces in anisotropic me- In contrast to the Dix-type equations, the algorithm
dia, if the CMP (common-midpoint) line is confined to does not require any information about the velocity or
a vertical symmetry plane and the overburden is later- anisotropic parameters of the overburden and can be
ally homogeneous. The 3D extension of this result to applied to long-offset data. The accuracy of the esti-
the NMO ellipses of dipping events is given by Grechka mated interval moveouts for both PP- and PS-waves
et al. (1999). The main difference between these gen- is verified by numerical testing on layered transversely
eralized Dix-type equations and the conventional Dix isotropic models with the depth-varying tilt of the sym-
formula is in the nature of the interval NMO velocity metry axis.
or the interval NMO ellipse. If the reflector is dipping,
the NMO velocity in each layer no longer corresponds
to any physical interface and has to be computed for a 2 LAYER STRIPPING FOR PURE
non-horizontal (imaginary) reflector orthogonal to the REFLECTION MODES
slowness vector of the zero-offset ray in this layer.
Although this requirement does not pose problems Let us consider pure (non-converted) reflected waves in
in forward modeling, it causes serious difficulties in in- an anisotropic medium comprised of a stack of horizon-
terval parameter estimation because recorded reflections tal layers above a dipping reflector. To make the prob-
from the overburden yield only the NMO velocities for lem two-dimensional, the acquisition line is assumed to
horizontal interfaces. Therefore, velocity-analysis algo- be confined to the dip plane of the reflector that should
rithms based on the generalized Dix equations involve coincide with a vertical symmetry plane in all layers.
interval parameter estimation for the whole overburden. Therefore, the incidence plane represents a symmetry
When the medium is anisotropic, the Dix-type layer plane for the model as a whole (Figure 1).
stripping of NMO velocities or ellipses usually requires The layer immediately above the dipping interface
both horizontal and dipping events for each depth inter- can be arbitrarily heterogeneous with only one restric-
val in the overburden (Alkhalifah and Tsvankin, 1995; tion on the type of anisotropy: the dip plane has to be a
Grechka and Tsvankin, 2000). plane of symmetry. The horizontal layers in the overbur-
Another principal limitation of the generalized Dix den, however, are assumed to be laterally homogeneous
equations and other algorithms operating with NMO with a horizontal symmetry plane. Under these assump-
velocity is the assumption of symmetric reflection move- tions, any reflection point at the bottom of the overbur-
out (i.e., the traveltime has to stay the same when the den (e.g., points T and R in Figure 1) coincides with the
source and receiver are interchanged). While this as- common midpoint for the corresponding source-receiver
sumption is always satisfied for pure (non-converted) pair, and the traveltimes along the upgoing and down-
modes, the moveout of converted PS- or SP-waves is going segments of the reflected ray are equal to each
symmetric only in laterally homogeneous media with a other.
horizontal plane of symmetry. Dewangan and Tsvankin If lateral heterogeneity above the reflector is neg-
(2004a,b) showed that the asymmetric moveout of PS- ligible, the NMO velocity from the dipping interface is
Layer stripping of PP and PS data 145
x(1) x(3) x(4) x(2) bottom of the overburden in such a way that they share
the same ray segments in the overburden (Figure 1).
Suppose the dipping event was excited at loca-
tion x(1) and recorded at location x(2) (or vice versa),
and the reflection from the bottom of the overburden
was acquired for a sufficiently wide range of source-
receiver offsets. Following the methodology of Grechka
and Tsvankin (2002b), we form a common-receiver
T R gather of the dipping event at point x(2) and deter-
mine the time slope on this gather at point x(1) . Since
the slowness vector is equal to the gradient of the trav-
elime surface, the estimated time slope coincides with
the ray parameter (horizontal slowness) of the reflection
Q x(1) T QR x(2) at the source location x(1) . We then use
the same algorithm to evaluate the time slopes of the
overburden reflections excited at x(1) and recorded at
Figure 1. 2D ray diagram of the layer-stripping algorithm
designed to find the interval traveltimes and source/receiver
different locations along the line. For a certain receiver
coordinates in the layer immediately above the dipping re- location x(3) , the time slope (ray parameter) of the over-
flector. Points T and R are located at the bottom of the burden reflection from x(1) to x(3) coincides with that
horizontally layered overburden; each layer in the overbur- of the dipping event,
den is assumed to have a horizontal symmetry plane. The
reflections from the dipping interface (x(1) T QR x(2) ) and
teff (x(1) , x(2) ) tovr (x(1) , x(3) )
(1)
= ; (2)
the bottom of the overburden (x(1) T x(3) ) share the same x x(1)
downgoing leg (x(1) T ). The upgoing leg of the dipping event the superscripts eff and ovr refer to the traveltimes
(R x(2) ) coincides with a leg of another overburden reflection, of the dipping event and the overburden reflection, re-
x(2) R x(4) . spectively. The identical ray parameters mean that the
reflections x(1) T QR x(2) and x(1) T x(3) share the same
given by the following Dix-type equation (Alkhalifah downgoing leg x(1) T in the overburden (Figure 1).
and Tsvankin, 1995; Tsvankin, 2001): Repeating this procedure at point x(2) and match-
ing the time slopes,
N
2 1 X (i) 2 (i)
Vnmo (N ) = Vnmo (p) t0 (p) , (1) teff (x(2) , x(1) ) tovr (x(2) , x(4) )
t0 (2)
= , (3)
i=1 x x(2)
where N is the number of layers, t0 is the zero-offset we find the overburden reflection x(2) R x(4) that has the
(i)
traveltime, t0 is the interval traveltime along the zero- same leg R x(2) as the dipping event x(1) T QR x(2) .
(i)
offset ray in layer i, and Vnmo is the interval NMO ve- Since the overburden is laterally homogeneous and
locity. The difference between equation (1) and the con- has a horizontal symmetry plane, the raypath of any
ventional Dix formula is in the meaning of the interval pure-mode wave reflected from the bottom of the over-
NMO velocity; it has to be computed for an imaginary burden is symmetric with respect to the reflection point.
reflector orthogonal to the slowness vector of the zero- Therefore, the interval traveltime in the layer above the
offset ray in each layer. Therefore, determination of the dipping reflector can be expressed as
interval NMO velocity in layer N from equation (1) in-
tint (T, R) = teff (x(1) , x(2) )
volves computing NMO velocities from non-existent dip-
ping interfaces in the overburden. While this operation 1 ovr (2) (4)
t (x , x ) + tovr (x(1) , x(3) ) . (4)
is trivial for isotropic media (if the ray parameter is 2
known), in the presence of anisotropy it requires an es-
The symmetry of the reflection raypath in the overbur-
timate of the relevant medium parameters in the whole
den also implies that the interval traveltime is obtained
overburden (Alkhalifah and Tsvankin, 1995).
for the source-receiver pair [T, R] with the horizontal
coordinates
2.1 Layer-stripping algorithm x(1) + x(3)

x(2) + x(4)

T = , R = . (5)
Here, we show how a variation of the PP+PS=SS 2 2
method (Grechka and Tsvankin, 2002b; Grechka and Essentially, the algorithm outlined above per-
Dewangan, 2003) can be used to obtain the exact inter- forms kinematic downward continuation of the wavefield
val traveltime-offset function in the layer immediately through a laterally homogeneous overburden. As in the
above the target dipping reflector. The idea is to com- PP+PS=SS method, this continuation procedure does
bine the reflections from the dipping interface and the not require knowledge of the velocity model and is not
0.3
VTI overburden
0.4
VTI
Time (s)
0.5
sym 25 o
TTI
is
0.6
. ax
=
0.7
effective
0.8
=10o
Figure 2. Transversely isotropic model used to test the
2 1 0 1 2
layer-stripping algorithm for pure modes. The first layer has Offset (km)
a vertical symmetry axis (VTI medium) and the following pa-
rameters: the symmetry-direction P-wave velocity VP 0 = 2 Figure 3. CMP gathers of the PP-wave reflections from
km/s, the symmetry-direction S-wave velocity VS0 = 1 km/s, the bottom of the second layer (marked overburden) and
the thickness z = 0.25 km, and Thomsen anisotropy param- the dipping reflector (effective) for the model in Figure 2.
eters = 0.2 and = 0.1. The second layer is also VTI with The traveltimes were generated by an anisotropic ray-tracing
VP 0 = 4 km/s, VS0 = 2 km/s, z = 0.25 km, = 0.15, and code.
= 0.05; the third layer is dipping TTI with the symme-
try axis tilted at = 25 , the dip of the bottom = 10 , the top of the target layer is unknown, the goal of the
VP 0 = 4 km/s, VS0 = 2 km/s, z = 0.5 km, = 0.25, and
layer stripping is achieved by obtaining the horizontal
= 0.05. The Thomsen parameters in the TTI layer are
defined with respect to the symmetry axis (Dewangan and
source/receiver coordinates needed to construct the in-
Tsvankin, 2004a,b). terval traveltime function.
By repeating the above procedure to cover the
whole recorded range of the source-receiver offsets
restricted to isotropic media. Also, in contrast to the for the dipping event, we compute the interval PP-
Dix-type equation (1), our algorithm can be applied wave traveltime for a number of the corresponding
to long-offset data and can handle a laterally hetero- source/receiver pairs. These pairs do not necessarily
geneous target layer. form a common-midpoint (CMP), common-shot, or
common-receiver gather and need to be sorted to an-
alyze the interval traveltime in any desired configura-
2.2 Numerical example
tion. This represents a complication compared with the
The layer-stripping algorithm was tested on PP-wave PP+PS=SS method, in which the type of the output
reflection data from the layered TI model in Figure 2. gather can be specified in advance.
The traveltimes from the dipping reflector and the bot- To verify the accuracy of the layer stripping, we
tom of the overburden were computed by anisotropic computed the interval PP-wave traveltime in the dip-
ray tracing with a shot spacing of 25 m and a receiver ping layer and the corresponding source/receiver coor-
spacing of 100 m (Figure 3). To conform with the 2D dinates using ray tracing. The agreement between our
assumptions of the algorithm, the incidence plane co- method and the ray-tracing results is excellent (Fig-
incides with the dip plane of the reflector and contains ures 4 and 5). This and other synthetic tests we per-
the symmetry axis of the TTI layer. formed for a representative set of layered TI models
In our implementation of the layer stripping we confirm that the layer-stripping algorithm is exact and
follow the version of the PP+PS=SS method devel- can be applied for large source-receiver offsets.
oped by Grechka and Dewangan (2003) and Dewan-
gan and Tsvankin (2004a,b). For a given pair of points
[x(3) , x(4) ], this algorithm searches for the coordinates 3 LAYER STRIPPING FOR
x(1) and x(2) that minimize the interval traveltime in MODE-CONVERTED WAVES
equation (4). This procedure was shown to produce
the same results as the methodology based on reflec- 3.1 Layer-stripping algorithm
tion slopes discussed above (Dewangan and Tsvankin, In contrast to the generalized Dix equations, our layer-
2004a,b). Substitution of the estimated coordinates x(1) stripping algorithm can be easily adapted for mode-
and x(2) into equations (4) and (5) yields the interval converted (PS or SP) waves. Using the same model as-
traveltime in the target layer for the source and re- sumptions as those in the previous section, we consider
ceiver located at points T and R. Although the depth of
0.6 x(1) x(3) x(4) x(2)
0.5
P P S S
R (km)
0.4
0.3 T R
0.2 S
P
Q
0.6 0.4 0.2 0 0.2
T (km)
Figure 6. 2D ray diagram of the layer-stripping algorithm
Figure 4. Source and receiver coordinates at the top of the
for PS-waves. The model is the same as that in Figure 1,
target layer obtained for the model in Figure 2 for a range of
with the overburden (the section above points T and R)
surface points [x(3) , x(4) ]. Here and in Figure 5 the triangles
composed of laterally homogeneous layers with a horizontal
are the output of the layer-stripping algorithm; the solid line
symmetry plane. The PS reflection from the dipping inter-
marks the results of ray tracing.
face (x(1) T QR x(2) ) and the PP reflection from the bottom
of the overburden (x(1) T x(3) ) share the same downgoing leg
(x(1) T ). The upgoing leg of the dipping PS event (R x(2) ) co-
0.34 incides with a leg of the overburden SS reflection x(2) R x(4) .
0.32
but now the downgoing leg represents a P-wave, while
the upgoing leg is an S-wave (Figure 6). By matching
0.3 the time slopes at point x(1) , we identify the overburden
Time (s)
PP-wave reflection x(1) T x(3) that shares the segment

0.28 x(1) T with the dipping PS event. The same procedure
at point x(2) yields the reflected SS-wave x(4) R x(2) that
has the same shear-wave segment R x(2) as the PS-wave.
0.26
Then the source/receiver coordinates T and R for the
PS-wave propagating in the target layer can be found
0.24 from equation (5), while the interval PS-wave traveltime
can be expressed as
0.22 tint (T, R) = teff (x(1) , x(2) )
0 0.5 1 1.5 2 PS PS
1 ovr (1) (3)
t (x , x ) + tovr (x(2) , x(4) ) .

Offset / thickness
2 PP SS
(6)
Figure 5. Interval PP-wave traveltime in the target layer Our implementation of this layer-stripping algorithm
as a function of offset for the source/receiver pairs from Fig- for PS-waves is similar to that described above for PP-
ure 4. waves.
Figure 7 shows ray-traced CMP gathers of the tar-
the PS-wave converted at a dipping reflector overlaid get PS event and the pure-mode reflections from the
by a stack of horizontal layers with a horizontal sym- bottom of the overburden for the model in Figure 2.
metry plane (Figure 6). Since the upgoing leg of the Note the the PS-wave moveout is asymmetric (i.e., the
PS mode represents a shear wave, the algorithm has traveltime does not stay the same when the source and
to operate with both PP- and SS-waves reflected from receiver positions are interchanged) because of com-
the bottom of the overburden. In the absence of shear- bined influence of the reflector dip ( = 10 ) and the tilt
wave excitation, the needed SS traveltimes (tovr ) can of the symmetry axis ( = 25 ). This moveout asymme-
SS
be obtained by applying the PP+PS=SS method to the try, however, is handled by our layer-stripping method
PP and PS data reflection data (Grechka and Tsvankin, that relies only on the symmetry of the reflection ray-
2002b; Grechka and Dewangan, 2003). paths of the pure-mode reflections in the overburden.
As in the previous section, we consider the reflec- The layer-stripped interval PS traveltimes and the
tion raypath x(1) T QR x(2) from the dipping interface, corresponding source/receiver coordinates are close to
0 0.4
PP 0.39
0.5
Time (s)
Time (s)
SS 0.38
1 PS
0.37
1.5
2 1 0 1 2
0.36
Offset (km) 0.8 0.6 0.4 0.2 0 0.2 0.4
Figure 7. CMP gathers of reflected waves for the model in
Offset / thickness
Figure 2 computed by anisotropic ray tracing. The PS-wave
Figure 9. Interval PS-wave traveltime in the target layer as a
is converted at the dipping interface, while the PP- and SS-
function of offset for the source/receiver pairs from Figure 8.
waves are reflected from the bottom of the overburden.

0.05
The principle of the PP+PS=SS method of Grechka and
Tsvankin (2002b) and Grechka and Dewangan (2003)
0.1 can be used to carry out exact layer stripping for dipping
events in anisotropic media. The main assumptions of
the algorithm introduced here are that the overburden
R (km)
0.15 is laterally homogeneous and has a horizontal symmetry

plane (i.e., up-down symmetry) in each layer. The tar-
get layer above the dipping reflector, however, is allowed
0.2 to be laterally heterogeneous without up-down symme-
try, although the incidence plane has to coincide with a
vertical symmetry plane for the whole model.
Under these assumptions, simple operations with
0.25
0.2 0.1 0 0.1 0.2 reflection traveltimes can be used to identify the over-
T (km) burden events that have the same up- and downgoing
legs as the reflection from the dipping interface. This
Figure 8. Source and receiver coordinates of the PS-wave at allows us to perform kinematic downward continuation
the top of the target layer obtained for the model in Figure 2. of the wavefield and obtain the interval traveltime-offset
Here and in Figure 9 the triangles are the output of the layer- function without knowledge of the medium parameters.
stripping algorithm applied to the data in Figure 7; the solid Numerical examples for layered transversely isotropic
line marks the results of ray tracing. media with a vertical and tilted symmetry axis confirm
that the algorithm gives exact results for both pure and
the exact values computed by ray tracing (Figures 8 converted modes. Although the testing was limited to
and 9). The minor deviations from the ray-tracing re- PP- and PS-waves, the methodology can be also used
sults are caused by interpolation errors related to the for layer-stripping of SS and SP reflections excited by
finite source and receiver sampling. The PS-wave trav- shear sources.
eltime function for the target layer, supplemented by In contrast to the existing layer-stripping tech-
the interval PP- and PS-wave moveouts, can serve as niques that employ the generalized Dix equation, our
the input to the inversion algorithm of Dewangan and algorithm is not restricted to the hyperbolic portion of
Tsvankin (2004b) designed to estimate the parameters the moveout curve. Therefore, it can yield exact long-
of dipping TTI layers. offset interval traveltimes of both horizontal and dip-
ping events in symmetry planes of anisotropic media.
Note that existing layer-stripping methods for long-
spread data are derived for the quartic moveout coef-
ficient in layer-cake models and cannot handle reflector Dewangan, P., and Tsvankin, I., 2004a, Application of PS-
dip (Tsvankin, 2001). wave moveout asymmetry in parameter estimation for
The 2D algorithm discussed here can be extended tilted TI media Part I: Horizontal TTI layer: Geo-
to wide-azimuth data using the 3D version of the physics, under review.
PP+PS=SS method outlined by Grechka and Tsvankin Dewangan, P., and Tsvankin, I., 2004b, Application of PS-
wave moveout asymmetry in parameter estimation for
(2002b) and Grechka and Dewangan (2003). It should
tilted TI media Part II: Dipping TTI layer: Geophysics,
be mentioned, however, that our methodology operates under review.
with individual traveltimes, which makes it more com- Dix, C.H., 1955, Seismic velocities from surface measure-
plicated and computer-intensive than the Dix-type layer ments: Geophysics, 20, 6886.
stripping. Hence, if the velocity model of the overburden Grechka, V., and Dewangan, P., 2003, Generation and
is known and only conventional-spread P-wave data are processing of pseudo shear-wave data: Theory and case
available, it is more efficient to apply the generalized study: Geophysics, 68, 18071816.
Dix equations of Alkhalifah and Tsvankin (1995) and Grechka, V., Pech, A., and Tsvankin, I., 2002a, Pwave
Grechka et al. (1999). stacking-velocity tomography for VTI media: Geophysi-
An important application of the above results is cal Prospecting, 50, 151168.
Grechka, V., Pech, A., and Tsvankin, I., 2002b, Multi-
in velocity analysis for tilted TI layers using multicom-
component stacking-velocity tomography for transversely
ponent (PP and PS) data. Dewangan and Tsvankin isotropic media: Geophysics, 67, 15641574.
(2004a,b) showed that the asymmetry attributes of PS- Grechka, V., and Tsvankin, I., 2000, Inversion of azimuthally
waves, combined with pure-mode moveout signatures, dependent NMO velocity in transversely isotropic media
can provide sufficient information for parameter estima- with a tilted axis of symmetry: Geophysics, 65, 232246.
tion in a homogeneous TTI medium. The layer-stripping Grechka, V., and Tsvankin, I., 2002a, NMO-velocity surfaces
algorithm introduced here can help to implement their and Dix-type formulas in anisotropic heterogeneous me-
inversion technique for realistic vertically heterogeneous dia: Geophysics, 67, 939951.
models with a stratified overburden above the dipping Grechka, V., and Tsvankin, I., 2002b, PP+PS=SS: Geo-
target TTI layer. physics, 67, 19611971.
Grechka, V., Tsvankin, I., and Cohen, J.K., 1999, Gener-
Our method can also help to overcome the limita-
alized Dix equation and analytic treatment of normal-
tions of the generalized Dix equation in the dip-moveout moveout velocity for anisotropic media: Geophysical
inversion for the time-processing parameter in VTI Prospecting, 47, 117148.
media. Because of the need to compute the interval Hake, H., Helbig, K., and Mesdag, C. S., 1984, Three-term
NMO velocities in the overburden for non-existent re- Taylor series for t2 x2 curves over layered transversely
flectors, Dix-type algorithms designed to estimate us- isotropic ground: Geophysical Prospecting, 32, 828-850.
ing dipping events have to rely on the presence of both Liu, Z., 1997, An analytical approach to migration velocity
horizontal and dipping interfaces in each layer (Alkhal- analysis: Geophysics, 62, 12381249.
ifah and Tsvankin, 1995; Tsvankin, 2001). This require- Sarkar, D., and Tsvankin, I., 2004, Migration velocity anal-
ysis in factorized VTI media: Geophysics, 69, 708718.
ment, which is often difficult to satisfy in practice, can
Shah, P.M., 1973, Use of wavefront curvature to relate seis-
be removed by replacing the generalized Dix equation
mic data with subsurface parameters: Geophysics, 38,
with our velocity-independent layer-stripping technique. 812825.
Stork, C., 1991, Reflection tomography in the post migrated
domain: Geophysics, 57, 680-692.
5 ACKNOWLEDGMENTS Tsvankin, I., 2001, Seismic signatures and analysis of reflec-
tion data in anisotropic media: Elsevier Science Publ.
We are grateful to members of the A(nisotropy)-Team Co., Inc.
of the Center for Wave Phenomena (CWP), Colorado Tsvankin, I., and Thomsen, L., 1994, Nonhyperbolic reflec-
School of Mines (CSM), for helpful discussions. The tion moveout in anisotropic media: Geophysics, 59, 1290
support for this work was provided by the Consor- 1304.
tium Project on Seismic Inverse Methods for Complex
Structures at CWP and by the Chemical Sciences, Geo-
sciences and Biosciences Division, Office of Basic Energy
Sciences, U.S. Department of Energy.
REFERENCES
Alkhalifah, T., 1997, Velocity analysis using nonhyperbolic
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CWP-509
Small-angle AVO response of PS-waves in tilted TI

media
Jyoti Behura and Ilya Tsvankin

Center for Wave Phenomena, Colorado School of Mines, Golden, CO 80401
ABSTRACT
Field records for small source-receiver offsets often contain intensive converted
PS-waves that cannot be generated in laterally homogeneous isotropic models.
Among the most likely physical reasons for this converted energy is the presence
of anisotropy on either side of the reflector. Here, we study the small-angle
reflection coefficients of the split converted PS1 - and PS2 -waves (RP S1 and
RP S2 ) for a horizontal interface separating two transversely isotropic media
with arbitrary orientations of the symmetry axis.
The normal-incidence reflection coefficients RP S1 (0) and RP S2 (0) vanish when
both halfspaces have a horizontal symmetry plane, which happens if the symme-
try axis is vertical or horizontal (i.e., if the medium is VTI or HTI). For a tilted
symmetry axis in either medium, however, the magnitude of the reflection coeffi-
cients can reach substantial values close to 0.1, even if the strength of anisotropy
is moderate. To study the influence of the orientation of the symmetry axis and
the anisotropy parameters, we develop concise weak-contrast, weak-anisotropy
approximations for the reflection coefficients and compare them with exact nu-
merical results.
In particular, the analytic solutions show that the contributions of the Thomsen
parameters and to the coefficients RP S1 (0) and RP S2 (0) are governed by
simple functions of the symmetry-axis tilt , which have the same form for
both halfspaces. If the symmetry-axis orientation and anisotropy parameters
do not change across the interface, the normal-incidence reflection coefficients
are insignificant, regardless of the strength of the velocity and density contrast.
The AVO (amplitude variation with offset) gradients of the PS-waves are mostly
influenced by the anisotropy of the incidence medium that causes shear-wave
splitting and determines the partitioning of energy between the PS1 and PS2
modes.
Because of their substantial amplitude, small-angle PS reflections in TI media
contain valuable information for anisotropic AVO inversion of multicomponent
data. Our analytic solutions provide a foundation for linear AVO-inversion algo-
rithms and can be used to guide nonlinear inversion based on the exact reflection
coefficients.
Key words: converted wave, transverse isotropy, TTI media, reflection coef-
ficient, AVO intercept, AVO gradient, azimuthal AVO
Introduction ence of nongeometrical waves (Tsvankin, 1995). How-

ever, neither heterogeneity nor nongeometrical waves
In a number of case studies, significant converted wave
can account for normal-incidence PS-wave reflections
energy was observed at zero and near-zero offsets (e.g.,
for layer-cake subsurface models and large distances be-
Thomsen, 2002). This phenomenon can be explained by
tween the source and the interface.
several factors, including heterogeneity and the pres-
152 J. Behura & I. Tsvankin
Here, we study the influence of anisotropy on the 1 ANALYTIC BACKGROUND
amplitude of PS-waves at small source-receiver offsets.
We start by setting up the system of linear equa-
We restrict ourselves to the TTI (transverse isotropy
tions that can be used to compute the exact
with a tilted symmetry axis) model and analyze the in-
reflection/transmission coefficients from the bound-
fluence of the orientation of the symmetry axis and the
ary conditions. The approximate (linearized) reflec-
anisotropy parameters on the PS-wave reflection coeffi-
tion/transmission coefficients are then obtained by ap-
cients. The main focus of the paper is on the normal-
plying the first-order perturbation theory.
incidence PS-wave reflection coefficient that vanishes
only when the reflector coincides with a symmetry plane
in both halfspaces. If the reflector is horizontal, gener- 1.1 Exact solution of the
ation of converted energy at vertical incidence requires reflection/transmission problem
the symmetry axis in at least one of the halfspaces to
deviate from both the vertical and horizontal directions. The reflection/transmission problem for a given incident
We employ exact computation of the reflection coef- wave is solved by satisfying the boundary conditions at
ficients as well as linearized solutions that help to under- the reflector. For a welded contact of the two halfspaces,
stand the influence of various model parameters on the these boundary conditions are the continuity of traction
PS-wave reflectivity. Approximate reflection and trans- and displacement, which can be written in the following
mission coefficients for isotropic media can be found compact form:
in Aki and Richards (2002) and Shuey (1985). Banik C U = B, (1)
(1987), Thomsen (1993) and Ruger (1996, 1997, 1998)
derived approximate P-wave reflection coefficients for where C corresponds to the displacement-stress ma-
VTI (TI with a vertical symmetry axis) and HTI (TI trix for the reflected and transmitted waves, B is the
with a horizontal symmetry axis) media. Rugers re- displacement-stress vector of the incident wave, and U
sults can be also applied in the symmetry planes of or- is the vector of the reflection and transmission coeffi-
thorhombic media. Psenck and Vavrycuk (1998) and cients of the waves P, S1 and S2 :
Vavrycuk and Psenck (1998) obtained weak-contrast, 2 (1)
g1 g1
(2) (3)
g1 g1
(4) (5)
g1 g1
(6) 3
weak-anisotropy P-wave reflection and transmission co- 6 g (1) (2) (3) (4) (5) (6)
6 2 g2 g2 g2 g2 g2 7
efficients for arbitrarily anisotropic media. 6 (1) (2) (3) (4) (5) (6) 7
7
Closed-form solutions for the reflection coefficients 6 g g3 g3 g3 g3 g3 7
C = 6 3(1) (2) (3) (4) (5) (6) 7 ,(2)
6 X1
of PS-waves in isotropic media can be found in Donati 6 (1) X1(2) X1(3) X1(4) X1(5) X1(6) 7
7
(1998), Larsen et al. (1999), Alvarez et al. (1999) and 4 X2 X2 X2 X2 X2 X2 5
(1) (2) (3) (4) (5) (6)
Nefedkina and Buzlukov (1999). Ruger (1996) devel- X3 X3 X3 X3 X3 X3
oped approximate expressions for the PS-wave reflection h iT
coefficients in VTI media and the symmetry planes of B = g1(0) , g2(0) , g3(0) , X1(0) , X2 ,
(0) (0)
X3 ,(3)
HTI media. However, as mentioned above, the normal- T
incidence reflection coefficients of mode conversions go U= RS1 , RS2 , RP , TS1 , TS2 , TP . (4)
to zero in both VTI and HTI media.Weak-contrast,
Here the superscript denotes the reflected/transmitted
weak-anisotropy approximations for PS-wave reflection
modes according to the following convention:
and transmission coefficients in arbitrarily anisotropic
0incident wave; 1reflected S1 -wave; 2reflected S2 -
media were presented by Vavrycuk (1999), Jlek (2000)
wave; 3reflected P-wave; 4transmitted S1 -wave; 5
and Artola et al. (2003). Jlek (2001) also developed
transmitted S2 -wave; 6transmitted P-wave. In equa-
algorithms for the joint inversion of PP- and PS-wave
tion (2), g(N) and X(N) are the polarization and
reflection coefficients in azimuthally anisotropic media.
amplitude-normalized traction vectors, respectively, ob-
Jlek (2000) and Vavrycuk (1999) pointed out that
tained by solving the Christoffel equation. Equation (1)
the normal-incidence PS-wave reflection coefficients do
can be solved numerically for U to compute the reflec-
not vanish for nonzero stiffnesses c34 and/or c35 on ei-
tion/transmission coefficients.
ther side of the reflector. Artola et al. (2003) demon-
strated the presence of normal-incidence PS-wave en-
ergy in synthetic seismograms computed for azimuthally 1.2 Weak-contrast, weak-anisotropy
anisotropic models. Here, we show that the tilt of the approximation
symmetry axis in TI media can create relatively strong
zero-offset PS reflections from horizontal interfaces. Ap- The main goal of using linearized approximations here
plication of the weak-contrast, weak-anisotropy approx- is to gain physical insight into the dependence of the re-
imations helps to identify the parameter combinations flection coefficients on the medium parameters and in-
responsible for both zero-offset reflection coefficients cidence angle. Following the approach of Vavrycuk and
and AVO gradients of PS-waves. Psenck (1998) and Jlek (2000), we linearize the bound-
ary conditions by assuming a weak contrast in the elas-
tic parameters across the interface and weak anisotropy
PS-wave AVO in TTI media 153
in both halfspaces (see Appendix A). A homogeneous
isotropic full space divided by a fictitious planar inter-
face is taken as the background medium. The elastic
parameters aijkl = cijkl / (density-normalized stiffness
coefficients) are expressed as small perturbations aijkl
from the background values. The exact boundary con-
ditions [equation (1)] are then linearized in terms of the
small perturbations to find approximate PS-wave reflec-
tion coefficients.
Consider an incident P-wave traveling in the neg-
ative z-direction in the [x, z]-plane; the reflector coin-
cides with the plane z = 0. The slowness vectors of the
incident, reflected, and transmitted waves in the back-
ground medium can be written as follows (Figure 1):
p0(0) = p0(6) = p01 , 0, p0P

3 ,
0(1) 0(2) 0 0S

p =p = p1 , 0, p3 ,
0(3)
0 0P

p = p1 , 0, p3 ,
0(4) 0(5)
= p1 , 0, p0S
0
p =p . (5)
3
(a)
The P-wave unit polarization vectors in the
isotropic background are given by
g0(0) = g0(6) = p0(0) ,
g0(3) = p0(3) , (6)
where is the P-wave velocity in the background.
1.3 Polarization angle

The SV- and SH-components are obtained by project-
ing the S-wave polarization vector in the background
onto the incidence [x, z] plane and the direction orthog-
onal to it, respectively. In anisotropic media, however,
for the perturbation approach to work, the chosen po-
larization vectors in the background isotropic medium
(g0(1) and g0(2) ) should be close to the actual polariza-
tions (g(1) and g(2) ) (Jech and Psenck, 1989). So the
SV and SH-wave polarizations (gSV and gSH ) in the
background isotropic medium have to be rotated by an
angle called the polarization angle, which is defined
uniquely (except for singular directions), as shown by
Jech and Psenck (1989). Since the polarization angle is (b)
neither a linear function of the perturbations aijkl nor
is it necessarily small, the presence of complicates the
Figure 1. (a) Conventions used in solving the reflec-
computation of the analytic expressions for the PS-wave tion/transmission problem. The incidence [x, z]-plane con-
reflection coefficients. tains the interface normal n and the background P-wave
If the polarization angle is known, the polarization slowness vector p0(0) . The background S-wave slowness vec-
vectors of the S01 and S02 -waves (g0(1) and g0(2) ) can tors are denoted by p0(1) = p0(2) (reflected) and p0(4) =
be determined by rotating the SV- and SH-wave polar- p0(5) (transmitted); and s are the phase angles of the in-
ization vectors counter-clockwise by the angle in the cident P-wave and reflected S-wave. The polarization vector
plane perpendicular to the background slowness vector of the incident P-wave in the background medium is g 0(0) ,
p0(1) (Figure 1). Thus, g0(1) and g0(2) are given by while the SV- and SH-wave polarizations vectors are g SV
and gSH , respectively. (b) g0(1) and g0(2) are the chosen
g0(1) = p0S sin , p01 cos ,

3 cos , polarization vectors of the reflected S1 - and S2 -waves, respec-
tively, in the background medium. These vectors are obtained
g0(2) = p0S cos , p01 sin ,

3 sin , (7) by rotating gSV and gSH by the angle (polarization an-
where is the S-wave velocity in the background. Equa- gle) in the plane orthogonal to the slowness vector p0(1) . If
the incidence halfspace is isotropic or VTI, = 0 [after Jlek
(2000)].
tion (7) shows that when the medium is isotropic and parameters [equation (9)]. The orientation of the sym-
= 0 (Jech and Psenck, 1989), S01 reduces to SV and metry axis of the reflecting TI halfspace does not pose
S02 reduces to SH. Similarly, the polarization vectors of any problems in the linearization of the reflection coef-
the transmitted S-waves can be written as ficients because it does not contribute to . Because of
the above constraints, linearized PS-wave reflection co-
g0(4) = p0S sin , p01 cos ,

3 cos ,
efficients for oblique incidence angles are given here only
g0(5) = p0S cos , p01 sin ,

3 sin , (8) if the incidence halfspace is isotropic, VTI, HTI, or TTI
with the symmetry axis confined to the incidence plane.
where is the corresponding polarization angle. Since
For oblique incidence of P-waves in all other models, we
we are concerned with the reflected S-waves only, com-
analyze only the exact reflection coefficients.
putation of is unnecessary because g0(4) and g0(5)
are not involved in the linearized reflection coefficients
[equation (A11)].
When the incidence halfspace is anisotropic, is 2 NORMAL-INCIDENCE REFLECTION
generally nonzero. If the medium is TTI, the polariza- COEFFICIENT
tion vector of the PS1 -wave lies in the plane formed by The normal-incidence reflection coefficient is also
the symmetry axis and the PS1 slowness vector (i.e., it called the intercept in amplitude-variation-with-offset
is the PSV-wave in the coordinate system in which the (AVO) analysis. The general linearized equation for
symmetry axis is taken as vertical) while the PS2 -wave small-angle PS-wave reflection coefficients can be writ-
would be polarized orthogonal to that plane. (Note that ten as (Thomsen, 2002),
PS1 is not necessarily the fast PS mode.) Thus, in this
case is the angle between the background SV-wave RP S = RP S (0) + G sin , (10)
polarization vector and the plane formed by p0(1) and where RP S (0) is the normal-incidence reflection coeffi-
the symmetry axis of the incident TTI halfspace. Us- cient and G is the AVO gradient. In this section, we
ing simple vector algebra and dropping the cubic and discuss the normal-incidence reflection coefficient; the
higher-order terms in sin , we find AVO gradient is analyzed next.
1 ` 2
cos 2 2g cos 1 sin 1 + 2g cos 1 sin
2g A
2.1 Isotropic/TTI interface
+ cos 1 sin 1 sin2 ,

(9)
Consider the model that includes an incidence isotropic
where halfspace overlying a reflecting TTI halfspace. The
normal-incidence PS-wave in this case is polarized in

cos 1 sin 21 sin
A sin2 1 + the symmetry-axis plane of the reflecting halfspace (Fig-
g
1/2 ure 2). In general, the reflected PS-wave can be repre-
(cos2 1 sin2 1 cos2 1 ) sin2 sented as the vector sum of the PSV- and PSH-waves.
+ .
g2 For normal incidence, however, the incidence plane is
Here 1 and 1 are the tilt (i.e., the angle with the ver- undefined, and it is convenient to study the PS-wave as
tical) and azimuth, respectively, of the symmetry axis a whole.
of the incidence TI halfspace, and g /. Although The linearized PS-wave normal-incidence reflection
can be computed from equation (9), its presence com- coefficient is given by
plicates the approximate PS-wave reflection coefficients. g 2 sin 22 [cos 22 (2 2 ) + 2 ]
Although is independent of the anisotropic parame- RP S (0) = (11)
4(1 + g)
ters (except for the tilt of the symmetry axis), it de-
pends on the incidence angle in a rather complicated
g2

1 dVP,2 ()
way. For an incident TTI halfspace, 6= 0 whenever the = (12)
4(1 + g) VP 0,2 d =0
incidence plane is different from the vertical symmetry-
axis plane (i.e., from the vertical plane that contains the where VP,2 is the P-wave phase velocity in the reflect-
symmetry axis) of the incidence halfspace. ing halfspace. It is interesting that the normal-incidence
In general, cannot be linearized in without as- PS-wave reflection coefficient is proportional to the first
suming that sin2 1 is sufficiently large, except for the derivative of the P-wave phase velocity computed at =
special case of normal incidence ( = 0) when re- 0. Although this derivative is supposed to be linearized
duces to 1 [equation(9)]. This complication prevents to make equation (12) equivalent to equation (11), the
us from deriving fully linearized oblique-incidence re- accuracy of the weak-contrast, weak-anisotropy approx-
flection coefficients for TI media with arbitrary orien- imation can be increased by using the exact value of this
tation of symmetry axis. For an incident VTI halfspace derivative in equation (12) (Figure 3).
(1 = 0 ) = 0, and for an incident HTI halfspace The very existence of the normal-incidence PS re-
(1 = 90 ), can be linearized in terms of the medium flection is caused by the tilt of the symmetry axis away
0.2
2=0.4
(0)
0.1
PS
=0.2
R
2
0
=0
2
0 20 40 60 80
2 ()
Figure 2. For an isotropic incidence halfspace overlying a
TTI reflecting halfspace, the PS-wave at normal incidence Figure 4. The normal-incidence PS-wave reflection coeffi-
is polarized (vector g P S ) in the symmetry-axis plane. For cient for an isotropic/TTI interface as a function of tilt 2
oblique incidence, we analyze the two components of the PS- of the symmetry axis and the parameter 2 . The solid lines
wave (PSV and PSH) separately. mark the exact RP S (0), the dashed lines represent the lin-
earized approximation (11). The parameters of the incidence
isotropic halfspace are VP,1 = 2.9 km/s, VS,1 = 1.5 km/s,
0.2 and 1 = 2 gm/cm3 . The parameters of the reflecting TTI
halfspace are VP 0,2 = 3.3 km/s, VS0,2 = 1.8 km/s, 2 =
2.2 gm/cm3 , 2 = 0.2, 2 = 0.11, and 2 = 30 .
0.15
from the vertical and horizontal directions. Therefore,
(0)
RP S (0) goes to zero for both VTI (2 = 0 ) and HTI

0.1 (2 = 90 ) media; the dependence on 2 may have min-
PS
ima and maxima at intermediate tilts. For the model

R
in Figure 4, RP S (0) attains values as high as 0.1 for

2 = 0.4; in general, the magnitude of RP S (0) in-
0.05 creases with 2 . Apart from the anisotropy parameters,
the normal-incidence reflection coefficient also increases
with g /.
0 The linearized RP S (0) is close to the exact value for
0 20 40 60 80 models approaching VTI and HTI, but the approxima-
() tion deteriorates for higher absolute values of RP S (0)
2 (Figures 3 and 4). The accuracy of the linearized ex-
Figure 3. Accuracy of the weak-contrast, weak-anisotropy pressions also decreases with g, and the approximation
approximation for the normal-incidence PS-wave reflection may break down for soft rocks with high VP /VS ratios.
coefficient. The solid black line is the exact coefficient for an The dependence of RP S (0) on the parameters 2 , 2
isotropic/TTI interface, the dashed black line is computed and 2 in Figures 4 and 5 can be explained using ap-
using equation (12) with the exact first derivative of the P- proximation (11). The influence of 2 and 2 on RP S (0)
wave phase velocity, and the dash-dotted gray line marks the strongly depends on the tilt 2 of the symmetry axis
fully linearized approximation (11). The parameters of the (Figure 6). If the function of 2 multiplied with 2 and
incidence isotropic halfspace are VP,1 = 2.9 km/s, VS,1 = 2 becomes zero, the corresponding anisotropy parame-
1.5 km/s, and 1 = 2 gm/cm3 . The parameters of the
ter makes no contribution to RP S (0). For example, ac-
reflecting TTI halfspace are VP 0,2 = 3.3 km/s, VS0,2 =
cording to approximation (11), 2 should have no in-
1.8 km/s, 2 = 2.2 gm/cm3 , 2 = 0.4, 2 = 0.2, 2 = 0.11,
and 2 = 30 . fluence on the RP S (0) at 2 = 45 , which is confirmed
by the exact RP S (0) in Figure 5. For small tilts 2 , 2
has a greater influence on RP S (0) than does 2 , while
for larger 2 , 2 largely determines the value of RP S (0).
2.2 TTI/TTI interface
0.1
Next, we consider the normal-incidence PS reflection for
2=0.4 a model in which the incidence halfspace is also TTI. In
isotropic media, an incident P-wave excites a single con-
0.05 verted (PSV) mode because the symmetry prohibits the
RPS (0)
generation of PSH conversions. When the incidence half-

space is anisotropic, the PS reflection splits into the PS1
and PS2 modes that have different normal-incidence re-
=0.2 flection coefficients (RP S1 (0) and RP S2 (0)) and AVO
2
0 gradients. To understand the influence of the parame-
2=0 ters of both halfspaces, we study the linearized approx-
=0.2 imations for RP S1 (0) and RP S2 (0).
2
0.05
0 20 40 60 80 2.2.1 Special case of aligned symmetry planes
2 ()
If the azimuth of the symmetry axis is the same above
and below the reflector (1 = 2 ), the vertical plane
that contains both symmetry axes represents a plane
of symmetry for the whole model. In this case, the P-
Figure 5. Exact coefficient RP S (0) for an isotropic/TTI
wave at normal incidence excites only one (PS1 ) wave
interface as a function of the tilt 2 and the parameter 2 .
Except for 2 and 2 = 0.2, the model parameters are the
polarized in the symmetry-axis plane:
same as in Figure 4. g2
RP S1 (0) = { sin 21 [cos 21 (1 1 ) + 1 ]
4(1 + g)
+ sin 22 [cos 22 (2 2 ) + 2 ]} (13)
1.5
sin22.(1cos22) g2

1

dVP,1 ()
=
4(1 + g) VP 0,1 d =0
1 1 dVP,2 ()

+ , (14)
VP 0,2 d =0
0.5 RP S2 (0) = 0. (15)

sin22.cos22 The coefficient RP S1 (0) is a function of both tilts (1
and 2 ) and all anisotropy parameters except for 1 and
0 2 the parameters responsible for SH-wave propaga-
tion in TI media.
RP S1 (0) vanishes when each of the halfspaces is ei-
0.5 ther VTI or HTI, and the reflector represents a symme-
0 20 40 60 80 try plane for the whole model. The term involving 1 , 1 ,
and 1 in equation (13) coincides by absolute value with
2 () that involving 2 , 2 , and 2 . So the conclusions drawn
above for 2 , 2 , and 2 (Figure 6) apply to 1 , 1 , and
1 as well. If both TI halfspaces have the same orien-
Figure 6. Functions of 2 multiplied with 2 (black line) and tation of the symmetry axes and the same parameters
2 (gray line) in equation (11). These curves help to explain and , RP S1 (0) vanishes, even though there may be
the influence of 2 and 2 on RP S (0) for different tilts 2 in a jump in the other parameters across the interface.
Figures 4 and 5. This result, however, is valid only in the weak-contrast,
weak-anisotropy limit.
This dependence of RP S (0) on and is explained by
the behavior of the P-wave phase-velocity function in 2.2.2 General TTI/TTI model
TI media. At small angles with the symmetry axis, P-
wave velocity is controlled by , while the contribution Suppose the symmetry axis has an arbitrary orientation
in both halfspaces. Then a P-wave at normal-incidence
of increases toward the isotropy plane (e.g., Tsvankin,
excited both PS modes, and the approximate solutions
2001).
responding terms for the simpler isotropic/TTI model
examined above.
3 AVO GRADIENTS
The AVO gradients of the split PS-waves can be com-
puted numerically by estimating the best-fit initial slope
of the exact reflection coefficient expressed as a function
of sin . In the linearized weak-anisotropy, weak-contrast
approximation, the gradient G is obtained explicitly as
the multiplier of sin [equation (10)]. The linearized ap-
proximations for the PS-wave AVO gradients are given
in Appendix B.
3.1 Isotropic/TTI interface

For the isotropic/TTI interface, only the gradient GP S1
contains both isotropic and anisotropic terms, while
GP S2 is purely anisotropic [equations (B1) and (B2)].
Figure 7. For an incidence TI halfspace, g 0(1) lies in the The expression for GP S1 reduces to the familiar gradi-
plane formed by the slowness vector and the symmetry axis ent for isotropic media (e.g., Nefedkina and Buzlukov,
(i.e., it would correspond to the SV-wave, if the symmetry 1999), if 2 = 2 = 2 = 0.
axis were vertical), while g0(2) is perpendicular to this plane In the linearized approximation, the reflection co-
(SH-wave).
efficients for isotropic media coincide with the isotropic
terms in the coefficients for the isotropic/TTI inter-
for RP S1 (0) and RP S2 (0) are as follows: face. Numerical testing shows that the AVO gradient
is not significantly distorted by the anisotropy for com-
g2 mon values of the vertical-velocity ratio g (Figure 8).
RP S1 (0) = { sin 21 [cos 21 (1 1 ) + 1 ]
4(1 + g) The influence of the anisotropy in the reflecting halfs-
+ cos(2 1 ) sin 22 [cos 22 (2 2 ) + 2 ]} (16) pace changes primarily the normal-incidence coefficient
RP S (0) that goes to zero in the isotropic model. Al-
g2 though the AVO gradients of both PS-waves vary with

1 dVP,1 ()
= azimuth, their average values are close to those for
4(1 + g) VP 0,1 d =0
isotropic media, and the magnitude of the azimuthal
1 dVP,2 () variations is relatively small.
+ cos(2 1 ) , (17)
VP 0,2 d =0 Since the dependence of the AVO gradients on the
parameters of the reflecting medium is rather compli-
g2 cated, in particular for the PS1 -wave [equation (B1)],
RP S2 (0) = {sin(2 1 ) sin 22 we studied the behavior of the exact gradients using
4(1 + g)
[cos 22 (2 2 ) + 2 ]} (18) numerical modeling. As was the case for RP S (0), the
influence of 2 on both GP S1 and GP S2 increases with
the tilt 2 , while that of 2 becomes smaller. The contri-
g2

1 dVP,2 ()
= sin(2 1 ) . (19) bution of 2 to both AVO gradients also increases with
4(1 + g) VP 0,2 d
=0 2 .
It is clear from the symmetry of the above model The PS2 -wave vanishes for a reflecting VTI half-
(TTI/TTI), that the normal-incidence reflection coef- space when the reflected PS-wave is polarized in the
ficients should depend just on the difference 2 1 symmetry-axis plane of the incidence medium. There-
which is confirmed by equations (16)(19). Indeed, a si- fore, the gradient GP S2 increases as the symmetry axis
multaneous azimuthal rotation of both symmetry axes deviates from the vertical. GP S2 also goes to zero when
can only change the azimuthal direction of the polariza- the symmetry axis is confined to the incidence plane or
tion vectors of the PS-waves. When the vertical symme- is perpendicular to it.
try planes of the two TI halfspaces coincide (1 = 2 ),
equations (17) and (19) reduce to equations (14) and
(15), respectively. Note that the terms involving the tilt 3.2 TTI/TTI interface
of the symmetry axis and the anisotropy parameters in The AVO gradients of the PS1 - and PS2 -waves for a
equations (16) and (18) have the same form as the cor- TTI/TTI interface [equations (B3) and (B4)] are de-
0.3
a) 2=0 ISO/TTI 0.2 b) ISO/TTI
ISO/ISO 2=90
0.2 ISO/ISO
0.1
2=60
PSH
RPSV
0.1
0
R
0 2=60
0.1 =0
2=90 2
0.1
0.2
0.2
20 0 20 20 0 20
() ()
0.25
c) d)
0.05
ISO/ISO
0.3 ISO/ISO
GPSV
GPSH
0
0.35
ISO/TTI
ISO/TTI 0.05
0.4
0 100 200 300 0 100 200 300
2 () 2 ()
Figure 8. Exact PS-wave reflection coefficients (top row) and AVO gradients (bottom row) for isotropic/isotropic and
isotropic/TTI interfaces. The velocity and density contrasts for both models are the same: = 0.2 gm/cm 3 , =
2.1 gm/cm3 , = 0.3 km/s, = 1.65 km/s, = 0.4 km/s, = 3.1 km/s, and g = 1.88. The anisotropy parameters of
the reflecting TTI halfspace are 2 = 0.3, 2 = 0.15, 2 = 0.11, and 2 = 60 .
rived in Appendix B for the special case of the inci- is governed only by and , while the SH-wave velocity
dence plane containing the symmetry axis of the upper is controlled by (Tsvankin, 2001).
halfspace. We also present numerical results for an arbi- As shown earlier, when the incidence medium is
trary orientation of the symmetry axis of the incidence isotropic, the gradient GP S1 contains both isotropic
medium. and anisotropic terms, while GP S2 is purely anisotropic.
In agreement with the linearized approxima- If the incidence halfspace is TTI with the symmetry
tions (B3) and (B4), the anisotropy parameters 1 and axis not confined to the incidence plane, then there
1 influence only GP S1 while 1 influences only GP S2 are no purely isotropic terms in either gradient, as
(Figures 9 and 10). To explain this result valid for an demonstrated for the special case of the HTI reflect-
arbitrary orientation of the symmetry axis of the inci- ing medium by equations (B5) and (B6). The influ-
dence halfspace, note that the PS1 -wave would be the ence of the anisotropy in the upper halfspace leads to
PSV mode if the symmetry axis were vertical, and the a substantial deviation of the gradients computed for
PS2 -wave would be the PSH (transversely polarized) a TTI/TTI interface from those for the corresponding
mode. The P- and SV-wave propagation in TI media isotropic model (compare Figures 11 and 8).
0 0
a) b)
0.05
0.05 2

PS1
PS1
0.1 2
0.1
G
G
1
1 2
0.15 0.15
0.2 0.2
0 0.1 0.2 0.3 0.4 0 0.1 0.2 0.3 0.4
Anisotropy parameters Anisotropy parameters

Figure 9. Exact AVO gradient of the PS1 -wave for a TTI/TTI interface as a function of the anisotropy parameters in the
(a) incidence and (b) reflecting halfspaces. The incidence plane makes the angle 1 = 60 with the symmetry-axis plane of
the incidence halfspace. The medium parameters of the incidence TTI halfspace are V P 0,1 = 2.9 km/s, VS0,1 = 1.5 km/s, 1 =
2 gm/cm3 , 1 = 0.2, 1 = 0.1, 1 = 0.1, and 1 = 60 . The parameters of the reflecting halfspace are VP 0,2 = 3.3 km/s, VS0,2 =
1.8 km/s, 2 = 2.2 gm/cm3 , 2 = 0.3, 2 = 0.15, 2 = 0.11, 2 = 30 , and 2 = 30 .
a) b)

2
1
0.2 0.2
PS2

PS2
1
2
2
G
0.1 0.1
1
0 0
0 0.1 0.2 0.3 0.4 0 0.1 0.2 0.3 0.4
Anisotropy parameters Anisotropy parameters

Figure 10. Exact AVO gradient of the PS2 -wave for a TTI/TTI interface as a function of the anisotropy parameters in the
(a) incidence and (b) reflecting halfspaces. The model is the same as in Figure 9.
4 DISCUSSION AND CONCLUSIONS incidence always generates reflected PS-waves. To ex-

amine the influence of the anisotropy parameters on
In the absence of lateral heterogeneity, anisotropy is
the normal-incidence PS-wave reflection coefficient and
the most likely reason for significant PS-wave energy at
AVO gradient, we employ linearized analytic solutions
zero and small offsets observed in many multicomponent
(obtained using weak-contrast, weak-anisotropy approx-
data sets. Here, we analyze the small-angle PS-wave
imations) supported by numerical modeling of the exact
AVO response for the most common type of anisotropy:
reflection coefficient.
transverse isotropy with a tilted symmetry axis (TTI
If the incidence halfspace is isotropic, the reflected
medium). If the reflector does not coincide with a sym-
PS-wave is polarized in the symmetry-axis plane of the
metry plane in either halfspace, a P-wave at normal
0.5 0.5
a) b)
TTI/TTI TTI/TTI
GPS1
GPS2
0 0
ISO/ISO
ISO/ISO
0.5 0.5
0 100 200 300 0 100 200 300
1 () 1 ()
Figure 11. Exact AVO gradients of the (a) PS1 - and (b) PS2 -waves as functions of the azimuth 1 for a TTI/TTI in-
terface (black solid line) and isotropic/isotropic interface (black dashed line). The parameters of the isotropic model are
VP,1 = 2.9 km/s, VS,1 = 1.5 km/s, 1 = 2 gm/cm3 , VP,2 = 3.3 km/s, VS,2 = 1.8 km/s, and 2 = 2.2 gm/cm3 . For the
TTI/TTI interface, the parameters are VP 0,1 = 2.9 km/s, VS0,1 = 1.5 km/s, 1 = 2 gm/cm3 , 1 = 0.2, 1 = 0.1, 1 = 0.1, 1 =
60 , VP 0,2 = 3.3 km/s, VS0,2 = 1.8 km/s, 2 = 2.2 gm/cm3 , 2 = 0.3, 2 = 0.15, 2 = 0.11, 2 = 30 , and 2 = 30 .
reflecting TTI medium. The normal-incidence reflection gradient of the PS1 (PSV)-wave includes both purely
coefficient RP S (0) vanishes when the reflecting TI half- isotropic and anisotropic terms, while the PS2 (PSH)-
space is VTI or HTI, because in that case the model wave AVO gradient is entirely anisotropic. For an arbi-
as a whole has a horizontal symmetry plane. The coef- trary symmetry-axis orientation, however, neither AVO
ficient RP S (0) rapidly increases as the symmetry axis gradient contains purely isotropic terms since the con-
deviates from both the vertical and horizontal direc- tributions of the velocity and density contrasts are mul-
tions. Closed-form approximations and numerical mod- tiplied with functions of the symmetry-axis azimuth
eling show that RP S (0) can reach values close to 0.1 for 1 . The AVO gradients are mostly influenced by the
moderate values of the anisotropy parameters typical anisotropy in the incidence medium that causes shear-
for shale formations. When the tilt 2 of the symmetry wave splitting and pronounced azimuthal variation of
axis is relatively small, the coefficient RP S (0) is mostly the reflection coefficients of both PS-waves.
controlled by 2 , with the contribution of 2 becoming The linearized approximations developed here not
dominant for larger values of 2 . only provide physical insight into the behavior of the
When both halfspaces are anisotropic (TTI), a P- PS-wave reflection coefficients, but can be also used
wave at normal incidence excited two split PS-waves to quickly evaluate the PS-wave amplitudes for a wide
(PS1 and PS2 ) with the polarizations governed by range of TTI models. Potentially, these analytic expres-
the orientation of the symmetry axis in the incidence sions can help in the AVO inversion of PP and PS data
medium. The reflection coefficients of both PS-waves are for TTI media that can be implemented using the ap-
functions of the difference between the azimuths of the proach suggested by Jlek (2001) for anisotropic models
symmetry axes (2 1 ) and do not depend on either with a horizontal symmetry plane.
azimuth individually. The linearized normal-incidence
reflection coefficient goes to zero when the two halfs-
paces have the same orientation of the symmetry axis 5 ACKNOWLEDGMENTS
and the same parameters and , even though there
may be a jump in the velocities and densities across the We are grateful to members of the A(nisotropy)-Team
interface. of the Center for Wave Phenomena (CWP), Colorado
We also discussed the azimuthally varying AVO School of Mines and P. Jlek (BP Americas) for helpful
gradients of PS-waves responsible for the small-angle re- discussions. The support for this work was provided by
flection response. If the symmetry axis of the incidence the Consortium Project on Seismic Inverse Methods for
halfspace is confined to the vertical incidence plane Complex Structures at CWP and by the Chemical Sci-
(or if the incidence halfspace is isotropic), the AVO
ences, Geosciences and Biosciences Division, Office of Vavrycuk, V. 1999, Weak-contrast reflection/transmission
Basic Energy Sciences, U.S. Department of Energy. coefficients in weakly anisotropic elastic media: P-wave
incidence: Geophys. J. Int., 138, 553-562.
Vavrycuk, V., and Psenck, I. 1998, PP-wave reflection coef-
ficients in weakly anisotropic elastic media: Geophysics,
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Aki, K., and Richards, P. G. 1980, Quantitative Seismology:
Theory and methods: Vol.1. W. N. Freeman & Co., San
Francisco.
Alvarez, K., Donati, M., and Aldana, M. 1999, AVO analysis
for converted waves: 69th Annual Internat. Mtg., Soc.
Artola, F. V. A., Leiderman, R., Fontoura, S. A. B., and
Silva, M. B. C. 2003, Zero-offset C-wave reflectivity in
horizontally layered media: 73rd Annual Internat. Mtg.,
Soc. Expl. Geophys., Expanded Abstracts, 761-764.
Banik, N. C. 1987, An effective anisotropy parameter in
transversely isotropic media: Geophysics, 52, 1654-1664.
Donati, S. M. 1998, Making AVO analysis for converted
waves a practical issue: 68th Annual Internat. Mtg., Soc.
Jech, J., and Psenck, I. 1989, First-order perturbation
method for anisotropic media: Geophys. J. Int., 99, 369-
376.
Jlek, P. 2000, Converted PS-wave reflection coefficients in
anisotropic media: CWP Annual Project Review, CWP-
340, 275-299.
, 2001, Modeling and inversion of converted-wave reflec-
tion coefficients in anisotropic media: A tool for quanti-
tative AVO analysis: Ph.D. Thesis, Center for Wave Phe-
nomena, Colorado School of Mines, Golden, Colorado.
Larsen, A. J., Margrave, F. G., and Lu, H-X. 1999, AVO
analysis by simultaneous P-P and P-S weighted stacking
applied to 3C-3D seismic data: 69th Annual Internat.
Mtg., Soc. Expl. Geophys., Expanded Abstracts, 721-724.
Nefedkina, T., and Buzlukov, V. 1999, Seismic dynamic in-
version using multiwave AVO data: 69th Annual Inter-
nat. Mtg., Soc. Expl. Geophys., Expanded Abstracts,
888-891.
Psenck, I., and Vavrycuk, V. 1998, Weak contrast PP wave
displacement R/T coefficients in weakly anisotropic elas-
tic media: Pure Appl. Geophys., 151, 699-718.
Ruger, A. 1996, Reflection coefficients and azimuthal AVO
analysis in anisotropic media: Ph.D. Thesis, Center for
Wave Phenomena, Colorado School of Mines, Golden,
Colorado.
, 1997, P-wave reflection coefficients for transversely
isotropic models with vertical and horizontal axis of sym-
metry: Geophysics, 62, 713-722.
, 1998, Variation of P-wave reflectivity with offset and
azimuth in anisotropic media: Geophysics, 63, 935-947.
Shuey, R. T. 1985, A simplification of Zoeppritz-equations:
Geophysics, 50, 609-614.
Thomsen, L. 1993, Weak anisotropic reflections: In: Off-
set dependent reflectivity (Castagna and Backus, Eds.),
SEG, Tulsa.
, 2002, Understanding seismic anisotropy in exploration
and exploitation: Distinguished Instructor Short Course
(DISC), No. 5, SEG and EAGE.
Tsvankin, I. 1995, Seismic wavefields in layered isotropic me-
dia: Samizdat Press, Colorado School of Mines.
, 2001, Seismic signatures and analysis of reflection
data in anisotropic media: Elsevier Science.
APPENDIX A: PERTURBATION APPROACH APPLIED TO THE
REFLECTION/TRANSMISSION PROBLEM
The approximate linearized reflection and transmission coefficients are derived by using an isotropic full space as
the reference medium. A horizontal planar interface (reflector) divides the full space into two halfspaces, which are
perturbed to obtain two weakly anisotropic media:
(I) (I)
aijkl = a0ijkl + aijkl , (A1)
(I) 0 (I)
= + , (A2)
(I)
|aijkl | << ka0ijkl k , (A3)
(I) 0
| | << . (A4)
(I)
In equation (A4), the index I (I = 1, 2) stands for the incidence and reflecting halfspaces, respectively, and a ijkl
and 0 are the density-normalized stiffness coefficients and density of the background isotropic medium. Since the
perturbations from the isotropic background in both halfspaces are small, the approximation involves both weak
anisotropy and weak elastic contrast between the halfspaces. Using these approximations, the polarization (p (N ) ) and
slowness vectors (g(N ) ) can be linearized as follows:
g(N ) g0(N ) + g(N ) ,

p(N ) p0(N ) + p(N ) , (A5)
0(N ) 0(N )
where g and p are the polarization and slowness vectors of waves propagating in the background isotropic
medium, and g(N ) and p(N ) are their linear perturbations. Analytic expressions for the perturbations g (N ) and
(I)
p(N ) in terms of aijkl are given in Vavrycuk and Psenck (1998) and Jlek (2000). Substituting these linearized
expressions into equation (1) of the main text yields
(C0 + C)(U0 + U) = B0 + B . (A6)
0
Here, C is the stiffness matrix of the background medium and U is the perturbation of the reflection and trans-
mission coefficients in the background isotropic medium (U0 ). As the background is homogeneous, U0 is given by
T
U0 = 0, 0, 0, 0, 0, 1

. (A7)
Expanding equation (A6) and retaining only the leading terms in small quantities results in the following equation:
U = (C0 )1 (B C U0 ) , (A8)
where
2 (1) (2) (3) (4) (5) (6) 3
g1 g1 g1 g1 g1 g1
6 g (1) (2)
g2
(3)
g2
(4)
g2
(5)
g2 g2
(6) 7
6 2 7
(1) (2) (3) (4) (5) (6)
6 g3 g3 g3 g3 g3 g3
6 7
C = 6 7, (A9)
7
6 X1(1) X1
(2)
X1
(3)
X1
(4)
X1
(5)
X1
(6)
7
4 X (1) (2) (3) (4) (5) (6)
6 7
2 X2 X2 X2 X2 X2 5
(1) (2) (3) (4) (5) (6)
X3 X3 X3 X3 X3 X3
h iT
B = g1(0) , g2(0) , g3(0) , X1(0) , X2(0) , X3(0) . (A10)
Therefore, the perturbed vector of the reflection/transmission coefficients is obtained as

h
U = (C0 )1 g1(6) g1(0) , g2(6) g2(0) , g3(6) g3(0) ,
i
(6) (0) (6) (0) (6) (0)
X1 X1 , X2 X2 , X3 X3 . (A11)
APPENDIX B: APPROXIMATE PS-WAVE AVO GRADIENTS IN TI MEDIA

Here, we present linearized expressions for the PS1 - and PS2 -wave AVO gradients (GP S1 and GP S2 ) obtained in
the weak-contrast, weak-anisotropy limit. If the incidence halfspace is isotropic, PS1 becomes the PSV-wave with an
in-plane polarization, and PS2 becomes the transversely polarized PSH-wave.
2 (2 + g) 2 sin2 2 sin2 2 2
GP SV = G P S1 =
g 2g g
g
+ {(3 + 2g)2 + (3 2g) cos 42 (2 2 ) (1 + 2g)2
16(1 + g)
+ 2 cos 22 [2 + 2(1 + 2g) cos 22 sin2 2 (2 2 ) + 22 ]
+ 4 cos 22 sin2 2 (2g2 2 2g2 )} , (B1)
sin2 2 sin 22 2
GP SH = G P S2 =
g
g sin2 2 sin 22
+ {[2g + (1 + 2g) cos 22 ](2 2 ) 2 } . (B2)
4(1 + g)
The AVO gradients for a TTI/TTI interface are given here only for the incidence plane containing the symmetry
axis of the incidence TTI halfspace (1 = 0 ):
2 (2 + g) 2 sin2 2 sin2 2 2
GP S1 =
g 2g g
g
+ {4(1 + g)(1 1 ) + 4(1 + g) cos 41 (1 1 )
16(1 + g)
8 cos 21 1 + 32 2 + 2g(2 2 ) + 2 cos 22 (2 + 22 )
+4 cos 22 sin2 2 {2 + [2g + (1 + 2g) cos 22 ](2 2 )}
+(3 2g) cos 42 (2 2 )} , (B3)
sin2 2 sin 22 2
GP S2 =
g
2
g sin 2 sin 22
+ {[2g + (1 + 2g) cos 22 ](2 2 ) 2 } . (B4)
4(1 + g)
If the symmetry axis of the upper halfspace deviates from the incidence plane, fully linearized AVO gradients
can still be derived for the special case of the incidence HTI medium:
2 cos 1 (2 + g) cos 1 2 sin2 2 sin(2 1 ) sin 2 2
GP S1 =
g 2g g
g 2
+ {4 sin 2 cos(22 1 ) {[2g + (1 + 2g) cos 22 ](2 2 ) 2 }
16(1 + g)
+ cos 1 [81 + 161 + 32 2 + 2g(2 2 )
+2 cos 22 (2 + 22 ) (3 + 2g) cos 42 (2 2 )]} , (B5)
2 sin 1 (2 + g) sin 1 2 sin 1 1

GP S2 = +
g 2g g
2 sin2 2 cos(2 1 ) sin 2 2
+
g
g
+ {4 sin2 2 sin(22 1 ) {[2g + (1 + 2g) cos 22 ](2 2 ) 2 }
16(1 + g)
sin 1 [32 2 + 2g(2 2 ) + 2 cos 22 (2 + 22 )
(3 + 2g) cos 42 (2 2 )]} . (B6)
CWP-510
On common-offset pre-stack time migration with

curvelets
Huub Douma and Maarten V. de Hoop

Center for Wave Phenomena, Colorado School of Mines, Golden, CO 80401-1887, USA
ABSTRACT
Recently, curvelets have been introduced in the field of applied harmonic anal-
ysis and shown to optimally sparsify smooth (C2 , i.e., twice continuously differ-
entiable) functions away from singularities along smooth curves. In addition, it
was shown that the curvelet representation of wave propagators is sparse. Since
the wavefronts in seismic data lie mainly along smooth surfaces (or curves in
two dimensions), and since the imaging operator belongs to the class of op-
erators that is sparsified by curvelets, curvelets are plausible candidates for
simultaneous sparse representation of both the seismic data and the imaging
operator. In this paper, we study the use of curvelets in pre-stack time migra-
tion, and show that simply translating, rotating and dilating curvelets according
to the pre-stack map time-migration equations we developed earlier, combined
with amplitude scaling, provides a reasonably accurate approximation to time-
migration. We demonstrate the principle in two dimensions but emphasize that
extension to three dimensions is possible using 3D equivalents of curvelets. We
treat time-migration in an attempt to learn the basic characteristics of seismic
imaging with curvelets, as a preparation for future imaging in heterogeneous
media with curvelets.
Key words: Pre-stack time-migration, common-offset, curvelets, map migra-
tion, translation, rotation, dilation
Introduction orientation in the image (provided the medium does

not allow different reflectors to have identical surface
In the high-frequency approximation, seismic waves
seismic measurements (location, times and slopes) that
propagate along rays in the subsurface. The local slopes
persist in being identical under small perturbations of
of reflections in seismic data, measured at the surface,
the reflectors; see Douma & de Hoop (2005) for an ex-
determine (together with the velocity of the medium
planation of this condition). This is in sharp contrast
at the surface), the directions in which we need to look
to migration techniques that do not make explicit use
into the earth from the surface, to find the location and
of the slopes in the data, such as Kirchhoff methods,
orientation of the reflector in the subsurface where the
where the data is summed over diffraction surfaces [see,
reflection occured. The determination of a reflector po-
e.g., Bleistein et al. (2000)]; such mappings are many-
sition and orientation from the location of a reflection in
to-one because all points along the diffraction surface
the data and the local slope, is generally referred to as
are mapped to one output location. The benefit of the
map migration (Kleyn, 1977). For an overview of liter-
explicit use of the local slopes in the data, is exploited
ature on this topic, and for an explanation of the appli-
in several seismic applications such as parsimonious mi-
cability condition of map migration, we refer to Douma
gration (Hua & McMechan, 2001; Hua & McMechan,
& de Hoop (2005).
2003), controlled directional reception (CDR) (Zaval-
Given the slopes at the source and at the receiver
ishin, 1981; Harlan & Burridge, 1983; Sword, 1987;
locations, map migration provides a one-to-one map-
Riabinkin, 1991), and stereo tomography (Billette &
ping from the surface seismic measurements, i.e., loca-
Lambare, 1998; Billette et al., 2003). This list is cer-
tions, times and slopes, to the reflector position and
166 H. Douma & M.V. de Hoop
tainly not complete and many more applications exist. a filtered medium is governed by the Hamiltonian flow
In all these methods, the slopes are estimated from the associated with the center of the curvelet. Here the cen-
data using additional processing techniques such as local ter of the curvelet is its center in phase-space, meaning
slant-stacking, multidimensional prediction-error filters the center location of the curvelet combined with the
(Claerbout, 1992, p.186-201) or plane-wave destruction center direction. This means that a curvelet is treated
filters (Fomel, 2002; Claerbout, 1992, p.93-97). as if it was a particle with an associated momentum
Recently, in the field of harmonic analysis, Candes (or direction). For each filtered medium, this observa-
and Guo (2002) and Candes and Donoho (2000; 2004b) tion reduces to the statement of Candes and Demanet
introduced a tight frame of curvelets (see appendix B (2004) that the propagation of a curvelet (through an in-
for an explanation of tight frames), which provide an finitely smooth medium) is well-approximated by sim-
essentially optimal representation of objects that are ply translating the center of the curvelet along the cor-
twice continuously differentiable (C 2 ) away from dis- responding Hamiltonian flow. In fact, the procedure
continuities along C 2 edges. Due to the wave charac- just outlined yields a leading order contribution to the
ter of seismic data, the reflections recorded in seismic solution of the wave equation (Smith, 1998). Hence this
data lie mainly along smooth surfaces (or curves in 2D), procedure admits wave-equation-based seismic imaging
just as geologic interfaces in the subsurface lie primarily with curvelets.
along smooth surfaces. Therefore, it is plausible to as- For homogeneous media the above mentioned filter-
sume that seismic data and their images can be sparsely ing is unnecessary. For such media, wave-equation based
represented using curvelets. This was earlier also noted seismic imaging is really the same as Kirchhoff-style
by Herrmann (2003a; 2003b). Of course, at points where imaging. In this paper, we study the use of curvelets in
the recorded wavefronts have caustic points or at point- homogeneous media (i.e., in time migration) and verify
like discontinuities in the subsurface (e.g. along faults), the statement that curvelets can be treated as particles
the level of sparsity achieved with a curvelet represen- with associated directions (or momenta) in an imaging
tation naturally will be somewhat less than the spar- context. We focus on the simple case of homogeneous
sity achieved for the smooth parts of the wavefronts or media in an attempt to learn the basic characteristics
geologic interfaces. Since curvelets are anisotropic 2D of seismic imaging with curvelets, as a preparation for
extensions of wavelets and thus have a direction asso- imaging in heterogeneous media with curvelets. This
ciated with them, using curvelets as building blocks of work is a follow-up on earlier work (Douma & de Hoop,
seismic data, the slopes in the data are built into the 2004) that showed that (at least for time-migration) the
representation of the data; a simple projection of the kinematics of seismic imaging with curvelets are gov-
data onto the curvelet frame (combined with an intelli- erned by map migration. This paper is a report on
gent thresholding scheme to separate signal from noise) research in progress on pre-stack time imaging with
then gives the directions associated with the recorded curvelets.
wavefronts. In this paper we first present an intuitive descrip-
Smith (1998) and later Candes and Demanet (2002) tion of curvelets, with examples of digital curvelets from
have shown that curvelets sparsify a certain class of the digital curvelet transform (Candes et al., 2005). A
Fourier integral operators. Since the seismic imaging detailed treatment of the construction of real-valued
operator can be constructed from Fourier integral op- curvelets is included in appendix A. Subsequently, we
erators that belong to this class, and since reflections in show an example of the use of curvelets as building
seismic data lie mainly along smooth curves, it seems blocks of seismic data, and explain the relation between
that curvelets are plausible candidates for simultane- curvelets and map migration. We proceed to explain our
ous compression of seismic data and the imaging op- current understanding of common-offset (CO) pre-stack
erator. Curvelets have a multiresolution character just time migration with curvelets, and introduce a trans-
like wavelets do. This means that curvelets of different formation that consists of translations, rotations and
scales have different dominant wavelengths. It is known dilations of curvelets to perform such migration. This
that waves with a certain dominant wavelength are sen- transformation is largely based on map migration. Fi-
sitive to variations in the medium with certain lengths nally, we present numerical examples that show the use
scales only; i.e., a wave with a dominant wavelength of this transformation for time-imaging with curvelets,
of say 100 meters is hardly sensitive to variations in and finish with a discussion and conclusion of the re-
the medium on the scale of one centimeter. Therefore sults.
curvelets of different scales are sensitive to media with
variations on different scales. This allows the possibil-
ity to filter the background velocity with filters related Curvelets
to the dominant wavelength of the curvelets (i.e., the
scale of the curvelets), and propagate curvelets of dif- In this section we explain intuitively what curvelets are,
ferent scales through different media. Smith (1998) has how they are constructed, and their main properties.
shown that the propagation of a curvelet through such Appendix A provides a detailed treatment of their con-
struction in the frequency domain, which closely follows
Common-offset pre-stack time migration with curvelets 167
spectral domain spatial domain
j
an angular index l. The relation between these indices
m2
and the location of the curvelet in the spatial and spec-
tral domains is shown in Figure 1a and b. A curvelet is
m1 uniquely determined by all four indices (j, l, m1 , m2 ).
As explained in appendix A, curvelets satisfy the
2j anisotropic scaling relation width length2 in the spa-
tial domain (where we ignore the dimensional differ-
ence between width and length2 ). This is generally ref-
l
2j
ered to as the parabolic scaling. This anisotropic char-
2bj/2c acter of curvelets is the key to the proof from Candes
a) 2bj/2c b)
and Donoho (2004b) that curvelets provide the sparsest
Figure 1. Tilings of the curvelet frame in the spectral do- representations of C 2 (i.e., twice continuously differen-
main (a) and the spatial domain (b). In the frequency do- tiable) functions away from edges along piecewise C 2
main a curvelet is supported near a wedge on a polar grid curves. The search for sparse representations of such
(i.e. the actual support extends slightly further than the in- functions in the field of image analysis was the origi-
dicated wedge), where the width of the wedge is proportional nal motivation for their construction, as wavelets fail to
to 2bj/2c and its length is proportional to 2j . On the support sparsely represent such functions (Candes & Donoho,
of such a wedge, a local Fourier basis provides a Cartesian 2004b) due to their isotropic character. The anisotropic
tiling of the spatial domain (shown schematically in b). The
scaling relation is the key difference between wavelets
essential support of a curvelet in the spatial domain is indi-
cated by an ellipse (while again the actual support extends
and curvelets.
beyond this ellipse). Curvelets are constructed through the following se-
quence of operations. First, the spectral domain is band-
pass filtered (i.e. in the radial direction) into dyadic an-
the original treatment of the construction of real-valued nuli (or subbands); this means that the radial widths
curvelets by Candes and Donoho (2004b) but provides of two neighboring annuli differs by a factor of two, the
additional explanations and derivations to guide the outer annulus having twice the radial width as the in-
non-specialist (i.e., not harmonic analysts). We include ner annulus. Each subband is subsequently subdivided
this extensive appendix because most of the literature into angular wedges (see Figure 1a), where the number
on the construction of curvelets is rather dense and thus of wedges in each subband is determined by the fre-
aim to make the construction of curvelets more acces- quency content (or the scale index j) of the subband.
sible to a broader audience. For a short summary of The number of wedges in a subband with scale j is
(the more general) complex-valued curvelets, we refer 2bj/2c , where the notation bpc denotes the integer part of
the reader to Candes and Demanet (2004). p. This means that the number of wedges in a subband
In wavelet theory [e.g., Mallat (1998)], a 1D signal is increases only every other scale. This is a consequence
decomposed into wavelets, where a wavelet is localized of the dyadic nature of the subband filtering done in
in both the independent variable and its Fourier dual, the first step combined with the desired parabolic scal-
say time and frequency; such localization is of course un- ing. Subsequently, each wedge is multiplied by a 2D or-
derstood within the limits imposed by the Heisenberg thonormal Fourier basis for the rectangle that just cov-
uncertainty principle. These wavelets can be translated ers the support of the wedge. According to the discrete
along the time axis through a translation index, and Fourier transform, this basis has the fewest members if
dilated in their frequency content through a scale in- the area of this rectangle is minimum, since then the
dex. They are uniquely determined by both indices: the product of both sampling intervals in space is largest.
translation index m determines their location along, say, Therefore, the orientation of this rectangle rotates with
the time axis, while the scale index j determines their the angular wedge and the spatial tiling associated with
location along, say, the frequency axis. the local Fourier basis is oriented along the direction
Curvelets are basically 2D anisotropic (see below) associated with the angular wedge (see Figure 1b); that
extensions to wavelets, that have a direction associated is, the spatial tiling associated with each angular wedge
with them. Just like wavelets are localized in one vari- depends on the particular orientation of the wedge. The
able and its Fourier dual, curvelets are localized in two subband filtering gives curvelets their multiresolution
variables and their two Fourier duals. Analogously to character (just like with wavelets), whereas the subdi-
wavelets, curvelets can be translated and dilated. The vision of these subbands into angular wedges provides
dilation is given also by a scale index j, and, since we them with orientation. The local Fourier basis over the
are in 2D, the translation is indexed by two indices m1 support of the angular wedge, allows the curvelets to
and m2 ; we defer from the standard notation k1 and k2 be translated in space. Curvelets are in essence a tiling
to avoid confusion with the wave-vector components. A of phase-space; i.e., a tiling of two variables and its two
main difference between curvelets and wavelets is that Fourier duals. The tiling is non-trivial in that the sam-
curvelets can be rotated. This rotation is indexed by pling of phase space is polar in the spectral domain,
but Cartesian in the spatial domain. As explained in
appendix A, curvelets are essentially Heisenberg cells
in phase-space.
An angular wedge in the frequency domain has m2
length proportional to 2j (i.e., in the radial direction)
and width proportional to 2bj/2c (see appendix A for
m1
the derivation). This means that in the spatial domain
the curvelet is oscillatory in the direction of the main j l
k-vector (i.e., the k-vector pointing to the middle of
the angular wedge in the frequency domain), while it
is smooth in the orthogonal direction. In some of the
a) b)
papers on curvelets, they are therefore referred to as Figure 2. Tilings for digital curvelets in the spectral domain
(Candes & Demanet, 2004) little needle(s) whose en- (a) and the spatial domain (b). For digital curvelets, the
velope is a specified ridge ... which displays an oscilla- concentric dyadic circles in the spectral domain are replaced
tory behavior across the main ridge. Intuitively, we can with concentric dyadic squares, and the Cartesian spatial
roughly think of curvelets as small pieces of bandlimited grid is sheared.
plane waves. The difference between this rough descrip-
tion and the actual interpretation lies, of course, in the
mains is straightforward and is standard in data pro-
fact that a bandlimited plane wave has associated with
cessing. Therefore, for the purpose of digital curvelet
it one k direction only, whereas a curvelet is associated
transforms, the polar coordinates in the spectral do-
with a small range of k vectors. A better description is
main are replaced with Cartesian coordinates. Also, in
the term coherent wave packet which was around even
the field of image analysis [where the digital curvelet
before the first ever construction of curvelets [e.g. Smith
transform was developed (Candes & Donoho, 2004a;
(1997; 1998)], and dates back to the work of Cordoba
Candes et al., 2005)], images usually have Cartesian spa-
and Fefferman (Cordoba & Fefferman, 1978). The fre-
tial coordinates to begin with, hence it is natural to have
quency domain tiling of the curvelet frame is the same
Cartesian coordinates in the spectral domain also, since
as the dyadic parabolic decomposition or second dyadic
this allows straightforward application of Fast Fourier
decomposition (Gunther Uhlmann, personal communi-
Transform algorithms. Of course, this holds for seismic
cation) used in the study of Fourier Integral Operators
data too.
[see e.g. Stein (1993)], that was around long before the
To go from polar coordinates to Cartesian coor-
construction of the curvelet frame (Fefferman, 1973).
dinates in the spectral domain, the concentric circles
` Curvelets form a tight frame for functions in
in Figure 1a are replaced with concentric squares (see
L2 R2 (see appendix B for a quick introduction to

Figure 2a); hence the rotational symmetry is replaced
tight frames, and appendix A for the derivation of this
with a sheared symmetry. As a consequence, the Carte-
tight frame). This means that, much like in the case of
sian sampling in the spatial domain is no longer a ro-
an orthonormal basis, we have a reconstruction formula
Z tated Cartesian grid, but is a sheared Cartesian grid (cf.
f =
X
(f, c ) c , (f, c ) = f (x)c (x)dx , (1) Figure 1b and Figure 2b)? . This construction allows a
M R2 rapidly computable digital curvelet transform. Whether
this digital analog of the continuous curvelets introduces
where c denotes a curvelet with multi-index = artefacts due to the loss of the rotational symmetry in
(j, l, m1 , m2 ), the superscript denotes taking the com- the spectral domain (this is most severe near the corners
plex` conjugate, M is an index-set, and f (x1 , x2 ) of the concentric squares) is currently unclear to us. For
L2 R2` . Thus,

we can express an arbitrary function more details on the implementation of digital curvelet
in L2 R2 as a superposition of curvelets. The term

transforms, we refer to Candes and Donoho (2004a) and
(f, c ) is the coefficient of curvelet c given by the pro- Candes et al. (2005).
jection of the function f on curvelet c with multi-index
= (j, l, m1 , m2 ). Of course, (, ) given
` in equation (1)
is the familiar inner product on L2 R2 . Examples of digital curvelets
Figure 3 shows examples of digital curvelets. The left
Digital curvelets versus continuous curvelets column shows curvelets in the spatial domain, while the
right column shows their associated spectra. Superim-
In the construction of continuous curvelets, the sam- posed on the spectra, the spectral tiling of the digital
pling of the spectral domain is done in polar coordi- curvelet transform is shown. The middle column shows
nates, while the sampling of the spatial domain is Carte-
sian (see Figure 1a and b). From a computational point ? Here the centers of the cells are the actual possible locations
of view, this combination is not straightforward to im-
of the centers of the curvelets in space.
plement. Combining Cartesian coordinates in both do-
a)
b)
c)
d)
Figure 3. First column: curvelets in the spatial domain. Second column: associated spatial lattices, and spatial cells colored
according to the value of the coefficient. Third column: amplitude spectra and frequency-domain tilings. First row: a curvelet.
Second row: curvelet from Figure (a) with different translation indices. Third row: curvelet from Figure (a) with a different
angular index. Fourth row: curvelet from Figure (a) with a different (higher) scale index (here the translation indices and the
angular index are in fact also different, since they depend on the scale index).
the associated spatial lattice for each of the curvelets, shows a translated version of the curvelet in Figure 3a;
where the centers of the cells are the actual possible the spectral tile is the same, but the spatial tile has
locations of the centers of the curvelets in space. Here changed, i.e., indices j and l are held constant, but the
the spatial cells on the spatial lattice are colored ac- translation indices m1 and m2 are different. Figure 3c
cording to the coefficient of the curvelet (here always shows a rotated version of the curvelet in Figure 3a;
one); black equals one and white equals zero. Figure 3b now the spatial location is the same, but the spectral
Figure 4. Top row: a curvelet with a dominant frequency of about 30 Hz (left, shown in depth z = vt u /2, for consistency), the
normalized absolute value of the coefficient on the spatial lattice (middle), and its amplitude spectrum (right). Bottom row:
CO Kirchhoff migration of the curvelet in the top row. The middle panel in this row shows the coefficients on the spatial lattice
in the lower left quadrant of the leftmost panel (indicated with the dotted lines in the leftmost panel) for each of the numbered
wedges (labeled 1 to 4) in the spectrum (right). The Kirchhoff migration of a curvelet determines only part of the isochron,
and shows that a curvelet is not mapped onto one other curvelet, but rather several other curvelets. The resulting curvelets
are clustered together both in space and spectrum, at least for the constant media case shown here, indicating that a curvelet
remains curvelet-like after CO Kirchhoff time migration.
tile has moved within the same concentric squares, i.e., Curvelets remain curvelet-like when subjected
indices j, m1 , and m2 are the same, but index l has to our class of operators
changed. Notice how the spatial lattice changes as we
The action of operators belonging to the class of Fourier
change the angular index l. Finally, Figure 3d shows
integral operators that can be sparsely represented using
a dilated version of the curvelet shown in Figure 3a;
curvelets, which includes the CO time migration oper-
the spatial location is the same, but the spectral tile
ator, can be described in terms of propagation of sin-
has moved outward into a neighboring annulus (or sub-
gularities along a Hamiltonian flow. The remark in the
band), i.e. the scale index j is increased by one. Since
introduction thus applies: The action on a curvelet of a
the neighboring annulus is subdivided into more wedges,
particular scale can be approximated by flowing out the
the angular index l has also changed, although the di-
center of the curvelet in phase space in accordance with
rection of the curvelet is essentially the same. Similarly,
the Hamiltonian associated with the medium filtered for
since the larger scale has a finer spatial sampling asso-
this scale. This means that, in the appropriately filtered
ciated with it, the translation indices m1 and m2 have
media, curvelets remain fairly localized in both the spa-
also changed, while the curvelet location is essentially
tial domain and the spectral domain. Hence, the propa-
the same.
gated curvelet can be constructed by using neighboring
curvelets only, where neighboring is understood in the
context of phase-space; i.e., a neighboring curvelet is a
Figure 5. Synthetic common-shot gather with cusped wavefront: original (a), reconstructed using only the 0.25 % largest
curvelet coefficients (b), and the difference (c). The reconstruction with 0.25 % of the curvelets is almost identical to the
original common-shot gather. In this example, using only 0.25 % of the curvelets results in about 30 times fewer curvelets than
input samples in the gather.
curvelet that is close in the spatial domain and has ori- they remain curvelet-like) after pre-stack time migra-
entation close to the orientation of the curvelet that is tion.
propagated along the central ray.
For homogeneous media, filtering is unnecessary,
and the above observation applies to the same medium Curvelets as building blocks of seismic data
for curvelets of all scales. To illustrate this, Figure 4
shows the result of CO Kirchhoff migration of a curvelet Seismic reflections in seismic data lie primarily along
[taken from Douma and de Hoop (2004)]. The top row smooth surfaces (or curves in two dimensions). Even
shows the input curvelet in space (the vertical axis was diffractions from discontinuities in the earths subsur-
converted to depth using z = vtu /2 for convenience), face, such as edges of geologic interfaces caused by fault-
and its associated amplitude spectrum. Again the coef- ing, lie along smooth surfaces. This is a direct conse-
ficient of the curvelet is shown in the middle panel, just quence of the wave-character of seismic data. As men-
as in Figure 3. The left-most panel of the bottom row tioned in the introduction, it is intuitive that curvelets
shows the CO Kirchhoff migrated curvelet. Notice how can be used to sparsely represent seismic data, since
the migrated curvelet is clearly localized in space and curvelets provide the sparsest representations of smooth
determines only part of the isochron, in sharp contrast (C 2 ) functions away from edges along piecewise C 2
to the whole isochron if a single sample (or a spike) curves (Candes & Donoho, 2004b). Throughout this
would be used as input to the migration. This confirms work, we simply adopt this intuition and illustrate this
that curvelets are indeed a more appropriate choice for with a simple synthetic example below.
building blocks of seismic data than are spikes (that Figure 5a shows part of a synthetic common-shot
are currently used to represent seismic data). The spec- gather, where the wavefront has a cusp. This data re-
trum of the migrated curvelet (bottom right) is clearly lates to a model with a syncline shaped reflector. Figure
localized after the migration, and overlies four wedges 5b shows the reconstructed gather where only the 0.25 %
in the curvelet tiling of the spectrum, indicating some largest curvelet coefficients were used. For the particu-
leakage into neighboring curvelets in the spectral do- lar example shown, this relates to a compression ratio of
main. The middle panel shows the coefficients for the about 30; i.e., we used 30 times less curvelets than there
spatial area in the lower left quadrant of the leftmost are sample values in the original gather, to reconstruct
figure (outlined by the dotted lines), for the wedges la- the data. From Figure 5c it is clear that the difference
beled 1 through 4. Indeed there is also some leakage between the original and reconstructed data is close to
to neighboring curvelets in space, but again this can be zero. This exemplifies that, using curvelets as building
considered small. This confirms that curvelets remain blocks of seismic data, the data can be sparsely repre-
localized in both the spatial and spectral domain (i.e., sented with curvelets, with much fewer curvelets than
the data has samples, and with essentially no residual,
even in areas where the wavefront has cusps.
Figure 6. Common offset (h = 1000 m) data (a) and migrated data (b) from a syncline shaped reflector embedded in a
constant velocity (v = 2000 m/s) medium, and demigrated and migrated line elements superposed on the data and migrated
data, respectively. The excellent agreement between the demigrated line elements and the seismic data (a), and the migrated line
elements and the migrated data (b), indicate the validity of the common-offset map time-demigration and migration equations,
respectively.
In our example, we have applied a hard thresh- quired to extract the local slopes from the data, such as
olding to the data; we simply did not use 99.75 % of local slant stacking in CDR (Zavalishin, 1981; Harlan &
the curvelets. At first sight one might think that there- Burridge, 1983; Sword, 1987; Riabinkin, 1991), stereoto-
fore the compression ratio should be 400. However, the mography (Billette & Lambare, 1998; Billette et al.,
curvelet transform is redundant, meaning that if all 2003), and parsimonious migration (Hua & McMechan,
curvelets are used to reconstruct the data, there are 2001; Hua & McMechan, 2003), or multidimensional
more curvelets than sample points in the data. Dif- prediction-error filters (Claerbout, 1992, p.186-201) and
ferent digital implementations of the curvelet trans- plane-wave destruction filters (Fomel, 2002; Claerbout,
form have different redundancies (Candes et al., 2005). 1992, p.93-97). Therefore, curvelets provide an appro-
(In this particular example, the apparent compression priate reparameterization of seismic data, that have the
ratio (400) and the associated implied redundancy of wave-character of the data built into them.
400/30 13 is so large only because a lot of zero-
padding was necessary to make the number of samples
in the gather both horizontally and vertically equal to 2D Common-offset map time migration
an equal power of 2; the actual redundancy of the used
transform is about 3.) The hard thresholding that we Douma & de Hoop (2005) present explicit expressions
used in our example, will in practice certainly not be for common-offset map time migration (i.e., migration
ideal to determine the threshold level, especially in a in a medium with constant velocity), that use only
practical situation where we have noise. Here, we re- the slope in a common-offset gather (and the velocity),
frain from any denoising issues, and focus on the imag- rather than the slope in a common-offset gather and the
ing with curvelets. Hence, we assume that an intelligent slope in a common-midpoint gather (and the velocity),
thresholding of the data has already determined the sig- such as the equations presented by Sword (1987, p.22).
nificant curvelet coefficients in the data. The expressions in three dimensions from Douma & de
We emphasize that by using curvelets as building
blocks of seismic data, the local slopes (or directions)
in the data are built into the data representation. Other
than a straightforward projection of the data onto the
curvelet frame (combined with an intelligent threshold-
ing procedure), no additional processing steps are re-
Hoop (2005) simplify in two dimensions to x
2
vtu u
xm = x u , (2)
2 h
v"
2 # ( 2 )
u
u
u vtu u 2h
tm = t 1 t2u , (3)
2h v c

|u 1| |u + 1|
2pu tu
|u 1| + |u + 1|
p m = v"
u 2 # ( 2 )
(4)
t 1 vtu u 2h
u
t2u
2h v
in which z
u = u (pu , u , h)
v
Figure 7. The width of the curvelet in the direction perpen-
u 0 s 1
4
1 64 (p u h)
u
= tu @1 1
u A, (5) dicular to its main ridge determines wavelength c , while
2 2pu h 2u the vertical width of the curvelet determines the wavelength
relevant to seismic migration. It follows that c = cos u
with and hence = c cos u .
u = u (tu , pu , h)
4 2 positive). Figure 6b shows the migrated common-offset
2h 1 2h
t2u + 1 (vpu )2 . (6)
`
= 2
2 equivalent of the data shown in Figure 6a, with the mi-
v tu v
grated line elements, determined using xm , tm , and pm ,
In these expressions xu , tu , and pu = 12 tu /xu are drawn on top of the image. The migrated line elements
the midpoint location, two-way (unmigrated) travel- accurately follow the directions in the image, indicating
time, and the (unmigrated) slope in a CO section, re- that equations (2)-(4) accurately capture the kinematics
spectively, while xm , tm and pm = 21 tm /xm are their of CO time migration in a high-frequency approximate
migrated counterparts. Also, h denotes the half-offset sense. Note that the line elements from diffractions of
and v is the medium velocity. Equations (2)-(4) are ex- the edges of the syncline in Figure 6a, are all mapped to
plicit expressions that determine the migrated reflector the same location but with different orientations. This
coordinates (xm , tm , pm ) from the specular reflection co- is identical to building a (band-limited) delta-function
ordinates (xu , tu , pu ), given h and v. Equations (2)-(4) with plane waves from all directions; i.e., the Fourier
do not use the offset horizontal slowness ph = 21 tu /h, transform of a delta function has all directions.
such that in practice, only pu needs to be estimated, and Knowing that each curvelet has a (few) direction(s)
the slope in a common-midpoint gather can be ignored. associated with it, we aim to replace the line elements
It is possible to derive map migration equations that in Figure 6 with curvelets, and see to what extent mov-
use the offset horizontal slowness ph instead of the ve- ing curvelets around according to the map migration
locity (Sergey Fomel, personal communication). In this equations (2)-(4), gives us a good time migrated im-
way, map time-migration can be done without knowl- age. We are thus aiming to lift the applicability of map
edge of the medium velocity. This idea dates back to the migration beyond velocity model building, and show its
work of Ottolini (1983). In the context of pre-stack time- use for pre-stack (here CO) time imaging with curvelets.
migration with curvelets, this would require 3D equiva- This was also mentioned by Douma and de Hoop (2004).
lents of curvelets for 2D imaging since both pu and ph
would need to be known.
Figure 6a shows a common-offset gather (h = 1000 2.5-D Common-offset time migration with
m) from synthetic data generated from a syncline model curvelets
with constant velocity above the reflector. On top of the
reflections, line elements are drawn tangent to the re- As mentioned in the previous section, the CO map time-
flections. Each of these line elements determines a local migration equations (2)-(4) use the slope in the CO do-
slope, pu , while the center of the line determines the two- main only. This implies that the flow from a curvelet
way traveltime tu and the common-midpoint location in the data domain to the image domain is determined
xu . Using equations (2)-(4) and the velocity v = 2000 by one slope only. Therefore, the following scheme for
m/s, the migrated location (xm , zm ), with zm = vtm /2, time-imaging with curvelets emerges. Using curvelets as
and the local dip angle tan = vpm can be determined building blocks of seismic data, the directions (or local
( is the angle with the horizontal measured clockwise slopes) in the data follow from a straightforward projec-
Figure 8. CO Kirchhoff migration of the curvelet shown in Figure 4 (a), TRD transformation of this curvelet (b), and the
difference (c). The bottom row shows the real part of the spectrum for the CO Kirchhoff migrated curvelet (d), the TRD
transform (e), and the difference (f). The TRD transform gives a good approximation to the Kirchhoff migrated curvelet.
tion of the data onto the curvelet frame. Thresholding of ray from the receiver to the scattering point. The term
the curvelet coefficients then gives the curvelets associ- cos (y, xs , xr ) is usually referred to as the obliquity
ated with the main wavefronts in the data, and thus the factor. In 2D, for a constant background velocity and
directions associated with these wavefronts also. Subse- a CO acquisition geometry, equation (7) simplifies to
quently, these directions can be used in our map migra-
|k| = cos (xm , tm , xu , h), where h is the half offset,
tion equations (2)-(4) (together with an estimate of the v
xu the common midpoint location along the 2D acqui-
velocity), to determine the migrated location and orien- sition profile, and the angle (xm , tm , xu , h) is given by
tation of the curvelet. Hence, these equations determine
a translation and a rotation of the curvelet. 1 2 (xu + h xm )
(xm , tm , xu , h) = tan1
It is known (e.g., Bleistein et al. (2000), p.223 and 2 vtm
p.235) that after pre-stack migration, the length of the
ff
2 (xu h xm )
k-vector changes according to tan1 . (8)
vtm

|k| = y (y, xs , xr ) = cos (y, xs , xr ) , (7) A curvelet has dominant wavelength c in the direc-
v(y) tion orthogonal to the curvelet (see Figure 7). However,
where is the angular frequency, xs,r are the source the dominant wavelength in the vertical direction de-
and receiver locations, y is the output location in the termines the frequency relevant to migration. It follows
image, (y, xs , xr ) is the two-way traveltime from the that c = cos u , which gives
source location xs to the reflector at y to the receiver
= c cos u , (9)
position xr , v(y) is the velocity at output location y,
and (y, xs , xr ) is the half opening-angle between the where u is the phase-angle (measured clockwise posi-
ray from the source to the scattering point, and the tive with the vertical) of the curvelet in the data domain.
Figure 9. Superposition of 8 curvelets (a), the associated amplitude spectrum (b), the CO Kirchhoff migrated result (c), and the
result from the amplitude corrected TRD transform (d). The amplitude corrected TRD transform gives a decent approximation
to the Kirchhoff migrated result, and the interference between different curvelets results in a reasonably smooth isochron. Since
we used only curvelets with k-vectors pointig to the left, only the left part of the isochron is constructed.
Combining equations (7) and (9) it follows that, after dynamics, often referred to as the true amplitude part
migration, the length of the k-vector can be written as of seismic imaging. For constant background velocities
c
q and a CO acquisition geometry, Bleistein et al. (2000)
|k| = cos (xm , tm , xu , h) 1 (v(y)pu )2 , (10) show that the equation for 2.5-D Kirchhoff inversion
v(y)
q for reflectivity is given by [their equation (6.3.25); note
where we used cos u = 1 (v(y)pu )2 . This means the missing division with the velocity v in the phase
function]
that the curvelet needs to be dilated (or stretched) in Z Z
the image domain with dilation factor D, given by 1
(y) = A(y, xu , ; h)ei[rs +rg ]/v . . .
1 2
D= q . (11) uS (xg , xs , ) dxu d, (12)
cos (xm , tm , xu , h) 1 (vpu )2
with
where we specialized to the constant background veloc-
4y3 rs + rg rs2 + rg2
`
ity case. Therefore, CO pre-stack time migration with A(y, xu , ; h) = ...
curvelets can be done by translating and rotating the (v rs rg )3/2
curvelets in the data domain according to the map cos (y, xu , h) ||ei 4 sgn ,
p
(13)
migration equations (2)-(4), and dilating the curvelets
with a stretch factor given by equation (11). In these where y = (y1 , y3 ) is the output location in the image
equations, the parameters xu , tu , and pu are the position domain, xu is the midpoint location along the 2D ac-
(x and t) and direction of the center of the curvelet re- quisition profile, rs,g are the distance from the output
spectively. Throughout this paper, we refer to the trans- location y to the source and receiver at xs = (xu h, 0)
lation, rotation and dilation of a curvelet as the TRD and xr = (xu + h, 0), respectively, and uS is the (singly)
transformation of a curvelet. scattered data. To find the amplitude correction for the
The TRD transformation of a curvelet provides the migration of a curvelet, we would therefore need to
kinematics of imaging with curvelets, but ignores the use a curvelet as scattered data uS , and evaluate the
Figure 10. A shallow dipping curvelet (a) and a steep dipping curvelet (d), their CO Kirchhoff migrated counterparts [(b)
and (e), respectively], and the TRD transformed counterparts [(c) and (f), respectively]. The steeper dipping curvelet is more
strongly bended towards the isochron than is the shallower dipping curvelet.
integrals in equation (12). A natural way to evaluate It is clear that for this particular curvelet, the TRD
the oscillatory integral in equation (12), is to use the transformation of the curvelet gives a reasonable ap-
method of stationary phase [e.g. Bleistein (1984, p.77- proximation to the Kirchhoff result. The maximum am-
81) and Bleistein et al. (2000, p.127-135)]. Such an anal- plitude of the difference between both methods is about
ysis should reveal the amplitude correction for the mi- 20% of the maximum amplitude in the Kirchhoff im-
grated curvelet. At the moment of writing this report, age. From the lines of equal phase in the spectra, we
we have not done such an analysis. Therefore, for the see that the curvelet is slightly bent due to the migra-
purpose of generating the results in this report, we sim- tion, whereas the TRD transformation does not take
ply scale the curvelet with A(y, xu , ; h) knowing that this bending into account (cf. Figures 8d and e). The
ultimately we want to do the stationary phase analysis. main difference in the spectrum occurs on the edges of
the support of the curvelet in the frequency domain,
where this bending is strongest. Overall, for this partic-
Numerical examples ular curvelet, the TRD transformation gives a satisfac-
tory approximate image when compared to the Kirch-
Figure 8a shows the 2.5-D CO Kirchhoff migrated hoff result.
curvelet from Figure 4 in more detail, while Figure 8d Even though Figure 8 shows good results for one
shows the real part of the associated spectrum. We plot (particular) curvelet, this does not show the interfer-
the real part of the spectrum instead of the amplitude ence between different curvelets. Figure 9a shows a su-
spectrum, to see the phase information and amplitude perposition of 8 curvelets, with the same central loca-
information combined in one plot. Figure 8b shows the tion in space, and the same scale index, but different
result of the TRD transformation of the same curvelet, directions (or angular indices). The vertical axis is here
where the translation and rotation is determined by the again converted from two-way traveltime to depth. Fig-
map migration equations (2)-(4), and the dilation is de- ure 9b shows the amplitude spectrum of all 8 curvelets
termined by the stretch factor given in equation (11). combined, and it is clear that we used curvelets that
Figure 8c shows the difference between the Kirchhoff mi- have leftward pointing k-vectors only. Figure 9c shows
grated curvelet and the TRD transformed curvelet. Be- the 2.5-D CO Kirchhoff migrated result, while Figure 9d
fore subtraction, both images were normalized to have shows the result of our TRD transformation combined
maximum amplitude one, such that the difference only with an amplitude scaling given by equation (13). As
shows relative amplitude differences between both im- expected, the Kirchhoff result gives the left part of the
ages. Figures 8e and f show the real part of the am- isochron only. Comparing Figures 9c and d, the TRD
plitude spectra of the images shown in Figures 8b and transformation combined with the amplitude correction
c. of equation (13) gives a reasonable approximation to the
x the significant curvelet coefficients, we apply an inverse
curvelet transform, and transform the resulting curvelet
in the spatial domain according to our TRD transform.
This approach allows us to show the proof of concept
of imaging with curvelets using our TRD transform,
t isochron but does not provide an efficient way of such imaging
with curvelets. Ultimately one would want to calculate
the TRD transform in the curvelet frame, although an
Figure 11. The observed bending of curvelets, mostly for
approach that makes use of the finite support of the
the steeper dips in the data, could possibly be corrected for
curvelets in the spectral domain seems also worth in-
by bending the curvelet towards the isochron as depicted.
vestigating.
Even though the curvelets used in this paper are
Kirchhoff migrated result. The interference of the differ- 2D, they can be extended to higher dimensions. Fig-
ent curvelets (of the same scale) is good, and compares ure 12 shows an example of a 3D curvelet in both the
favorably to the Kirchhoff result, although the compar- spatial domain (a) and the spectral domain (b). In the
ison seems better for the shallower dipping part of the spatial domain, 3D equivalents of curvelets look like cir-
isochron. At the steeper parts of the isochron, the de- cular disks that are smooth along the disk and oscilla-
structive interference between different curvelets away tory orthogonal to the disk. Roughly speaking they are
from the isochron, is somewhat less effective and leaves smoothed circular pieces of a bandlimited plane wave in
the tails of the curvelets somewhat visible. 3D . Therefore, replacing the 2D map migration equa-
In order to see the differences between the results tions with their 3D equivalents, the TRD transform can
for the steeper dipping curvelets and the shallower ones, be extended to 3D, hence allowing 3D CO pre-stack
Figure 10 shows the comparison between the Kirchhoff time-imaging with curvelets. Decomposing a 3D CO vol-
result and our TRD transformation for both a shallow ume of data into 3D curvelets, the same procedure as
and a steep dipping curvelet. Here we did zero-offset outlined in this paper can be used to image 3D seismic
migration, to avoid the curvature of the isochron being data with 3D equivalents of curvelets. Of course, the
different at different locations on the isochron; i.e., a proper 3D amplitude correction should be used in this
semi-circle has constant curvature everywhere. Figure case.
10 shows that the steeper dipping curvelet is signifi- Even though in this paper we show results from
cantly bent towards the isochron, while the shallower migration only, modeling or demigration with curvelets
dipping curvelet is hardly bent at all. As a result, the works in the same way. In this case the TRD transform
TRD transform does better for the shallower dipping is defined according to the map demigration equations
curvelets than for the steeper dipping ones, as it does (Douma & de Hoop, 2005).
not include any such bending.
It remains to be seen how severe the error is if we ig-
nore this bending, and use our TRD transform on a syn- Conclusion
thetic data-set with many curvelets. In this case, there
would be interaction between curvelets from several dif- We have presented first examples of the use of curvelets
ferent scales, i.e., with different frequency content. We in CO pre-stack time migration. A simple numerical ex-
have not performed such a test yet, since this requires ample confirmed that curvelets can be used as building
the proper frequency weighting for curvelets of different blocks for seismic data that allow for a sparse repre-
scales. As we mentioned earlier, this frequency weight- sentation of such data. Since curvelets are roughly like
ing should follow from a stationary phase evaluation of pieces of bandlimited plane waves, the wave-character
equation (12) with a curvelet as scattered data uS . At of the seismic data, i.e., that it is bandlimited and that
the moment of writing this report we have not done such the recorded wavefronts have directions associated with
a calculation. In case future tests using a combination of them, can be built into the representation of the data.
the amplitude correction, obtained in this manner, and Therefore, in essence, curvelets are an appropriate repa-
the TRD transform would show that an omitted bend- rameterization of seismic data, that allow the wave-
ing correction in the TRD transform causes large differ- character of the data to be built into the representa-
ences with the Kirchhoff result, we could introduce an tion of the data. Knowing that the local directions (or
extra bending correction to bend the curvelets towards slopes) in the data (for a fixed scattering angle and az-
the isochron as depicted in Figure 11. imuth, or offset and azimuth in homogeneous media)
can be mapped one-to-one from the data to the image
Discussion This rough description of course ignores that each curvelet
In this paper, the TRD transform is calculated us- has a small range of k-vectors associated with it, rather than
only a single k direction, as has a plane wave.
ing a brute-force approach in the spatial domain. For
[b]
z kz
x kx
a) y b) ky
Figure 12. A 3D curvelet in space (a) and its associated amplitude spectrum (b). In the spatial domain, 3D equivalents of
curvelets look like circular disks that are smooth along the disk and oscillatory orthogonal to the disk.
domain using map migration, we have studied the use of REFERENCES

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Cordoba, A., & Fefferman, C. 1978. Wave packets and struction. This treatment closely follows the construc-
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pre-stack map time-migration in isotropic and VTI media nations to clarify the construction of curvelets for the
and the applicability of map depth-migration in hetero- non-specialist. We deviate in some places from the orig-
geneous anisotropic media. Accepted for publication in inal treatment to clarify certain details. For example,
Geophysics. we immediately use the splitting at every other scale
Douma, H., & de Hoop, M.V. 2004. Wave-character pre-
(that will become clear later).
serving pre-stack map migration using curvelets. In: Ex-
panded Abstracts 74th annual international meeting of Before treating the construction of curvelets, we
the SEG. Soc. Expl. Geophys. mention that we want to be able to reconstruct a signal
Fefferman, C. 1973. A note on spherical summation multi- in a function space X with zero error; i.e., we want the
pliers. Israel J. Math., 15, 4452. curvelets to satisfy the reconstruction formula
Fomel, S. 2002. Applications of plane-wave destruction fil- X
ters. Geophysics, 67(6), 19461960. f = (f, c ) c , (A1)
Harlan, W., & Burridge, R. 1983. A tomographic velocity in- M
version for unstacked data. Stanford Exploration Project where c denotes a curvelet with multi-index (and M
report SEP-37, 1-7.
some index-set), and f X . It is known [e.g., Hernandez
Hernandez, E., & Weiss, G. 1996. A first course on wavelets.
CRC Press, Inc.
and Weiss (1996, pp.334-336) and appendix B in this
Herrmann, F. 2003a. Optimal imaging with curvelets. In: paper] that if X is a Hilbert space, this is equivalent to
Expanded Abstracts. Soc. Expl. Geophys. requiring
Herrmann, Felix J. 2003b. Multifractional splines: applica- X
tion to seismic imaging. SPIE. Pages 240258.
kf k2X = |(f, c )|2 , f X . (A2)
M
Hua, B., & McMechan, G. A. 2001. Parsimonious 2D post-
stack Kirchhoff depth migration. Geophysics, 66, 1497 to hold. The latter expression implies that the energy
1503. of the signal f is conserved through the decomposition
Hua, B., & McMechan, G. A. 2003. Parsimonious 2D (A1); in other words, the curvelets c should be a parti-
prestack Kirchhoff depth migration. Geophysics, 68,
tion of unit energy. Condition (A2) is the definition of a
10431051.
Kleyn, A.H. 1977. On the migration of reflection time con-
(normalized) tight frame (see appendix B for a thorough
tour maps. Geophysical Prospecting, 25, 125140. explanation of tight frames). Hence, for the curvelets to
Mallat, S. G. 1998. A wavelet tour of signal processing. First satisfy the reconstruction formula (A1), we want them
edn. Academic Press, USA. to constitute a partition of unit energy.
Ottolini, R. 1983. Velocity independent seismic imaging. Curvelets can be thought of as 2D (anisotropic) ex-
Stanford Exploration Project report SEP-37, 1-7. tensions to wavelets. Just like wavelets are localized in
Riabinkin, L.A. 1991. Fundamentals of resolving power of one variable and its Fourier dual, curvelets are local-
controlled directional reception (CDR) of seismic waves. ized in two variables and their two Fourier duals. Such
Society of Exploration Geophysicists (Tulsa), Geophysics localization is of course understood within the limits im-
Reprint Series. Pages 3660.
posed by the Heisenberg uncertainty principle. Choosing
Smith, H. 1997. A Hardy space for Fourier integral operators.
J. Geom. Anal., 7.
the variables to be x and z, such localization is obtained
Smith, H. 1998. A parametrix construction for wave equa- through tiling of the spatial domain (x, z) and the spec-
tions with C 1,1 coefficients. Ann. Inst. Fourier, 48, 797 tral domain (kx , kz ). We treat the spectral localization
835. first, followed by the spatial one.
Stein, E. M. 1993. Harmonic Analysis: Real-variable meth- Let j,l (k) be a window (or tile) in the spectral do-
ods, orthogonality, and oscillatory integrals. Second edn. main, with j an index related to the radial (i.e., scale)
Princeton University Press. direction, and l an index related to the angular direc-
Strang, G., & Nguyen, T. 1997. Wavelets and filter banks. tion; i.e. the localization in the spectrum is dealt with in
Revised edn. Wellesley-Cambridge Press. polar coordinates r and . In order for the curvelets to
Sword, C. H. 1987. Tomographic determination of inter-
constitute a tight frame (see appendix B), the windows
val velocities from reflection seismic data: the method of
controlled directional reception. Ph.D. thesis, Stanford
j,l (k) must satisfy
Exploration Project, Stanford University.
XX
|j,l (k)|2 = 1, j J, l L, (A3)
Zavalishin, B.R. 1981. Perfection of methods for construct-
j l
ing seismic images using controlled directional reception.
Soviet Geology and Geophysics, 22, 98104. such that j,l (k) indeed is a partition of unit energy.
The window j,l (k) is constructed through multiplica-
tion of an angular window () and a radial window
w0 j = 0 j = 1 j=2 j=3
2 () 2 ( )
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 8 16 32
0 2 2 3 4 3 8 3
a) 2 4
3 3 b)
Figure A1. Example of a possible angular window () (a), and Lemarie-Meyer windows |w(2 j |k|)|2 for the radial windows
(b). The Lemarie-Meyer windows for j and j + 1 are equal at 2j+1 .
w(|k|), where k is the wave-vector. We treat the angu- Therefore, energy is indeed conserved in the angular di-
lar window first, followed by the radial window. rection using the window functions j,l (). Another way
Let () be an even, real valued, non-negative, an- of saying this, is that the windows j,l () satisfy the ad-
gular window function that is infinitely continuously missibility condition, i.e., that the energy is conserved.
differentiable (i.e. C ) and compactly supported on There are many windows (with different decay prop-
[, ). We choose our function to be 2-periodic, such erties) that satisfy this admissibility condition. Hence,
that () and ( + ) are exactly out of phase; Figure curvelets can be constructed using different angular win-
A1a shows a possible choice of such a window. Then the dows, much like in the construction of wavelets.
angular window satisfies The angular windowing provides the curvelets with
geometry. However, to make the curvelets multiscale, we
|()|2 + |( + )|2 = 1, [0, 2).
need to subdivide the frequencies in subbands. This is
Defining the windows j,l () = (2j l), with j 0 done using a radial window w. A possible choice for such
and l = 0, 1, 2, . . . , 2j 1, it follows that these windows a window is the Lemarie-Meyer window [see (Hernandez
cover the interval [/2j , ). The windows j,l ( + ) & Weiss, 1996, p.27-28) and Figure A1b]. Let w be a
then cover [ /2j , 0). Taking into account the 2 C real-valued, non-negative, function with support in-
periodicity of (), it follows that j,l () and j,l ( + ) cluded in [2/3, 8/3]. Then Meyer introduces a parti-
together cover [0, 2). It is important to note that each tion of unity (i.e. a partition of unit energy, such that
window j,l () has width 2/2j , and that the width of the sum of squares equals one), as
the window thus depends on the scale j. X 2
Due to the 2 periodicity of (), we have |w0 (r)|2 + j
w(2 r) = 1, r 0, (A6)
j0
j,l ( + ) = (2j ( + ) l)
with w0 a coarse scale C window that equals one on
= 2j l + 2 j [0, 2/3] and vanishes beyond 4/3.
= j,l+2j (). (A4) Let k denote the (angular) frequency vector, i.e.
k = (kx , kz ). Then, combining the angular and radial
Using this, it follows that for each j 0 windows into one window j,l (k) as
2j+1
X1
j
2X 1 2j+1
X1
j,l (k) = w 2j |k| bj/2c,l () + bj/2c,l ( + ) ,(A7)

|j,l ()|2 = |j,l ()|2 + |j,l ()|2
l=0 l=0 l=2j
j j and setting |0 (k)|2 = |w0 (|k|)|2 + |w(|k|)|2 , it follows
2X 1 2X 1
|j,l ()|2 + j,l+2j ()2

=
l=0 l=0
j
2X 1
|j,l ()|2 + |j,l ( + )|2
`
=
l=0
= 1. (A5)
that where the approximation is used to indicate the omitted
2 P2bj/2c 1 2 constants (and where we ignore the differences in dimen-
|0 (k)| + l=0,j1 |j,l (k)| =
sions between width and length squared). This scaling
2 2 P2bj/2c 1 ` j 2
|w0 (|k|)| + |w(|k|)| + l=0,j1 w 2 |k| is referred to as the parabolic scaling. Note that the scal-
ing relation (A8) holds in the spatial domain, while in
bj/2c,l () + bj/2c,l ( + )2

the frequency domain we would have length width2 .
2
= |w0 (|k|)|2 + |w(|k|)|2 + j1 w 2j |k| From the previous it follows that the volume of the
P `

P2bj/2c 1 angular wedge in the spectral domain is O 2j 2j/2 ,
l=0 bj/2c,l () + bj/2c,l ( + )
2 while the volume of the rectangle in the spatial do-
= |w0 (|k|)|2 + j0 w 2j |k| = 1
P `
, main is O 2 j/2
2 j
. Therefore, curvelets are really
where we used equations (A5) and (A6). Here, the no- Heisenberg tiles in phase-space, since their net volume
tation bjc denotes the integer part of j. From equation in phase-space is
(A8), it is clear that j,l (k) [together with 0 (k)] form
a partition of unity of the whole frequency plane. Note O 2j 2j/2 O 2j/2 2j = O(1) ,
that by construction, the j,l (k) have compact support,
which is in accordance with the Heisenberg uncertainty
i.e., curvelets are compactly supported in the spectral
principle.
domain. Note that there are many different radial win-
So far we have shown the tiling of the frequency
dows that would form such a partition of unity, just like
plane with curvelets. The windows j,l (k) allow us to
for the angular windows; i.e., many different variants of
rotate and dilate curvelets. To be able to translate
curvelets can be constructed by using different radial
curvelets in the spatial domain, the windows j,l (k) are
window functions.
multiplied with a local (i.e., over the spectral support
From the definition of j,l (k), it is clear that j,l (k)
of a curvelet) L2 orthonormal basis. Since all windows
is obtained through a rotation of j,0 (k). With this ob-
j,l (k) are simply rotated versions of j,0 (k), we first
servation, it becomes clear that the tiling j,l (k) of the
consider the window j,0 (k). The support of this win-
frequency plane (kx , kz ) can be depicted as seen in Fig-
dow is contained in the rectangle R = I1j I2j , with
ure 1a. Note that the definition of j,l (k) using bj/2c,l
in equation (A7), means that the number of angular I1j = {kx , tj kx tj + Lj }, I2j = {kz , |kz | lj /2} ,
windows only increases every other scale (see Figure 1a).
with Lj , and lj the smallest possible bounds, and tj
This splitting at every other scale is a consequence of
the largest possible bound, such that j,0 (k) = 0
the choice of dyadic subbands; with the subband filter-
outside this rectangle R. Here tj + Lj and lj deter-
ing being dyadic, the only way to have an integer num-
mine, respectively, the sampling intervals (or transla-
ber of angular windows per subband, is to increase the
tion steps) in x and z direction
in the spatial domain.
number of angular windows at every other scale only.
It is known that eiqx/L / 2L, with q Z, is an or-
Since the radial (or subband) windows w(2j |k|)
thonormal basis for L2 functions with period 2L; this
for j and j + 1 are equal at 2j+1 (see Figure A1b),
just follows from a Fourier series expansion for func-
the frequencies of j,l (k) are supported near the dyadic
tions with period 2L. This means that ei2m2 kz /lj / lj ,
p
coronae {2j |k| 2j+1 }, depicted in Figure 1a.
with m2 Z, is anporthonormal basis for L2 (I2j ). Also,
These dyadic coronae are directly related to the much
ei(m1 +1/2)kx /Lj / 2Lj with m1 Z, is an orthonormal
familiar dyadic subband filtering in wavelet theory. This
basis for L2 (I1j ) [see e.g. Hernandez and Weiss (1996,
decomposition of the frequency plane is the same as the
Chapter 1.4)]. Therefore, the sequence (uj,m )mZ2 [with
second dyadic decomposition, treated by (Stein, 1993)
m = (m1 , m2 )] defined as
in relation to oscillatory integrals of the second kind, or
Fourier Integral Operators. ei(m1 +1/2)kx /Lj ei2m2 kz /lj
Ignoring the splitting at every other scale, we see uj,m (kx , kz ) = p
2Lj lj
that the length of an angular wedge (i.e., in the radial
direction) is proportional to 2j+1 2j = 2j , while the is an orthonormal basis for L2 (I1j I2j ). Defining 1
width of the wedge is proportional to 2j 2j/2 = 2j/2 . and 2 by Lj = 1 2j and lj = 2 22bj/2c , we have
This
means that the volume of the angular wedge is uj,m (kx , kz ) =
O 2j 2j/2 . Therefore, in the spatial domain, the
2(bj/2c+j)/2 i(m1 +1/2)2j kx /1 im2 kz 2bj/2c /2
curvelet is supported near a rectangle of width pro- e e .
2 1 2
portional to 2j and length 2j/2 ; i.e., the width of
this rectangle is the inverse of the length of the angular For normalization purposes, the term 2(bj/2c+j)/2 is
wedge, while the length of the rectangle is the inverse rewritten as 23j/4 , i.e., bj/2c is replaced with j/2, giv-
of the width of the wedge. Therefore, curvelets obey the
anisotropic scaling relation
width length2 , (A8)
ing APPENDIX B: TIGHT FRAMES IN
HILBERT SPACES
uj,m (kx , kz ) =
23j/4 i(m1 +1/2)2j kx /1 im2 kz 2bj/2c /2 Let H be a Hilbert space, and let (, ) denote the inner
e e , product on H. A collection of elements {ej }jJ in H,
2 1 2
with J an index set, is called a frame, if there exist
Using this definition, and denoting by Rj,l the rota- constants A and B, 0 < A B < , such that
tion by angle j,l , the curvelet is then in the frequency X
domain defined as A kf k2H |(f, ej )|2 B kf k2H f H, (B1)
jJ
c (k) = 2j,l (k)uj,m Rj,l k , = (j, l, m), (A9)
where A and B are called frame bounds, and where
where c denotes the Fourier transform of the kkH denotes the norm on H induced by the inner
curvelet c L2 (R2 ). These are the fine scale product. If the frame bounds are equal (A = B), the
curvelets. The coarse scale curvelets are then de- frame is called tight. E.g., the four vectors = (0, 1),
1
fined as c0 (k) = 20 (k)um (k), with um (k) = 2 2 2 2
2 = (1, 0), 3 = , , and 4 = , ,
(20 )1 ei(m1 kx /0 +m2 kz /0 ) . Here, 0 is again some ap- 2 2 2 2
propriate constant determining the sampling rate (or form a tight frame forP R2 with frame bounds A = B = 2,
translations steps) in the spatial domain. Note that since it follows that 4i=1 |(f, i )|2 = 2 kf k2 . Here the
here 0 determines the sampling rate in both the x and frame bounds measure the redundancy of the frame in
z direction, since the coarse scale curvelets (or better R2 , i.e., four vectors in two dimensions have a redun-
wavelets) are isotropic. dancy of two.
Using the definition of curvelets given in equation It is known that the linear span of frame elements
(A9), it can be shown that curvelets form a (normalized) is dense in H [e.g., Hernandez and Weiss (1996, p.399)].
tight frame. From equation (A9) it is clear that in L2 This means, that any element f H can essentially be
we have written as a linear combination of the frame elements,
X 2 Z 2 and that the difference between this linear combination
f, c = (2) f(k) |j,l (k)| dk,
2 2
and f has a measure zero. If the frame elements were
m1 ,m2
also linearly independent, they would form a basis for
H. It is clear that the frame elements ej are not a basis,

where we used that uj,m Rj,l k is, by con-
mZ2 since adding the zero vector to {ej }jJ does not alter
struction, an orthonormal basis for L2 over the sup- the inequalities in (B1). Of course, adding any vector
2
port of j,l (k), i.e., uj,m Rj,l k = 1. Using that
to a basis, would destroy the linear independence of the
the j,l (k) constitute a partition of unity by equation basis, meaning it no longer would be a basis. When both
(A8), it then follows that frame bounds equal one (A = B = 1), the frame is called
2 a normalized tight frame. Each orthonormal basis is
P P2bj/2c1 P obviously a normalized tight frame, but the converse is
m1 ,m2 f , c(j,l,m1 ,m2 ) =

j0 l=0
not generally true, since the frame elements need not be
P2bj/2c1 R 2 linearly independent.
(2)2 j0 l=0 2
P
f (k) |j,l (k)| dk
2 hP Even though the frame elements do not need to be
R P2bj/2c1 i
= (2)2 f(k)

|j,l (k)|2 dk normal, it follows that they must satisfy kej k B,
j0 l=0
2 2 j J. To see this, let f = ek for some k J, and use
frame condition (B1) to see that kek k4 = |(ek , ek )|2
R
= (2)2 f(k) dk = (2)2 f .

|(ek , ej )|2 B kek k2 . Therefore we have kek k
2
P
jJ
This tells us that (c )M (with = (j, l, m1 , m2 ) a B, k J. If the frame is a normalized tight frame
multi-index) is a tight frame for L2 (R2 ). Here, M is (i.e., A = B = 1), we must have kek k 1. Hence, for
a multi-index set that has the appropriate ranges for a normalized tight frame, the linear independence of a
j, l, m1 and m2 . Finally, using the Parseval formula
basis is traded for the condition kek k 1, k J.
and the Plancherel formula for L2 (R2 ), i.e., f, c = If a normalized tight frame has kek k = 1, k
2 J, it follows that {ej }jJ is an orthonormal basis
(2)2 (f, c ) and f = (2)2 kf k22 , respectively, it fol-

for H. To see this, observe that P for fixed k J,
2
lows that for f L2 (R2 ) 1 = kek k4 = |(ek , ek )|2 jJ |(e k , e j )| 2
1.
P 2 2
X Therefore, we have jJ |(e k , e j )| = |(e ,
k k e )| +
|(f, c )|2 = kf k22 . (A10) P 2 2 P 2
M j6=k,jJ |(ek , ej )| = kek k + j6=k,jJ |(ek , ej )| =
P 2
1, and thus j6=k,jJ |(ek , ej )| = 0. This implies
This shows that (c )M is a normalized tight frame for (ek , ej ) = 0, k J and k 6= j. Since k is arbitrary,
L2 (R2 ), giving us the reconstruction formula (A1). and since kek k = 1, it follows that {ej }jJ is an or-
thonormal basis for H.
It is known [e.g., Hernandez and Weiss (1996,
pp.334-336)] that for a Hilbert space H and a family
of elements {ej }jJ in H, the condition
X
kf k2H = |(f, ej )|2 f H, (B2)
jJ
is necessary and sufficient for

X
f = (f, ej ) ej , (B3)
jJ
to hold ; in other words, statements (B2) and (B3) are

equivalent. This tells us that for a tight frame with
frame bound A, Pwe have reconstruction formula (B3),
2 2
for if we have jJ |(f, ej )| = A kf kH , simply defin-
` 0 2
ing e0j = ej / A, gives
P f, ej = kf k2 . From
jJ H
the equivalence of statements (B2) and (B3), we then
P ` 0 0 1 X
have f = jJ f, ej ej = (f, ej ) ej ; i.e., for a
A jJ
tight frame we have reconstruction formula (B3). For
a normalized
P tight frame (A = 1), we simply have
f = jJ (f, ej ) ej , and thus also the reconstruction
formula (B3). Note that this reconstruction formula is
identical to the reconstruction formula for an orthonor-
mal basis, but that here the frame elements are not or-
thogonal; i.e., you can have reconstruction formula (B3)
with linearly dependent elements of H, provided (B2)
holds.
Even though we showed that the reconstruction for-
mula (B3) holds for (normalized) tight frames, it should
be mentioned that a similar reconstruction formula can
be found if the frame is not tight. We refer the reader
to (Mallat, 1998, chapter 5), (Hernandez & Weiss, 1996,
Chapter 8), or (Strang & Nguyen, 1997, Section 2.5) for
treatments of non-tight frames.
Here the equality means that the sum on the right-hand

side of equation (B3 ) converges to an element f H.
CWP-511
Time reversed imaging for perturbed media
Kurang Mehta, Roel Snieder and Ken Larner

Center for Wave Phenomena, Department of Geophysics, Colorado School of Mines, Golden, CO 80401-1887
ABSTRACT
Time reversed imaging is a technique in which we propagate a pulse through

a medium, record the signal and then back-propagate the time-reversed sig-
nal through the same medium to refocus the energy at the original source
location. The refocusing is independent of the medium, provided that the
medium remains the same during back-propagation. When the velocity for back-
propagation is different from that for the forward propagation, the waves refo-
cus at a different location. Based on the shift in the location of the refocused
pulse, we can estimate the velocity perturbation. For a single source and sin-
gle receiver, the shift is proportional to the distance between the source and
the receiver and the velocity perturbation. When we consider a larger aper-
ture, however, the shift in the refocused energy depends on a geometric factor
related to the receiver array as well. For a given source-receiver distance and
velocity perturbation, the shift in the location of the refocused pulse increases
with increasing aperture angle. If we look at the problem using ray theory, the
increase in the aperture angle should result in decrease in the shift of the refo-
cused pulse; this is where ray theory tends to misguide us. The explanation for
the increase in the shift of the refocused pulse location with increased aperture
angle is simple when we look at the problem from a wave-front point of view.
For an unperturbed medium, presence of a random heterogeneity in the model
enhances the quality of focusing.
Key words: Effective aperture, Wave propagation in random medium, Focus-
ing, Migration.
1 TIME REVERSED IMAGING Time reversed imaging has found applications in

several fields of science and engineering, for instance,
Time reversed imaging is a technique in which we prop-
in medical imaging. It can be used for non-invasive de-
agate a pulse through a medium, record the signal, and
struction of kidney stones, the detection of defects in
then back-propagate the time-reversed signal through
metals, and mine detection in the ocean (Fink, 1997).
the same medium to refocus the energy at the original
Conventional methods for detection and destruction of
source location. The refocusing takes place in time and
the kidney stones use x-rays and ultrasound, respec-
space and occurs in homogeneous as well as heteroge-
tively. The time reversed imaging technique can be used
neous media. The refocused pulse in a medium is inde-
as a non-invasive destruction method to refocus energy
pendent of the characteristics of the medium, provided
on the kidney stone by using a group of time-reversal
that we use the same medium for the forward and for
mirrors. The kidney stone receives a signal sent by a
the back-propagation (Haider et al., 2004). A striking
source and scatters it in all directions. The mirror ar-
observation is that for a heterogeneous medium, inho-
ray picks up the scattered signal, amplifies it, and sends
mogeneities in the medium enhance the degree of refo-
the signal back to refocus the energy at the source of
cusing (Fink et al., 2001). Parvulescu (1995) applied the
the scattered waves, i.e., the kidney stone. Other medi-
technique called matched-signal processing, based on the
cal application of time reversed imaging include acousti-
same principle, to ocean acoustics.
cally induced hyperthermia for tumor treatment (Porter
186 K. Mehta, R. Snieder & K. Larner
et al., 1999). Apart from medical applications, time re- physical interpretation explains why rays misguide us in
versed imaging is also used for secure communication understanding how this shift varies with aperture angle.
(Parvulescu, 1995 ; Edelmann et al., 2001 ; Song et al.,
2002 ; Kim et al., 2001).
The back-propagation of a signal is mathemati-
cally the same as the process of migration in geophysics 2 EXPRESSION FOR THE LOCATION OF
(Borcea et al., 2003). In time reversed imaging, the sig- THE REFOCUSED PULSE
nal recorded at the receiver array is back-propagated
through the same medium to refocus energy at the We start with a simple model to study the effect of
original source location. In migration, in contrast, the a velocity perturbation on the location of the refo-
reflected waves are back-propagated numerically using cused pulse. The model is acoustic, two-dimensional,
an estimate of the velocity of the subsurface. Migrat- and homogeneous. We allow a source pulse to propagate
ing with a wrong velocity model images the waves at through the homogeneous medium using the 2-D wave
wrong locations. This is exactly what would happen if equation and record the field at a distance R with an ar-
we would not use the same velocity model during back- ray of receivers. This wave-field recorded at the receivers
propagation in time reversed imaging. In migration, for is then time-reversed and back-propagated through the
such cases, a process called migration velocity analysis same medium to refocus the energy at the source loca-
(MVA) (Zhu et al., 1998) is carried out to aid in esti- tion.
mating velocity, aimed at improved imaging. Let the source be a symmetric pulse such as a
In time reversed imaging, when we use the same Ricker wavelet S(t), given by
medium for both forward and backward propagation, 2
exp 2 t2 /2 .

we get the refocusing of energy at the location of the S(t) = 2
(1)
t
original source. However, just as in migration, when we We propagate this pulse over a distance R and record
back-propagate using a velocity different from the for- the wave-field on a circular array of receivers. The re-
ward propagation velocity, the waves refocus at other ceivers are placed along a circle with a source at the
locations. The difference in the forward and backward center and radius R that extends up to a fixed aperture
velocities can be estimated from the shift of the refo- angle as shown in Fig. 1. The wave-field in the far
cused pulse compared to the original source location field can be represented using the 2-D asymptotic be-
and, hence, can be used for applications including ve- havior of the Hankel function (Snieder, 2nd. ed. ; Arfken
locity analysis and time-lapse monitoring of velocity et al., 4th. ed.):
changes.
Coda wave interferometry is another technique exp[i(kR /4)]
u(R) = S(), (2)
used for monitoring time-lapse changes (Snieder, 2004). 8kR
In coda wave interferometry, we use a single source where k is the wavenumber. When this wave-field is re-
and a receiver to study the velocity changes. The versed in time, it acts as our new source signal.
changes are monitored by the correlation of the coda Reversing in time in the time domain is equiva-
waves recorded in the unperturbed and perturbed lent to complex conjugation in the frequency domain.
medium, respectively. This technique is based on the If S(t) is the wave-field in time domain, then it can be
high sensitivity of multiply scattered waves to small represented in the frequency domain using the Fourier
changes in a medium and can be used for monitoring transform,
changes in volcanic interiors (Snieder et al., 2004). Z
For a single receiver, time reversed imaging at the S() = S(t)eit dt
source location is the same as convolution with the
Z
time-reversed signal, which is the same as correlation 1

S(t) = S()eit dw.
with the originally recorded signal. The shift in the 2
location of the refocused pulse for a perturbed medium
is related to the deviation of the correlation peak from Time reversing the wave-field is equivalent to changing
t to t. Hence, the time-reversed wave-field is
the origin, which gives the measure of the velocity
1 Z
perturbation. Hence for a single source and receiver,
S T R (t) S(t) = S()e+itdw
time reversed imaging is identical to coda wave inter- 2
ferometry. If, instead, we have an array of receivers Z
1

forming an aperture, the shift in the location of the = S()eitdw.
refocused pulse depends on the aperture angle along 2
with the distance between source and receiver and the For a real signal, S() equals the complex conjugate
velocity perturbation. The next section derives the S (),
shift in the location of the refocused pulse, followed by Z
1

a simulation test to validate the expression obtained. A S T R (t) = S ()eit dw.
2
Time reversed imaging 187
approximated up to second-order accuracy in (r/R) as
rr h r
|r rr | = R 1 cos( )+
R
r 1

r2

2
sin ( ) , (5)
2 R2
Array of where is the angle defined in Fig. 1. This term is
Source
R Receivers present in both the denominator and the numerator of
Eq. (4). In the denominator, we ignore the dependence
of |r rr | on (r/R) and approximate it to be equal to
R. This approximation results in an error of the order
(r/R), which can be ignored as R r. In the numera-
tor, the term |r rr | is multiplied with the wavenumber
k in the argument of an exponent. Ignoring the (r/R)
Figure 1. Model showing the source and an array of receivers and (r/R)2 terms in the numerator of Eq. (4) would re-
placed at a distance R for a limited aperture angle . sult in errors of the order of (r/) and (r 2 /R) respec-
tively, which may be significant. ( is the wavelength of
This shows that the time-reversed signal in the time the pulse.) We, therefore, express the term |rrr | in the
domain is equivalent to complex conjugation in the fre- exponent using Eq. (5). With this simplification, the de-
quency domain. Hence, the wave-field recorded by the nominator becomes a constant scaling factor except for
array of receivers shown in Fig. 1, when reversed in time, ||. Leaving out this scaling factor, the back-propagated
is equivalent to complex conjugation of Eq. (2): wave-field becomes the following integral over all the re-
ceivers.
exp[i(kR /4)]
u (R) = S (). (3)
8kR S ()
Z

If we back-propagate this wave-field with the same P (r, ) = exp i k0 r cos( )
||
velocity as the forward propagating velocity, we refocus
the waves at the original source location. When we back- 1 k0 r2 2 0
sin ( ) R(k k) d. (6)
propagate with a different velocity, the energy will refo- 2 R
cus at a location other than the original source location. By replacing the wavenumbers k = /c and k 0 = /c0 ,
Let us see what information this shift in the location we can also rewrite the back-propagated wave-field as
of the refocused pulse gives us about the velocity per- Z
turbation. The back-propagated wave-field radiated by S () r
h n
P (r, ) = exp i cos( )
each of the receivers is obtained by convolving this time- || c0

reversed signal and the Greens function. To compute
1 r2 1 1

the total back-propagated wave-field, we need to sum sin2 ( ) R d,
over all receivers that have recorded the forward propa- 2 Rc0 c0 c
gating wave. For the receivers that are densely sampled where c is the velocity for the forward propagation and
over the receiver array, we approximate the summation c0 is the velocity for back-propagation. To represent the
over all the receivers by integration over the aperture an- refocused energy in the time domain we integrate over
gle in order to simplify further calculations. Hence, in all frequencies (Snieder, 2004). The wave-field can be
the frequency domain, the back-propagated wave-field represented in the time domain in terms of a function f
at location r corresponds to as
Z Z r 1 1
h
P (r, ) = G(r, rr ())u (R)d P (r, t) = f t+ cos( ) R

c0 c0 c
" #
1 r2

Z
S () exp [i(k0 |r rr | kR)] sin2 ( ) d, (7)
= d, 2 Rc0
8
p
k0 |r rr | kR
(4) where f is defined as
Z
where goes from - to , rr is the receiver location and S () it
f (t) = e d.
k and k0 are the wavenumbers associated while forward
||
and back-propagation, respectively.
We are interested in the refocusing point close to
the original source location. This requires that R r The function f is a function of time and space
and hence the term |r rr | in the expression can be
that can be expressed in terms of x and z as follows: 25

r 1 r2

f t+ cos( ) sin2 ( ) Receivers
c0 2 Rc0 20
1 1
i
R
c0 c
h z x 1 15
= f t + 0 cos + 0 sin
c c 2c0 R z/ R
c 10
i
(x cos z sin )2 R ,
cc0

where 5
z = r cos ,
x = r sin , 0
c c0 c.
This function f can be approximated using a Taylors
5
series expansion up to second order in , where
15 10 5 0 5 10 15
x/
z x 1

= cos + sin Figure 2. Initial conditions of the simulation test model
c0 c0 2c0 R

c
showing a source pulse at the origin with an array of receivers
(x cos z sin )2 R . (8) forming an aperture at a distance R.
cc0
When we insert this representation into Eq. (7) and in-
tegrate over , we obtain an expression for the back-
propagated wave-field at an arbitrary location (x, z) c

lim z = R . (10)
close to the source location. We are interested in the 0 c
location of the refocused pulse which we define as given Let us consider this case of small , or equiva-
by the maximum value of this wave-field at time t = 0. lently just a single receiver (Fig. 8). Suppose we ex-
Since the medium is homogeneous and the acquisition cite the source pulse and record the signal at a dis-
geometry is symmetric with respect to x = 0, the peak is tance R using a single receiver. If this recorded signal
located on the X-axis; hence we set x = 0 in the wave- is back-propagated with same velocity, then the back-
field representation. This reduces the resultant wave- propagated wave-field refocuses at the original source
field representation to an expression involving terms in location. If, instead, the back-propagation velocity is
z and t only. We are interested in examining the shift different from the forward-propagation velocity (c0 6= c
in the location of the refocused pulse in the z-direction. , c 6= 0), the back-propagated waves travel over a dis-
This shift can be computed in two steps. The first step tance,
involves evaluating the wave-field at time t = 0. This
wave-field is then solved for its maximum as a function
of z. As a result, we get the shift in the location of the Rback = c0 t
refocused pulse, = (c + c)t
sin

R c

2 = ct + tc
z
=
c
. (9) c

sin 2
1 + 2 = R R . (11)
c
A stepwise derivation of this result is shown in Appendix Hence, the relative shift in the location of the refocused
A. pulse is R(c/c), which agrees with Eq. (10).
This expression for the shift in the location of the
refocused pulse holds for any source pulse that is sym-
metric at t = 0. When the forward and backward prop-
3 ILLUSTRATION USING NUMERICAL
agating velocities are the same (c = 0), the location
SIMULATION
of the refocused pulse is the same as that of the source
pulse (z = 0), as supported in Eq. (9). For a small Eq. (9) gives the expression for the location of the refo-
aperture angle, (sin )/ and (sin 2)/2 1; hence cused pulse. Let us compare the results obtained from
in the limit of 0, the shift of the refocused pulse this expression with a numerical simulation. The simu-
is a function of just the distance R and the velocity lation uses a simple finite-difference scheme for the 2-
perturbation c. D wave equation with absorbing boundary conditions
(Clayton et al., 1997). The geometry of the simulation
25 5
20 Receivers
15
z/ R z/
10 0

5
5 5
15 10 5 0 5 10 15 5 0 5
x/ x/
Figure 3. Energy refocusing at the source location (along Figure 4. Detailed view of the refocused pulse obtained by
with some low amplitude noise caused by imperfect absorbing back-propagating the wave-field using the correct velocity.
boundary conditions) obtained after the wave-field recorded This shows the distortion in the shape of the refocused pulse.
by the receivers is back-propagated using the correct back-
propagating velocity.
5
is shown in Fig. 2. As the medium is homogeneous, we

specify a constant velocity for forward propagation. The
source radiation pattern is isotropic, as illustrated by
the arrows. The receiver array, located at a distance R
= 20 where is the wavelength of the pulse, records
the wave-field. The aperture angle for this test is z/
35 . When this wave-field is time-reversed and back- 0
Source location
propagated using the same velocity as for forward prop-
agation, the waves refocus at the original source location
as shown in Fig. 3. We also see some low amplitude nu-
merical noise near the sides, which is caused by reflec-
tion from the imperfectly absorbing boundaries. Even
though its location is preserved, the shape of the refo-
cused pulse differs from that of the original pulse in Fig. 5
2. There are two reasons for this distortion. First, the 5 0 5
receiver array has a finite aperture = 35 . During for-
ward propagation, the source propagates in all the pos-
x/
sible directions, while in back-propagation the energy Figure 5. Refocused pulse obtained when the recorded
propagates only from a certain slice of directions. Sec- wave-field is back-propagated using a lower velocity than that
ond, according to Eq. (6), for a given source spectrum for forward-propagation.
S(), the refocused pulse is proportional to S ()/||.
This distortion is even clearer in Fig. 4 which is a de- pulse is similar to a frown; hence, in seismic migration,
tailed view of Fig. 3. this shape is commonly referred to as a frown (Zhu et
Let us see what happens when we back-propagate al., 1998). Fig. 6 shows the refocused pulse when the
with a different velocity. Suppose the back-propagating back-propagating velocity is higher than velocity for the
velocity c0 is low compared to the velocity c for the for- forward propagation. The refocusing in this case occurs
ward propagation. When the back-propagating velocity at a location farther from the receiver array, and the
is lower than the forward propagating velocity, the re- shape of the refocused pulse resembles a smile (Zhu et
focusing occurs at a location closer to the receiver array al., 1998).
compared to the original source location, which is indi- Table 1 shows the agreement of the shift in the lo-
cated by a circle as shown in Fig. 5. If we imagine the cation of the refocused pulse obtained from Eq. (9) and
model space as a human face, the shape of the refocused
5 0.05
90 degrees
z/R
Source location 5 degrees

z/
0 0
0.05
5 0.05 0 0.05
5 0 5 c/c
x/ Figure 7. Relative shift in the location of the refocused pulse
Figure 6. Refocused Pulse obtained when the recorded as a function of relative perturbation in the back-propagating
wave-field is back-propagated using a higher velocity than velocity. The relative shift obtained from numerical simula-
that for forward-propagation. tion are denoted by diamonds for 90 aperture angle and by
circles for 5
c/c |0.044 0.042|

z/R(theoretical) z/R(numerical) = 5%. (12)
|0.042|
-0.04 -0.042 -0.044
For larger aperture angles, as we increase the velocity
-0.02 -0.021 -0.021 perturbation, the theoretical expression loses accuracy
0.00 0 0 and hence starts deviating from the simulation test re-
sults. This is because as we increase the velocity pertur-
0.02 0.021 0.021 bation, the second order approximation in (Eq. (8))
0.04 0.042 0.044 used in the Taylors expansion of the function f and the
expansion of |r rr | in Eq. (5) is inaccurate.
Table 1. Comparison of theoretical and numerical results
showing relative shift in the location of the refocused pulse for
different relative velocity perturbations. The aperture angle 4 WHY DO RAYS MISGUIDE US?
is 35 .
The numerical simulation shows that Eq. (9) gives the
shift in the location of the refocused pulse with an ac-
the simulation test results for different velocity pertur- curacy of up to 5%. In high-quality migration velocity
bations at a specific aperture angle (35 ). This result analysis, this is a typical accuracy which gets worse as
holds true for any aperture angle ranging from as small we deal with more complex media. This result is, how-
as 5 , which mimics the case of a single receiver, up to ever, accurate under certain conditions which include
90 . Apart from the distortion in the shape of the refo- a bound on the relative velocity perturbation of about
cused pulse, the shift in its location obtained from the 5%. It also depends on the normalized distance (R/)
simulation test agrees with Eq. (9). between the source and the receivers and, more impor-
The change in the location of the refocused pulse tant, the aperture angle . The angle is a crucial
with a change in the velocity for two extreme cases (5 parameter in estimating the shift in the location of the
and 90 ) is demonstrated graphically in Fig. 7. The solid refocused pulse.
line shows the shift in the location of the refocused pulse Let us start by analyzing the influence of the aper-
as given in Eq. (9) whereas the points show the shift ture angle on the refocused pulse in terms of ray the-
obtained from the numerical simulations. The shift ob- ory. Consider first a very small aperture or, equivalently
tained from the simulation test for 5 aperture angle a single receiver. Eq. (10) shows that for a very small
is shown in circles, whereas for 90 it is shown as dia- aperture angle , the velocity perturbation while back-
monds. The simulation test results agree with Eq. (9) propagation results in a relative shift of R(c/c) in the
for small velocity perturbations up to an accuracy of location of the refocused pulse. Fig. 8 gives a pictorial
representation of this case. The forward propagation is
R( c/c) only up to a distance R0 = R(c/c) cos() < R(c/c).
Single This suggests that in the presence of only two receivers
Receiver
Source placed at the two ends of the receiver array, the shift
in the location of the refocused pulse is smaller than in
Refocused R that of a single receiver.
Pulse With finite aperture angle, however, a number of
Figure 8. Shift in the location of the refocused pulse when receivers are placed between A and C along the circular
the wave-field is recorded by a single receiver and back- boundary. Rays coming from all the receivers travel a
propagated using higher velocity (based on rays) distance of R(c/c), but the contribution to the shift
in the direction of S-B from each of these receivers
A is R(c/c) cos(), where is the angle depending on
the receiver location. This distance is always less than
R(c/c). Hence, ray theory suggests that as we increase
Array of the aperture angle formed by the array of receivers, the
Receivers
shift in the location of the refocused pulse decreases.
"!" Source B Let us see if our results agree with this explanation.
! R The slope of the two straight lines in Fig. 7 represents
the ratio (z)/ (R (c/c)). If we follow the explana-
tion based on the ray theory, then as we increase the
aperture angle, the shift in the location of the refocused
C pulse reduces; hence, the slope of the line should reduce.
Instead, what we see in Fig. 7 is that the slope increases
R(c/c)
with increasing aperture angles (90 ).
C
Let us take one step back and consider the expres-
sion for the position of the refocused pulse, Eq. (9),

S
which can also be rewritten as
B

z 2 sin
G() = . (13)
R c

c
1 + sin22
A
R Fig.10 shows that G() is unity for = 0, which is
the same as a slope of unity for smaller angles in Fig. 7,
and then increases, indicating that as the aperture angle
Figure 9. Shift in the location of the refocused pulse when increases, the distance of the refocused pulse from the
the wave-field is recorded by an array of receivers and back- original pulse increases. This observation is supported
propagated using higher velocity (based on rays) in Fig. 7 which also shows an increase in the slope with
increase in the aperture angle. This is, however, contra-
dicted by the reasoning based on the ray theory.
carried out with a velocity c. When we back-propagate
Let us now view the picture in terms of wave-front
with velocity c0 > c, the shift in the location of the refo-
propagation. For the single receiver, as shown in Fig.
cused pulse depends on the product of distance R and
11, the explanation remains the same as in ray the-
the velocity difference c as shown in the derivation for
ory and hence the shift in the location of the refocused
Eq. (11).
pulse is R(c/c). The scenario is different when we con-
A more complicated case involves an array of re-
sider more receivers forming a larger aperture as shown
ceivers forming a finite aperture angle instead of using
in Fig. 12. Similar to what we did for the explanation
a single receiver, as shown in Fig. 9. We have already
using ray theory, consider just two receivers A and C
seen that if we have only receiver B, then the shift in the
placed at the two ends. The detailed view in Fig. 12
location of the refocused pulse is R(c/c) indicated by
shows the wavefronts coming from receivers A, B and
B. Let us start by examining the contribution of the re-
C. The source is indicated by S and the dotted wave-
ceivers A and C placed at the two ends of the receiver ar-
fronts indicate no velocity perturbation. The solid wave-
ray. The rays coming from A and C also travel a distance
fronts A-A, B-B and C-C are the three wavefronts
of R(c/c), indicated by A and C, respectively. The
from A, B and C, respectively. All three wavefronts
detailed view shows the source S and the shift in the lo-
are displaced by a distance of R(c/c) in their respec-
cation of the refocused pulse for data from just receivers
tive directions of propagation. It is the interference of
A, B, and C. This is shown by three rays in thick arrows
the three wave-fronts that contributes to the refocused
each having the same length R(c/c). Even though all
pulse. The wavefront propagating from the receiver A
the three rays have the same length, the component of
(A-A) has displacement in the direction of B-B given
the rays S-A and S-C in the direction of S-B extends
by R00 = [R (c/c) /cos()] > R(c/c). A similar expla-
B C 87 87 A
1.25 A
Array of
G() Receivers
C
1.2 <>= <>= <>= <>= <>= <>= <@? <@? <@? <@? <@? <@? <@? <@? < 34 BCB
112 9: =A /0 >= ;Source B
A R
1.15
C
B
65 65 C
1.1 A B
C A
R
1.05
S
1.0
0 20 40 60 80 R(c/c)

/c)
c
Figure 10. Relative shift in the location of the refocused R(
pulse normalized by relative velocity perturbation as a func- A
C B
tion of angle
Figure 12. Shift in the location of the refocused pulse when
the wave-field is recorded by an array of receivers and back-
propagated using higher velocity (based on wave fronts)
R( c/c)
tance may be less than or equal to R00 , but will definitely

be greater than R(c/c). Thus, if we consider all the
Single
*+ .(
- .(
- .(
- .(
- .(
- .(
- .(
- .(
- .(
- .(
- .(
- .(
- .(
- Receiver
- .(
.( - .(
- , .- wave-fronts coming from the whole receiver array, the
#$ %& Source ' )'
)( shift in the location of the refocused pulse will increase
Refocused
, with increase in the aperture angle. So, the results ob-
Pulse
R , tained from the theory and numerical simulation agree
with the explanation based on wave-front propagation.
5 RELATION TO MIGRATION
Time-reversed imaging is mathematically the same as
Figure 11. Shift in the location of the refocused pulse when migration in the field of geophysics (Borcea et al., 2003).
the wave-field is recorded by a single receiver and back- The numerical simulation shows that if the recorded
propagated using higher velocity (based on wave fronts) wave-field is back-propagated (migrated) using the cor-
rect velocity, then the waves are imaged at the correct
nation can be given for the wave-front C-C; hence we position. This is demonstrated in Fig. 3 which shows
have a constructive interference at a distance R00 from the refocused pulse for a homogeneous medium with a
the source, yielding the refocusing. This distance R00 considerably large aperture.
can be referred to as apparent displacement. Hence, for The refocusing for a homogeneous medium is gov-
a larger aperture, the refocused pulse is shifted by a erned by the aperture of the receiver array. Changing
distance greater than R(c/c). This explanation is con- the shape of the aperture from circular (as in the simu-
sistent with Eqs. (9) and (10) and supports the results lations) to linear (as in migration) does not fundamen-
shown in Figs. 7 and 10. This, however, is just an ex- tally alter the refocusing. Reducing the aperture size,
treme case where we consider only two receivers placed however, leads to smearing of the refocused pulse, even
at the two ends. When we consider the whole receiver though it focuses at the correct position. This becomes
array, the wave-fronts coming from all the receivers will clear by comparing Fig. 13, showing refocusing with a
be displaced by a distance of R(c/c) in their direction smaller aperture, with Fig. 3. When a strong hetero-
of propagation resulting in constructive interference at geneity, characterized by velocity variations, is present
an effective distance [R(c/c)/ cos()] with the angle in the model, then even with the small aperture size, the
varying with the aperture of the receiver array. This dis- quality of refocusing improves as compared to that for a
homogeneous medium. Fig. 14 illustrates the improved
by the receivers can be written in the frequency domain
25 as u = SG where S is the source spectrum and G is the
Greens function of the medium. The time window for
20 recording the wave-field is long enough to capture both
the direct arrival and the coda waves. Decomposing the
Greens function into the direct wave and the coda, this
15 can also be written as
z/ u = S(Go + Gcoda ).
10
With 20% velocity variations in our random medium
and a correlation length of the order of a tenth of the
5 wavelength of the source pulse, the amplitude of the
direct arrival is around twice that of the coda waves.
0 When the recorded wave-field is time-reversed and back-
propagated through the same medium, the resulting
5 wave-field can be written as,
15 10 5 0 5 10 15
u G = S (Go + Gcoda )(Go + Gcoda )
x/
= S (Go Go + Gcoda Gcoda + Gcoda Go
Figure 13. Refocused pulse gets smeared because of reduc-
tion in the aperture size formed by the array of receivers.
+Go Gcoda ), (14)

where u is the time-reversed wave-field (asterisk de-
notes the complex conjugate) and G is the Greens func-
25 tion of the same medium. The third term is the cross-
correlation of coda waves during forward-propagation
and the direct arrival during back-propagation. Simi-
20 larly, the fourth term is the cross-correlation of direct
arrival during forward-propagation and the coda waves
15 during back-propagation. Since the phase information
encoded in Go and Gcoda is unrelated, these terms do
z/ not contribute to the refocusing and we will refer to it as
10 focusing-noise. Hence, if the entire recorded wave-field
is back-propagated, the refocused wave-field is described
5 by the four terms in Eq. (14) out of which only the first
two terms represents refocusing.
Fig. 15 shows the refocused pulse when only the
0
coda waves are back-propagated. Even in the absence
of the direct arrival, the waves refocus in the pres-
5
ence of the random medium. A comparison of Figs. 14
15 10 5 0 5 10 15
and 15 show that refocusing is actually better when
x/ we back-propagate only the coda waves as opposed
Figure 14. Improved refocusing is obtained due to the pres- to back-propagating the entire wave-field. When only
ence of a random heterogeneity both while forward- and the coda waves are back-propagated, Eq. (14) reduces
back-propagation. This improvement is because of the scat- to u G = S (Gcoda Gcoda + Gcoda Go ). Hence, the re-
tering in the random medium. focused coda waves do not contain noise represented
by the fourth term in Eq. (14) when only the coda
focusing for a heterogeneous medium. The heteroge- waves are back-propagated. This explains the improve-
neous block, here, is random and characterized by Gaus- ment in focusing by muting the direct wave. If only
sian correlated velocity variations. The improved focus- the direct arrival is back-propagated, Eq. (14) becomes
ing is due to the scattering inside the random medium u G = S (Go Go +Go Gcoda ). The first term in the equa-
giving rise to the coda waves. For both forward- and tion indicates that waves refocus at the correct location
back-propagation, scattering allows energy, in the form with some noise described by the second term. However,
of coda waves, to arrive at and depart from a larger focusing deteriorates because it is the back-propagation
range of directions which would be absent for propaga- of the coda waves (represented by the second term in
tion in in homogeneous media. Hence, randomness in Eq. (14)) that improves the focusing when we back-
the medium, in effect enlarges the aperture angle. propagate through the same medium.
After forward propagation, the wave-field recorded In migration, the velocity model is characterized
by the best velocity estimates without knowledge of the
25 25
20 20
15 15
z/ z/
10 10
5 5
0 0
5 5
15 10 5 0 5 10 15 15 10 5 0 5 10 15
x/ x/
Figure 15. In the presence of heterogeneity both while Figure 17. Energy is scattered all around when only the
forward- and back-propagation, back-propagation of only the coda waves are back-propagated through a homogeneous
coda waves also gives better refocusing. medium.
u G = S (Go Go ) which indicates that the waves refo-

25 cus at the correct depth although they are smeared due
to limited aperture. This is shown in Fig. 16.
20 We next check if the use of coda waves in migra-
tion improves focusing. When the coda waves are back-
propagated through a homogeneous medium, Eq. (14)
15 reduces to u G = S (Gcoda Go ) which is one of the terms
z/ representing focusing-noise. This is shown in Fig. 17
10 where the energy is scattered all around, with no trace
of the original source location. Thus, improved refocus-
ing is possible only when the medium is the same both
5 while forward and back-propagation. In migration, it is
unlikely to know the precise details about variations of
0 velocity in the heterogeneity. Hence, use of coda waves
in migration does not help improve, and can harm, re-
5 focusing. The direct arrival images features acceptably
15 10 5 0 5 10 15 with only a coarse estimate of the velocity model.
x/ The principle of time-reversed imaging is used in
virtual source imaging (Bakulin et al., 2004) that is
Figure 16. When the direct wave is back-propagated to image the deeper earth independent of the near-
through a homogeneous medium, the waves refocus at the surface complex overburden. Bakulin and Calvert sug-
correct location, although they are smeared.
gested that the near-surface complex overburden, which
is difficult to quantify in terms of velocity, does help im-
precise velocity variations associated with heterogeneity prove the quality of the virtual source. The numerical
in the subsurface. Data acquisition from a subsurface simulations in this paper have shown that the presence
is equivalent to forward propagation where the reflec- of a random heterogeneity improves the refocusing even
tors, which we are trying to image, act as secondary with a small aperture provided that the model remains
sources. When these data are migrated, the velocities the same during forward- and back-propagation. The
used are only an estimate and thus do not account near-surface complexity plays the same role in virtual
for the precise velocity variations. Since migration de- source experiment as the random medium in the simu-
pends on the smooth background velocity only (Taran- lations, and the number of sources on the surface for the
tola, 1986), back-propagation of the direct arrival in virtual source experiment is equivalent to the aperture
the absence of the random medium most closely resem- size in the simulations. This supports the fact that in-
bles migration. For this situation, Eq. (14)) becomes
creased overburden complexity does enhance the quality Borcea, L., Papanicolaou, G., and Tsogka C., Theory and
of the virtual source with less sources on the surface. Applications of Time Reversal and Interferometric Imag-
ing, Inverse Problems 19, S139S164 (2003).
Clayton, R., and Engquist, B., Absorbing Boundary Condi-
tions for Acoustic and Elastic wave equations, Bulletin
6 CONCLUSION of the Seismological Society of America 67, 1529-1540
The principle idea of time reversed imaging is the (1997).
refocusing of the energy at the same location as Edelmann, G. F., Hodgkiss, W. S., Kim S., Kuperman, W.
A., Song, C., and Akal, T., Underwater Acoustic Com-
the source when the forward and back-propagating
munication Using Time Reversal, Oceans 2001, Hawaii
media are the same. Based on the same idea, we have (2001).
formulated an expression for the shift in the location Fink, M., Time Reversed Acoustics, Physics Today 50,
of the refocused pulse caused by velocity perturbation 3440 (1997).
during back-propagation. The shift mainly depends on Fink, M., and Prada, C., Acoustic time-reversal mirrors,
the distance between source and receivers, the aperture Inverse Problems 17, R1R38 (2001).
angle formed by the receiver array and the velocity Haider, M. A., Mehta, K. J., and Fouque, J. P., Time-
perturbation. For a single source-receiver pair, the shift Reversal Simulations for Detection in Randomly Layered
is directly proportional to the velocity perturbation and Media, Waves in Random Media 14, 185198 (2004).
the source-receiver separation only. For more receivers, Kim, S., Kuperman, W. A., Hodgkiss, W. S., Song, H. C.,
Edelmann, G.F., Akal, T., Millane, R. P., and Di Iorio,
however, the aperture angle plays an important role
D., A Method for Robust Time-Reversal Focusing in a
in estimating the shift in the location of the refocused Fluctuating Ocean, Oceans 2001, Hawaii (2001).
pulse. For the same source-receiver distance and veloc- Parvulescu, A., Matched-signal(MESS) processing by the
ity perturbation, as we increase the aperture angle, the ocean, J. Acoust. Soc. Am. 98, 943960 (1995).
shift in the location of the refocused pulse increases. Porter, M., Roux, P., Song, H., and Kuperman, W., Tu-
An explanation based on the ray theory yields an mor Treatment by Time Reversal Acoustics, IEEE Proc.
underestimate of the shift. In contrast, the variation in ICASSP-99 VI-2107, Phoenix, Arizona (1999).
the shift of the refocused pulse with change in aperture Snieder, R., Coda Wave Interferometry, McGraw-Hill
angle is explained well in terms of the constructive Yearbook of Science and Technology 2004, 5456 (2004).
interference of wavefronts. For an unperturbed medium, Snieder R., Extracting the Greens function from the cor-
heterogeneity in the model enhances the quality of
phase, Physical Review 69, 046610 (2004).
focusing provided the same velocity model is used Snieder, R., and Hagerty, M., Monitoring change in volcanic
during forward- and back-propagation. However, this interiors using coda wave interferometry: Application to
improvement cannot be used in migration because Arenal Volcano, Costa Rica, Geophysical Research Let-
in that application the details of the heterogeneity is ters 31, L09608 (2004).
not known. In virtual source imaging, however, the Snieder, R. K., A Guided Tour of Mathematical Methods
near-surface heterogeneity helps to better focus the for the Physical Sciences (Cambridge University Press,
waves onto the virtual source position. Cambridge, United Kingdom, 2004), 2nd. ed.
Song, H. C., Kuperman, W. A., Hodgkiss, W. S., Akal, T.,
Kim, S., and Edelmann G. F., Recent Results from
Ocean Acoustic Time Reversal Experiments, 6th Eu-
ropean Conference on Underwater Acoustics, Gdanski,
7 ACKNOWLEDGMENTS Poland (2002).
Tarantola, A.,A Strategy for Nonlinear Inversion of Seismic
We thank the support provided by the sponsors of the Reflection Data, Geophysics 51, 1893-1903 (1986).
Consortium Project on Seismic Inverse Methods for Zhu, J., Lines, L. R., and Gray, S. H., Smiles and Frowns in
Complex Structures at the Center for Wave Phenom- migration/velocity analysis, Geophysics 63, 12001209
ena. We also appreciate the comments and discussions (1998).
with Matt Haney.
APPENDIX A:
The wave-field in the time domain is given by Eq. (7).
REFERENCES When the function f is represented with a second-order
Taylor series in (r/R) and integrated over all the re-
Arfken, G. B., and Weber, H. J., Mathematical Methods for ceivers, we get the following expression for the back-
Physicists (Academic Press, San Diego, CA, 1995), 4th. propagated wave-field.
ed.
1
Bakulin, A., and Calvert, R., Virtual source: new method P (r, t) = 2f (t) + f(t)I1 + f(t)I2 , (A1)
for imaging and 4D below complex overburden, Ex- 2
panded abstracts of the 2004 SEG-meeting, 24772480
(2004).
where I1 and I2 are functions of space. As a result, the The term f(0) drops in the expression for z, which
wave-field is the sum of three terms. We need to calcu- indicates that the shift in the location of the refocused
late this wave-field at time t = 0. Also, we know that pulse is independent of frequency. For small values of
because of the symmetry of the receiver positions with velocity perturbation (c/c), we can ignore the second
respect to x = 0, the peak location will occur at x = 0. term in the denominator; and hence,
Hence, we can set x = 0 in the expression for the wave- sin

R c

2
field. In the second and third terms of the wave-field, z
=
c
. (A3)
sin 2

the integrals I1 and I2 are given by 1 + 2

z2
Z
z c

2
I1 = cos sin + R d

c0 2c0 R cc0
h
2z c z2 sin 2
i
= sin + 2R + ,
c0 cc0 2Rc0 2

2
z2
Z
z c

2
I2 = cos sin + R d

c0 2c0 R cc0
2
n
z sin 2 c sin 2
h io
= +
c02 2 c 2
2
c z c

+4R sin 2R2 .
cc0 c0 cc0
In the integral I2 , we are considering only the terms up
to second order in z. When we insert these values of I1
and I2 in Eq. (A1) and set t = 0, we get the wave-field
as a quadratic function of z as follows:
P (z, t) = A + Bz + Dz 2 , (A2)
where
2
c c

A = 2f (0) + 2Rf(0) R2 f(0) ,
cc0 cc0
2 sin c
h i
B = f(0) + f(0)R ,
c0 cc0
sin 2
n h io h i
D = f(0) 1 + f(0) K1 ,
2Rc 0 2 2c 02
and
sin 2 c sin 2
h i h i
K1 = 1+ 1 .
2 c 2
As the source pulse is symmetric with respect to
the origin, its first derivative vanishes at time t = 0;
hence f(0) = 0. The maximum value of the wave-field
P (z, t) at time t = 0 can be found by equating its first
z-derivative to zero. When solved for z, this gives the
shift in the location of the refocused pulse. Hence, this
shift is z = B/2D where the values of B and D at
time t = 0 are given by,
2 sin c
h i
B = f(0) R ,
c0 cc0

h i
D = f(0) K1 .
2c02
Given the values of B and D, we can compute z as
follows:
sin
c

2
R c
z = sin 2
c
sin 2
.
1+ 2
c
1 2
CWP-512
Velocity smoothing before depth migration: Does it

help or hurt?
Ken Larner and Carlos Pacheco

Center for Wave Phenomena, Colorado School of Mines, Golden, CO 80401
ABSTRACT
Previous studies of the sensitivity of depth migration to smoothing of the
migration-velocity model have treated smoothing of an initially correct model.
Aside from the relatively small amount of smoothing that is needed for imaging
with Kirchhoff migration and that does no harm to imaging with finite-difference
migration, smoothing of the model changes the model from the true one, so
those studies have shown the less smoothing the better. Because we never know
the subsurface velocity function with perfect accuracy, imaging is always com-
promised to some extent by error in the migration-velocity model. Given that
reality, perhaps some amount of smoothing of the inevitably erroneous velocity
model could improve quality of the migrated image.
We have performed a number of tests of imaging with erroneous velocity mod-
els for a simple synthetic 2D model of reflectors beneath salt. The salt layer
has a chirp-shape boundary so that we could assess imaging quality as a func-
tion of lateral wavelength of velocity variation in the overburden. Errors that
we introduce into the velocity model include lateral and vertical shifting of
the chirp-shape (usually top-of-salt) boundary, and erroneous amplitude of the
chirp, including random errors in the chirp shape. Primarily with poststack
migration of modeled exploding-reflector, we assess sub-salt image quality for
migrations with many different smoothings of erroneous velocity models. We
find that, depending on the type and size of error in the shape of the top-of-salt
boundary, as well as the lateral wavelength of the chirp, smoothing of the er-
roneous velocity model before migration can benefit image quality, sometimes
substantially. The form of error that can most benefit from smoothing is error
in the shape, as opposed to position, of the salt boundary. This observation,
based on numerous tests with exploding-reflector data, is supported by a small
number of tests with smoothing of the erroneous velocity model in prestack
migration.
Key words: velocity smoothing, depth migration
1 INTRODUCTION Because information about the spatial variation

of subsurface velocity can never be known in detail,
No factor is of larger importance to imaging quality in
in practice estimated velocities are routinely smoothed
depth migration than accuracy of the velocity model
over space prior to using them for migration. More-
used for the migration. Velocity information, however, is
over, because Kirchhoff-type migration algorithms ob-
inevitably erroneous to some extent. Finding sufficiently
tain their traveltime information from some form of ray
accurate velocity for migration is an especially difficult
tracing, the velocities used must be spatially smoothed
task in complex regions such as beneath salt in the Gulf
to insure stability in the ray computations.
of Mexico, an impediment to efficient exploration and
Any smoothing changes the subsurface velocity
development there (Paffenholz, 2001).
model and hence the migration result, so too much
198 K. Larner & C. Pacheco
smoothing will certainly lead to distortion in migrated sense of yielding a better image of the target than is use
images. Of importance, then, is to know how much of either less or more smoothing.
smoothing of the migration velocity field becomes too In the study here, we perform migrations with
much. smoothed versions of erroneous velocity models and
Various studies, notably those of Versteeg (1993), make a start at answering the question does smoothing
Gray (2000), and Paffenholz et al. (2001), have aimed of the erroneous velocity field help or hurt the quality
at providing guidance on the appropriate amount of of the migrated result?
spatial smoothing of velocity for depth migration. A As in the references mentioned above, our tests
common conclusion of those studies, all of which in- make use of synthetic data. Most of our models, how-
volved smoothing of known velocities in complex two- ever, are much more simple than those in the published
dimensional (2D) synthetic datasets such as the Mar- studies, with little attempt to mimic realistic subsurface
mousi, Sigsbee2, and SEG-EAGE salt models, is that structure. We introduce errors in the shape of the mod-
the appropriate amount of smoothing is both model- eled salt and migrate the data when different degrees of
and depth-dependent. The study of Gray (2000), which spatial smoothing are applied to the erroneous velocity
focused on Kirchhoff migration, found that, although models.
some smoothing is necessary for that approach, too lit- In order to perform enough tests to draw general
tle smoothing produced a better image than too much conclusions here, most of tests entail 2D modeling and
smoothing because too much smoothing will change migration. Moreover, for reasons discussed below, most
the velocity model substantially, perhaps to the extent involve poststack migrations of data generated under
of removing geologic plausibility. the exploding-reflector assumption.
Because Versteeg (1993) did his migrations with a
wavefield-migration approach, which had no dependence
on ray tracing, smoothing of the velocity was not essen- 2 GENERIC MODEL
tial to overcome a deficiency of the migration method.
Paralleling a conclusion of Jannane et el. (1989), Ver- The simple (we might say simplistic) model, on which
steeg argued that the velocity model need not include we focus most of the tests is exemplified by any of the
spatial wavelengths smaller than an amount governed six models shown in Figure 1. This model, which we call
by the wavelengths for frequencies in the data, with the generic model, looks like no salt structure and sub-
further dependence on the complexity of the velocity salt configuration in the real subsurface. It consists of
model. His tests showed that smoothing of the known a sub-horizontal, high-velocity salt layer, with a chirp-
velocity model up to a certain amount (about 200 m shape for either the top or bottom of salt, beneath a
for realistic frequencies in the Marmousi data set) was homogeneous layer and above a half-space. That half-
quite acceptable. space is also homogeneous, except for four sets of em-
In their migration tests with the Sigsbee2 model, bedded reflecting segments, the targets we wish to im-
Paffenholz et al. (2001) demonstrated the clear supe- age. Each set consists of five plane-dipping reflecting
riority of wavefield migration (e.g., finite-difference mi- segments, with dips ranging from 0 to 40 degrees, in
gration) over Kirchhoff migration when the migration 10-degree increments. One of the upper two sets has re-
velocity model is known perfectly, but the advantage flector dip increasing from left to right, and the other
of wavefield migration disappears if the (salt) velocity has dip increasing from right to left. This pattern of
contains errors. They also showed degradation in sub- target reflector dip allows us to assess the relationship
salt imaging when the migration-velocity model used is between wavelength of lateral velocity variation in the
erroneous, either because of error in the shape of the overburden and sub-salt image quality, as well as illumi-
salt or because smoothing of the correct model is too nation issues, as they relate to reflector dip. The lower
large to some extent. two sets of reflectors have the same form as the upper
In all of the studies mentioned above, the tests ones; they are included so that we can observe changes
with smoothing for migration involved smoothing of the in the quality of imaging with target depth beneath the
known, true velocity model. Recall, however, that one salt. Use of a chirp shape for the top or bottom of the
of the reasons for smoothing is that we cannot know salt allows systematic analysis of sub-salt image quality
the true velocity structure in detail and sometimes we as a function of lateral wavelength of salt shape.
have rather poor information about the velocity struc- Use of such a simple model has its advantages and
ture. It therefore is appropriate to conduct studies in disadvantages. The model avoids many of the complex-
which the smoothing is applied not to the known, cor- ities of data from a Marmousi or even Sigsbee2 model,
rect velocity model but to models that are erroneous. not to mention those in true salt areas. Moreover, use of
Then, depending on complexity of the velocity model, the chirp shape allows somewhat systematic assessment
amount of error in that model, depth of target beneath of modeled sub-salt imaging. The primary disadvantage
the erroneous overburden, and frequency content in the of the generic model is that it cannot come close to mod-
data, some degree of smoothing is likely optimal in the eling realistic salt shape, let alone the many issues that
confound sub-salt imaging.
Velocity smoothing before depth migration 199
M1 M2
M3 M4
M5 M6
Figure 1. Velocity models M1-M6 used to generate the synthetic data. Lateral position is denoted by x, and depth by z.
Simple as it is, the generic model nevertheless is below

characterized by enough parameters that comprehensive parameters of the chirp-shape top or bottom of salt,
study of imaging would require a large number of tests specifically
of models with many different combinations of values
amplitude of the chirp
for those parameters. Parameters of the generic model
range of spatial wavelengths of the chirp
include
target depths
average depth of the top and bottom of the salt
velocities of the salt and of the layers above and Our study can only spottily cover the large combi-
4500
model max (m) min (m) h (m) top bottom
4000
M1 2500 500 50 X
3500
M2 2500 500 100 X
3000
M3 4500 1000 100 X
(m)
2500
M4 4500 1000 200 X
2000
M5 2500 500 50 X
1500
M6 2500 500 100 X
1000
500
Table 1. Chirp parameters for the generic velocity model
0 2 4 6 8 10 12 14 16 18 20
used in the study. The parameter h is the ampliitude of the
x (km)
chirp, i.e., the peak departure of salt-boundary depth from
Figure 2. Range of spatial wavelengths for the two chirps its average value.
used in our study. The solid line shows wavelength as a
function of lateral position for models M1, M2, and M5; the
dashed line shows wavelength for models M3, M4, and M6. 3 ZERO-OFFSET VERSUS
EXPLODING-REFLECTOR DATA
nation of pertinent values for these many parameters. Ultimately one might prefer that a study of the sensitiv-
Moreover, none of the six models in Figure 1 exhibits ity of sub-salt imaging to errors in the velocity model
the large structural size of the salt in, for example, the be done with 3D prestack depth migration applied to
Sigsbee2 model. So, the study is a mere start. modeled 3D data. The cost of such a study is clearly
When we consider the different forms of error in prohibitive, certainly in this decade. Among the many
the velocity models and differing amounts of smoothing other complexities of such a study would be the issue of
of those erroneous models, the number of tests to per- how to define a useful 3D extension of the chirp model.
form could further multiply greatly. Errors could arise Our study therefore is strictly limited to 2D. Even
in all of the parameters (except for the sub-salt reflector 2D prestack depth migration imposes too large a com-
description) listed above. For example, the chirp-shape putational cost for other than a small number of to-
top of salt used for the migration-velocity model could ken comparison tests with the generic model. In order
be shifted laterally or vertically from the true position, to do enough comparisons, we limited the study pri-
or have erroneous amplitude. marily to imaging with poststack migration. The sim-
Our tests with the generic model all involve the plification doesnt stop here, however. We can envision
six models in Figure 1. All six have velocities of 2000 three different forms of input to poststack migration:
m/s, 4500 m/s, and 3500 m/s for the top layer, salt (1) modeled data from many source-to-receiver offsets
layer, and half-space, respectively. For all six models, the that have been stacked, (2) zero-offset (ZO) data ex-
average depth of the top and bottom of the salt is 1000 tracted from normal-moveout-corrected and unstacked
m and 1900 m, respectively. Models M1, M2, and M5 modeled data, and (3) exploding-reflector (ER) modeled
have the same range of spatial wavelength for the chirp, data. We did tests with all three forms, but the largest
and Models M3, M4, and M6 have a higher range of number with exploding-reflector data.
spatial wavelength. The variation of spatial wavelength The choice of exploding-reflector data may seem
with horizontal location is shown in Figure 2. Other puzzling. One reason for this choice is that generation of
differences among the six models are in the amplitude ER data is least computationally costly. We use a finite-
of the chirp shape. Table 1 summarizes the parameter difference code, second-order in time, fourth-order in
values for the chirp in each model. space, for the modeling; the cost of modeling zero-offset
Another important parameter for the tests would data would be essentially the same as that of modeling
be the range of frequencies contained in the seismic a full prestack data set. But there is another reason for
wavelet used in the wavefield modeling. All of our tests choosing exploding-reflector data over extracted zero-
involve just one choice of input wavelet a Ricker offset data.
wavelet, with dominant frequency of 15 Hz. Seismic data that result from ER modeling are
largely equivalent to, but differ in important respects
from, either ZO or common-midpoint (CMP) stacked
data, particularly in the presence of strong lateral veloc-
ity variation (Kjartasson & Rocca, 1979) and (Spetzler
& Snieder, 2001). Moreover, the pattern of multiples and
the relative amplitudes of the primaries and multiples Using equation (12) of Spetzler and Snieder (2004),
differ among the three forms of data. we calculated approximate focal depths (depths at
So, why do we consider a study using ER data to which caustics and triplications start to appear) for the
be useful? Because poststack migration is based on the six velocity models used in the study. Although only
exploding-reflector assumption, such migration of zero- roughly approximate because that equation assumes
offset data would be erroneous even if the migration ve- 1D lateral slowness variations and point sources, these
locity were correct. In contrast, because poststack (i.e., computed focal depths give a measure of the relative
zero-offset) migration and exploding-reflector modeling complexity of the various models and of wavefields in
of primaries are essentially exact inverses of one another, them. For our generic models, this complexity, which
we can count on accurate migration of ER primaries depends on the depth and lateral variation of the veloc-
when we use the correct migration velocities. Therefore, ity anomaly, is controlled mainly by the geometry of the
sensitivity of imaging to errors in velocity, including chirp. Figure 5 shows the focal depths below the surface
smoothing of erroneous velocity, is best isolated when as a function of lateral position x for the six chirp mod-
we apply poststack migration to ER data. els. Model M2, for example, has caustics that appear
That ER and ZO data differ from one another, as at the shallowest depth, whereas caustics arise deeper
do the results of poststack migration applied to these for the models with milder chirp shape, and for chirp
two forms of data, is exhibited in Figures 3 and 4. The shape at the base rather than the top of the salt. The
differences between the ER and ZO sections for models relatively poor image, in Figure 4, of the migrated zero-
M1, M2, and M4, in Figure 3, are striking. Particularly offset data for Model 2, as compared with the migrated
for models with larger chirp amplitude and in regions images for models M1 and M4, suggests dependence of
of the model with smaller chirp wavelength, sub-salt image quality on model complexity. (Again, the imaging
reflections show more numerous triplications character- problem arises because zero-offset migration is based on
istic of caustics and multi-pathing in the overburden. the exploding-reflector idea.) Also, as seen in Figure 5,
The exploding-reflector sections exhibit less loss of am- the levels of complexity of models M1 and M4 are equiv-
plitude with time and more complete expression of the alent. Consistent with this observation, the image qual-
diffractions than do the zero-offset sections. Since mi- ity of the depth-migrated zero-offset sections for these
gration aims to collapse diffractions, the distorted and models is comparable.
incomplete diffractions in the ZO data will be poorly When errors are present in the velocity model, t
collapsed in poststack-migrated results. The stronger he degradation of migrated ER data will differ from
amplitudes at late time in the ER data result from the that in (1) poststack-migrated ZO data, (2) prestack-
weaker geometric spreading from sources that are, in ef- migrated ZO data, and (3) prestack-migrated full-offset
fect, placed on the exploding reflectors than the spread- data. Even with the correct velocity model the quality of
ing from the surface line sources for the ZO data. Fi- imaging can be compromised in each of these treatments
nally, as expected, the timing and amplitudes of multi- of data. Weve already seen in Figure 4 that, because
ples in the exploding-reflector sections differ from those poststack migration is founded on the ER assumption,
in the counterpart zero-offset sections. The multiples poststack-migrated ZO data is erroneous even when the
in these data are internal ones. Surface multiples are correct velocity model is used for migration. Prestack-
largely absent because absorbing boundary conditions migrated ZO data do not suffer from that shortcoming,
(Clayton & Engquist, 1977) were used for all bound- but can exhibit image distortion and artifacts arising
aries. from insufficient pre-migration muting of wide-angle re-
The results of poststack (i.e., zero-offset) depth mi- flections and refractions prior to the migration, limited
gration of the exploding-reflector and zero-offset sec- aperture for the (shot-record) migration, and variations
tions using the true velocity for the migration are shown in wavefield illumination beneath the salt. Prestack-
in Figure 4, again for models M1, M2, and M4. We migrated, full-offset data can also be distorted because
used an f-x domain, finite-difference depth-migration al- of variable illumination, insufficient muting, and limited
gorithm (Claerbout, 1985) for both migrations. For all migration aperture. These data, however, have the ad-
models, depth migration of the exploding-reflector data vantage that the worst of these problems are mitigated
yields high-quality imaging of the primaries, with arti- to some extent by destructive interference of offset-
facts related to migration of the multiples. In contrast, dependent distortions and artifacts after stacking the
depth migration of the zero-offset sections results in demigrated data for all offsets.
graded imaging of the sub-salt reflectors, especially in
regions of the model where the chirp has smaller wave-
length. Since these migrations were performed using the 4 LENGTH SCALES FOR VELOCITY
correct velocity model, the compromised migrated ZO SMOOTHING
data offer a poor starting point for study of sub-salt
imaging when smoothed, erroneous velocity models are For finite-difference migration, if we knew the velocity
used for the migration. model perfectly we would have no need to smooth the
velocities. Smoothing could only alter the model from
M1
x (km) x (km)
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
0 0
1 1
2 2
time (s)
time (s)
3 3
4 4
M2
x (km) x (km)
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
0 0
1 1
2 2
time (s)
time (s)
3 3
4 4
M4
x (km) x (km)
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
0 0
1 1
2 2
time (s)
time (s)
3 3
4 4
Figure 3. Exploding-reflector sections (left) and zero-offset sections (right) for models M1, M2, and M4.
the true one, resulting in erroneous migration the Before addressing smoothing of erroneous velocity
more smoothing the poorer the image. Versteeg (1993), models, let us see how much smoothing of our correct
however, showed that there is little harm done with an generic models is acceptable for the depth migration.
amount of spatial smoothing that is small in relation to Given the range of complexities suggested for the models
the wavelengths in the signal and fineness of detail in in Figure 5, we expect that the appropriate amount of
the velocity model. Even for Kirchhoff migration, Gray smoothing will differ from one model to another.
(2000) pointed out that smoothing too little is better We smooth the velocity functions using a two-
than smoothing too much. dimensional Gaussian-shaped operator similar to the
M1
x (km) x (km)
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
M2
x (km) x (km)
0 2 4 6 8 10 12 14 16 18 20
0 5 10 15 20 0
0
2000
2000
depth (m)
depth (m)
4000 4000
6000 6000
M4
x (km) x (km)
0 2 4 6 8 10 12 14 16 18 20
0 5 10 15 20 0
0
2000
2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 4. Finite-difference, zero-offset depth migrations of exploding-reflector data (left) and zero-offset data for models M1,
M2, and M4 using the correct velocity model.
one described in Vertsteeg (1993). We first convert the Figure 1, here we focus attention primarily on models
velocities to slownesses and then convolve the slow- M2 and M4, the ones with the largest amplitude chirp
nesses with a two-dimensional Gaussian filter of the shape for the top of salt. The conclusions drawn from
form exp[(x2 + z 2 )/(a/2)2 ]. With this definition, a is tests for these two models have general counterparts
the diameter at which the amplitude of the Gaussian from those for the other models. Figures 6 and 7 show
operator has decreased to e1 of its peak value. depth-migrated exploding-reflector sections for models
Although we did tests with all six models shown in M2 and M4 after applying different amounts of smooth-
6000
M1 horizontal ones. Conversely, the horizontal reflectors at
M2
M3 the left are better imaged than are the dipping ones
M4
5000
M5 there.
M6
Another aspect of smoothing, seen in Figure 8, are
4000
gaps in the imaged bottom of the salt for model M2
(m)
migrated using velocities smoothed with a=160 m. The

caus
3000
smoothed velocity model does not have the detail nec-
z
essary to honor all the ray bending and multi-pathing

2000
that occurs at the chirp interface. As a result, migrating
with the smoothed velocity model creates illumination
1000
gaps in the bottom-of-salt reflection.
To summarize, for migration with finite-differences,
smoothing of the true velocity model can only degrade
2 4 6 8 10 12 14 16 18
x (km) the imaging quality; it cannot improve it. For the generic
velocity models with chirp-shape top of salt, the maxi-
Figure 5. Focal depths zcaus for the velocity models in Fig- mum amount of smoothing that produces an acceptably
ure 1. We associate shallower focal depth with larger model
depth-migrated image is that with a 200 m. This
complexity.
maximum acceptable smoothing, however, depends on
the complexity of the model. In agreement with the re-
ing to the correct velocity model. Not surprising, as the sults of Versteeg (1993) and Gray (2000), the less com-
degree of smoothing increases, the quality of the im- plex the model, the more smoothing that is acceptable.
aged sub-salt reflectors worsens; for any given amount Again, however, in practice we cannot know the veloc-
of smoothing, the degradation is model-dependent. The ity model in detail. Next we investigate what happens
more complex the overburden model (i.e., the shallower when we smooth erroneous velocity models.
the computed focal depth shown in Figure 5), the faster
the image degrades with increased smoothing. Thus, for
a given amount of smoothing, the degradation for model 5 SMOOTHING OF ERRONEOUS
M2 is more severe than that for model M4. For both, VELOCITY MODELS:
the degradation is worse beneath the shorter-wavelength EXPLODING-REFLECTOR DATA
portion of the chirp. For these two models, the maxi-
mum smoothing diameter that yields acceptable imag- Here, we again consider poststack depth migration of
ing is about 160 m. For the remaining models, a smooth- exploding-reflector data generated for the generic veloc-
ing diameter of 200 m, and even larger, yields acceptable ity models. We first migrate using the erroneous velocity
imaging of the target reflections. model and then repeat the migration after applying dif-
The models in which the bottom rather than the ferent amounts of smoothing to the erroneous velocity
top of the salt has the chirp shape can be smoothed model. We introduced errors of the following kind to the
as much as 400 m without introducing significant dis- generic velocity models:
tortion of the imaged sub-salt reflections. One reason lateral and vertical shifts of the chirp-shape top or
for this is the closer proximity of the chirp boundary to bottom salt boundary,
the targets. Another is that the impedance contrast, and erroneous amplitude of the chirp-shape boundary,
consequently the lateral velocity variation, is smaller for random perturbations added to the chirp,
the models with chirp-shape bottom rather than top of erroneous velocity of the salt layer.
the salt.
We note that our observations and impressions of As simple as is our generic velocity model, the list
image quality are subjective, based on assessment of of model parameters shown in Section 3, plus all the
four characteristics of imaged reflectors: their locations, scale lengths (Fresnel zone, chirp wavelength, smooth-
sharpness of imaged events, distortion in imaged reflec- ing diameter, scale length of the velocity error, depth
tor shape, and contaminating artifacts. of the targets) involved in the problem make systematic
As seen especially in Figure 7, the deeper targets analysis of depth migration for different smoothings of
suffer somewhat larger distortion than do the shallower erroneous migration velocities a large task. We show
ones. The farther waves have propagated through the only a few selected examples that illustrate main obser-
velocity model the more complicated they become. Keep vations of the study.
in mind that it is not the complexity of the velocity The benefit or harm done by velocity smoothing
model directly above a reflector that influences the qual- depends on the type of error. For migration of field data
ity of imaging, but rather the complexity along the dom- in practice, velocity models will have a combination of
inant ray directions. Thus the steep reflectors on the all the forms of error that we introduce individually in
right side of the figures are better imaged than are the this study.
true a = 80 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a = 160 m a = 240 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a = 320 m a = 400 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 6. Depth-migrated exploding-reflector sections for model M2 using the correct velocity model and after different amounts
of smoothing have been applied to that correct model. The diameter of the two-dimensional Gaussian smoothing operator is
denoted by a.
Some types error in the velocity model have rela- defocusing the image. Pon and Lines (2004) and Paf-
tively small influence on the migrated image. For ex- fenholz et al. (2001) obtained similar results with their
ample, vertical shifts of the salt boundary and constant modeled data sets. Smoothing of these erroneous veloc-
error in the velocity of the sediments surrounding the ity models has much the same influence on the quality of
salt body have relatively little influence on sub-salt im- imaging as does smoothing of the correct velocity mod-
age quality. These two types of error primarily cause els. Increasing the degree of smoothing in this case only
error in reflector depth without severely distorting or further degrades image quality.
true a = 80 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a = 160 m a = 240 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a = 320 m a = 400 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 7. Same as Figure 6, but for model M4.
In contrast, consistent with the results of Paffenholz As we shall see, where error in the velocity model
et al., we find that lateral shift of the chirp model can causes substantial degradation of the migrated image.
cause significant degradation of sub-salt imaging, as do smoothing the erroneous velocity model can improve
errors in the geometry of the chirp boundary. In general, the quality of the migrated image. Where it causes too
a given amount of lateral shift of the boundary causes severe degradation, once again no smoothing can help.
larger degradation of the sub-salt image than does a
comparable vertical shift.
x (km)
0 1 2 3 4 5 6
0
500
depth (m)
1000
Figure 8. Close view of the top and bottom of salt in the migrated image of model M2 for velocity smoothing with a=160 m.
Note the gaps in the image of the base of salt, in part the result of mistreatment of variable illumination at the salt base.
5.1 Lateral shift of the chirp image quality is already so poor that it would take a
large amount of smoothing to make it much worse.
A constant lateral shift of the entire salt boundary is an
unrealistic error in practice. Applied to our chirp-shape
top-of-salt boundary, however, a constant shift allows us 5.2 Exaggerated chirp amplitude
to study the influence of such an error systematically as
a function of lateral velocity variation in the overburden. The type of velocity error we consider next is that
Figure 9 shows the depth-migrated sections for caused by incorrect amplitude of the chirp-shape top
model M4 using the correct velocity model and that of salt. Figures 11 and 12 show depth-migrated images
model laterally shifted by different amounts, from 20 to of exploding-reflector data for models M2 and M4, each
100 m. Note that even a shift of only 40 m (trace spacing with the amplitude of the chirp-shape top of salt too
in the exploding-reflector section is 20 m) introduces dis- large by 50 m, and with various amounts of smoothing.
tortions in the depth-migrated image. As expected, im- The images for the erroneous models are significantly
age degradation is larger beneath the small-wavelength degraded from those generated with the correct migra-
region of the chirp and deeper in the section. Increas- tion velocity, more so for model M2 (with short spa-
ing the amount of lateral shift leads to worsened image tial wavelength of chirp) than for model M4. Smooth-
quality beneath the longer-wavelength portions of the ing of the erroneous velocities for model M2 results in
chirp. We next smooth the shifted velocity models and improved image quality for smoothing diameter up to
assess the quality of sub-salt imaging in the resulting about 320 m, but degrades the quality for larger smooth-
migrations. Figure 10 shows migrations with smoothed ing. The degree of improvement varies across the model.
versions of the model that was erroneously shifted later- For model M4, improvement in imaging for some targets
ally by 40 m. Smoothing with a of 160 to 240 m improves is best with a as large as 640 m. Note also that the re-
the image quality for many of the sub-salt targets, but gion of largest improvement generally progresses toward
smoothing by larger amounts results in reduced qual- the left (i.e., toward longer spatial wavelength of chirp)
ity of the migrated section. Smoothing of velocity mod- as the amount of smoothing increases.
els with larger lateral shifts (not shown here) produced For this 50-m error in chirp amplitude, we per-
similar results although the improvement introduced by formed migrations of models M1 through M4 (the four
smoothing becomes harder to recognize for larger shifts. models with chirp-shape top of salt) and smoothing
The data quality is so much compromised for large lat- ranging from a = 80 m to 1240 m in increments of 40
eral shift that smoothing can have little influence. The m. From subjective visual impressions of migrated sec-
true shift=20 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
shift=40 shift=60 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
shift=80 shift=100 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 9. Depth-migrated exploding-reflector sections for model M4 using the correct velocity and different amounts of lateral
shift of that model.
tions for the different amounts of smoothing, we made correlation between the focal depths in Figure 5 (a mea-
rough estimates of smoothing diameter that yields the sure of model complexity) and the optimum smooth-
best imaging of the different target reflectors across the ing diameters in Figure 13 for this particular form of
model. Figure 13 shows the estimated optimum smooth- velocity error: generally the shallower the focal depth
ing diameters for the four models, as a function of lateral (i.e., the greater the model complexity), the smaller the
position x. Comparison of the curves (linearly interpo- smoothing diameter that is best.
lated between the subjectively inferred values) in this Versteeg (1993) showed that the lower the complex-
figure with the curves in Figure 5 shows some degree of ity of the velocity field, the larger the amount of smooth-
true shifted
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a = 80 m a = 160 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a = 240 m a = 320 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 10. Depth-migrated exploding-reflector sections for model M4 using the correct velocity model, for that model laterally
shifted by 40 m, and for various degrees of smoothing applied to the laterally shifted model.
ing of the velocity model that is acceptable for imaging. lation between model complexity and optimum amount
Here, we find a counterpart result: the lower the com- of smoothing.
plexity of the velocity field, the larger the amount of
smoothing that yields the best imaging when the ini-
tial model is in error. In tests with larger error in chirp 5.3 Random perturbation of the chirp
amplitude (100-m too large), we found a similar corre- The final type of error in the migration-velocity model
that we show is a random perturbation of the chirp-
true erroneous
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=160 m a=320 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=480 m a=640 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 11. Depth-migrated exploding-reflector sections for model M2 with true velocity, for an erroneous velocity model caused
by chirp amplitude exaggerated by 50 m (a 50 percent exaggeration), and for smoothed versions of the erroneous velocity model.
shape top of the salt. We distorted the shape by adding a velocity error. For these tests, the standard deviation of
laterally bandlimited, Gaussian-distributed depth error the random depths prior to bandlimiting is = 50 m.
to the chirp. For the test results shown in Figures 14, 15, Figures 14 and 15 show migrated sections using
and 16, the correlation length l = 100 m, where l is the the true velocity model, a model with random error
lag at which the autocorrelation of the random depth added to the depth of the chirp, and variously smoothed
variation decreases by a factor e1 of its peak value. The versions of the erroneous velocity function for models
correlation length is a measure of lateral scale length of M2 and M4. For both models, migration with the erro-
true erroneous
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=160 m a=320 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=480 m a=640 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 12. Same as Figure 11 but for model M4. The 50-m increase in chirp amplitude represents a 25 percent exaggeration
of the amplitude for this model.
neous velocity function yields severely distorted imaging results for model M4, shown in Figure 15. As smooth-
of the sub-salt reflections. For model M2 (Figure 14), ing increases from a = 160 m to 640 m, targets that
which has the shorter-wavelength chirp-shape top of are best imaged again are those beneath progressively
salt, smoothing of the erroneous velocity model yields, longer-wavelength portions of the chirp.
at best, marginal improvement, with optimal smoothing Model M3 has chirp shape spanning the same range
varying from a = 160 m to at least 640 m for reflectors of wavelengths as those in model M4, but with smaller-
from right to left. The improvement brought about by amplitude chirp. Compared to results for similarly con-
smoothing the erroneous model is more evident in the sidered models M2 and M4, migration for data from
1400
M1
M2
M3
1200 M4
(m)
1000
optimum
800
a
600
400
200
2 4 6 8 10 12 14 16 18 20
x (km)
Figure 13. Optimum smoothing diameters for migration-velocity error caused by chirp amplitude that is 50-m too large, for
models M1-M4.
model M3 (Figure 16) exhibits more distortion of sub- exploding-reflector data cannot be acquired in the field
salt events when the randomly erroneous velocity model nor can they be obtained from field data. They are a fic-
is used. Migration with variously smoothed versions of tion. Next we show results for one example of a similar
the erroneous model, however, yields substantial im- study of the influence of smoothing, but with prestack
provement in sub-salt images. The pattern of improved migration performed on synthetic multi-offset data.
quality of imaging for various smoothings of the erro- Using finite-difference code, we modeled shot
neous velocity model is similar to that seen in Figures 14 records for a simulated 2D survey across the top of
and 15, but the improvement here is dramatic. In par- model M4, each shot having 500 channels, with 10-m
ticular, much of the sub-salt region is best imaged with group interval, and 80-m shot spacing. Migration was
smoothing using a = 320 and 640 m, with a = 640 m performed with a shot-record f -x domain algorithm
yielding the best result for lateral positions x < 10 km. (Claerbout, 1985). We then sorted the migrated data
Even broader smoothing might have resulted in a better into common-image gathers and stacked the gathers.
image yet. We found similar behavior for other choices of Figure 17 shows the prestack-migrated image for model
correlation distance and amplitude of the random per- M4 using the correct velocity model. The quality of
turbations. Smoothing of the migration-velocity model imaging for the target reflectors is excellent, superior
can help in imaging. to that obtained in poststack migration of exploding-
reflector data for model M4 (Figure 4), primarily be-
cause imaged multiples are much weaker in the prestack
6 SMOOTHING OF AN ERRONEOUS result.
VELOCITY MODEL: PRESTACK For this test, we generated the erroneous velocity
MIGRATION model by exaggerating the amplitude of the top-of-salt
chirp in model M4 by 100 m, a 50 percent increase from
In all of the above tests, we have used poststack- the true chirp amplitude. Prestack migration with this
migrated exploding-reflector data to assess the influ- erroneous velocity model is shown in the upper left of
ence of smoothing of erroneous velocity models on sub- Figure 18. With this level of velocity error, the shape
salt image quality. Such data and migration require so of the horizontal bottom of the salt is greatly distorted
relatively little computation that we could perform a toward the left of the section, and toward the right the
large number of tests. Despite being useful for our study, bottom of the salt is virtually not imaged. Similar obser-
true erroneous
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=160 m a=320 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=480 m a=640 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 14. Depth-migrated exploding-reflector sections for model M2 with the true velocity, for an erroneous velocity model
with random error (l = 100 m, = 50 m), and for variously smoothed versions of the erroneous velocity model.
vations hold for the sub-salt reflectors. The remainder subs-salt section (beneath the shorter-wavelength por-
of the figure shows the results of prestack migration us- tion of the chirp), and a = 720 m yielding the best imag-
ing the erroneous velocity model smoothed with what ing beneath the longer-wavelength portion. The best
we might consider to be large amounts of smoothing: images show distortion of the shapes of the target re-
a = 240, 480, and 720 m. Velocity smoothing clearly im- flectors, but these reflectors nevertheless are far better
proves the quality of the migrated images, with a = 480 imaged than when no smoothing is applied to the erro-
m yielding the best imaging of the right portion of the neous velocity model.
true erroneous
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=160 m a=320 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=480 m a=640 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 15. Same as Figure 14 but for model M4.
Prestack migration with the erroneous velocity 7 DISCUSSION AND CONCLUSIONS

model resulted in more severe degradation of image
Despite the limited nature of this study 2D, primar-
quality than did poststack migration of the exploding-
ily poststack migration of exploding-reflector data, just
reflector data. This could be due in part to mistacking
one choice of wavelet, simple chirp-shape top or bottom
that arises when the incorrect velocity model is used.
of salt with limited range and choice of spatial wave-
In any case, the data are far better imaged with use of
length, small number of and forms for perturbations
smoothed migration velocities in the migration.
from the true velocity model, and simple model of sub-
surface structure results for tests with the generic
true erroneous
x (km) x (km)
0 2 4 6 8 10 12 14 16 18 20
0 0 5 10 15 20
0
2000
2000
depth (m)
depth (m)
4000 4000
6000 6000
a=160 m a=320 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
a=480 m a=640 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
6000 6000
Figure 16. Same as Figure 14 but for model M3.
model give clear indication that, for some types of ve- as well as on the lateral wavelength of the true velocity
locity error, smoothing of velocities for migration veloc- structure in the overburden.
ity model can improve image quality, sometimes signif- The optimal choice for smoothing to address imag-
icantly. The amount of smoothing that is optimum in ing degradation caused by use of an erroneous veloc-
the sense that it gives imaging superior to that when ity model can be considerably larger than either (1)
either less or more smoothing is used depends on the that needed to overcome shortcomings of ray tracing
size and type of error in the migration-velocity model for Kirchhoff migration or (2) the amount of smoothing
that would be acceptable for any migration algorithm
x (km)
0 5 10 15 20
0
2000
depth (m)
4000
Figure 17. Prestack migrated image for model M4 using the correct velocity model. Compare with Figure 4.
when the initial migration-velocity model was perfectly roneous velocity models for use in prestack migration,
accurate. Because the velocity function for migration is use of smoothed velocities generally helped to improve
never fully accurate in practice, some degree of smooth- the quality of images greatly so for the one test with
ing is always appropriate. Moreover, although it will be prestack migration shown here. This is consistent with
difficult in practice to pin down an optimal spatial ex- what we found (although to a lesser extent) for post-
tent of smoothing, that amount can well be larger than stack migration of exploding-reflector data. The con-
is often used in practice even considerably larger than sistency is comforting given that most of our tests were
the spatial size of the errors in the migration-velocity with exploding-reflector data, which cannot be obtained
model. from field data. Supporting the results from the post-
Use of the generic chirp-shape salt boundary al- stack migrations of exploding-reflector data, the amount
lowed us to do simple tests, e.g., velocity error mod- of smoothing that is best can be considerably larger
eled as lateral shift of the boundary, in a systematic than might have been suspected from the spatial size of
effort to gain an idea of the relationship between op- errors and detail in the velocity model.
timum amount of smoothing and scale of the velocity A general ranking of the influence of the different
variations. For even this simple model, we have seen types of velocity error on image quality is as follows.
dramatic differences between zero-offset data modeled Constant vertical shift of the top of salt or constant er-
based on the exploding-reflector assumption and those ror in velocity of the overburden causes relatively little
modeled with wavefields generated by individuals shots. degradation. Smoothing of the velocity model will not
A significant manifestation of the difference arises from improve imaging for these types of error any more than
variations in the spatial distribution of subsurface illu- it would if the velocity model were perfectly accurate.
mination. These differences in the two forms of modeled Lateral shift of the top of salt causes image distortion
data in turn give rise to marked difference in image qual- that can be not only large, but such that imaging is not
ity when the data are depth-migrated with a poststack amenable to improvement by velocity smoothing. Error
algorithm (which is based on the exploding-reflector) in amplitude of the chirp-shape top of salt, including
using a migration-velocity function that is known per- random perturbation of the salt shape, can also cause
fectly. large distortions in the sub-salt image, but the imaging
Although we did only a few tests of smoothing er- can be substantially improved through use of smoothed
erroneous a = 240 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
a=480 m a=720 m
x (km) x (km)
0 5 10 15 20 0 5 10 15 20
0 0
2000 2000
depth (m)
depth (m)
4000 4000
Figure 18. Prestack-migrated image for model M4 using the erroneous velocity model with chirp amplitude exaggerated by
100 m, and for the erroneous velocity model smoothed with operator diameter a=240, 480, and 720 m.
velocities, even broadly smoothed. Of course these gen- REFERENCES

eral comments about the influences of the different types
Claerbout, J. 1985. Imaging the Earths Interior. Blackwell.
of error and the benefits of smoothing for these types of Clayton, R., & Engquist, B. 1977. Absorbing boundary con-
error are all dependent on the magnitude of the velocity ditions for acoustic and elastic wave equations. Bull. Seis.
error of any given type. Soc. Am., 67, 15291540.
Any smoothing of a derived migration-velocity Gray, S. 2000. Velocity smoothing for depth migration: how
model yields velocities that are erroneous. Thats clearly much is too much? Calgary, Alberta, Canada: CSEG
true if the derived velocities somehow happened to be Publication.
perfectly accurate. A conclusion from the tests here is Jannane, M. et. al. 1989. Short note: Wavelengths of earth
that, since the migration-velocity model is necessarily structures that can be resolved from seismic reflection
data. Geophysics, 54(7), 906910.
inaccurate, it is better that detail in the initial velocity
Kjartasson, E., & Rocca, F. 1979. The exploding reflector
model be smoothed prior to migration thus yielding
model and laterally variable media. In: Stanford Explo-
a smoothly erroneous model than to trust in use of ration Project No. 16. Stanford University.
the detailed model. Moreover, the amount of smoothing Paffenholz, J. 2001. Sigsbee2 synthetic subsalt dataset: image
needed to help the imaging is likely greater than that quality as function of migration algorithm and velocity
inferred from previous studies involving smoothing of model error. San Antonio, Texas, USA: 71st SEG Annual
perfectly accurate velocities. The observation of Gray International Meeting.
(2000) nevertheless still holds that too much smoothing Pon, S., & Lines, L.R. 2004. Sensitivity analysis of seismic
will alter the velocity model from the true one to the depth migrations: Canadian Structural Model. Calgary,
extent that image quality will be harmed. The optimal Alberta, Canada: CSEG Publication.
amount of smoothing to use remains as difficult model- Spetzler, J., & Snieder, R. 2001. The formation of caustics
in two- and three-dimensional media. Geophys. J. Int,
and data-dependent choice.
144, 175182.
Spetzler, J., & Snieder, R. 2004. Tutorial: The Fresnel volume
and transmitted waves. Geophysics, 69(3), 653663.
Versteeg, R. J. 1993. Sensitivity of prestack depth migration
to the velocity model. Geophysics, 58(6), 873882.
CWP-513
A fault caught in the act of burping
Matthew M. Haney1, Roel Snieder1, Jon Sheiman2, and Steven Losh3

1 Center for Wave Phenomena and Department of Geophysics, Colorado School of Mines, Golden, CO 80401, USA
2 ShellInternational Exploration and Production, Houston, TX 77025, USA
3 Department of Earth and Atmospheric Sciences, Cornell University, Ithaca, NY 14853, USA
ABSTRACT
We report on the first direct observation of a migrating fluid pulse inside a fault
zone that, based on previous evidence, is suspected to be a conduit for fluids
ascending from depth. We find that areas of high fault-plane reflectivity from a
fault at the South Eugene Island Block 330 field, offshore Louisiana, systemat-
ically moved up the fault 1 km between 1985 and 1992. The updip movement
can be explained by the presence of a high pressure fluid pulse ascending a verti-
cally permeable fault zone. These fault burps play a central role in hydrocarbon
migration.
Key words: hydrocarbon migration, fault zones, seismic reflectivity
INTRODUCTION of pore pressure buildup followed by release when the

Coulomb failure criterion is exceeded. Such behavior is
Faults display a split-personality as both impediments
reminiscent of the fault-valve model of Sibson (1990),
to fluid flow and, at times, preferential pathways for
in which fluid flow along faults is episodic and initiated
flow. Both behaviors are invoked in the petroleum indus-
by an increase in fault zone permeability in response
try to explain how hydrocarbons move (Hooper, 1991)
to fault slip. Recently, Miller et al. (2004) have shown
from the location at which they are generated (e.g., by
how a combination of Rices shock wave model and Sib-
flowing along faults) into fault-bounded reservoirs (Hol-
sons fault-valve model explains the upward movement
land et al., 1990) where they are trapped (e.g., by a
of aftershock epicenters along a fault in the deep crust
lack of flow across faults). In the Gulf of Mexico, growth
beneath Italy.
faults cutting through low permeability sediments pro-
Several lines of evidence taken at the South Eugene
vide a means for hydrocarbons generated in deep, pres-
Island Block 330 field, offshore Louisiana, indicate that
surized source rocks to migrate into shallow reservoirs.
faults there have hosted significant vertical fluid flow
Despite the fact that fault-hosted fluid flow is still
over the last 250,000 years, continuing to the present
poorly understood, several studies, both theoretical and
day. The evidence includes (a) oil seeps from the fault
observational, have put our understanding of the inter-
scarps along the ocean floor (Anderson et al., 1995),
action of fluids and faults on firmer footing. One pop-
(b) thermal anomalies associated with the spatial pat-
ular model, introduced by Rice (1992) and discussed
terns of the fault scarps (Anderson et al., 1991), (c)
by Revil and Cathles (2002), maintains that fluids may
reports from drilling of anomalously high pore pressure
intermittently propagate as shock waves along faults at
confined to one of the fault planes (Losh et al., 1999),
geologically fast rates (from m/yr to km/yr). The shock
(d) a year-to-year variation in the fluid chemistry of
waves are excited in the subsurface when the rock per-
hydrocarbons produced from the same reservoir (Whe-
meability is a strongly nonlinear function of fluid pres-
lan et al., 2001), and (e) geochemical anomalies seen in
sure - a characteristic of highly fractured zones, such
core samples taken from fault zones (Losh et al., 1999).
as fault zones. Nur and Walder (1992) refer to inter-
We present an additional set of data - seismic reflection
mittent times of intense fault-hosted fluid flow as fault
images - that indicate fast (> 100 m/yr) fluid move-
burps, a descriptive term that we adopt for this pa-
ment along growth faults. Previously, we have demon-
per. As with Nur and Walder (1992), Finkbeiner et al.
strated that reflections from the fault-planes that ap-
(2001) choose to view these episodic flow events in terms
pear in seismic data from South Eugene Island Block
220 M. Haney, R. Snieder, J. Sheiman & S. Losh
2.3 A 600 m B
Hsand
1992 Hsand
1985
Afault 0.5 s
Bfault
North
1.2 1 km
North
twoway time (s)
high C 600 m D 600 m
A10ST
North North
low 1985 1992
relative
reflectivity
Figure 1. (A) Map of the two-way reflection time (TWT) to the B-fault plane. Using the approximation 100 m depth 0.1 s
TWT (Losh et al., 1999), this map shows the structure of the B-fault, most notably the down-to-the-SW dip. (B) Overlay of
the dip-filtered seismic reflection image (black & white wiggle plot) on top of the original image (red & blue variable density
plot) along the dashed line in (A). The dip-filtering highlights the fault-plane reflections from the B-fault and a nearby fault
known as the A-fault. The H-sand is shown to indicate throw. (C) Map of the B-fault, as in (A), but with reflectivity from the
fault-plane in 1985 plotted instead of TWT. The area of highest reflectivity is circled in gold. (D) Map of the B-fault reflectivity,
as in (C), but from 1992. The data extend over a slightly larger area than in (C); however, the spatial perspective is identical.
The area of highest reflectivity, circled in gold, is shifted roughly 1 km NE in the updip direction relative to its location in 1985,
as is expected for a fluid pulse ascending the B-fault. This movement is depicted by the arrow in (A). Also shown is the location
of the A10ST well intersection, where exceptionally high fluid pressures were encountered while drilling into the B-fault zone
in 1993 (Losh et al., 1999).
330 contain information about the distribution of fluid available data is due to a multifaceted drilling project
pressures across faults (Haney et al., 2004). conducted by the Global Basins Research Network
(GBRN) in the 1990s (Anderson et al., 1995). During
late 1993, GBRN intentionally drilled into and success-
FLUID MIGRATION AS SEEN IN TIME fully cored some of the growth faults at South Eugene
LAPSE SEISMIC DATA Island. Normal faults that transect the field separate up-
thrown sediments saturated by highly-pressurized fluids
The South Eugene Island field is an ideal location for from normally-pressurized dowthrown sediments; the
this study. Multiple vintages of seismic reflection sur- faults are typically at the same pressure as the upthrown
veys can be interpreted in the context of abundant sediments (Losh et al., 1999). However, exceptionally
fluid pressure, geochemical, and other data. Much of the pressurized fluid was encountered in one penetration of
Observation of a fault burp 221
a growth fault, the B-fault, in the A10ST well (Anderson cross correlation
et al., 1995; Losh et al., 1999). Losh et al. (1999) stated
that the isolated pocket of anomalously high fluid pres-
sure in the A10ST well may represent a spatially limited
pulse of anomalously pressured fluid.
NS lag (m)
To test the hypothesis of a moving fluid pulse, or
fault burp, we isolate the fault-plane reflections from the
B-fault in images derived from seismic surveys taken in
1985 and 1992 and look for indications of movement.
First, we pick the fault plane in the 3D seismic re-
flection images (Figure 1A). We then proceed by dip-
filtering the seismic reflection images in the direction of
the B-fault (Figure 1B). This dip-filtering step serves to
accentuate the fault-plane reflections while simultane-
ously attenuating the reflections from the sedimentary
layers. The final step is to extract the amplitude of the EW lag (m)
fault-plane reflection along the B-fault in a small time-
window around the picked fault-plane. In Figures 1C Figure 2. Spatial cross correlation of the 1985 and 1992 B-
fault amplitude maps shown in Figures 1C and 1D. There is
and 1D, we show reflectivity as a function of position
a maximum in the cross correlation when the spatial lag is 1
on the fault-plane for both datasets. Patches of high re-
km to the NE (the up-dip direction of the A-fault). At the
flectivity, or bright spots, are known to be associated maximum, the correlation coefficient is 0.78, which is close to
with the presence of fluids (Dobrin, 1976). the value 0.80 for a horizontal reflector known as the O-sand
The most striking pattern in the fault reflectivity at zero spatial lag (see Figure 3). The correlation shown here
maps of Figures 1C and 1D is the northeast movement can be seen visually in Figures 1C and 1D.
of the highest reflectivity areas between 1985 and 1992.
This movement, in the up-dip direction, is to be ex-
pected for a fluid pulse ascending the B-fault. From 1992; Revil & Cathles, 2002). We note that models by
the reflectivity maps at the B-fault, we estimate the Finkbeiner et al. (2001) and Rice (1992) are not the
movement of the fluid pulse to be on the order of 1 km only ones of relevance to the behavior we observe along
between 1985 and 1992, for an average velocity of the B-fault at South Eugene Island. Currently, a vug-
140 m/yr. In the next section, we describe how we es- wave model is being developed (Losh et al., 2005) that
timated this velocity for the pulse. Such fast fluid flow describes a fluid pulse which is mechanically coupled
up a growth fault at South Eugene Island is in line with with the shear strain in the fault. This model has the
the study by Finkbeiner et al. (2001). In their study, potential to bridge the link between what we have ob-
Finkbeiner et al. (2001) analyzed in situ stress data served at South Eugene Island and the phenomenon of
and pressure measurements and showed that overpres- slow or silent earthquakes that show sudden aseis-
sure in some of the deep reservoirs abutting the B-fault mic slip (Cervelli et al., 2002).
could induce frictional failure on the fault plane. The
fast movement of fluids up a permeable fault also agrees
with a nonlinear permeability model first discussed by QUANTIFYING THE PULSE MOVEMENT
Rice (Rice, 1992). In this model, the fluid pulse is a In Figure 2, we plot the spatial cross correlation of the
shock wave that moves with velocity v given by amplitude maps from the B-fault. There is a local max-
ko (1 o )g(g f ) sin imum at 1 km spatial lag in the NE direction. This
v =
f o corresponds to what is seen visually in Figures 1C and

exp(f / ) exp(i / )
1D. The value of the correlation at the maximum is
, (1) 0.78, which is close to the correlation value of 0.80 com-
i f
puted for a horizontal reflector known as the O-sand at
where ko is the permeability at zero effective stress, o zero-lag (see Figure 3). The zero-lag correlation for the
is the porosity at zero effective stress, g is gravitational B-fault amplitude maps, as shown in Figure 2, is 0.45.
acceleration, g is the density of the rock grain, f is the The fact that the correlation is as high as 0.80 for the
density of the fluid, is the dip of the fault, f is the dy- O-sand in its zero-lag position supports the similarity
namic viscosity of the fluid, is a parameter describing of the two surveys and their processing schemes. In an-
the linear dependence of porosity on effective stress (El- other study (Haney et al., 2005), we tested how the pres-
liott, 1999), i is the initial effective stress state ahead ence of noise, a lack of DMO processing, and application
of the pulse, f is the final effective stress state behind of AGC degraded migrated amplitudes. The application
the pulse, and is a parameter describing the exponen- of AGC most severely altered the relative amplitudes.
tial dependence of permeability on effective stress (Rice, Though an AGC appears to have been applied to the
dip of the fault-plane reflection. The time dip is given
1985 1992 by
2sin
600 m 600 m p= , (3)
v
where is the dip of the fault-plane and v is the true
N N
subsurface velocity, not necessarily equal to the migra-
tion velocity vm . Given the true subsurface velocity,
the amount of lateral movement applied by migration
should be
ptin v 2
x = . (4)
4
The difference in the amount of lateral movement ap-
plied by migration, xm , and the amount of lateral
Figure 3. A comparison of the O-sand amplitude in the movement that should be applied, x, is the error in
1985 and 1992 surveys. The O-sand is a gently dipping sed- the lateral placement of the input point xe due to an
imentary layer boundary at 2.3 s TWT. Hence, the O- incorrect migration velocity
sand abuts the B-fault in the lower part of the B-fault plane 2
ptin (vm v2 )
displayed in Figure 1A. The consistency of the amplitudes xe = xm x = . (5)
in these two images, compared to the changing amplitudes
4
along the B-fault shown in Figures 1C and 1D, supports the Denoting the depth of the time sample in the stacked
interpretation of relative amplitude changes in the two sur- section as z, tin is given by
veys. Though we only show the O-sand here, this consistency 2z
holds for the other sedimentary layer boundaries as well. tin = . (6)
vcos
Therefore, using equation (3) and (6), equation (5) may
1985 data, it obviously did not damage the amplitudes be written as
from the O-sand enough to bring its correlation below

vm 2
0.80. We have also checked the K-sand and found good xe = ztan 1 . (7)
v
amplitude agreement in its zero-lag position. Both the
O- and K-sands are in the same depth interval as the To estimate the amount of error in lateral positioning
B-fault plane. due to over- or under-migration at the B-fault, we use
The similarity of the amplitudes in the 1985 and the approximate depth z and dip of the fault given
1992 surveys at the O-sand support the hypothesis that by 2 km and 45 , respectively. From equation (7), a
the 1 km of movement seen at the B-fault is an actual 5% error in migration velocity results in a lateral po-
change in reflectivity; however, we need to show that sitioning error of 200 m, less than the 700 m of lat-
the 1 km of movement in the seismic image is not the eral movement we observe at the B-fault in the 1985
result of over- or under-migration, given typical errors and 1992 seismic surveys. Given that the geology above
in migration velocities. Note that the 1 km of movement the B-fault is essentially a vertically-varying, compact-
up the B-fault, which dips at 45 , is equivalent to 700 ing stack of sediments and that a considerable number
m of lateral movement. To explore the issue of over- or of wells with wireline data passed through this section,
under-migration, we first make the approximation that we feel that a 5% error in migration velocity is a con-
the shooting lines in the 1985 and 1992 seismic sur- servative estimate of the error. In fact, a 700 m error in
veys were in the dip direction. This means the action lateral positioning requires a 17.5% error in migration
of 3D migration on the reflection from the B-fault is velocity, much too large for a target in a 1D geologic
purely a vertical and lateral movement in a single ver- setting above salt. Furthermore, the movement of the
tical plane. We then use the expression for the lateral pulse observed in the 1985 and 1992 data, if an artifact
movement applied to a time sample in a stacked sec- of incorrect migration velocities, would require that the
tion by a constant-velocity 2D migration, denoted xm errors in the two data sets be negatively correlated. For
(Yilmaz, 1987) example, if the 1985 data had a 5% error in migra-
tion velocity (under-migration) and the 1992 data had
2
ptin vm a +5% error in migration velocity (over-migration), the
xm = . (2)
4 residual mis-positioning between the two surveys would
In equation (2), tin is the two-way time of the input still only be 400 m. If both surveys had a +5% error in
point, vm is the migration velocity, and p is the time migration velocity, there would be no apparent lateral
movement. We therefore conclude that 1 km of move-
ment up the B-fault is significant enough to stand out
in the presence of typical positioning errors due to in-
correct migration velocities.
Observation of a fault burp 223
CONCLUSION in Eugene Island 330 Field, Gulf of Mexico. Lamont-
Doherty Earth Observatory: Global Basins Research Net-
At a location on the B-fault plane at the South Eugene work.
Island Block 330 field, where anomalously high pore Cervelli, P., Segall, P., Johnson, K., Lisowski, M., & Miklius,
pressures have been reported in the fault zone (Ander- A. 2002. Sudden aseismic fault slip on the south flank of
son et al., 1995; Losh et al., 1999), areas of high reflec- Kilauea volcano. Nature, 415, 10141018.
tivity appear to move up the fault-plane, as would be ex- Chaytor, J. D., Goldfinger, C., Huftile, G. J., Romsos,
pected for an ascending, pressure-driven fluid pulse. The C. G., & Meiner, M. 2004. Submerged Shorelines of Pil-
seismic waves are able to sense these different pressure grim Banks and the Northern Channel Islands, Southern
domains due to the effective stress controlling the elastic California Continental Borderland, as Vertical Tectonic
Strain Markers. In: EOS Trans. AGU, 85(47), Fall Meet.
properties of the soft Plio-Pleistocene sediments (Haney
Suppl., Abstract T13C-1398. AGU.
et al., 2005). This observation gives additional credence Dobrin, M. B. 1976. Introduction to geophysical prospecting.
to the dynamic fluid injection hypothesis (Whelan et al., New York: McGraw-Hill.
2001) and points to natural flow processes in sedimen- Elliott, D. A. 1999. Hydrofracture Permeability Response
tary basins that occur on production time scales. and Maximum Previous Consolidation Stress Estima-
The movement seen in the 1985 and 1992 seis- tions for Faulted and Micro-Faulted Silty-Shales Taken
mic data warrants more extensive study of the faults from the Eugene Island Block 330 Field Pathfinder Well
at South Eugene Island. One possibility in the future in the Gulf of Mexico. MSc Thesis, University of Cali-
is to go to the fault scarps on the ocean floor with a fornia, San Diego.
small submersible and take samples of the fluids com- Finkbeiner, T., Zoback, M. D., Stump, B., & Flemings, P.
2001. Stress, pore pressure and dynamically-constrained
ing directly out of the fault scarps, since Anderson et
hydrocarbon column heights in the South Eugene Island
al. (1994) report oil seeps that correlate with their loca- 330 Field, Gulf of Mexico. AAPG Bulletin, 85, 1007
tion. The shallow water depth at South Eugene Island 1031.
(< 100 m) makes such an investigation using a sub- Haney, M., Sheiman, J., Snieder, R., Naruk, S., Busch, J.,
mersible possible. Submersibles have proven to be useful & Wilkins, S. 2004. Fault-plane reflections as a diag-
in sub-sea geological studies, as shown by Chaytor et al. nostic of pressure differences in reservoirs: a case study
(2004) in the Pacific ocean and Roberts (2001) in the from South Eugene Island Block 330. Pages O07 of:
Gulf of Mexico. Other data sets to incorporate into fu- Engelder, T., Konstanty, J., & Grauls, D. (eds), Proceed-
ture fault studies are prestack data, especially for doing ings of the EAGE special session on Fault and Top Seals.
AVO analysis on a fault-plane reflection, and microseis- EAGE.
Haney, M., Snieder, R., & Ampuero, J. 2005. Spectral ele-
micity data. Without question, future studies on faults
ment modeling of fault-plane reflections arising from fluid
should incorporate time-lapse measurements to capture pressure distributions. in: CWP Project Review.
the essence of faults as dynamic and quickly-changing Holland, D. S., Leedy, J. B., & Lammlein, D. R. 1990. Eugene
zones. Island Block 330 field-USA, offshore Louisiana. Pages
103143 of: Beaumont, E. A., & Foster, N. H. (eds),
Structural traps III, tectonic fold and fault traps: AAPG
ACKNOWLEDGMENTS Treatise of Petroleum Geology Atlas of Oil and Gas.
AAPG.
Supported by a research grant from Shell International Hooper, E. C. D. 1991. Fluid migration along growth faults
Exploration and Production, whom also provided the in compacting sediments. J. of Pet. Geology, 14, 161
1992 seismic data. The 1985 data, originally acquired by 180.
Pennzoil, is currently in the public domain. We thank Losh, S., Eglinton, L., Schoell, M., & Wood, J. 1999. Vertical
and Lateral Fluid Flow Related to a Large Growth Fault.
R. Anderson, W. He, S. Naruk, J. Busch, and S. Wilkins
AAPG Bulletin, 83, 244276.
for help and discussions.
Losh, S., Phipps-Morgan, J., & Haney, M. 2005. High-
Pressure Fluid Pulses in an Active Fault, Offshore
Louisiana Gulf of Mexico. In: AGU Chapman Confer-
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CWP-514
Spectral element modeling of fault-plane reflections

arising from fluid pressure distributions
Matthew Haney1, Roel Snieder1, and Jean-Paul Ampuero2

1 Center for Wave Phenomena, Colorado School of Mines, Golden, CO 80401
2 Geosciences Department, Princeton University, Princeton, NJ 08544
ABSTRACT
In order to better understand the origin of fault-plane reflections in compacting

sedimentary basins, we have numerically modeled the elastic wavefield via the
spectral element method (SEM) for several different fault models. Using well
log data from the South Eugene Island field, offshore Louisiana, we derive
empirical relationships between the elastic parameters (e.g., P -wave velocity,
density) and effective stress along both normal compaction and unloading
paths. These empirical relationships guide the numerical modeling and allow
us to investigate the effect of fluid pressure. We chose to simulate the elastic
wave equation via SEM since irregular model geometries can be accommodated
and slip boundary conditions at an interface, such as a fault or fracture, are
implemented naturally. The method of including a slip interface retains the
desirable qualities of SEM in that it is explicit in time and does not require the
inversion of a large matrix.
We perform a complete numerical study by forward modeling shot gathers over

a realistically-sized Earth model using SEM and then processing the simulated
data to reconstruct post-stack time-migrated images of the kind that are rou-
tinely interpreted in the petroleum industry. We dip filter the seismic images
to highlight the fault-plane reflections prior to making amplitude maps on the
fault plane. With these amplitude maps, we compare the reflectivity from the
different fault models to diagnose which contributes most to the observed fault
reflectivity. To lend physical meaning to the value of compliance for a slip-
ping fault, we propose an equivalent-layer model under the assumption of weak
scattering. This allows us to use the empirical relationships between density, ve-
locity, and effective stress from the South Eugene Island field to relate a slipping
interface to an amount of pore pressure in a fault zone.
Key words: fault zones, fluid pressures, spectral element method
INTRODUCTION faults are associated with uncertainty in petroleum sys-

tems by virtue of their split personality as both hydro-
Seismic data acquisition and processing have evolved
carbon traps and pathways for hydrocarbons to move
to the point that fault-plane reflections are often im-
from deep kitchens into shallower, economically pro-
aged under favorable conditions, such as above salt in
ducible reservoirs. Any light that seismic data can shed
the Gulf of Mexico (Liner, 1999). Reflections originating
on the situation would be useful.
from fault zones hold important information about fluid
To gain a stronger grasp on the factors at play in
movement along faults or the capacity of a fault to act
causing fault-plane reflectivity, we have pursued a com-
as a seal (Haney et al., 2004). For prospect evaluation,
plete numerical study of seismic wave interaction with
226 M. Haney, R. Snieder & J-P. Ampuero
fault models. By complete, we do not simply model the havior that occurs during the compaction of sediments.
entire elastic wavefield with high fidelity, but addition- Evidence for both plastic (irreversible) and elastic (re-
ally process the data back into its time-migrated image, versible) deformation exists in the available well data
which is the point at which many geoscientists in the and pressure tests. These two regimes point to different
petroleum industry gain access to and begin examining underlying causes of overpressure (Hart et al., 1995).
seismic data. We model the wavefield with an implemen- For these dual deformation mechanisms, we construct
tation of the spectral element method (SEM) written by two empirical relationships between each rock property
Dimitri Komatitsch and Jean-Pierre Vilotte at the In- and pore pressure - one valid for each regime.
stitut de Physique du Globe in Paris, France. Further
improvements have been made to the original code by
the third author in the course of his graduate work (Am- Vertical effective stress
puero, 2002). Processing of the elastic wavefield output
by the SEM code has been accomplished with Seismic Pore pressures that exceed the hydrostatic pressure, or
Un*x (Stockwell, 1997). overpressures, lead to a lowering of density and seismic
We sketch the theory behind SEM and, after dis- velocity and may contribute to the reflectivity associ-
cussing the dip-filtering step we employ to highlight the ated with fault zones. Pennebaker (1968) was among the
fault-plane reflections, present results for different fault first geoscientists to demonstrate the ability of seismic
models. These models represent examples and combina- stacking velocities to detect fluid pressures in the sub-
tions of three types of heterogeneity expected at faults. surface. Terzaghi (1943), however, had previously dis-
These three types are: cussed the basic principle, that of an effective stress act-
ing on the rock frame. According to Terzaghis principle,
(i) juxtaposition (sand/shale or shale/sand) contacts the effective stress determines rock properties (e.g., P -
(ii) pressure contrast P across the fault wave velocity). Terzaghi defined the effective stress to
(iii) a slipping fault be the difference between the confining stress, v , and
We expect from the outset that these various types of the pore pressure p:
heterogeneity show up differently in dip-filtered seismic d = v p. (1)
images. For instance, since the juxtaposition contacts
exist over the length scale of a typical bed thickness and The subscript v stands for vertical since, in extensional
have positive (sand/shale) or negative (shale/sand) re- regimes, the maximum stress is in the vertical direction
flection coefficients, the smoothing of the dip-filter (Op- (the weight of the overburden). The quantity d is also
penheim & Schafer, 1975) should act to suppress their called the differential stress. Equation (1) states that
contribution to the fault-plane reflectivity. In fact, the rocks of similar composition but at different confining
specular contribution to the average reflected intensity stress and pore pressure have the same velocity so long
from a fault-plane between two vertically shifted lay- as the difference between the confining stress and pore
ered media with a random reflection coefficient series is pressure is the same. Hence, high pore pressure, which
zero. In practice, away from this idealized model, reflec- lowers effective stress, leads to lower seismic velocities.
tivity from juxtaposition contacts should be relatively Following the work of Terzaghi, rock physicists be-
suppressed compared to the other two models. This is gan to question whether the effective stress governing
desirable since the juxtaposition contacts do not carry rock properties is not simply the difference between the
information on the intrinsic properties of the fault zone. confining stress and the pore pressure (Wang, 2000).
The other two types of heterogeneity, pressure contrasts Today, the most general effective-stress law is instead
and slip at the fault plane, which are related to pore e = v np, (2)
pressure distributions at the fault, are not attacked by
the dip filter in the same way as are the juxtaposition where the parameter n is called the effective stress coef-
contacts. ficient. Carcione et al. (2001) state that the value of n
In the first section of this paper, we discuss empiri- can differ for each physical quantity (e.g., permeability,
cal relationships between pore pressure and three basic compressibility, or shear modulus), and that it depends
rock properties - porosity, density, and sonic velocity. linearly on the differential stress of equation (1). Cur-
The data for this analysis come from wells drilled at the rently, the effective-stress coefficient is a controversial
South Eugene Island field, offshore Louisiana. These re- topic that is still being sorted out by the rock physics
lationships form the basis for the models used in the sub- community. For the remainder of this paper, we do not
sequent SEM simulations. The fact that pore pressure distinguish between differential stress, d , and effective
largely controls rock matrix properties in compacting stress, e ; that is, we take n = 1 in equation (2).
sedimentary basins allows methods for imaging seismic
reflections to indirectly measure spatially varying pore
pressure distributions. The variation of the three rock
properties with effective stress reveals a hysteretic be-
Fluid pressure and fault reflectivity 227
0.5
0.4
1
0.3
porosity
2
0.2
0.1
100 m A20ST A
0
0 1000 2000 3000
Z Hydrostatic depth (m)
B
F Figure 2. Porosity versus depth at South Eugene Island.
The thick, solid line is the best-fit normal compaction trend
using Athys Law (Athy, 1930). The faint solid lines are
Overpressured
density-derived porosity values from 11 wells at South Eu-
gene Island. To obtain the porosity, we assume that the solid
grains have a density of 2650 kg/m3 and the fluid has a den-
sity of 1000 kg/m3 , as in Revil and Cathles (2002). There
N is a clear break from the shallow, exponentially decreasing
porosity trend at a depth of 1800 m, at which point the
Figure 1. Regional map (top), from Anderson et al. (1995), porosity remains constant with increasing depth, as shown
and cartoon depth section (bottom) of the subsurface at by the flat dashed line. The two circles are density-derived
South Eugene Island. The four main faults discussed in this porosities from the upthrown block to the north of the mini-
thesis are shown in the bottom panel as the A, B, F, and Z basin at South Eugene Island. The dashed lines connecting
faults. Throw across the faults is depicted by the layer run- the circles to the main compaction trend are the interpreted
ning from left to right. Most of the wells at South Eugene porosity histories of the samples. They show a period of un-
Island were drilled into the shallow, hydrostatic section; the dercompaction, depicted as a horizontal line deviating from
A20ST well was unusual in that it was continued through the normal compaction trend, followed by a vertical unload-
the A-fault system and into the deep overpressured compart- ing path due to a late-stage pore-pressure increase.
ment.
paction process has a large irreversible component. In

1 POROSITY VERSUS DEPTH
contrast, unloading and loading of sediments by pump-
As suggested by its name, compaction acts to reduce the ing fluid into and then depressurizing the pore space is
porosity of sediments as they are buried; however, this a reversible process, insofar as the fluid does not cause
process can continue only as long as fluids in the dimin- hydrofracturing.
ishing pore space are allowed to be expelled. Such would We have examined wireline data taken in wells at
be the case in normally pressured, hydrostatic sediments the South Eugene Island field, offshore Louisiana, for
in which the fluids are in communication up to the indicators of overpressure, such as constant porosity as
seafloor. Once the movement of the fluids out of the pore a function of depth. Previous work by Hart et al. (1995)
space is opposed, as in a compartment sealed-off by low shows the crossover from hydrostatic to overpressured
permeability or high capillary-entry-pressure shales or conditions in porosities derived from sonic velocities. We
fault gouge, the porosity remains constant with burial take a slightly different, perhaps more straightforward
depth if the fluid is more or less incompressible. This approach based on the density log. The South Eugene
situation is called undercompaction (Huffman, 2002). Island field is a Plio-Pleistocene minibasin formed by
Undercompaction means the sediments are frozen in salt withdrawal and has yielded more than 300 million
time and are simply buried in their unchanging earlier barrels of oil in its lifetime. A cartoon depiction of the
compaction state (Bowers, 1995). To compound the sit- subsurface at South Eugene Island is displayed in Fig-
uation, if fluid from outside the undercompacted sedi- ure 1, in addition to a regional map. The main part
ments is pumped into the pore space, or if hydrocar- of the field is a vertical stack of interbedded sand and
bons are generated from within the undercompacted mostly shale layers bounded by two large growth faults
sediments, a process called unloading occurs (Huffman, to the north and south.
2002). Whereas undercompaction can only cease the re- Figure 2 shows porosity derived from density logs
duction of porosity (Bowers, 1995), unloading can actu- taken in the following wells at South Eugene Island:
ally reverse the trend and increase porosity. Although A13, A20ST, A14OH, A15, A23, A6, B10, B1, B2, B7,
unloading can reverse the trend, it cannot reclaim all and B8. Because the geology in the minibasin is es-
of the previously lost porosity. This is because the com- sentially horizontally layered, we ignore the fact that
pressure
some wells may be miles away from each other and sim-
ply look at the depth variation of their porosity. In all
the well logs shown in this paper, we have done some
smoothing with depth (over 100 m) to remove any
hydrostatic
short-range lithologic influences (e.g., sand versus shale)
on the density and velocity. To obtain the porosity from
the density log, we take the solid grains to have a den- 1800 m lithostatic
sity of 2650 kg/m3 and the fluid to have a density of
1000 kg/m3 , as in Revil and Cathles (2002). There is a
clear break from the shallow, decreasing porosity trend
at a depth of 1800 m. Based on the work of Stump et al.
(1998), we assume that this is the onset of overpressures
in the sedimentary section, beneath a shale bed located d p p v
h
above a layer called the JD-sand. We fit an exponential
trend to the porosity values above 1800 m, known as depth
Athys Law (Athy, 1930), to get the normal compaction
Figure 3. A depth section of the pressure regime for pure
trend in the hydrostatically pressured sediments undercompaction. The symbols are as follows: d is the effec-
c (z) = 0.47 e0.00046 z , (3) tive stress, Ph is the hydrostatic pressure, P is the pore pres-
sure, and v is the overburden, or lithostatic, stress. Note
where, in this equation, the depth z is in meters. The that, before 1800 m, the effective stress stays constant, as
superscript c in equation (3) refers to the fact that seen from the porosity versus-depth-plot in Figure 2, and
this functional relationship characterizes normal com- the pore pressure increases at a rate equal to that of the
paction. In the porosity-versus-depth plot of Figure 2, overburden stress.
this relationship holds for any movement towards the
right on the normal compaction curve and any purely pressure, or pore pressure in excess of hydrostatic, is
right-going horizontal deviations from the normal com- created below 1800 m.
paction curve. For purely right-going horizontal devi-
ations, the depth z used in equation (3) is equal to
the depth at which the horizontal deviation started. 2 DENSITY VERSUS VERTICAL
The two circles in Figure 2, represent samples taken in EFFECTIVE STRESS
the A20ST well and are connected to the normal com-
paction curve by both horizontal and vertical lines. The Since density is a parameter widely used in the field
vertical lines show the departure of the samples from of seismic wave propagation, we study the variability
the normal compaction trend. We return to these in the of the bulk density in this section. By looking at bulk
next section. density, we also avoid the assumption concerning the
The sediments deeper than 1800 m in Figure 2 solid and fluid densities needed to obtain the poros-
maintain a nearly constant porosity of around 0.2 dur- ity. In contrast to the preceding section, we want to
ing subsequent burial (a horizontal deviation from the see how density changes with effective stress, instead of
compaction trend). Though the depth of the sediments depth. To accomplish this, we take only the measure-
increases with burial, the effective stress experienced by ments that are shallower than 1800 m, where the pore
the sediments does not seem to change. Hence, the ad- pressure is, by all indications, hydrostatic. Therefore we
ditional weight of the overburden with increasing depth know the pore pressure and can calculate the effective
is borne by the fluids trapped in the pore space. As stress. In overpressured compartments, since the pore
a result, the pore pressure increases with the vertical pressure is unknown, direct measurements by Repeat
gradient of the overburden stress and is said to have a Formation Tests (RFTs) are necessary to calculate the
lithostatic gradient. This point is illustrated graphically effective stress.
in Figure 3. In this plot, we make the crude approx- We rewrite equation (3) in terms of density and
imation that the lithostatic gradient (or total weight effective stress using the relationships
density), g, is twice as large as the hydrostatic gradi-
= s (1 ) + f , (4)
ent (or fluid weight density), f g, with g the accelera-
tion of gravity. Since g = 2f g, the effective stress is and
equal to the hydrostatic stress down to 1800 m. At that
d = f gz, (5)
point, the effective stress stays constant with depth due
to undercompaction; therefore, the pore pressure must where is the bulk density and s and f are the den-
increase at the rate of the lithostatic stress in order to sities of the solid and fluid components. Note that the
satisfy Terzaghis law, equation (1). In doing so, over- relationship for d holds only under hydrostatic con-
unloading path instead of the normal compaction trend.
2400 2 1 Elliot (1999) found that 0 = 0.37 and = 0.98 108
Pa1 for the unloading path. Though these parameters
describe the porosity, we use them to find the slope of
2
density (kg/m )
the unloading path for density using the relationships

3
2200
1 between porosity and density described earlier. After
finding this slope, we can construct the unloading path
for the density from equation (6) and the slope
2000
u (d ) = 0.04 (d max ) + s
0.47 (s f ) e0.0003max . (8)
1800
0 1000 2000
P (psi)
3000 4000 This expression contains an extra parameter max that
v
refers to the value of the effective stress when the sample
Figure 4. Density versus effective stress at South Eugene began to be unloaded. We do not know max for samples
Island. The thick solid line is the same normal compaction 1 and 2, but we do know that max must lie on the
trend shown in Figure 2, except transformed into density and main compaction trend. Hence, we can construct linear
effective stress. The faint solid lines are also the same as in
unloading paths for the density, as shown by the dashed
Figure 2, except that they are now limited to the hydrostatic
lines in Figure 4. With these unloading paths, we can
depths down to 1800 m. The circles represent two pressure
measurements, labeled 1 and 2, which were made in the over- then find the value for the maximum past effective stress
pressured upthrown block where a density log also existed. max . It is worth mentioning that the maximum past
For each pressure measurement, we plot the data point twice effective stress for sample 1 comes out to be 1500 psi
- one where it should lie on the normal compaction curve were by our approach of using Elliotts experimental results.
it to have been normally pressured, and the other where it In an independent measurement, Stump et al. (2002)
actually does plot because of severe overpressure. Note that performed uniaxial strain tests on a core sample taken
sample 1 is from a greater depth than sample 2. from the same location as sample 1 to find the maximum
past effective stress. Stump et al. (2002) report a value
ditions. From these relationships and equation (3), we of 1248 psi for this sample, close to our estimate of
obtain the normal compaction curve for density 1500 psi; visually, the discrepancy lies within the error
bars of the normal compaction curves fit to the density
c (d ) = s 0.47 (s f ) e0.0003d , (6) log data.
where s and f are the densities of the solid and fluid With the estimate of the maximum past effective
components, taken as 2650 kg/m3 and 1000 kg/m3 re- stress, we can also return to Figure 2 and find the depth
spectively, and d is in psi. We plot this normal com- at which samples 1 and 2 left the normal compaction
paction curve in Figure 4 together with the density mea- trend, since in the hydrostatic zone the depth is a lin-
surements. Also, in Figure 4, we show as circles two early scaled version of the effective stress. These depths
data points obtained from RFT pressure measurements correspond to a slightly lower porosity than that of sam-
and density log measurements in the overpressured up- ples 1 and 2. We interpret this as being the result of a
thrown block. We show the circles in two locations - late stage porosity increase and represent it as a vertical
one on the normal compaction trend where they would unloading path for samples 1 and 2 in Figure 2.
plot if the measurements were at hydrostatically pres-
sured locations, and the other where they actually plot
because of severe overpressures being present in the up- 3 SONIC VELOCITY VERSUS VERTICAL
thrown block. EFFECTIVE STRESS
At this point, we dont know exactly how the sam- For the purposes of modeling faults and to make infer-
ples taken in the upthrown block came to be off the ences about the distribution of pore pressure from seis-
normal compaction trend. Using a laboratory measure- mic interval velocity inversions, accurate pore-pressure-
ment of the unloading coefficient by Elliot (1999) on a versus-velocity relationships are critical (Dutta, 1997).
core sample taken near the locations of samples 1 and 2, In general, sonic velocity has a normal compaction curve
the path that these samples took to their present loca- and unloading paths as a function of effective stress that
tions can be estimated. Elliot (1999) characterized the are similar to those we just described for the density well
unloading, or elastic swelling, for the porosity of the core log data. To obtain these relationships, we proceed as
samples to be for the density logs: 1) We take 12 shallow wells to make
u (d ) = 0 (1 d ) , (7) up a data set of sonic velocity versus effective stress. 2)
We select the depth range with hydrostatic pressures
where 0 and characterize the deviation of the unload-
and plot the sonic velocity versus effective stress. 3) We
ing path from the normal compaction trend. Note the
fit this with a power law relation for the normal com-
superscript u, in contrast to equation (3), indicating the
3000 found for vs on effective stress is essentially a down-
shifted version of the vp curve. An additional piece of
1
2 supporting evidence comes from the only vs data avail-
able at South Eugene Island, a shear log from the A20ST
sonic velocity (m/s)
2500
well, where samples 1 and 2 were taken. There, the ra-
2
tio of vp /vs from the sonic and shear logs falls between
1 3 to 3.5 in the overpressured upthrown block. Inserting
2000 the values for vp at samples 1 and 2 into equation (11)
to get vs and finding the corresponding ratio of vp /vs ,
we get vp /vs = 3.48 at sample 1 and vp /vs = 2.96 at
sample 2, within the range of the ratios observed in the
1500
0 1000 2000 3000 4000 sonic and shear logs.
P (psi) To summarize, we have established two empirical
v
Figure 5. Sonic velocity versus effective stress at South Eu- relationships between each of three basic rock proper-
gene Island. The thick solid line represents the normal com- ties and pore pressure at the South Eugene Island field.
paction curve fitted to the shallow well data, shown in the Most important for subsequent numerical modeling of
faint solid lines. We also plot samples 1 and 2 both where wave propagation, we have found relationships for the
they should fall on the normal compaction trend, were they density and the sonic velocity vp on both the nor-
to be normally pressured, and where they actually plot due mal compaction and unloading paths. Without shallow
to the severe overpressure where they were obtained. Using information on the shear velocity vs , we must make
the estimate for past maximum effective stress from the den-
the assumption that it is a down-shifted version of the
sity plot and the Bowers-type relation (Bowers, 1995) shown
vp (d ) relationship. From looking at the density-derived
in equation (10), we are able to construct the velocity un-
loading curves, shown as dashed lines. porosity-versus-depth-relationship, we are able to con-
clude that the deep, overpressured sediments below the
JD-sand are predominately overpressured because of
paction trend. 4) We then look at where the two samples compaction disequilibrium, since their porosity did not
from the overpressured upthrown block lie and construct change appreciably with depth. In contrast, both com-
unloading curves using the estimate for the maximum paction disequilibrium and unloading have contributed
past effective stress that we obtained in the previous to the current overpressured state of the sediments on
section on density. The wells we use for characterizing the upthrown side. The latter conclusion is in agreement
the sonic velocity come from A20ST, A14OH, A23, A6, with a previous study by Hart et al. (1995) on porosity
B10, B1, B2, B7, B8, A1, B14, and B20. and pressure at South Eugene Island. We use the em-
In Figure 5, we plot the normal compaction trend pirical relationships between the elastic parameters and
for sonic velocity as a thick solid line described by the fluid pressure to simulate fault-plane reflections from
power law equation (Bowers, 1995) different pressure distributions in the subsurface.
vpc (d ) = 1500 + 2.3 d0.77 , (9)
where vp is in m/s and d is in psi. Note again the 4 THE SPECTRAL ELEMENT METHOD
superscript c for the normal compaction relation. We
also construct the unloading curve for vp following the Numerical modeling of wave propagation in the Earth
relationship first suggested by Bowers (1995) can be based on either the weak (Zienkiewicz & Tay-
" 1/6.2 #0.77 lor, 2000) or strong (Boore, 1970) forms of the elasto-
u d dynamic equations of motion. By weak and strong, we
vp (d ) = 1500 + 2.3 max , (10)
max mean the integrated or differential forms of the equa-
tions of motion. The spectral element method (SEM),
where d and max are in psi and vp is again in m/s. though based on the weak form, combines favorable
To model elastic waves, one other parameter is aspects of both strong and weak formulations. For
needed in addition to and VP ; for instance, a seismol- instance, SEM naturally handles general geometries
ogist would naturally want the shear velocity. In the and exotic boundary conditions. In the finite-difference
absence of information on the shear wave velocity vs method (based on the strong form), it is notoriously
and pressure in the shallow, hydrostatic sediments, we difficult to implement a linear-slip boundary condition
assume that (Coates & Schoenberg, 1995) or any general boundary
vs (d ) = vp (d ) 1500, (11) condition for that matter (Boore, 1970; Kelly et al.,
1976). On the other hand, SEM does not require the
where this relationship holds on both the normal com- inversion of a large matrix, a property usually identified
paction curve and the unloading path. The data pre- with finite-difference methods. Formally, this last prop-
sented by Zimmer et al. (2002) for unconsolidated sands erty of SEM means that its mass matrix is diagonal
supports this assumption, in that the dependence they and its computational cost is relatively small. Note that
receiver array
source array
(3.0-GHz) cluster. All of the processing has been per-
formed on a workstation using the Seismic Un*x pack-
age (Stockwell, 1997). Figure 6 depicts the geometry of
2 km
the model. The normal fault we model has a vertical
throw of 20 m, a value characteristic of a small fault.
The model shown in Figure 6 has been previously stud-
ied by Townsend et al. (1998) in order to assess changes
4 km
in seismic attributes caused by faults disrupting the lat-
eral continuity of events.
1 We mesh the interior of the computational grid
2
shown in Figure 6 using a freely available mesh pro-
7
3
Layer # 4
8 gram developed by INRIA, called EMC2. The program
9 Layer #
5
6
10 can be downloaded at:
11
http://www-
12
rocq.inria.fr/gamma/cdrom/www/emc2/eng.htm.
Figure 6. The entire numerical model with a zoom-in of the For the examples in this paper, we use a semi-structured
normal fault. The zoom area is shown on the entire numerical mesh since the fault geometries modeled are not overly
model with a dashed rectangle. The lengths of the source complex. A semi-structured mesh is desirable when pos-
and receiver arrays are shown by extended arrows. Eleven sible since the accuracy of SEM depends on the Jacobian
sources evenly spaced over 2000 m (200-m shot interval) and of the transformation between a generally shaped ele-
241 receivers over 3000 m (12.5-m receiver interval). In the ment and a standard rectangular element over which the
zoom, the layers are labeled with numbers 1-12 corresponding integration is performed. Though the mesh has struc-
to the material properties for models listed in subsequent ture, it honors the slanted boundaries of the fault. Af-
tables. For models with a slipping fault, the portion of the
ter initial construction of the mesh, the quadrangle el-
fault plane that slips is shown by a thicker line in the zoom.
ements are regularized so that their shapes mimic rect-
angles as closely as possible. At the fault, the possibil-
SEM does this in a way similar to mass-lumping (Karni- ity exists for the fault to experience linear-slip (Schoen-
adakis & Sherwin, 1999), which has been used to diag- berg, 1980). With SEM, we can incorporate this aspect
onalize finite-element schemes. SEM has the additional by using a split-node (Andrews, 1999). In Appendix A,
property of spectral convergence, meaning that, as the we show how to incorporate a linear-slip interface into a
polynomial order of the basis functions is increased, the finite-element algorithm with a split-node. We also show
numerical error goes down exponentially (Karniadakis that the presence of a linear-slip interface modifies the
& Sherwin, 1999). numerical stability criterion, a fact that is also true for
The term spectral element indicates that SEM is SEM.
a mixture of finite-element and spectral methods (Ko- Since the SEM code is elastic, both primary and
matitsch & Vilotte, 1998). As a result, there are two converted waves show up on the vertical component
parameters relevant to the mesh in SEM: the size of of the displacement seismograms. We mute the con-
the elements and polynomial degree (n 1, where n is verted waves in order to proceed with conventional P -
the number of zero crossings of the basis functions used wave time-processing. We subtract off the direct waves
within each element). Komatitsch and Tromp (2003) re- by running a homogeneous subsurface simulation with
fer to these parameters when they speak of the global the elastic properties of layer 1 of Figure 6. After this
mesh and the local mesh. Concerning the local mesh, step, we perform a geometrical-spreading correction,
there is a known trade-off between accuracy and numer- NMO, DMO, and stack to simulate zero-offset data.
ical cost (Seriani & Priolo, 1994), which suggests that With the simulated zero-offset section, we proceed with
polynomial degrees no higher than 10 should be used a constant-velocity migration using the velocity of the
within the elements. For the numerical examples in this overburden (layer 1). Hence, a source of error in this
paper, we use a polynomial degree of eight. simulation originates from the slight undermigration of
the deepest reflectors and the fault-plane reflection. We
chose to migrate with constant velocity since we have
5 MODELING OF A FAULT interpreted time-migrated seismic sections in the Gulf
of Mexico (Haney et al., 2004) and wanted the SEM
As an example of the ability of SEM to model seis- modeling to mimmick the data as closely as possible.
mic scale structures, we discuss a complete modeling With this full suite of forward modeling and process-
and processing sequence for a simple fault model. The ing capabilities, we apply SEM to study various normal
SEM forward modeling has been run in serial (one fault models. Before going into the details of the mod-
node for each shot) on a 32-processor pentium IV Xeon
2h h 0 h 2h
x (midpoint) 1
p
0.8
amplitude of K
p
st
0.6
0.4
0.2
0
t(x) 0 2 4 6 8 10
frequency (s1)
Figure 8. Representative amplitude spectrum for the dip

t (twoway time)
filter. The parameters used for this plot were n = 4 and
Figure 7. Dipping event with true dip direction given by t = 0.1. Note that the first aliased frequency for this choice
the slanted solid line. The event is summed along a direction of t is at f = 10 Hz.
given by the dashed line, and the result is placed at the
intersection of the two lines at the center trace. When there
is a difference in the two dips, the true dip p and the stacking with the Fourier transforms of f (t) and g(t) shown as
dip pst , a time shift t is induced that varies linearly with F () and G() and the transfer function, K, given by
midpoint x. In this example, the seismic data exist at equally- n
1 X
spaced, discrete midpoint locations. K() = ei(ppst )mh . (15)
2n + 1 m=n
eling, though, we present the type of dip-filter we use to Since the time shifts in equation (15) are linear in m,
isolate the migrated fault-plane reflections. the series can be evaluated exactly.
Using the geometric series, equation (15) can be
written as
6 DIP FILTERING 1 ei(n+1)(ppst )h

1
K() = +
Using an array-based approach, we show in this section 2n + 1 1 ei(ppst )h
1 ei(n+1)(ppst )h

the form of the dip filter that we apply to migrated im-
1 . (16)
ages to accentuate the fault-plane reflections. Figure 7 1 ei(ppst )h
shows a dipping event in a post-stack seismic image. The
Putting the first two terms in the brackets of equa-
function of the dip filter is to stack along the dashed line
tion (16) under a common denominator and simplify-
and place the stack result at the intersection of the solid
ing further yields a filter similar to that obtained for
and dashed lines; where the coordinate system is cho-
convolution with a boxcar, or rectangular window (Op-
sen such that the midpoint is equal to 0. Note that, in
penheim & Schafer, 1975)
Figure 7, the dip filter emphasizes a direction different
from the dip of the event. This difference induces a time 1 sin[(n + 1)(p pst )h/2]
K() = 2
shift at the m-th input trace (shown as a vertical arrow). 2n + 1 sin[(p pst )h/2]
Suppose that the true dip, the dip of the event, is p (di- cos[n(p pst )h/2] 1] . (17)
mension s m1 ) and the dip of the stacking curve is pst .
The time shift at the m-th input trace is thus This filter is real because of the symmetric summation
about its output point and can be better understood by
tm = (p pst ) mh, (12) making the substitution t = (ppst)h in equation (17)
where h is the midpoint spacing and m is the discrete 1

sin[(n + 1)t/2]
variable running over midpoint location. Assuming that K() = 2
2n + 1 sin[t/2]
the dipping event has a constant waveform f (t), the
result of the summation, g(t), over the stacking curve cos[nt/2] 1] . (18)
can be written as The amplitude spectrum of the dip filter is shown in
1 Figure 8 for certain values of n and t.
g(t) = [f (t tn ) + + f (t t1 )+
2n + 1 A dip filter in terms of and k is needed to enhance
f (t) + f (t t1 ) + + f (t tn )] , (13) fault-plane reflections on a migrated time section. The
filter in equation (17) is only in terms of . To get the k
where 2n+1 is the length of the dip filter in terms of the dependence, we exploit the fact that p = k/ (Hatton
number of traces. In the example shown in Figure 7, n = et al., 1986). This means that linear features with a
2. When we again take the Fourier transform over time dip p in the t-x domain get mapped into linear features
and move to the -x domain, equation (13) becomes with the negative dip in the -k domain. Substituting
G() = F ()K(), (14)
p = k/ into equation (17) gives 2.0
midpoint (km)
2.5 3.0 3.5 4.0
x10 5
2.0
midpoint (km)
2.5 3.0 3.5 4.0
x10 5
0 0

1 sin[(n + 1)(pst + k)h/2]
K(, k) = 2 0.2 0.2
2n + 1 sin[(pst + k)h/2] 0.4 0.4
cos[n(pst + k)h/2] 1] . (19)

depth 0.6 0.6
(km)
This is the form of a dip filter that corresponds to stack- 0.8 0.8
ing 2n + 1 traces centered about the output point along 1.0 1.0
a dip pst .
1.2 1.2
1.4 1.4
x10 5 x10 5
7 SEM MODELING OF REFLECTED

midpoint (km) x10 5 midpoint (km) x10 5
WAVES 0
2.0 2.5 3.0 3.5 4.0
0
2.0 2.5 3.0 3.5 4.0
The dip filter operation discussed in the previous sec- 0.2 0.2
tion has been applied to simulated seismic images in 0.4 0.4
the -k domain. An alternative procedure would be a

depth 0.6 0.6
combination of interpolation and slant stacking in the (km)

0.8 0.8
t-x domain; however, the -k dip filter is sufficiently ac-
curate, as we show here. Figure 9 shows a plot of the 1.0 1.0
simulated reflection images for the two of the models 1.2 1.2
presented in this chapter next to their dip-filtered ver- 1.4 1.4
sions that highlight the fault-plane reflection. The dip x10 5 x10 5
filter applied to these plots has a length of 21 traces

and the adata and filter have a trace-to-trace spacing of Figure 9. Migrated seismic images from Model 2 (top pan-
6.25 m (the midpoint spacing); this sampling avoids any els) and Slip-Model A embedded in Model 1 (bottom panels).
aliasing problems and attacks all events not having the Their dip-filtered versions, used to highlight the fault-plane
dip (slope) of the fault-plane reflection. In particular, it reflections, are shown in the right-hand panels. Slip-Model
A is for a slipping fault (see Table 5), which is embedded in
attacks the horizontal reflections.
Model 1 (see Table 1). Model 2 is for a pore-pressure con-
The upper panels of Figure 9 are for a model of trast across the fault (see Table 2). The traces in Figure 10
a pressure difference across the fault, which acts like a are sliced from these images in a direction normal to the
traditional seismic interface. The lower panels of Fig- fault-plane, as shown by an arrow in the dip-filtered images.
ure 9 are for a model of a linear-slip interface, which, The horizontal events in the upper panels appear to be not
in contrast to the pressure difference model, reflects the as well suppressed as the lower panels simply because the
derivative of the incident wave (see Appendix B for default-plane reflection is stronger in the bottom panel and, as
tails). A slice cut out of the dip-filtered images in the a result, the amplitude clip for the display is higher.
direction perpendicular to the fault-plane (shown as a
white arrow in the right-hand panels of Figure 9) helps
8 AMPLITUDE OF WAVES REFLECTED
in assessing the accuracy of the numerically simulated
FROM A JUXTAPOSITION CONTACT
fault-plane reflections. In Figure 10, we plot the reflected
waveforms together with either the incident wave or the Table 1 shows the parameters of a juxtaposition model
derivative of the incident wave, depending on whether for the subsurface geometry shown in Figure 6. There
the model contains the pressure difference or slip at the are two rock types in this example, an acoustically hard
fault. The agreement seen between the waveforms in shale ( = 2280 kg/m3 , vp = 2750 m/s, and vs = 1250
Figure 10 demonstrates that the SEM modeling, pro- m/s) and an acoustically soft sand ( = 2240 kg/m3 , vp
cessing, and dip-filtering together produce an accurate = 2600 m/s, and vs = 1100 m/s). The values for the
reflected waveform from the fault plane. sand are taken from a well log that intersected a sand
In the following three sections, we examine reflec- layer at the South Eugene Island field known as the JD-
tivity from the fault plane for a juxtaposition-contrast sand. The shale values come from the lower bounding
model, three pore-pressure contrast models, and four shale beneath the JD-sand. In Figure 11, we plot these
slipping-fault models embedded in one of the pore- well logs at the depth of this lithologic contact. These
pressure-contrast models. The purpose of this modeling two layers are at hydrostatic conditions, which at this
exercise is to get a feeling for which type of reflectivity depth is nominally 2800 psi.
should dominate at a general fault. We also perform the In Figure 12, we plot the reflected amplitude from
processing of the SEM modeled data contaminated with the juxtaposition model within a small window (100 ms)
certain errors to see how maps of the amplitude along of the fault-plane for four different processing scenarios.
the fault are affected. The first scenario, shown in the upper-left panel of Fig-
ure 12, compares the extracted amplitude on the fault
velocity (m/s)
0.06 3000
2500
0.03
2000
amplitude
0
1940 1960 1980 2000 2020 2040
0.03
2400
density (kg/m3)
0.06
2200
950 1000 1050 1100 1150
depth (m)
0.2
2000
1940 1960 1980 2000 2020 2040
SSTVD (m)
0.1
Figure 11. Velocity and density logs in the A20ST well at
amplitude
0
the South Eugene Island field showing the interface between
the JD-sand and its lower bounding shale at 1975 m sub-sea
true vertical depth (SSTVD). The log information at this
0.1
contact is used to construct the sand/shale model in Table 1.
These logs also cut through a growth fault zone known as the
0.2
B-fault at around 2020 m SSTVD.
950 1000 1050 1100 1150
depth (m)
Figure 10. The reflected waves from Model 2 (top), a pore plane of the noise-free dip-filtered image with the ampli-
pressure contrast, and Slip-Model A embedded in Model 1 tude extracted after 20% Gaussian noise was added to
(bottom), a slipping fault, are shown in dashed lines. The re- the original image before dip filtering. As can be seen,
flected waveforms for these two models are different in shape. the dip-filtering step is robust in the presence of random
The reflected waveform for Model 2 should be the wavelet,
noise, giving roughly the 1/ n attenuation of noise ex-
which is plotted in the top panel as a solid line for compari-
ploited in stacking. The processing is such that the am-
son with the numerical result. The waveform for Slip-Model
A embedded in Model 1 should be the the derivative of the plitude of the reflected waves is an indication of the
wavelet, which is plotted in the bottom panel as a solid line reflection coefficient at the boundary giving rise to the
for comparison. The agreement between the numerical re- reflected wave, at least within any changes induced by
sults for the fault-plane reflections and the expected wave- amplitude variations with offset (AVO) in the stack. The
forms validates the sequence of modeling, processing, and pattern of the amplitude map reflects the spatially vary-
dip-filtering used here. ing presence of juxtaposition contacts for this model, as
the amplitude wildly oscillates up and down. The sec-
ond scenario, shown in the lower-left panel of Figure 12,
Layer Thickness (m) (kg/m3 ) vp (m/s) vs (m/s) compares the extracted amplitude on the fault-plane
of the noise-free dip-filtered image with automatic gain
1 900 2240 2600 1100 control (AGC) applied to the amplitude extracted after
2 50 2280 2750 1250
20% Gaussian noise was added to the original image be-
3 30 2240 2600 1100
4 50 2280 2750 1250
fore dip filtering and AGC. The AGC operates in a time
5 30 2240 2600 1100 window of 200 ms. In this panel, the true-amplitude de-
6 90 2280 2750 1250 grading nature of the AGC is clear (the absolute value
7 50 2280 2750 1250 of the amplitude is completely different from the result
8 30 2240 2600 1100 without AGC); however, along the fault some of the
9 50 2280 2750 1250 same qualitative patterns are present. The same can be
10 30 2240 2600 1100 said for the third scenario in the upper-right panel of
11 90 2280 2750 1250 Figure 12. In this panel, everything is the same as in
12 850 2240 2600 1100 the upper-left panel, except that DMO has been omit-
ted in the processing sequence. The omission of DMO
Table 1. Model 1 for the SEM modeling. The throw between serves to dampen the fault-plane reflections as a result
the upthrown (layers 2 through 6) and downthrown (layers 7
of mis-stacking. The lower-right panel of Figure 12 is
through 11) sediments is 20 m. The sediments on both sides
of the fault are at hydrostatic pore pressure. The geometry
the same as in the lower-left panel, except that DMO
of the model is given in Figure 6. The values are taken from has again been omitted in the processing sequence. This
the JD-sand and its lower bounding shale at a depth of 2 km. is the most extreme and problematic of the processing
The pore pressure is 2800 psi at that location. sequences, with AGC and without DMO; the patterns
on the fault-plane seen in the upper-left panel are barely
recognizable.
3 3
x 10 x 10
7.5 7.5
amplitude
amplitude
5 5
Layer Thickness (m) (kg/m3 ) VP (m/s) VS (m/s)

2.5 2.5
1 900 2240 2600 1100

0 0 2 50 2240 2570 1070
800 900 1000 1100
depth (m)
1200 1300 800 900 1000 1100
depth (m)
1200 1300 3 30 2210 2380 880
4 50 2240 2570 1070
7.5 7.5
5 30 2210 2380 880
6 90 2240 2570 1070
amplitude
amplitude
5 5
7 50 2280 2750 1250
2.5 2.5
8 30 2240 2600 1100
9 50 2280 2750 1250
0 0 10 30 2240 2600 1100
800 900 1000 1100
depth (m)
1200 1300 800 900 1000 1100
depth (m)
1200 1300 11 90 2280 2750 1250
12 850 2240 2600 1100
Figure 12. Amplitude along fault-plane for Model 1 shown Table 2. Model 2 for the SEM modeling. The geometry of
in Table 1, the juxtaposition contact model, with four differ- the model is given in Figure 6. There is 20 m of throw be-
ent processing scenarios. The amplitude is plotted as a func- tween the upthrown (layers 2 through 6) and downthrown
tion of depth on the fault-plane, and the extent of the fault- (layers 7 through 11) sediments, in addition to 600 psi of
plane is shown by a horizontal line in the bottom portion of pore pressure difference. The difference in pore pressures is
each plot. The processing scenarios are: 1) upper-left panel: the result of the upthrown sediments being overpressured.
amplitude extracted from the noise-free image (dashed) and The densities and velocities of layers 2 through 6 are rel-
from the image with 20% additive Gaussian noise (solid), atively lower than the normally compacted, hydrostatically
2) lower-left panel: amplitude extracted from the noise-free pressured layers 7-11 on the downthrown side. To relate the
image with AGC applied (dashed) and from the image with velocities and densities to pressure, the mechanism of over-
20% Gaussian noise added in before applying AGC (solid), pressure is taken to be purely compaction disequilibrium.
3) upper-right panel: amplitude extracted from the noise-
free image without DMO included in the processing sequence
(dashed) and from the image with 20% additive Gaussian
noise, but no DMO (solid), and 4) lower-right panel: ampli- Layer Thickness (m) (kg/m3 ) VP (m/s) VS (m/s)
tude extracted from the noise-free image with AGC applied
but no DMO (dashed) and from the image with 20% Gaus- 1 900 2240 2600 1100
sian noise added before applying AGC but no DMO (solid). 2 50 2260 2660 1160
There is no slip at the fault. 3 30 2225 2490 990
4 50 2260 2660 1160
5 30 2225 2490 990
9 AMPLITUDE OF WAVES REFLECTED 6 90 2260 2660 1160
FROM A PORE-PRESSURE CONTRAST 7 50 2280 2750 1250
ACROSS A FAULT 8 30 2240 2600 1100
9 50 2280 2750 1250
In Tables 2, 3, and 4 are three different models that in- 10 30 2240 2600 1100
corporate pore pressure contrasts of 600 psi, 300 psi, and 11 90 2280 2750 1250
150 psi, respectively, across the fault. The aim of using 12 850 2240 2600 1100
these models is to see how small a pore pressure contrast
can be and still be detectable in the fault-plane reflec- Table 3. Model 3 for the SEM modeling. The geometry of
tivity. These figures are relevant to studying the fault- the model is given in Figure 6. Same as Table 2 except that
plane reflectivity at South Eugene Island since pressure the pore pressure difference is 300 psi.
measurements taken near the large, minibasin-bounding
growth fault, known as the A-fault, show a 780 psi in-
crease in pore pressure over 18 m in going from the duction assuming that the mechanism of overpressure
hydrostatically pressured downthrown sediments to the is pure undercompaction.
overpressured upthrown sediments (Losh et al., 1999). In Figure 13 are plotted the maximum reflected am-
With the pore-pressure contrasts in the three models plitude from Model 2 (P = 600 psi) within a small
being 600 psi, 300 psi, and 150 psi, the effective stress window (100 ms) of the fault-plane for four different
values can be computed using a hydrostatic pressure of processing scenarios. These different processing scenar-
2800 psi (the same as for the juxtaposition model cov- ios are the same as in the previous section on juxtapo-
ered in the previous section). The juxtaposition model sition contrasts. The scenarios include the presence and
can be thought of as having a 0 psi pore-pressure dif- absence of 20% additive Gaussian noise with the full
ference across the fault. The values of the densities and processing sequence (upper-left panel of Figure 13), the
velocities used in the three models are consistent with application of AGC (lower-left panel of Figure 13), the
the effective stress relationships derived in the intro- omission of DMO in the processing sequence (upper-
0.04
(kg/m3 )
0.02
Layer Thickness (m) VP (m/s) VS (m/s)
0.03
amplitude
1 900 2240 2600 1100
amplitude
0.02 0.01
2 50 2270 2705 1205
3 30 2232 2545 1045 0.01
4 50 2270 2705 1205 0 0
5 30 2232 2545 1045 800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300
depth (m) depth (m)
6 90 2270 2705 1205 3
x 10
3
x 10
7 50 2280 2750 1250 16
7.5
8 30 2240 2600 1100 12
9 50 2280 2750 1250
amplitude
amplitude
5
10 30 2240 2600 1100 8
11 90 2280 2750 1250 4 2.5
12 850 2240 2600 1100

0
0
800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300
Table 4. Model 4 for the SEM modeling. The geometry of depth (m) depth (m)
the model is given in Figure 6. Same as Table 2 except that Figure 14. Amplitude along fault-plane for Models (clock-
the pore-pressure difference is 150 psi. wise from the upper left) 2 (upper-left), 3 (upper-right), 4
(lower-left), and 1 (lower-right). The amplitude is plotted
as a function of depth on the fault-plane and the extent of
0.04 0.04 the fault-plane is shown with a horizontal line in the bot-
tom portion of each plot. These models represent the sit-
0.03 0.03
uations of: 600-psi pore-pressure difference across the fault
amplitude
amplitude
0.02 0.02
(Model 2, upper-left), 300-psi pore-pressure difference across
0.01 0.01
the fault (Model 3, upper-right), 150-psi pore-pressure dif-
ference across the fault (Model 4, lower-left), and 0 psi pore
0 0
pressure difference across the fault; in other words, the jux-
800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300
depth (m) depth (m) taposition contact model (Model 1, lower-right), There is no
20 20
slip at the fault.
15 15
amplitude
amplitude
10 10 across the fault: 600 psi in the upper-left panel (Model

5 5
2), 300 psi in the upper-right panel (Model 3), 150 psi
in the lower-left panel (Model 4), and 0 psi (the juxta-
0 0
position model, Model 1) in the lower-right panel. All
800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300
depth (m) depth (m) of these amplitude maps are plotted both with (solid
Figure 13. Amplitude along fault-plane for Model 2 shown line) and without (dashed line) 20% Gaussian additive
in Table 2, a model with a pore pressure contrast of 600 psi noise. Comparison of the plots shows essentially lin-
across the fault, with four different processing scenarios (the ear reduction of reflection amplitudes with reduction
same ones as in Figure 12). See the caption for Figure 12 in pore-pressure contrast. For a pore-pressure contrast
for details about the amplitudes plotted and about the four as small as 150 psi, it is difficult to tell if a contrast
scenarios.
exists. Specifically, note the similarity of the lower-left
(150 psi) and lower-right (0 psi) panels, especially in the
right panel of Figure 13), and the combined application degree with which the wobbles due to the juxtapositions
of AGC and the omission of DMO in the processing contribute to the fault reflectivity.
sequence (lower-right panel of Figure 13).
In these plots, the effect of the juxtaposition con-
tacts shows up in this model as a high frequency wobble 10 AMPLITUDE OF WAVES REFLECTED
on top of the low frequency trend due to the presence of FROM A LINEAR-SLIP FAULT
a P across the fault. This means that a pore-pressure
difference of 600 psi is sufficient enough to dominate We use the abilities of the SEM code to accommodate
the reflectivity attributable to juxtapositions. This oc- slip at an interface to model four different slipping in-
curs for two reasons: the P is large enough across the terfaces, as described in Table 5, in terms of their nor-
fault and the dip filter preferentially attacks the juxta- mal and tangential (shear) compliances. We label these
positions since they change in polarity along the fault models in order from the most to the least slipping as
plane. From the plots in Figure 13, the most severe pro- Slip-Model A, B, C, and D. The examples here have
cessing artifact, in the sense of destroying the relative the linear-slip interface embedded in layered Model 2,
amplitude pattern, is the AGC. described previously (P = 600psi). The entire fault-
In Figure 14 are plotted four different models of P plane does not slip, only a portion of it as shown in
0.16 0.16 0.16 0.12
0.12 0.12 0.12

0.08
amplitude
amplitude
amplitude
amplitude
0.08 0.08 0.08
0.04
0.04 0.04 0.04
0 0 0 0
800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300
depth (m) depth (m) depth (m) depth (m)
40 40
0.09 0.04
30 30
0.06
amplitude
amplitude
amplitude
amplitude
20 20 0.02
0.03
10 10
0 0 0 0
800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300
800 900 1000 1100 1200 1300 800 900 1000 1100 1200 1300 depth (m) depth (m)
depth (m) depth (m)
Figure 15. Amplitude along fault-plane for Slip-Model A Figure 16. Amplitude along fault-plane for Slip-Models A
(see Table 5) at a fault embedded in Model 2 (see Table 2) for (upper-left), B (upper-right), C (lower-left), and D (lower-
four different processing scenarios. The amplitude is plotted right) shown in Table 15 at a fault embedded in Model 2
as a function of depth on the fault-plane and the extent of the having a pore pressure contrast of 600 psi across the fault.
fault-plane is shown with a long horizontal line in the bottom The amplitude is plotted as a function of depth on the fault-
portion of each plot. The sub-portion of the fault that slips plane and the extent of the fault-plane is shown with a long
is shown beneath this line with a shorter horizontal line. The horizontal line in the bottom portion of each plot. The sub-
processing scenarios are the same as those described in the portion of the fault that slips is shown beneath this line with
caption for Figure 12. The Slip-Model uses slip at the fault a shorter horizontal line. The maximum amplitude occurs
to represent weakness caused by elevated pore pressure. near the center of the slipping portion of the fault in each slip-
model. The amplitude map also resembles a triangle since it
is in essence the convolution of two boxcar functions: the slip-
Figure 6. In the next section, we present a weak scat- ping portion of the fault-plane and the dip filter. In moving
tering model to relate the value of the compliances to from Slip-Model A to D, the compliance of the fault slip be-
pore pressures in a thin fault zone. For now, these values comes smaller and, as a result, the reflection magnitude scales
in the same proportion, as predicted by equation (B6) in Ap-
are simply parameters describing the degree of bonding
pendix B for a weakly slipping interface. The Slip-Models use
between the surfaces on either side of the linear-slip in-
slip at the fault to represent weakness due to elevated pore
terface. pressure.
The amplitude of the fault-plane reflection from
Slip-Model A embedded in Model 2 is displayed in Fig-
ure 15 for the four processing scenarios outlined earlier about the same proportion. This occurs because the re-
in the sections on juxtaposition contacts and pore pres- flection coefficient is proportional to the compliance for
sure difference across the fault: 20% noise (upper-left a relatively weakly slipping interface (see Appendix B,
panel), AGC (lower-left panel), no DMO (upper-right equation (B6)). For the the smallest compliance, Slip-
panel), and AGC and no DMO (lower-right panel). The Model D, the magnitude of the reflection is on the same
fault-plane extends over the long horizontal line at the order as that of the reflection caused by the P present
bottom of the plots in Figure 15. The shorter horizon- in Model 2 (shown in the upper-left plot of Figure 13).
tal line signifies the part of the fault plane that slips. Hence, this would seem to be a lower limit for compli-
Note that the location of the maximum reflectivity oc- ance for slipping behavior to dominate any P across
curs in the part of the fault that is slipping. Also, since the fault.
the reflection from Slip-Model A, embedded in Model 2,
is relatively large compared to the fault-plane reflection
for Model 2 alone (as shown in the upper-left plot of Fig- 11 RELATING LINEAR-SLIP TO A
ure 13 - an amplitude of 0.14 versus 0.04), the sources PRESSURIZED FAULT
of noise and error in the processing do not degrade the
amplitude map severely in any of the scenarios. This The values for the compliances used in the numerical
highlights the efficiency of Slip-Model A in reflecting modeling and shown in Table 5 do not, up to this point,
energy compared to the purely P contrast of Model 2. have any physical meaning in terms of the pressure lo-
The amplitude maps for Slip-Models A, B, C, and cally at the fault. In this section, we relate a slipping
D are shown in Figure 16. As the normal and shear interface to an effective-layer model that demonstrates
compliances are decreased in going from Slip-Model A much of the same wave-scattering behavior. With an
to Slip-Model D, the amplitude of the fault-plane reflec- effective layer described in terms of its thickness, den-
tion attributable to a slipping interface redcues in the sity, and velocity, the empirical relationships between
Slip-Model normal compliance, N (m Pa1 ) tangential compliance, T (m Pa1 )
A 5.0 1010 1.0 109

B 3.5 1010 7.0 1010
C 2.5 1010 5.0 1010
D 1.0 1010 2.0 1010
Table 5. Four different slip interfaces described in terms of their normal and tangential compliances. These have been used in
the SEM modeling.
effective stress and density, and effective stress and ve- fraction of a wavelength fits in the layer. Inserting the
locity, derived in the introduction can give the compli- Taylor series approximation into equation (20) gives
ance values a physical meaning. The derivation here is 2ih
for normally incident P -waves, but can be extended to Rtot RP P . (23)
L
P -waves incident at an angle. We focus on normally in-
cident P -waves since the seismic imaging discussed in This expression shows that the total reflection from
previous sections utilized P P -scattered waves at small a thin weak layer is proportional to the derivative of
incidence angles. the incident wave. Widess has discussed this fact in
The effective-layer model begins from a weak scat- a famous paper on vertical seismic resolution (Widess,
tering assumption. For a thin layer, if the interface re- 1973).
flection coefficients at the upper and lower boundary are From equation (B6) in Appendix B, the P P reflec-
small, then the entire series of reverberations (Aki & tion coefficient for a weakly-slipping interface between
Richards, 1980) within the layer can be neglected. The two identical media (the host medium) is
total reflection coefficient from the thin layer can thus s iN
RP P , (24)
be approximated simply as the sum of the reflections 2
off the upper and lower interface. For the case when the where is the frequency, N is the normal compliance,
thin layer is sandwiched between two identical media, is the density of the host medium, is the P -wave

2ih
velocity of the host medium, and the superscript s indi-
Rtot RP P RP P exp , (20) cates that this is the reflection coefficient for a slipping
L
interface. This equation comes with its own assump-
where RP P is the P -wave to P -wave (P P ) reflection tion, namely that the dimensionless normal compliance
coefficient at the upper interface (the reflection at the is much smaller than 1, N 1. Equating this ex-
lower interface is RP P ), is the frequency, h is the pression to equation (23) gives
thickness of the thin layer, and L is the P -wave veloc-
iN 2ih
ity in the thin layer. In equation (20), we have assumed = RP P . (25)
that the impedance difference between the thin layer 2 L
and the host medium is small enough that the trans- By canceling common factors and solving this for N ,
mission coefficients in moving from the host medium the normal compliance, we get
into the thin layer and vice versa are close to 1. This 4h
is consistent with the weak-scattering assumption made N = RP P . (26)
L
above.
In the weak scattering approximation, we can substi-
The next approximation relies on the layer being
tute a weak-scattering approximation for the interface
sufficiently thin. If, for the argument of the exponential
reflection coefficient RP P . This can be obtained from
term in equation (20),
equation (B6) in Appendix B
2h
1, (21)

1
L RP P = + , (27)
2
then the exponential can be expanded to first order in
a Taylor series where = L , = (L + )/2, = L , and
= (L + )/2. Rewriting equation (27) in terms of the
2ih 2ih properties of the layer and host medium,
exp 1+ . (22)
L L L L
RP P = + . (28)
Note that the condition in equation (21) states that L + L +
1 4h/L , where L is the wavelength of the wave in Substituting into equation (26) for RP P yields
the thin layer. Hence, the condition means that only a
4h L L
N = + . (29)
L + L + L
6 6
Since N is always greater than zero, the effective thin 2

x 10
2
x 10
layer can have relatively lower density > L and lower

1 1
velocity > L than the host medium. This holds for
amplitude
amplitude
a locally pressurized fault, since velocity and density 0 0
decrease with increase in pore pressure.

It is interesting to compare equation (29) with the 1 1
expression by (1980) for the compliance of a thin weak 2 2

0 500 1000 1500 2000 0 500 1000 1500 2000
layer. Schoenberg (1980) relates the compliance to the 7
depth (m)
7
depth (m)
x 10 x 10
properties of the layer by stating that, in the limit of 2
5
h 0 and L 2L 0, the effective compliance of the

thin layer is 0 0
amplitude
amplitude
h
N = . (30) 2
5
L 2L
4
Equation (30) is somewhat different than equation (29), 10
800 900 1000 1100 1200 800 900 1000 1100 1200
most notably in that equation (30) contains material depth (m) depth (m)
properties of the layer only and not those of the host Figure 17. A test of the effective layer for a linear-slip
medium. The source of the difference between these fracture for a normally-incident P -wave. These traces are
two expressions is that the result of Schoenberg (1980) computed with a finite-element implementation of normally-
holds as h 0 and L 2L 0; that is, it is a strong- incident P -waves. The upper-left panel shows a transmitted
scattering approximation. The approximation that we plane wave (traveling to the right) and a reflected plane wave
(traveling to the left) from a horizontal thin bed of 10-m
have made in equation (29) is a weak-scattering one.
thickness with density and velocity values from Table 9. The
A weak-scattering approximation should be more ap- background medium has alpha = 2675 m/s and = 2260
propriate for an overpressurized fault since, according kg/m3 (the average values of the hydrostatic sand/shale lay-
to the pore pressure relationships described in the in- ers shown in Table 1). The upper-right plot shows the same
troduction, L 2L 0 cannot happen for any value of picture for the equivalent linear-slip interface with compli-
the pore pressure. Schoenbergs analogous conditions for ance calculated from equation (29). In the lower-left panel,
shear waves may be more realistic, since the shear veloc- a zoom in of the reflected waves for the thin bed (solid)
ity goes to nearly zero at zero effective stress (Zimmer and the equivalent linear-slip interface (dashed) are shown.
et al., 2002). The reflection from the equivalent linear-slip interface, equa-
Using a finite-element implementation of normally- tion (29), is in error by 15%. The lower-right panel shows
the comparison between the reflection from the thin bed
incident P -waves, we can test the above approximation
(solid) and the equivalent linear-slip interface (dashed) from
by comparing the reflection from a weakly slipping frac- Schoenberg (1980). The reflection from Schoenbergs equiv-
ture with the reflection from its effective weak thin layer. alent linear-slip interface, equation (30), is in error by 135%
We use a 10-m thick layer with L = 2077 m/s and L likely because it is a strong scattering approximation.
= 2124 kg/m3 in a background medium of = 2675
m/s and = 2260 kg/m3 . The layer thickness, L , and
L are taken from the results in Table 9 described be- equivalently the lithostatic stress v ) so that the effec-
low. The background medium parameters are the aver- tive stress varies only with pore pressure (d = v p),
age values of the sand/shale sequence in Table 1. The the compliance of a fracture can be put in terms of the
normal compliance N predicted by our weak-scattering thickness of the layer and the pore pressure
model, equation (29), for these parameters is 5 1010 4h

uL (P ) uL (P )

m Pa1 . For the Schoenberg model, equation (30), the N (h, P ) = u u + u .(31)
L (P ) + L (P ) + L (P )
normal compliance comes out to be 1.1 109 m Pa1 .
The source frequency in the simulation is peaked at 20 Note that we use the unloading relationships for L and
Hz, just as it was in the SEM modeling shown earlier L . This is because a locally pressurized fault likely re-
in this chapter. The result of the finite-element simula- sults from fluid migrating up the fault. Hence, the cor-
tion is shown by the traces in Figure 17. We find that rect curve to use is the unloading curve (Revil & Cath-
our weak-scattering effective-layer model is in much bet- les, 2002). This curve requires another parameter, the
ter agreement than Schoenbergs model (Schoenberg, maximum past effective stress max that the fault rock
1980). Our model is in error by 15% while the Schoen- experienced before being unloaded to its current state.
berg model is in error by 136%. This supports the weak- With this information, the slip models used in the pre-
scattering model for equivalent thin layers and weakly vious modeling section can be related to an effective
slipping interfaces. layer described by four parameters: fault zone of thick-
Using the effective-stress relationships we estimated ness h, fixed depth z, excess fluid pressure P Ph , and
at South Eugene Island for L and L in the case of un- maximum past effective stress max . Figure 18 shows
loading, uL (d ) and uL (d ), and fixing the depth (or, how, given a maximum past effective stress max and
fault zone thickness h, one can construct equivalent
compliances for the velocity and density values traced
out along the unloading curve as a function of effective Slip-Model (kg/m3 ) vp (m/s) e (psi) p (psi)
stress. To convert from effective stress to pore pressure, A 2204 2019 11 5490
knowledge of the depth z or lithostatic level V in nec- B 2207 2175 88 5412
essary. C 2216 2293 322 5178
From this weak equivalent layer, we find that the D 2269 2472 1655 3845
pore-pressure value corresponding to a linear-slip inter-
face is not unique - it depends on three other parame- Table 6. Four different slip-interfaces described in terms of
ters besides the pressure. In Tables 6 through 9, we fix their effective layer parameters assuming a thickness of 10
two of these parameters - the depth of the fault zone m. The estimates are made under the assumption that the
(1850 m) and the thickness of the fault zone (10 m). fault rock began its unloading path after reaching a maxi-
mum vertical effective stress of 2800 psi. velocity and pore
The tables show the values of the effective thin layer
pressure derived in the introduction are used to relate these
for each Slip-Model, A through D, while varying max compliances to vertical effective stress e and pore pressure
between the different tables: max = 2800 psi in Ta- p at South Eugene Island. Also, for the four tables, the pore-
ble 6, max = 2400 psi in Table 7, max = 2000 psi pressure estimate assumes a depth of 1850 m, where the over-
in Table 8, and max = 1600 psi in Table 9. They also burden stress is 5500 psi and the hydrostatic pressure is 2800
show the effective stress corresponding to those values psi.
of velocity and density along the unloading path, and
use the depth to convert to pore pressure. We do not
show results for the variation with thickness h since it
is mundane, as seen in equation (29). The variation with Slip-Model (kg/m3 ) vp (m/s) e (psi) p (psi)
depth z is also fairly unimportant since it changes only A 2178 2037 31 5469
the value of the pore pressure for a given effective stress. B 2186 2192 238 5262
As seen in Tables 6 through 9, certain values of the com- C 2208 2301 775 4725
pliance cannot even exist for some values of max since
the compliance does not fall in the range of possible Table 7. Four different slip-interfaces described in terms of
compliances based on the values of density and velocity. their effective layer parameters assuming a thickness of 10 m.
This is shown in Figure 18, where in the bottom panel The estimates are made under the assumption that the fault
the possible compliance values corresponding to the un- rock began its unloading path after reaching a maximum
loading path in the upper figures does not extend all vertical effective stress of 2400 psi. There is no effective-layer
the way to zero. Hence, some small compliance values model for Slip-Model D along this unloading path.
cannot be modeled for those choices of h, z, and max .
In order to get smaller compliance values, the thickness
of the fault would need to be made smaller because the 12 CONCLUSION
compliance, from equation (29), scales with h. From the We have presented a complete numerical modeling ex-
Tables 6 through 9, we find that the earlier that the rock periment by utilizing an SEM implementation of the 2D
in the fault zone began to be unloaded, i.e., the smaller elastic wave equation and processing the resulting wave-
the max , the larger the compliance can be for smaller forms into their time-migrated images. We derived a
amounts of pore pressure. Hence, the more efficient the simple dip filter and used it to isolate fault-plane reflec-
pressurized fault zone can be in scattering seismic waves tions. We then exploited the relationships between the
for a small amount of pore pressure increase. elastic parameters, density and velocity, to create phys-
In the A10ST well at South Eugene Island, the ef- ically meaningful models of sealing faults that maintain
fective stress in the B-fault zone was measured at as a P of up to 600 psi. For these P models, we as-
low as 166 psi (Losh et al., 1999). In fact, Losh et al.
(1999) state that ... the fault itself ... is at significantly
lower vertical effective stress than the downthrown sed- Slip-Model (kg/m3 ) vp (m/s) e (psi) p (psi)
iments. In other words, the fault itself is overpres-
A 2149 2058 109 5391
sured. Hence, some of the low values for effective stress
B 2172 2203 700 4800
shown in Tables 6 through 9, while unusual, are entirely
C 2218 2292 1829 3671
possible for the growth faults at South Eugene Island.
Anomalously low effective stresses of 575 psi and 807
Table 8. Four different slip-interfaces described in terms of
psi were also measured in the nearby A20ST well as it their effective layer parameters assuming a thickness of 10 m.
crossed the A-fault system (Losh et al., 1999). The estimates are made under the assumption that the fault
rock began its unloading path after reaching a maximum
vertical effective stress of 2000 psi. There is no effective-layer
model for Slip-Model D along this unloading path.
sumed that the overpressure mechanism is purely due
Slip-Model (kg/m3 ) vp (m/s) e (psi) p (psi) to undercompaction. In the course of this modeling, we
A 2124 2077 453 5047 found that the minimum P necessary to give rise to
substantial fault-plane reflections is on the order of 150
Table 9. Four different slip-interfaces described in terms of psi. Taking advantage of the SEM modeling codes abil-
their effective layer parameters assuming a thickness of 10 m. ity to accommodate linear-slip interfaces, we selected
The estimates are made under the assumption that the fault four different values of the normal and shear compli-
rock began its unloading path after reaching a maximum ver- ances for the fault interface. We find that the slipping
tical effective stress of 1600 psi. There are no effective layer interfaces are more efficient at scattering seismic energy
models for Slip-Models B, C, and D along this unloading than are the pore pressure differences across the fault
path. for compliance values above 1010 m Pa1 . Unsat-
isfied with the lack of physical insight into the mean-
ing of a compliance, we derived, from a weak-scattering
model, an equivalent thin, weak layer that gives virtu-
2400
ally the same reflection as a linear-slip interface under
certain conditions. We used this equivalent layer model
density (kg/m3)
2200 to relate the values of the compliance to realistic values

of pore pressure at South Eugene Island. To do so re-
quired extensive use of the effective-stress relationships
2000 for the unloading paths. In closing, we conclude that
the smaller the past maximum effective stress is for the
1800
fault zone, the more efficient the fault can be at scatter-
0 1000 2000 3000 4000
effective stress (psi) ing seismic waves. This makes sense physically in that
3000 the overpressured fault rock is being poroelastically per-
turbed (by, for instance, fluid migrating up the fault)
from a more extreme initial state.
2500
velocity (m/s)
ACKNOWLEDGMENTS
2000
Jon Sheiman provided valuable input and thanks go out
to him. Andrey Bakulin first brought the idea of a weak
scattering model of a fracture to the authors attention.
1500
0 1000 2000 3000 4000 Shell International Exploration and Production has pro-
effective stress (psi)
x 10
10 vided funding for this research.
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APPENDIX A: STABILITY OF A SPLIT NODE
To obtain a typical stability condition for a split node, we consider the simple case of a finite-element implementation
of the 1D scalar wave equation. This case can be thought of as that of a normally incident SH-wave on a fracture.
The linear basis functions used here are given as
8
< (z zK1 )/h if zK1 z zK ,
K (z) = (zK+1 z)/h if zK z zK+1 , (A1)
0 otherwise,
:
where h is the grid spacing. After applying the weak formulation to the 1D wave equation and integrating in space,
the resulting matrix equation to be solved in time is
= c2 K~
M ~u u, (A2)
2
where M and K are the mass and stiffness matrices, c = / is the squared wavespeed (assumed to be constant
here), and u is the (out of plane) displacement field (u = uy ). For the linear basis functions used here, the entries of
these matrices can be calculated exactly. For the (consistent) mass matrix, MJ,K , the non-zero entries are
ZL
K J dz = 2h/3 for J = K (A3)
0
ZL
K J dz = h/6 for J = K + 1, J = K 1. (A4)
0
where h is the spatial grid spacing (assumed to be constant). This means that M is symmetric and tridiagonal.
Similarly, the stiffness matrix, SJ,K , is also symmetric tridiagonal and the non-zero entries are
ZL
K J
dz = 2/h for J = K (A5)
z z
0
ZL
K J
dz = 1/h for J = K + 1, J = K 1. (A6)
z z
0
For a single split node, the matrices M and K have some structure. In fact, the left hand side of equation (A2)
is
.. ..
2 3
2 3
. . ..
6
6 .
7 .
6 ..
76 7
6 2h/3 h/6 76
76 um2 7
7
h/6 2h/3 h/6 um1
6 76 7
6 76 7
h/6 h/3 0 um
6 76 7
(A7)
6 76 7
0 h/3 h/6 um+1
6 76 7
6 76 7
h/6 2h/3 h/6 um+2
6 76 7
6 76 7
.. 7 6 um+3
6 76 7
6 7
6 h/6 2h/3 . 74 ..
5
4 5
.. .. .
. .
where the spatial location on the grid is indicated by the subscripts m 1, m, etc. In equation (A7), the split node
is located between the gridpoints m and m + 1. Similarly, the right hand side of equation (A2) is
.. ..
2 3
2 3
. . ..
6
6 .
7 .
6 ..
76 7
6 2/h 1/h 76 u
7 6 m2 7
7
1/h 2/h 1/h 7 6 um1 7
6 76 7
6
1/h 1/h 0 7 6 um 7
6 76 7
c2 6 (A8)
6
0 1/h 1/h 7 6 um+1 7
76 7
6
1/h 2/h 1/h 7 6 um+2 7
6 76 7
6
. . 7 6 um+3 7
6 76 7
6
6 1/h 2/h . 74 ..
5
4 5
.. .. .
. .
We use the expressions in equations (A7) and (A8) to find the stability criterion for a split node. To further
simplify the calculation, we lump the mass matrix shown in equation (A7) so that the left hand side of equation (A2)
is instead
.. ..
2 3
2 3
. . ..
6
6 .
7 .
6 .. h 0
76 7
7 6 u 7
6 7 6 m2 7
0 h 0 7 6 um1 7
6 76 7
6
0 h/2 0 7 6 um 7
6 76 7
(A9)
6
0 h/2 0 7 6 um+1 7
6 76 7
6
0 h 0 7 6 um+2 7
6 76 7
6
. . 7 6 um+3 7
6 76 7
6
6 0 h . 74 ..
5
4 5
.. .. .
. .
The lumping is accomplished by summing the rows and placing the result on the main diagonal. This essentially
reduces the finite-element scheme into a finite-difference scheme. The difference is that care has been taken with
the inclusion of a split-node and, as seen in the next paragraph, the boundary condition at the split-node can be
accounted for in an entirely straightforward manner. This is in contrast to the fictitious lines in Alterman and
Lowenthal (1970) and Kelly et al. (1976).
Setting the m-th rows of the matrix/vector multiplications depicted in equations (A8) and (A9) equal to each
other, in accordance with the equation of motion, equation (A2), gives the spatially discretized equation of motion
at the split node
h c2 c2
um = um1 um . (A10)
2 h h
Note that there is currently no communication across the split node, between the gridpoint at m and at m + 1.
Interaction between these gridpoints is accomplished by including the traction yz between the nodes with the slip
law
um+1 um = yz , (A11)
where the coupling is described by the free parameter (the compliance). Note that = 0 is a welded contact and
= is a stress-free boundary. Using the slip law and Hookes Law u/z = yz , the traction at the split node
can be included into equation (A10)
h c2 c2 c2
um = um1 um + (um+1 um ). (A12)
2 h h
A time integration scheme must be chosen for equation (A12). An explicit scheme is obtained by evaluating all
the u-terms on the right hand side at the previous timestep, denoted n. For notational purposes, we show u m1
evaluated at timestep n by um1,n . For the left hand side, we choose the second difference approximation to um
centered at timestep n
um,n+1 2um,n + um,n1
um = , (A13)
t2
where t is the time spacing. The algorithm outlined here is to be solved for um,n+1 in equation (A13) by knowing
the displacements at timesteps n and n 1. Such a multistep algorithm can be seen as equivalent to a single-step
algorithm with prediction.
Inserting equation (A13) into equation (A12) results in the complete finite-element stencil
h h h c2 c2 c2
2
um,n+1 2
um,n + 2
um,n1 = um1,n um,n + (um+1,n um,n ). (A14)
2t t 2t h h
To investigate the stability of this scheme, we study the exponential growth or decay of the odd eigenmodes of u.
These eigenmodes are antisymmetric with respect to the slipping interface. We chose the odd eigenmodes since the
symmetric modes have no slip. If there wasnt a slipping interface and the medium was homogeneous, harmonic
functions would be inserted for both the spatial and temporal variation of u; for the case of slipping interface, care
has to be taken in treating the spatial variation since the medium is not homogeneous. This extra care amounts to
determining an additional free parameter at the interface, as demonstrated shortly.
An odd eigenmode for a single linear-slip interface located at the depth zs is
u(z, t) = U (z)eit
U (z) = sgn(z zs ) sin(k|z zs | + ), (A15)
where U (z) is the spatial variation of the odd eigenmode, is a free parameter determined from the linear-slip
boundary condition of equation (A11), k is the wavenumber, and is the frequency. As stated above, the slip
interface is between the m and m + 1 gridpoints, which are both located at the depth zs . To be precise, the m
gridpoint is obtained in the limit z zs for values z < zs . Similarly, the m + 1 gridpoint is obtained in the limit
z zs for values z > zs . Mathematically, this is the difference between a left-hand and right-hand limit. It matters
in the context of equation (A15) since the signum function is discontinuous at z = zs .
Taking the proper limits, the spatial components of an odd eigenmode at the m and m + 1 gridpoints are
Um = sin ,
Um+1 = sin . (A16)
From these equations, it can be seen that drives the magnitude of the slip discontinuity. We now use the relationships
in equation (A16) to determine from the linear-slip boundary condition of equation (A11). For this, we need the
shear stress component yz , which by Hookes Law is equal to u/z. In other words, we need the value of the
derivative of u at zs . From equation (A15)
U
= k cos(k|z zs | + ). (A17)
z
Therefore, at zs , yz = k cos . Inserting this expression for yz and the relationships in equation (A16) into the
boundary condition of equation (A11) yields
k
tan = . (A18)
2
From this equation, sin and cos can be found
k
sin = p
2 2 k 2 + 4
2
cos = p . (A19)
2 k 2 + 4
2
Since it does not matter, we take the postive sign in equation (A19).
We are now in a position to write down the discrete forms of the antisymmetric eigenmodes at the gridpoints
m 1, m, and m + 1 using equation (A15)
um+1,n = sin eint
um,n = sin eint
um1,n = sin(kh + ) = (sin kh cos + cos kh sin ) eint , (A20)
where the time t is discretized by timestep n and time spacing t. Using equation (A19) and the substitution
n = eint , (A21)
equation (A20) can be written finally as
k
um+1,n = p n
2 k 2 + 4
2
k
um,n = p n
2 2 k 2 + 4
2 sin kh + k cos kh n
um1,n = p . (A22)
2 2 k 2 + 4
In equation (A22), the variation with timestep n is trivial, requiring only a change in the exponent of . Taking the
information in equation (A20), using it in equation (A14), and organizing terms yields
hk 2 c2

0 = + (k 2 sin kh k cos kh)
2t2 h

hk 2 hk n1
+ 2c k + . (A23)
t2 2t2
In order to have non-trivial solutions, the terms inside the brackets in equation (A23) must equal zero.
Dividing equation (A23) by the coefficient of the 2 term and setting the terms inside the brackets to zero gives
t2 c2 2t2 c2
0 = 2 2[1 2
(k k cos kh 2 sin kh) ] + 1. (A24)
h k h
For the numerical scheme to be stable, the two roots of equation (A24) should have magnitudes less than or equal
to 1. This means that solutions are not exponentially growing in time. Lets find the conditions such that this is the
case.
Note that equation (A24) has the general form
0 = 2 v + 1, (A25)
where the coefficient v is a complex number. Denote the two (possibly complex) roots of equation (A25) 1 and 2 .
From the quadratic formula, it is known that for any v
1 + 2 = v
1 2 = 1. (A26)
These equalities are a particular example of what are known as Vietes formulas and are analogous to the trace of a
matrix being equal to the sum of its eigenvalues and the determinant being equal to the product of its eigenvalues.
With help of the triangle inequality, the two equalities in equation (A26) can be recast in terms of the magnitudes of
1 and 2 , shown as |1 | and |2 |. For the first equality of equation (A26)
|1 | + |2 | |1 + 2 | = |v|. (A27)
And, for the second equality
|1 | |2 | = |1 2 | = |1| = 1. (A28)
This is necessary since it is the magnitude of the roots of equation (A24) that determine the stability of the algorithm.
Since we need both |1 | 1 and |2 | 1 for stability, equation (A28) tells us that
|1 | = 1 and |2 | = 1. (A29)
This makes sense because we are solving a wave equation whose solutions should not decay with time. Using this
information together with equation (A27) gives
2 = |1 | + |2 | |v| (A30)
or in other words,
v
| | 1. (A31)
2
Applying this stability criterion, valid for the general quadratic form of equation (A25), to the expression de-
scribing the roots in equation (A24) gives
t2 c2 2t2 c2
|1 (k k cos kh 2 sin kh) | 1. (A32)
h2 k h
From this expression, note that in the limit of low frequencies kh 0 (which corresponds to waves that are well
sampled by the grid), this stability criterion is always satisfied. Typically we look for instabilities to occur for waves
that are near the spatial Nyquist frequency (kh = ). For this frequency, equation (A32) becomes
2t2 c2 2t2 c2
|1 2
| 1. (A33)
h h
The term inside the absolute value on the left hand side of equation (A33) is real-valued; therefore, the inequality
may be rewritten as two simultaneous inequalities
2t2 c2 2t2 c2
1 1 2
1. (A34)
h h
Since the terms being subtracted from 1 in the middle of equation (A34) are both positive, the right hand inequality
is always satisfied and may be ignored. The other inequality is meaningful
2t2 c2 2t2 c2
1 1
h2 h
2t2 c2 2t2 c2
2
+ 2
h h
t2 c2

h
1+ 1
h2
s
ct h
1+ 1
h
h
ct p (A35)
1 + (h/)
This stability criterion has the same general form as that for a regular node that is not split (ct h). However, the
compliance of the split node does enter into the stability criterion uniquely in the inverse square root appearing on
the right hand side. For a free surface, = and the factor with the compliance vanishes and the stability criterion
can be met. As the compliance approaches zero, though, the denominator becomes large and the stability criterion
becomes harder to satisfy. For given values of c, h, , and t, there is a lower value for compliance min past which
the algorithm becomes unstable at the split node. This precludes the possibility of a welded interface ( = 0), though
for certain values of c, h, , and t, min may be so small that an effectively welded interface can be realized.
APPENDIX B: LINEARIZED REFLECTION COEFFICIENTS FROM A LINEAR-SLIP

INTERFACE
As demonstrated in Groenenboom (1998), fractures act as an interface over which slip occurs during the passage
of a seismic wave. Therefore, a good place to begin modeling fractures is with linear-slip theory. Schoenberg (1980)
formally introduced the concept of a linear-slip interface to the exploration seismology community. The linear-slip
interface is characterized by the following boundary condition for the SH case:
u+
y uy = kT yz , (B1)
+
yz = yz , (B2)
where kT is called the shear (or transverse) compliance of the linear-slip interface. In equations (B1) and (B2), the
superscript (-) refers to the side of the interface on which the wave is incident, (+) the other side of the interface,
uy is the displacement out of the plane of wave propagation, and yz is the shear stress. The shear compliance, kT ,
quantifies the degree of slip along the interface. For kT = 0, the interface is welded (u+
y = uy ), and for kT = , it
is a free surface. Hence, a linear-slip interface is a general interface condition that includes the usual welded case. In
a recent case study from the North Sea, Worthington and Hudson (2000) have modeled a fault zone as a series of
closely spaced linear-slip interfaces.
A common tool to diagnose the elastic properties of a reflecting interface in exploration seismology is called
amplitude-versus-offset, or AVO. Linearized expressions of reflection coefficients for small changes in the elastic
properties across an interface have proven useful in linear AVO-inversion (Demirbag et al., 1993). The linearized
expressions provide a set of basis functions in terms of incidence/reflection angle that can be used in a standard least-
squares inversion (as described in Chapter 15 of Press et al. (1992)). Here, we discuss the linearized approximation
of the reflection coefficients for an interface which allows slip. The formulas can be seen as generalizations of existing
expressions for welded (no-slip) interfaces.
The linearized reflection coefficient for an SH-wave at a planar interface between two isotropic halfspaces,
obtained by enforcing equations (B1) and (B2) for a harmonic elastic disturbance and keeping first order terms in
the elastic contrasts and the slip-discontinuity, is:

1 1 kT
RSH + + tan2 i cos , (B3)
2 2 2
where and are the changes in S-velocity and density at the interface, and are the average S-velocity
and density of the two halfspaces, is the angular frequency of the incident wave, kT is the shear compliance of the
interface, and is the reflection/incidence angle. The approximation in equation (B3) holds for small relative changes
in the medium parameters (/, / 1), small dimensionless compliance (kT 1), and small angles of
incidence (surely not greater than the critical angle). For a welded interface (kT = 0), equation (B3) agrees with
Thomsens expression (Thomsen, 1993) for the case of isotropic halfspaces. We do not show the lengthy derivation
of equation (B3); the technique for obtaining linearized reflection coefficients is outlined in (Wang, 1999).
Seismologists usually assume that interfaces are welded and, as a result, reflection coefficients are real and
frequency-independent. As seen from equation (B3), neither of these characteristics are true when slip occurs at the
interface. The third term in equation (B3) is the contribution to the reflection coefficient from slip. There is a factor
of i in the third term since the linear-slip interface can be obtained in the limit of a thin, low shear strength bed
(Schoenberg, 1980) whose reflection, as pointed out a long time ago by Widess (1973), is the derivative of the incident
wave.
To overcome the complication of having a complex-valued reflection coefficient, it may be instructive to study
the squared magnitude of equation (B3)
2 2
1 1 1
|RSH |2 + + tan2 + tan4
4 4 4
2 kT2 2 2
+ cos2 . (B4)
4
The angle dependencies in equation (B4) can be modified to reveal which terms are sensitive at zero-offset, near-
offsets, and far-offsets. This is the approach taken by Shuey (1985). To highlight the angle dependencies, we use the
following identities:
cos2 = 1 sin2 ,
tan2 = sin2 + tan2 sin2 ,
4
tan = tan2 sin2 + tan4 sin2 .
Equation (B4) can then be rewritten as:
" 2 #
2 1 2 2 2 2
|RSH | + + kT
4

1
+ + 2 kT2 2 2 sin2
4
1
tan2 sin2
4
2
1
+ tan4 sin2 . (B5)
4
The first term in equation (B5) dominates at zero offset ( 0). At near-offsets (0 < < 35 ), the second term,
proportional to sin2 , becomes important. The third and fourth terms in equation (B5) are sensitive at far-offsets
(35 < ). Since only the first two terms contain kT , it can be said that far-offsets are not affected by slip at an
interface for the SH case.
For the P -SV -case, the linear-slip interface is described by the boundary conditions:
u+
z uz = kN zz ,
+
zz = zz ,
+
ux u
x = kT xz ,
+
xz = xz ,
PP reflection coefficient magnitude
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
20 40 60 80
Figure A1. The linearized reflection coefficient as a function of angle (thick, dashed line) and the exact reflection coefficient
for a welded interface (kT , kN = 0).
elastic property value
density of incident medium 2300 kg/m3
P -velocity of incident medium 2800 m/s
S-velocity of incident medium 1400 m/s
density of reflecting medium 2400 kg/m3
P -velocity of reflecting medium 2900 m/s
S-velocity of reflecting medium 1450 m/s
Table A1. The earth model used to compute the reflection coefficients.
where now two compliances, the normal (kN ) and shear (kT ) compliance, describe the linear-slip interface. The
linearized P P -reflection coefficient at a planar interface between two isotropic halfspaces that results is:
" 2 # 2
1 1
RP P 2 sin2 + sec2 4 sin2
2 2
" 2 #
1
+i 2 sin2 sec kN
2
3

2i cos sin2 kT , (B6)

where , , and are the changes in P -velocity, S-velocity, and density of the two halfspaces, , , and
are the average P -velocity, S-velocity, and density of the two halfspaces, is the angular frequency of the incident
wave, kT and kN are the shear and normal compliances of the interface, and is the reflection/incidence angle. The
approximation in equation (B6) holds for small relative changes in the medium parameters (/, /, / 1),
small dimensionless shear compliance (kT 1), small dimensionless normal compliance (kN sec 1), and
small angles of incidence. Note that the condition for a small dimensionless normal compliance has an angular
dependence. For a welded interface (kT , kN = 0), the imaginary terms in equation (B6) vanish and the linearized
P P -reflection coefficient agrees with equation 5.44 of Aki and Richerds (1980). Again, we omit the lengthy derivation
of equation (B6), but it follows from Wang (1999).
In Figures 1 through 3, we compare the linearized P P -reflection coefficient to the exact P P -reflection coefficient
for the parameters shown in Table II while varying the amount of slip (the value of the compliance) at the interface.
Since the reflection coefficient for an interface with slip is frequency dependent, we set the frequency of the incident
wave to 10 Hz for all the examples. The elastic contrasts resulting from the parameters listed in Table II are suffi-
ciently small to expect agreement between the linearized approximation and the exact reflection coefficient at small
incidence/reflection angles. The formulas for the exact P P -reflection coefficient, including possible slip, can be found
in Chaisri and Krebes (2000).
Shown in Figure (A1) is the magnitude of the exact P P -reflection coefficient as a function of angle for a welded
interface (with elastic contrasts from Table II) and its linearized approximation. Figure (A1) is the typical case
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
20 40 60 80
Figure A2. The linearized reflection coefficient as a function of angle (thick, dashed line) for a welded interface (k T , kN = 0)
and the exact reflection coefficient for an interface with the same elastic contrasts, but with some slip (k T = 5.0 1010 m/Pa
and kN = 2.5 1010 m/Pa). By not including slip in linearized reflection coefficient, it underestimates the magnitude of the
exact reflection coefficient.

0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
20 40 60 80
Figure A3. The linearized reflection coefficient as a function of angle (thick, dashed line) for an interface with the elastic
contrasts from Table I and having linear-slip behavior (kT = 5.0 1010 m/Pa and kN = 2.5 1010 m/Pa). The expression
for the linearized reflection coefficient including slip is taken from equation (B6). The exact reflection coefficient for the same
interface is also shown. By including slip in the linearized reflection coefficient, the approximation agrees well with the exact
solution up to about 45 .
assumed in AVO studies, that of a welded interface, and the approximation is seen to be in good agreement for angles
out to about 50 . In Figure (A2), we plot the same linearized reflection coefficient as in Figure (A1), assuming a
welded interface; however, for the exact reflection coefficient, we include a small amount of slip by using non-zero
values for the compliances: kT = 5.0 1010 m/Pa and kN = 2.5 1010 m/Pa. By small, we mean that the
dimensionless compliances, kT and kN sec, are much less than one. Without the contribution of slip at the
interface, the linearized reflection coefficient underestimates the exact reflection coefficient.
Using equation (B6), the magnitude of the linearized reflection coefficient for an interface with slip can be
compared to the exact reflection coefficient. The comparison is shown in Figure (A3). The inclusion of slip in the
expression for the linearized reflection coefficient has resulted in better agreement with the exact reflection coefficient
(good agreement up to 45 ). Qualitatively, from looking at Figure (A2), the presence of non-weldedness at an interface
causes the AVO intercept to increase (magnitude at zero-offset is greater) and the AVO gradient to increase (the
curve steepens with increasing angle) from their values for the case of no slip. These linearized reflection coefficients
for an interface with slip give some insight into the influence of the various elastic contrasts and compliances that is
unavailable from the complicated exact expressions. Also, the linearized formulas should be useful in a least-squares,
linear inversion of AVO for rock and fracture properties.
CWP-515
Seismic signatures of two orthogonal sets of vertical

microcorrugated fractures
Rodrigo Felcio Fuck and Ilya Tsvankin

Center for Wave Phenomena, Department of Geophysics, Colorado School of Mines, Golden, CO 80401
ABSTRACT
Conventional fracture-characterization techniques operate with the idealized

model of penny-shaped (rotationally invariant) cracks and ignore the rough-
ness (microcorrugation) of fracture surfaces. Here, we develop analytic solutions
based on the linear-slip theory to examine wave propagation through an effec-
tive triclinic medium that contains two microcorrugated, vertical, orthogonal
fracture sets in isotropic background rock.
The compliance matrix off-diagonal elements associated with the corrugation
cause the deviation of the polarization vectors of the vertically traveling S-waves
from the horizontal plane. Also, the shear-wave splitting coefficient at vertical
incidence becomes sensitive to fluid saturation, especially for tight, low-porosity
host rock. In contrast to the model with two orthogonal sets of penny-shaped
cracks, the NMO (normal-moveout) ellipses of all three reflection modes (P, S1 ,
S2 ) are rotated with respect to the fracture strike directions. Another unusual
property of the fast shear wave S1 , which can help to distinguish between models
with one and two microcorrugated fracture sets, is the misalignment of the semi-
major axis of its NMO ellipse and the polarization vector at vertical incidence.
The model analyzed here may adequately describe the orthogonal fracture sets
at Weyburn Field in Canada, where the axes of the P-wave NMO ellipse deviate
from the S1 -wave polarization direction. Our results can be used to identify the
underlying physical model and, potentially, estimate the combinations of frac-
ture parameters constrained by wide-azimuth, multicomponent seismic data.
Key words: fracture characterization, microcorrugated fractures, wide-
azimuth data, multicomponent seismic, NMO ellipse, AVO gradient
1 INTRODUCTION scribing the NMO (normal-moveout) ellipses and AVO

(amplitude-variation-with-offset) gradients of reflected
A key element in reservoir characterization is identi- waves in terms of fracture compliances and orienta-
fication of fluid pathways that control the production tions. These analytic expressions helped Bakulin et al.
of hydrocarbons. Since such pathways are often formed (2000a,b,c) to devise fracture-characterization methods
by fracture networks and joints, detection and analy- based on the inversion of multicomponent, mutliaz-
sis of fractures using seismic data is an important area imuth reflection data.
of reservoir geophysics (e.g. Lynn et al., 1995; Perez The work of Bakulin et al. (2000a,b,c) was largely
et al., 1999; Mallick et al., 1998; DeVault et al., 2002). focused on the idealized model of rotationally invariant
In a series of three papers, Bakulin et al. (2000a,b,c) fractures (i.e., oblate spheroids), which have perfectly
outlined several practical approaches to estimating frac- smooth surfaces and are often called penny-shaped
ture parameters from surface seismic and VSP (vertical cracks. Grechka et al. (2003) extended the results of
seismic profiling) data. Using the linear-slip theory of Bakulin et al. (2000a) by considering a single set of the
Schoenberg (1980), they represented the equations de- most general vertical fractures allowed by the linear-
252 R. F. Fuck & I. Tsvankin
slip formalism. Physically, such general fractures have
rough (microcorrugated) surfaces and are described by
a compliance matrix that has nonzero off-diagonal ele-
ments. The results of Grechka et al. (2003) show that
fracture rheology has a strong impact on velocities and
reflection moveout of pure modes, as well as on the
shear-wave splitting coefficient. For instance, if the frac-
tures are rotationally invariant, the axes of the NMO
ellipses from horizontal reflection events are always par-
allel and perpendicular to the fracture strike. By con-
trast, for a set of general fractures only the NMO ellipse
of the fast shear wave S1 maintains its alignment with
the fractures, while the ellipses of the P- and S2 -waves
may have different orientations.
While the methodology of Grechka et al. (2003)
helps to treat realistic fracture rheology, their results are
limited to effective media that include only one general
fracture set. Many naturally fractured reservoirs, how-
ever, contain two (or even more) systems of fractures,
which are often orthogonal to each other (Schoenberg Figure 1. Illustration of a model of two sets of vertical frac-
and Sayers, 1995; Grechka and Tsvankin, 2003). Here, tures orthogonal to each other in an isotropic background.
we study the effective triclinic medium formed by two Since the linear-slip theory does not account for the interac-
vertical, orthogonal, microcorrugated fracture sets em- tion of fracture sets, fractures are not supposed to intersect
bedded in isotropic background rock. each other.
Our motivation for investigating this model comes
from analysis of multicomponent, multiazimuth reflec-
tion data acquired at Weyburn Field in Canada. Bore- compute the elastic stiffnesses for the fractured model,
hole imaging and geological information reveal the pres- we employ the linear-slip theory introduced by Schoen-
ence of two dominant fracture sets, which are inter- berg (1980), Schoenberg and Sayers (1995), and others
preted as approximately orthogonal over most of the (see Appendix A). According to the linear-slip formal-
field (Cardona, 2002). The assumption that both frac- ism, fractures can be described as non-welded interfaces
ture sets are rotationally invariant cannot explain the that cause discontinuities in the displacement field (i.e.,
misalignment of P-wave NMO ellipses and the fast S- slips). The slips are proportional to the product of the
wave polarization direction observed by Cardona (2002) (continuous) tractions that act across the fractures and
in some parts of the reservoir. Making the fractures mi- to the excess fracture compliances.
crocorrugated can help to develop an effective model The most general mathematical description of a
that accounts for this anomaly without introducing a fracture set in the linear-slip theory is a 3 3 symmetric
third fracture system. matrix of the excess compliances (Grechka et al., 2003):
The objective of this paper is to analyze the influ-
0 1
ence of two orthogonal sets of microcorrugated fractures KN KN V KN H
on the NMO ellipses and AVO gradients of reflected K = @ KN V KV KV H A , (1)
waves, as well as on the shear-wave splitting coefficient. KN H KV H KH
By applying the weak-anisotropy approximation, we de-
rive closed-form analytic expressions for these common where KN is the normal compliance responsible for re-
seismic signatures in terms of the fracture compliances. lating the normal traction (stress) across the fracture
Although the feasibility study by Grechka and Tsvankin surface to the normal slip, and KV and KH are the tan-
(2003) indicates that the individual compliances of two gential compliances that relate the shear stresses to the
general fracture sets cannot be resolved even from the tangential slips. The off-diagonal compliances incorpo-
complete effective stiffness tensor, our results can assist rate the mechanical effects of irregularities and asperi-
in retrieving certain combinations of the compliances ties on the fracture surfaces (Figure 2) by coupling nor-
and identifying the presence of a second fracture set. mal slips to shear stresses and vice-versa (Schoenberg
and Douma, 1988; Nakagawa et al., 2000).
Fractures are usually classified in accordance with
the structure of their compliance matrix K [equa-
2 EFFECTIVE MODEL
tion (1)]. If at least one of the off-diagonal elements does
The model considered here includes two orthogonal sets not vanish, the fractures are sometimes called mono-
of vertical fractures of the most general rheology em- clinic (Schoenberg and Douma, 1988). Fractures de-
bedded in a purely isotropic background (Figure 1). To scribed by a diagonal matrix K are called orthotropic
Seismic signatures of two microcorrugated fracture sets 253
CM N , it can be represented in block form:

CN N CN T
c= , (3)
CTN T CT T
The influence of the complex fracture rheology in our
model on the structure of the stiffness matrix can be un-
derstood by comparing the matrix (3) with that for the
effective orthorhombic medium due to two orthogonal
sets of rotationally invariant fractures (Bakulin et al.,
2000b):
orth
CN N 0
corth = orth . (4)
0 CT T
Here, the matrix Corth

T T is diagonal, and c66 contained in
Corth
T T is a linear combination of c44 and c55 .
The expressions for the effective stiffness elements
Figure 2. Idealized fracture with corrugations that are off- cij in equation (2) can be simplified by linearizing the
set from one face to the other (adapted from Schoenberg and exact results in the normalized compliances which are
Douma, 1988). In such a model, normal slips (discontinuities called fracture weaknesses (Bakulin et al., 2000a). The
in displacement) are coupled to shear stresses and vice-versa. weaknesses vary from zero for unfractured medium to
For example, the slip in the x3 -direction will cause the cou- unity for intensely fractured rock in which the body-
pling of the fracture faces and, therefore, shear stress in the wave velocities go to zero in a certain direction. Since
x1 -direction.
the weaknesses for typical fractured formations are
much smaller than unity, they can be conveniently used
or simply diagonal; rotationally invariant fractures in developing linearized approximations for seismic sig-
are a special subset of diagonal fractures corresponding natures. Definitions of the fracture weaknesses are given
to equal tangential compliances KV = KH . in Appendix B, as well as the resulting linearized cij el-
The stiffness matrix of the effective model is ob- ements.
tained by adding the compliance matrices of the two
corrugated fracture sets to that of the isotropic back-
ground (Appendix B):
3 VERTICAL WAVE PROPAGATION
0 1
c11 c12 c13 c24 c15 c16
B c12 The phase velocities and polarization vectors of verti-
c22 c23 c24 c15 c26 C
B
B c13
C cally propagating plane waves can be obtained by solv-
c23 c33 c24 c15 c36 C
c =BBc24 c24 c24 c44
C (2) ing the Christoffel equation for the effective medium
0 c46 C
B
@ c15 c15 c15
C described by the stiffness matrix (2). Applying the first-
0 c55 c56 A
order perturbation theory (e.g., Jech and Psencik, 1989;
c16 c26 c36 c46 c56 c66
Psencik and Vavrycuk, 2002) yields the following sim-
where plified expressions for the vertical velocities of the P-,
S1 -, and S2 -waves:
.
( + 2)
1

VP VP b 1 (N1 + N2 ) 2 , (5)
Equation (2) demonstrates that the effective model 2

has the most general, triclinic symmetry (i.e., it does not V2
have axes of rotational symmetry or symmetry planes), VS1 VSb 1 , (6)
2
with only one vanishing elastic constant, c45 = c54 . This
V1
is not surprising since even a single set of microcor- VS2 VSb 1 , (7)
2
rugated fractures creates an effective triclinic medium.
Nonetheless, only 14 out of the 20 elastic constants are where VP b and VSb are the P- and S-wave velocities in
independent because the effective model is constructed the isotropic background, whereas Ni and Vi corre-
using two Lame parameters of the isotropic background spond to the normal and vertical weaknesses of frac-
( and ) and 12 fracture compliances (six for each fracture sets 1 and 2, as indicated by the index i. Al-
ture set). Note that if the fracture azimuth is unknown, though the vertical velocities are influenced by the pres-
it is also necessary to introduce an orientation angle that ence of fractures, equations (5)(7) do not contain off-
defines the azimuth of one of the sets in our coordinate diagonal weaknesses and coincide with the linearized
frame. velocities for rotationally invariant fractures (Bakulin
By dividing the matrix c into 3 3 submatrices et al. (2000b)).
In contrast, the body waves polarization vec- equations (9) and (10)]. Therefore, to the first order S
tors (Um ), contain first-order contributions of the off- coincides with the splitting coefficient for rotationally
diagonal compliances N Vi : invariant fractures, which is controlled by the difference
between the fracture densities of the two sets (Thomsen
UP (a N V1 , a N V2 , 1)T , (8)
(1988); Bakulin et al. (2000a,b)).
T
US1 (0, 1, a N V2 ) , (9) However, if the second-order terms are substan-
US2 (1, 0, a N V1 ) , T
(10) tial, S is also influenced by the off-diagonal weaknesses
V Hi and N Vi . Note that the weakness N Vi depends
where on saturation and takes different values for fractures
(1 2gb )

VSb
2 filled with compressible gas, brine, or oil (Bakulin et al.
a gb , gb . (2000c)). Therefore, the vertical-incidence splitting co-
(1 gb ) VP b
efficient for microcorrugated fractures with relatively
Because of the corrugation of fracture surfaces, the P- large off-diagonal weaknesses may serve as an indicator
wave polarization vector deviates from the vertical, and of fluid saturation.
the vertically propagating shear waves are no longer po- As illustrated by Figure 3, the exact coefficient
larized in the horizontal plane. Equations (9) and (10), S can vary by as much as 50% over the entire range
however, show that the shear-wave polarization vectors of plausible values of N V1 (N V2 was fixed). For a
are still confined to the planes of the two fracture sets.? tight (non-porous) host rock, N V1 = 0 corresponds to
Therefore, Alford-style rotation of the horizontal fractures filled with incompressible fluid such as brine,
displacement components of near-offset S-wave reflec- whereas nonzero values of N V1 describe fractures at
tions can be used to estimate the fracture azimuths. To least partially saturated with gas (Bakulin et al., 2000c).
measure the vertical components of the shear-wave po- Although the weak-anisotropy approximation (12) cor-
larization vectors, which are indicative of the presence rectly reproduces the overall character of the curve
of microcorrugated fractures, it is necessary to apply 3D S (N V1 ), it understimates the sensitivity of the shear
polarization analysis. splitting to the weakness N V1 .
If the saturation of both fracture sets changes si-
multaneously and N V2 varies similarly to N V1 , the
3.1 Shear-wave splitting splitting coefficient becomes less sensitive to fluid con-
The shear-wave splitting coefficient ( S ) at vertical in- tent. Also, when the host rock has pore space hydrauli-
cidence is defined as (Thomsen, 1988; Tsvankin, 2001) cally connected to the fractures, the weaknesses N Vi
do not necessarily vanish even for incompressible sat-
2 2 urating fluids (Cardona, 2002; Gurevich, 2003). As a
VS1 VS2
S 2
, (11) consequence, for porous rocks the variation of S with
2VS2
saturation may be less pronounced than that suggested
where VS1 is the velocity of the fast shear wave. Apply- by Figure 3. Finally, S becomes less sensitive to the
ing the second-order perturbation theory (Farra, 2001) off-diagonal compliances and saturation for softer rocks
in terms of the fracture weaknesses yields (e.g., marine sediments) with smaller values of the ratio
( gb .
S 1
(V1 V2 ) (1 + V1 V2 )
2
)
` 2 2 ` 2 2 (3 4gb )
gb V H1 V H2 + N V1 N V2 .4 NMO ELLIPSES FOR HORIZONTAL
1 + gb REFLECTORS
(12)
Important information for fracture detection is pro-
As expected, S at vertical incidence vanishes when vided by azimuthally varying traveltimes (moveout) of
the two fracture sets are identical. If the terms quadratic reflected waves, in particular by their normal-moveout
in the weaknesses are dropped from equation (12), the (NMO) ellipses. For a horizontal, homogeneous layer of
splitting coefficient reduces to the difference between arbitrary anisotropic symmetry, the NMO velocity of
the diagonal tangential weaknesses V1 and V2 [see pure (non-converted) reflection modes as a function of
the azimuth is given by (Grechka et al., 1999):
? Due to the limitations of the first-order perturbation theory, 2
Vnmo = W11 cos2 +2W12 sin cos +W22 sin2 , (13)
the shear-wave polarization vectors are no longer orthogonal,
despite being perpendicular to the P-wave polarization vec-
tor. Also, the perturbed polarization vectors were not nor-
malized; still, to the first order in the fracture weaknesses, Equation (12) is more accurate than equation (30) of
the magnitude of the vectors UP , US1 and US2 is equal to Bakulin et al. (2000c) because it includes terms quadratic
unity. in the weaknesses.
P
= 1 + N2 1 4gb2 + N1 (1 2gb )2 + 4gb V2 .
`
W22
(19)
The structure of equations (17)(19) can be understood
from the addition rule formulated by Bakulin et al.
(2000b). To find the linearized weak-anisotropy approx-
imation for most seismic signatures (one exception is
discussed below), the anisotropic terms due to each frac-
ture set can be simply added together taking into ac-
count the fracture orientation. This recipe can be used
to obtain equations (17)(19) from the P-wave NMO el-
lipse for a single set of microcorrugated fractures given
in equation (56) of Grechka et al. (2003).
For the fast shear wave S1 the matrix W becomes
S1 S1

1 W11 W12
WS1 2 S1 S1 , (20)
VSb W12 W22
with
Figure 3. Variation of the shear-wave splitting coefficient
S1
( S ) for vertical propagation as a function of the weak- W11 = 1 + H1 + H2 A , (21)
ness N V1 . The solid line is the exact S from equation S1
(11), where the velocities are computed from the Christoffel W12 = gb (2N H2 C) , (22)
equation; the dashed curve is the approximation (12). The S1
W22 = 1 3V2 + 4gb N2 B . (23)
model parameters are VP b = 3 km/s , VSb = 1.5 km/s,
N1 = 0.5, V1 = H1 = 0.25 and N H1 = V H1 = 0.1. Here,
Each weakness of the second fracture set except for N V2
is equal one-third of the corresponding weakness of the first
A D 2V H1 , (24)
set; N V2 = 1/3N H1 . B D 2V H2 , (25)
C D V H1 V H2 , (26)
where W is a symmetric 2 2 matrix:
gb

q q,22 q,12 D . (27)
W= 2 . (14)
q,12 q,11 q,22 q,12 q,11 (V1 V2 )
Here, q is the vertical component of the slowness vector Although the factors A, B, and C are proportional
p = [p1 , p2 , q] of the zero-offset ray and q,ij denote the to products of the weaknesses V Hi , their denominator
following partial derivatives evaluated at zero offset: contains the difference in the tangential weaknesses Vi
[see equation (27)]. For that reason, A, B, and C have
2 q(p1 , p2 ) to be retained in the linearized approximation for the
q,ij . (15)
pi pj NMO ellipse WS1 . In such a case, the addition rule
The vertical slowness and its derivatives can be ob- discussed above is not valid, and the approximate NMO
tained from the Christoffel equation, as discussed by ellipse of the S1 -wave cannot be obtained as the sum of
Grechka et al. (1999). If the eigenvalues of the matrix the contributions of each fracture set.
W are positive (the most typical case), equation (13) The linearized matrix W for the S2 -wave is given
describes an ellipse in the horizontal plane. by
To analyze the dependence of the NMO ellipses S2 S2

1 W11 W12
on the medium parameters, it is convenient to lin- WS2 2 S2 S2 , (28)
VSb W12 W22
earize equation (14) in the fracture weaknesses [equa-
tions (B1)(B6)]. For P-waves, the linearized matrix W where
takes the form S2
P W11 = 1 3V1 + 4gb N1 + A , (29)
P

P 1 W11 W12 S2
W 2 P P , (16) W12 = gb (2N H1 + C) , (30)
VP b W12 W22
S2
where W22 = 1 + H1 + H2 + B . (31)
P
W11 = 1 + N1 1 4gb + N2 (1 2gb )2 + 4gb V1 ,
` 2 Equations (16)(31) show that only the presence of
the off-diagonal weaknesses can explain the misalign-
ment of the NMO ellipses with the fracture planes.
If both fracture sets were rotationally invariant, the
(17)
matrices W for all three modes [equations (16), (20),
P
W12 = 2 (N H1 + N H2 ) (1 2gb ) gb , (18) and (28)] would be diagonal, and the axes of the NMO
Figure 4. Exact NMO ellipses for an effective orthorhombic Figure 5. Exact NMO ellipses for two vertical, orthogonal
model formed by two vertical, orthogonal sets of rotationally sets of microcorrugated fractures. The strike azimuth of the
invariant fractures. The semi-major axes (black arrows) of dominant fracture set is 90 . The parameters are VP b =2
the P- and S1 -wave NMO ellipses are parallel to the strike of km/s, VSb =1 km/s, N1 = 0.25, V1 = H1 = 0.12,
the dominant fractured set (azimuth 90 ). The parameters N V1 = N H1 = 0.17, and V H1 = 0.12. Each weak-
are VP b = 2 km/s, VSb = 1 km/s, N1 = 0.25, and V1 = ness of the second fracture set is equal to one-third of the
H1 = 0.12. Each weakness of the second fracture set is corresponding weakness of the first set.
equal to one-third of the corresponding weakness of the first
set. The radius of the external circle corresponds to 2 km/s.
ellipses would be parallel to the fracture strike direc-

tions. In an effective orthorhombic medium due to two
orthogonal sets of rotationally invariant fractures, the
semi-major axes of the NMO ellipses of the P- and S1 -
waves (see Figure 4) are aligned with the strike of the
dominant fracture set (Bakulin et al., 2000b).
By contrast, when both fracture sets are micro-
corrugated, all three NMO ellipses generally have dif-
ferent orientations, and none of them is aligned with
the fracture azimuths (Figure 5). The deviation of the
semi-major axis of the NMO ellipse from the azimuth
of the dominant fracture sets reaches 40 for the S2 -
wave, 30 for the P-wave and 20 for the S1 -wave. The
weak-anisotropy approximations for the NMO ellipses
are close to the exact solutions for the full range of az-
imuths (Figure 6). The error of the approximate solu-
tion, caused primarily by the misalignment of the axes of
the exact and approximate NMO ellipses, is noticeable
only for the slow wave S2 . The higher accuracy of the Figure 6. Comparison between the exact NMO ellipses of
approximation for the S1 -wave compared to that for the the P- and S2 -waves from Figure 5 (solid lines) and the
S2 -wave is not surprising since equations (22) and (23) weak-anisotropy approximations (dots for the P-wave and
S1 S1 the dashed line for the S2 -wave). The approximations are
for the matrix elements W12 and W22 become exact for
computed from equations (17)(19) and (29)(31). The exact
one set of fractures (Grechka et al., 2003).
and approximate NMO ellipses of the S1 -wave (not shown)
The orientation of the NMO ellipse of the fast wave practically coincide with each other.
S1 can help to distinguish between the models with
one or two microcorrugated fracture sets. If the second
set does not exist, then N H2 = V H2 = 0, and the
element W12 for the S1 -wave vanishes [equations (22) moderate-offset reflection amplitudes. Here, we present
and (26)]. In this case, the matrix WS1 [equation (20)] a linearized expression for the P-wave AVO response in
becomes diagonal, and the semi-major axis of the NMO our model and discuss its dependence on the fracture
ellipse of the S1 -wave is parallel to both the fast shear- weaknesses.
wave polarization direction [equation (9)] and the frac- We consider an isotropic incidence halfspace above
ture strike. Moreover, for the model with one set of the triclinic medium described by equation (2) and as-
microcorrugated fractures, the S1 -wave vertical veloc- sume a weak contrast in the elastic properties across the
ity coincides with the NMO velocity in the fracture interface and weak anisotropy (i.e., small fracture weak-
strike direction. This result, discussed by Grechka et al. nesses) in the reflecting halfspace. The weak-contrast,
(2003), follows from equations (6) and (20). weak-anisotropy approximation for the P-wave reflec-
Grechka et al. (2000) defined the Thomsen-style pa- tion coefficient in arbitrary anisotropic media is derived
rameters (i) (i = 1, 2, 3) responsible for the orientations in Vavrycuk and Psencik (1998). By combining their
of the NMO ellipses of pure modes in a horizontal mon- general result with the linearized stiffness coefficients for
oclinic layer with a horizontal symmetry plane. Equa- our model [equations (B10)(B30)], we find the P-wave
tions (16)(31) can be used to generalize their result for reflection coefficient RP P as a function of the phase in-
our triclinic model because the elements W12 include cidence angle :
the parameters (i) and additional correction terms for
RP P = A + B sin2 + C sin2 tan2
the shear waves. Using equations (B21) and (B24), the
element W12 P
[equation (18)] responsible for the rotation = Aiso + (Biso + Bani ) sin2
of the P-wave NMO ellipse with respect to the x1 -axis + (Ciso + Cani ) sin2 tan2 . (35)
can be represented as
c36 Here, A = Aiso is the normal-incidence reflection co-
P
W12 = 2 = 2 (3) , (32) efficient that is not influenced by anisotropy, B is the
c33
AVO gradient, and C is the so-called curvature (large-
P
which coincides with the expression for W12 in Grechka angle) term. Both B and C can be separated into the
et al. (2000). For our model, the parameter (3) is isotropic (subscript iso) and anisotropic (subscript
proportional to the sum of the weaknesses N H1 and ani) parts, with the anisotropic part of the AVO gra-
N H2 . dient given by
S1 S2
Similarly, the off-diagonal elements W12 and W12
Bani () = gb [(1 2gb ) N1 + V1 ] cos2

for shear waves [equations (22) and (30)] can be ex-
pressed through the parameters (1) and (2) : 1
(N H1 + N H2 ) (1 2gb ) sin 2
2 gb
S1 c16 c36 (1)
W12 = 2 + C = 2 +C, (33) + [V2 2V1 (1 2gb ) N2 ] sin2 ,

2VP2b gb , gb
(36)
S2 c26 c36 (2)
W12 = 2 C = 2 C, (34)
2
2VP b gb gb where is the azimuthal phase angle measured from the
x1 -axis. The anisotropic curvature term is expressed as
where C (Vi , V Hi ) [equation (26)] is an additional cor-
rection factor that accounts for the nonzero stiffnesses (
c46 and c56 in the triclinic model [equation (3)]. The pa-
N1 cos4 + N2 sin4 (1 gb )
`
Cani () = gb
rameters (1) and (2) depend on the weaknesses N H2
and N H1 , respectively. "
Our approximations for the NMO ellipse of both 1
+ N H1 + N H2 (1 2gb ) cos2
S-waves break down when tangential weaknesses V1 2 gb
and V2 are identical and the weaknesses V Hi 6= 0. 1

In this case, the parameter D [equation (27)] goes to + H1 + H2 + (N1 + N2 ) (1 2gb ) sin 2
2
infinity, which reflects the fact that a point shear-wave # )
sigularity develops in a close vicinity of the zero-offset 2
+ N H1 (1 2gb ) + N H2 sin sin 2 .
ray. An analysis of the influence of singularities on nor-
mal moveout for models with orthogonal sets of penny- (37)
shaped cracks can be found in Bakulin et al. (2000b).
There are similarities between equations (36)
and (37) and equations (16)(19) for the P-wave NMO
ellipse. First, Bani () traces out a curve close to an el-
5 P-WAVE REFLECTION COEFFICIENT 2
lipse in the horizontal plane, with Bani () being exactly
Another seismic signature that can be effectively used elliptical. Second, the only off-diagonal weaknesses ap-
in fracture detection is the azimuthally varying reflec- pearing in the linearized equations for both the reflec-
tion coefficient, in particular the AVO (amplitude vari- tion coefficient and NMO ellipse are N H1 and N H2 .
ation with offset) gradient responsible for small- and Third, the principal direction of the curve Bani ()
no symmetry planes, although only 14 stiffness elements
are independent.
By applying expansions in the fracture weaknesses
(normalized compliances), we derived closed-form ana-
lytic expressions for shear-wave splitting, the NMO el-
lipses of horizontal reflection events, and the P-wave re-
flection coefficient. These weak-anisotropy approxima-
tions provide valuable insight into the influence of the
fracture rheology on seismic signatures commonly used
in reservoir characterization. For instance, the presence
of the off-diagonal compliances makes the shear-wave
splitting coefficient S at vertical incidence sensitive
(to the second order) to fluid saturation. The varia-
tion of S with saturation may be substantial in tight,
high-velocity formations where fluids cannot easily move
from the fractures into pore space.
The fracture compliances also control the orienta-
tion and eccentricity of the NMO ellipses of the reflected
Figure 7. Azimuthal variation of the P-wave AVO gradi-
P-, S1 -, and S2 -waves. In particular, the contributions of
ent for our triclinic model computed from equation (36). the off-diagonal compliances N Hi and V Hi (i = 1, 2)
The strike azimuth of the dominant fracture set is 90 ; lead to the rotation of the NMO ellipses with respect
the direction of the largest gradient (black arrow) is close to the fracture strike directions. In contrast to the ef-
to 65 . The parameters are VP b /VSb = 3, N1 = 0.25, fective orthorhombic medium formed by two orthogonal
V1 = H1 = 0.12, and N H1 = 0.05. Each weakness of the sets of penny-shaped cracks, all three NMO ellipses in
second fracture set is equal to one-third of the corresponding our model have different orientations. Extending the re-
weakness of the first set. sults of Grechka et al. (2000) for monoclinic models, we
expressed the rotation angles of the NMO ellipses in
triclinic media through the anisotropy parameters (1) ,
is rotated with respect to the horizontal coordinate (2) , and (3) .
axes (i.e., with respect to the fracture azimuths) only Analysis of the NMO ellipse of the fast shear wave
when N H1 6= 0 or N H2 6= 0. Furthermore, the rota- S1 suggests a simple way to distinguish between models
tion angle of both the NMO ellipse [equation (18)] and with one and two microcorrugated fracture sets. For a
AVO gradient [equation (36)] is controlled by the sum single set of fractures, the semi-major axis of the S1 -
N H1 + N H2 . As shown above, the rotation angle can wave NMO ellipse and the polarization vector of the
be also expressed through the anisotropy coefficient (3) S1 -wave at vertical incidence are parallel to each other
[equation (32)]. and to the fracture strike. This is no longer the case
The example in Figure 7 illustrates the orientation for the model with two fracture sets where the angle
and shape of the AVO gradient from equation (36). The between the polarization vector and the semi-major axis
curve Bani () is close to an ellipse with the semi-major of the NMO ellipse for the S1 -wave can reach 20-30 .
axis deviating by about 65 from the strike of the dom-
For P-waves, the principal azimuthal directions of
inant fracture set. If the weaknesses N H1 and N H2
both the NMO ellipse and AVO gradient depend on the
are set to zero, the direction of the largest (by absolute
sum of the off-diagonal weaknesses N H1 and N H2 .
value) AVO gradient is perpendicular to the dominant
If both N H1 and N H2 vanish, then the NMO el-
fracture set. Despite the small value of N H1 = 0.05,
lipse and AVO gradient are aligned with the fracture
the contribution of the off-diagonal weaknesses is suffi-
strike directions, as is always the case for penny-shaped
cient for rotating this direction by about 25 .
cracks. Whereas the azimuthally varying P-wave AVO
gradient typically traces out a quasi-elliptical curve, the
large-angle AVO term has a much more complicated az-
imuthal dependence.
We studied seismic signatures of an effective medium The results of this work can be instrumental in de-
formed by two sets of vertical, orthogonal fractures with veloping inversion algorithms for estimating the frac-
microcorrugated surfaces embedded in isotropic host ture parameters from multicomponent seismic data. As
rock. Each fracture set is described by the most gen- demonstrated by Grechka and Tsvankin (2003), the in-
eral compliance matrix allowed within the framework version for all 14 independent parameters of this model
of the linear-slip theory, with the off-diagonal compli- is ill-posed. Even if all 21 elastic constants of the triclinic
ance elements responsible for the character and degree medium are recovered with high accuracy, it is impossi-
of corrugation. The effective model is triclinic and has ble to resolve the fracture weaknesses individually. The
equations presented here, however, can help to estimate , 2000c, Estimation of fracture paramenters from re-
certain parameter combinations and verify whether the flection seismic data - Part III: Fractured models with
underlying physical model is appropriate. monoclinic symmetry: Geophysics, 65, 18181830.
As discussed above, comparison of the NMO ellipse Cardona, R., 2002, Fluid substitution theories and
and polarization directions of the S1 -wave makes it pos- multicomponent seismic characterization of fractured
sible to discriminate between the effective models with reservoirs: Ph.D. thesis, Colorado School of Mines.
one and two sets of microcorrugated fractures. General- DeVault, B., Davis, T. L., Tsvankin, I., Verm, R., and
izing the results of Bakulin et al. (2000b) and Grechka Hilterman, F., 2002, Multicomponent AVO analysis,
et al. (2003), it may be possible to invert seismic data Vacuum field, New Mexico: Geophysics, 67, 701710.
for the velocity ratio gb and the differences between the Farra, V., 2001, High-order perturbations of the phase
diagonal weaknesses Ni , Vi and Hi of the two sets, velocity and polarization of qP and qS waves in
if the vertical velocities are available. Also, the P-wave anisotropic media: Geophysical Journal International,
ellipses and AVO gradient can potentially constrain the 147, 93104.
sum of weaknesses N Hi . Grechka, V., Bakulin, A., and Tsvankin, I., 2003, Seis-
The weaknesses N Vi do not appear in the lin- mic characterization of vertical fractures described as
earized equations for any of the NMO ellipses or the general linear-slip interfaces: Geophysical Prospect-
P-wave AVO gradient and contribute only to the second- ing, 51, 117129.
order term in the shear-wave splitting coefficient. The Grechka, V., Contreras, P., and Tsvankin, I., 2000, In-
only quantities that contain first-order contributions of version of normal moveout for monoclinic media: Geo-
N Vi are the vertical components of the S-wave po- physical Prospecting, 48, 577602.
larization vectors, which may be difficult to measure on Grechka, V., and Tsvankin, I., 2003, Feasibility of seis-
field data. Likewise, the weaknesses V Hi are contained mic characterization of multiple sets: Geophysics, 68,
only in relatively small terms in the equations for the 13991407.
shear-wave NMO ellipses and for the splitting coefficient Grechka, V., Tsvankin, I., and Cohen, J. K., 1999,
S . Therefore, estimation of the weaknesses V Hi and Generalized Dix equation and anlaytic treatment of
N Vi is likely to be unstable. As pointed out by Grechka normal-moveout velocity for anisotropic media: Geo-
et al. (2003), both V H and N V for a single fracture physical Prospecting, 47, 117148.
set can be obtained from VSP data using the slowness Gurevich, B., 2003, Elastic properties of saturated
surface of P-waves. It is not clear, however, if such an al- porous rocks with aligned fractures: Journal of Ap-
gorithm can be extended to the more complicated model plied Geophysics, 54, 203218.
treated here. Hood, J. A., 1991, A simple method for decomposing
fracture-induced anisotropy: Geophysics, 56, 1275
1279.
7 ACKNOWLEDGEMENTS Jech, J., and Psencik, I., 1989, First-order perturbation
method for anisotropic media: Geophysical Journal
We are grateful to members of the A(nisotropy)-team
International, 99, 369376.
of the Center for Wave Phenomena (CWP) at Col-
orado School of Mines (CSM) for helpful discussions Lynn, H., , Simon, K. M., Layman, M., Schneider, R.,
and to Tom Davis, Ken Larner, John Stockwell and Bates, C. R., and Jones, M., 1995, Use of anisotropy in
Ivan Vasconcelos (all from CSM) for their reviews of P-wave and S-wave data for fracture characterization
the manuscript. Rodrigo Fucks graduate studies at in a naturally fractured gas reservoir: The Leading
CSM were funded by CAPES under the scholarship Edge, 14, 887893.
BEX1340-0/00. This work was also supported by the Mallick, S., Craft, K. L., Meister, L. J., and Chambers,
Consortium Project on Seismic Inverse Methods for R. E., 1998, Determination of the principal directions
Complex Structures at CWP and by the Chemical Sci- of azimuthal anisotropy from P-wave seismic data:
ences, Geosciences and Biosciences Division, Office of Geophysics, 63, 692706.
Basic Energy Sciences, U.S. Department of Energy. Nakagawa, S., Nihei, K. T., and Myer, L. R., 2000,
Shear-induced conversion of seismic waves across sin-
gle fractures: International Journal of Rock Mechan-
ics and Mining Sciences, 37, 203218.
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Perez, M. A., Grechka, V., and Michelena, R. J., 1999,
Bakulin, A., Grechka, V., and Tsvankin, I., 2000a, Esti- Fracture detection in a carbonate reservoir using a va-
mation of fracture parameters from reflection seismic riety of seismic methods: Geophysics, 64, 12661276.
data - Part I: HTI model due to a single fracture set: Psencik, I., and Vavrycuk, V., 2002, Approximate re-
Geophysics, 65, 17881802. lation between the ray vector and the wave normal in
, 2000b, Estimation of fracture paramenters from re- weakly anisotropic media: Studia Geophysica et Geo-
flection seismic data - Part II: Fractured models with daetica, 46, 793807.
orthorhombic symmetry: Geophysics, 65, 18031817. Schoenberg, M., 1980, Elastic wave behavior across lin-
ear slip interfaces: Journal of Acoustical Society of Equation (A1) indicates that K is a 3 3 ma-
America, 68, 15161521. trix that has to be symmetric and nonnegative defi-
Schoenberg, M., and Douma, J., 1988, Elastic wave nite because of the symmetries of the compliance tensor.
propagation in media with parallel fractures and Hence, a fracture system can be described by up to six
aligned cracks: Geophysical Prospecting, 36, 571 independent compliance elements. The diagonal terms
590. of the matrix relate the jumps in the normal displace-
Schoenberg, M., and Muir, F., 1989, A calculus for ment (normal slips) to the normal tractions acting
finely layered anisotropic media: Geophysics, 54, 581 across the surface of the fractures, as well as the tangen-
589. tial slips to the shear stresses. The off-diagonal elements
Schoenberg, M., and Sayers, C. M., 1995, Seismic are responsible for the coupling of the normal slips and
anisotropy of fractured rock: Geophysics, 60, 204 shear stresses and vice-versa. Hereafter, we follow the
211. notation of Grechka et al. (2003):
Thomsen, L., 1988, Reflection seismology over az-
imuthally anisotropic media: Geophysics, 53, 304 K11 KN ; K22 KV ; K33 KH ;
313. K12 KN V ; K13 KN H ; K23 KV H .
Tsvankin, I., 2001, Seismic signatures and analysis of
reflection data in anisotropic media: Elsevier Science, Here, we consider two vertical, orthogonal fracture
Inc. sets oriented in such a way that that the x1 -axis is
Vavrycuk, V., and Psencik, I., 1998, PP-wave reflec- perpendicular to the first set. The summation in equa-
tion coefficients in weakly anisotropic elastic media: tion (A2) is more conveniently carried out using the
Geophysics, 63, 21292141. condensed Voigt notation, which allows the compliance
tensor to be replaced by a 66 compliance matrix. Then
the compliances matrices for the two sets take the form
APPENDIX A: OVERVIEW OF THE 0 1

K N1 0 0 0 KN V1 K N H1
LINEAR-SLIP THEORY B
B 0 0 0 0 0 0 C
C
The linear-slip theory (Schoenberg, 1980; Schoenberg B 0 0 0 0 0 0 C
sf 1 =B C , (A4)
and Sayers, 1995) is designed to find an equivalent (long- B
B 0 0 0 0 0 0 C
C
wavelength) representation of a medium that contains @ KN V1 0 0 0 KV1 K V H1 A
one or several fracture sets. Fractures are treated as pla- K N H1 0 0 0 K V H1 KH1
nar and parallel surfaces of weakness, and it is assumed
that interaction between fractures can be ignored. The 0 1
fracture length is taken to be infinite, while fracture 0 0 0 0 0 0
apertures have to be small compared to the dominant
B
B 0 K N2 0 KN V2 0 K N H2 C
C
seismic wavelength. According to the linear-slip theory,
B 0 0 0 0 0 0 C
sf 2 =B C . (A5)
the jumps in the displacement vector [ui ] (i.e., slips)
B
B 0 KN V2 0 KV2 0 K V H2 C
C
across a fracture are to the first order proportional to
@ 0 0 0 0 0 0 A
the (continuous) stresses jk : 0 K N H2 0 K V H2 0 K H2
[ui ] = hKij jk nk , (A1) The compliance matrix of the isotropic background

can be written as
where n is the normal to the fracture plane, h is the av- 0 1 1
erage spacing between fractures, and Kij are called the E /E /E 0 0 0
B/E 1
compliances of the fracture set. The effective compli- E /E 0 0 0 C
1
B C
ance tensor s of a fractured medium is then found as the B/E /E E 0 0 0 C
sb = B
B 1
C,
sum of the background compliance sb and the excess 0 0 0 0 0 C
1
B C
compliances sfi of all fracture sets (e.g., Schoenberg @ 0 0 0 0 0 A
1
and Muir, 1989; Hood, 1991): 0 0 0 0 0
N
(A6)
X
s = sb + sfi . (A2) where E is Youngs modulus and is Poissons ratio,
i=1
which can be expressed through the Lame parameters
The compliances Kij of each fracture set are and :
mapped onto the corresponding compliance tensor sijkl
using Hookes law (Schoenberg and Sayers, 1995): (3 + 2)
E= ; (A7)
+
1
sijkl = (Kik nl nj + Kjk ni nl + Kil nj nk + Kjl ni nk ) .
4 = . (A8)
(A3) 2 ( + )
p
APPENDIX B: LINEARIZED STIFFNESS c24 N V2 ( + 2) , (B18)
MATRIX FOR TWO ORTHOGONAL p
c25 N V1 , (B19)
FRACTURE SETS p
c26 ( + 2) ( N H1 + N H2 ) , (B20)
Wave phenomena are more conveniently described us-
( + 2) 1 2 (N2 + N1 ) ,

ing the effective stiffness matrix that can be obtained c33 (B21)
by inverting the compliance matrix (A2). To simplify
p
c34 N V2 , (B22)
the resulting stiffness matrix, all stiffness elements can p
be linearized in the normalized quanitites called frac- c35 N V1 , (B23)
ture weaknesses. Following Grechka et al. (2003), the
p
c36 (N H1 + N H2 ) , (B24)
weaknesses for our model can be defined as
c44 (1 V2 ) , (B25)
( + 2) KNi
Ni , (B1) c45 0 , (B26)
1 + ( + 2) KNi r

KVi c46 V H2 , (B27)
Vi , (B2) ( + 2)
1 + KVi
KHi c55 (1 V1 ) , (B28)
Hi , (B3) r
1 + KHi
c56 V H1 , (B29)
( + 2)
p
( + 2)KN Vi
N Vi , (B4)
c66 (1 H1 H2 ) .
p
1 + ( + 2)KN Vi (B30)
p
( + 2)KN Hi If the weaknesses of the second fracture set are
N Hi , (B5)
equal to zero, the linearized effective stiffnesses given
p
1 + ( + 2)KN Hi
p above reduce to those obtained by Grechka et al. (2003)
( + 2)KV Hi for a single microcorrugated fracture set orthogonal to
V Hi p , (B6)
1 + ( + 2)KV Hi the x1 -axis. Another special case is that of rotation-
where the subscript i = 1, 2 refers to the number of the ally invariant fractures, for which the off-diagonal weak-
fracture set. Since the matrix K has to be nonnegative nesses vanish and the tangential weaknesses Vi and
definite, the weaknesses satisfy the inequalities Hi are equal to each other. If both fracture sets are
made rotationally invariant, our stiffness matrix be-
2IJ I J , (B7) comes identical to that in Bakulin et al. (2000b).
where I and J denote the subscripts N , V , and H.
Using equations (A2) and (A4)(A6) and lineariz-
ing the stiffness matrix c s1 in the fracture weak-
nesses [equations (B1)(B6)], we obtain
0 1
c11 c12 c13 c24 c15 c16
B c12 c22 c23 c24 c15 c26 C
B C
B c13 c23 c33 c24 c15 c36 C
cB Bc24 c24 c24 c44
C , (B8)
B 0 c46 C
C
@ c15 c15 c15 0 c55 c56 A
c16 c26 c36 c46 c56 c66
where

. (B9)
+ 2
The linearized stiffness elements are given by
c11 ( + 2) 1 N1 2 N2 ,
`
(B10)
c12 (1 N1 N2 ) , (B11)
c13 (1 N1 N2 ) , (B12)
p
c14 N V2 , (B13)
p
c15 N V1 ( + 2) , (B14)
p
c16 ( + 2) (N H1 + N H2 ) , (B15)
c22 ( + 2) 1 N2 2 N1 ,
`
(B16)
c23 (1 N1 N2 ) , (B17)
Application of PS-wave moveout asymmetry in parameter estimation for tilted TI
media
Pawan Dewangan and Ilya Tsvankin, Center for Wave Phenomena, Department of Geophysics, Colorado
School of Mines
Summary precise knowledge of the velocity model.

While replacing PS-waves with pure SS reflections
One of the distinctive features of mode-converted waves is advantageous from the processing viewpoint, the
is their asymmetric moveout (i.e., PS-wave traveltime PP+PS=SS method does not preserve the information
may not stay the same if the source and receiver are about the asymmetry of PS moveout. If the medium is ei-
interchanged) caused by lateral heterogeneity or elastic ther laterally heterogeneous or anisotropic without a hor-
anisotropy. If the medium is anisotropic, the moveout izontal symmetry plane, the traveltime of PS-waves does
asymmetry contains valuable information for parameter not remain the same when the source and receiver are in-
estimation that cannot be obtained from pure reflection terchanged (Tsvankin and Grechka, 2000). This moveout
modes. Here, we generalize the so-called PP+PS=SS asymmetry of PS reflections was shown by Tsvankin and
method, which is designed to replace reflected PS modes Grechka (2000, 2002) to provide important attributes for
in velocity analysis with pure (non-converted) SS-waves, parameter estimation in transversely isotropic media with
by supplementing the output SS traces with the moveout a vertical symmetry axis (VTI).
asymmetry attributes of the PS-waves.
Here, we demonstrate that supplementing the output of
The critical importance of including the PS-wave asym- the PP+PS=SS method (i.e., PP and SS data) with
metry attributes in anisotropic velocity analysis is demon- the moveout asymmetry attributes of PS-waves makes it
strated for two typical transversely isotropic models with possible to estimate the parameters of two typical TTI
a tilted symmetry axis (TTI). The first model includes a models without a priori information. First, we con-
system of obliquely dipping cracks embedded in a hori- sider a horizontal TTI layer that describes, for example,
zontal, otherwise isotropic layer, and the second is that obliquely dipping, rotationally invariant fractures embed-
of a dipping TI layer with the symmetry axis orthogo- ded in isotropic host rock. The possibility of using the
nal to the bedding. The inversion algorithm combines traveltime asymmetry of PS-waves in detecting dipping
the asymmetry attributes of the PSV-wave with the hy- fractures was demonstrated on field data by Angerer et al.
perbolic moveout of the pure PP- and SS-waves in the (2002). The second model, which includes a dipping TTI
symmetry-axis plane (i.e., the vertical plane that contains layer with the symmetry axis orthogonal the layers bot-
the symmetry axis). The numerical examples show that tom, is typical for dipping shale beds near salt domes and
2D measurements of the PS-wave asymmetry attributes in the fold-and-thrust region of the Canadian Foothills.
can help to reconstruct the TTI model in depth using only For both TTI models, we derive analytic expressions for
surface reflection data. the PS-wave asymmetry attributes and develop 2D inver-
In addition to providing an improved velocity model for sion algorithms that operate with the pure and converted
imaging beneath TTI beds, our algorithm can yield valu- reflection modes in the vertical plane that contains the
able information for lithology discrimination and struc- symmetry axis (the symmetry-axis plane).
tural interpretation. If the TTI model is formed by
obliquely dipping fractures, the estimated anisotropic pa- Methodology
rameters can be inverted further for the fracture orienta-
tion and compliances. The construction of SS-waves with the correct kinematics
(but not amplitudes) does not require explicit infor-
Introduction mation about the velocity field, but it is necessary to
correlate PP and PS arrivals and identify the events
Building anisotropic models for depth imaging usually reflected from the same interface. The original version
requires supplementing P-waves with mode conversions of the PP+PS=SS method described by Grechka and
or S-waves (e.g., Tsvankin, 2001). Although the ben- Tsvankin (2002) operates with PP and PS traveltimes
efits of using PS-waves in various applications are well picked on prestack data. As illustrated in Figure 1,
documented in the literature (e.g., Thomsen, 1999), matching the reflection slopes on common-receiver
processing of mode conversions is complicated by several gathers makes it possible to find two PS rays (recorded
factors related to the asymmetry of their raypath. The at points x(3) and x(4) ) with the same reflection point as
difficulties in adjusting seismic processing algorithms the PP reflection x(1) Rx(2) . Then the traveltime of the
for PS data prompted Grechka and Tsvankin (2002) SS-wave is determined from
and Grechka and Dewangan (2003) to develop the
so-called PP+PS=SS method designed to construct SS (x(3) , x(4) ) = tP S (x(1) , x(3) ) + tP S (x(2) , x(4) )(1)
quasi-SS reflections from PP and PS data without tP P (x(1) , x(2) ) .
PS-wave moveout asymmetry
pPP ( x (1), x (2) ) = pPS ( x (1), x (3) ) pPP ( x (2), x (1) ) = pPS ( x (2), x (4) )
t t
TTI layer, equations (3) and (4) define the asymmetry
t PS ( x (2), x (4) ) of PS-waves in the slowness domain, since the projection
t PS ( x (1), x (3) ) of the slowness vector onto the reflector is equal to the
t PP ( x (1), x (2) ) t PP ( x (2), x (1) ) horizontal slowness (ray parameter p). To analyze the
x (1) x (2) dependence of the time asymmetry on the TTI parame-
x (1) x (4) x (3) x (2) ters, equation (3) can be linearized in and under the
assumption of weak anisotropy. The approximate factor
P S S P
tP S of the PSV-wave in the symmetry-axis plane is
given by
tP S (p) = 8 z VP20 p3 sin 4 , (5)
where ( )/(1 + 2) is the Alkhalifah-
R
Tsvankin anellipticity parameter responsible for time pro-
cessing of P-wave data in VTI media, and z is the reflector
Fig. 1: 2D ray diagram of the PP+PS=SS method (after depth. The horizontal slowness p can be obtained from
Grechka and Tsvankin, 2002). The reflected PP ray from x(1) the derivative of the reflection traveltime with respect to
to x(2) and the PS rays from x(1) to x(3) and x(2) to x(4) have the offset x. The sign of the time difference in equation (5)
the same reflection point R. is specified by assuming that the symmetry axis is dipping
in the positive x1 -direction.
A generalized version of the PP+PS=SS method was de- According to equation (5), the asymmetry factor vanishes
veloped by Grechka and Dewangan (2003) who apply a for VTI ( = 0 ) and HTI ( = 90 ) media because these
particular convolution of PP and PS traces to produce two models have a horizontal symmetry plane. It depends
seismograms of the corresponding SS-waves. on the difference and vanishes if the anisotropy is
To preserve information about the moveout asymmetry of elliptical ( = ). The magnitude of the asymmetry factor
the recorded PS-wave, we suggest to generate an asym- reaches its maximum for the tilts = 22.5 and = 67.5 .
metry gather in addition to the SS data. When using the Therefore, tP S is quite sensitive to the deviation of the
PP+PS=SS method, it is natural to define the asymme- symmetry axis from the vertical and horizontal directions.
try through the difference between the two PS traveltimes Similarly, linearizing the offset asymmetry factor [equa-
corresponding to the same reflection point (Figure 1): tion (4)] yields
xP S (p) = 2 x0 + 12 z VP20 p2 sin 4 , (6)
tP S (x(3) , x(4) ) = tP S (x(1) , x(3) ) tP S (x(2) , x(4) ) . (2)
where x0 is the offset corresponding to the PS-wave trav-
We modified the algorithm of Dewangan and Grechka eltime minimum. Note that the p2 -term in equation (6)
(2003) to compute the asymmetry factor from equa- does not provide independent information for the inver-
tion (2). If we denote the slowness projections onto the sion because it depends on the same parameter combina-
dip and strike directions of the reflector at the conversion tion as the factor tP S .
point by pint1 and pint2 (both pint1 and pint2 are confined
to the reflector plane), the PS traveltime asymmetry can
be represented as Parameter estimation
Effective application of the PP+PS=SS method requires

tP S = tP S (pint1 , pint2 ) tP S (pint1 , pint2 ) (3)
acquisition of long-offset (i.e., offsets should reach at
Similar to time asymmetry, we can also define the measure least twice the reflector depth) PP and PS data. If the
of asymmetry in the offset vector x as offset-to-depth ratio for the recorded arrivals is less than
two, the range of offsets for the constructed SS data is
xP S = xP S (pint1 , pint2 ) + xP S (pint1 , pint2 ) . (4) insufficient for obtaining a reliable estimate of the S-wave
stacking velocity.
Using equations (3) and (4), we derived analytic expres- The numerical tests below prove that for a wide range
sions for the asymmetry attributes in the two TTI mod- of models, the inversion can be performed using 2D
els described in the introduction. The TTI medium is data in the symmetry-axis plane. Full-azimuth acqui-
parameterized by the velocities of P- and S-waves in the sition, however, is necessary to find the orientation of
symmetry direction (VP 0 and VS0 , respectively), the tilt this plane unless it is known, for example, from geo-
of the symmetry axis from the vertical () and Thomsens logical information. Conventional 2D hyperbolic veloc-
anisotropic parameters and defined in the coordinate ity analysis of the PP data yields their stacking veloc-
system associated with the symmetry axis (Tsvankin, ity (Vnmo,P ) and zero-offset reflection traveltime (tP 0 ).
2001). Then, application of the PP+PS=SS method to the PP
and PS records produces traces of quasi-shear waves
Model 1: Horizontal TTI layer that have the kinematics of the pure SS (SVSV) reflec-
tions (Grechka and Tsvankin, 2002; Grechka and De-
For laterally homogeneous models such as a horizontal wangan, 2003). Therefore, processing of the constructed
0.2 2.2 0.2 2.2
74 24
0.15 2.1 72 0.15 2.1 22
(km /s)
(km /s)
(deg.)
(deg.)
0.1 2 70 0.1 2 20
S0
S0
V
V
0.05 1.9 68 0.05 1.9 18
0 66 0 16
1.8 1.8
0.1 0.2 0.3 0.4 3.6 3.8 4 4.2 4.4 0.8 0.9 1 1.1 1.2 0.1 0.2 0.3 0.4 3.6 3.8 4 4.2 4.4 0.8 0.9 1 1.1 1.2
V (km /s) z (km) VP0 (km /s) z (km)
P0
Fig. 2: Inverted parameters (dots) of a horizontal TTI layer Fig. 3: Inversion results for a model with the same parameters
obtained from 2D PP and PS data in the symmetry-axis plane. as those in Figure 2 except for the tilt = 20 .
The correct model parameters (VP 0 = 4 km/s, VS0 = 2 km/s,
= 0.25, = 0.1, = 70 , z = 1 km) are marked by the
crosses. The dashed line on the [, ] plot corresponds to the
correct value of the difference (). The input data were con- velocity variations or non-horizontal reflectors (e.g.,
taminated by Gaussian noise with the standard deviations of Tsvankin and Grechka, 2000). In active tectonic areas,
2% for the NMO velocities, 0.5% for the zero-offset traveltimes, originally horizontal TI layers are often rotated in such
and 2% for the PS-wave asymmetry attributes. a way that the symmetry axis remains orthogonal to
the layer boundaries. Hence, here we assume that the
tilt of the symmetry axis is equal to the dip of the
SS arrivals can be used to estimate the stacking velocity reflector. The approximate asymmetry attributes in the
(Vnmo,S ) and zero-offset traveltime (tS0 ) of the SS-waves symmetry-axis (dip) plane are convenient to express
that are not physically excited in the survey. Here, we through the SS-wave offset xSS . The leading terms in
supplement the pure-mode signatures in parameter esti- xSS , however, depend just on parameters that can be
mation with the PS-wave asymmetry attributes obtained obtained from the pure (PP and SS) modes, such as
from the PP+PS=SS method to form the data vector d the anisotropic coefficient ( )/(1 + 2), where
[Vnmo,P , tP 0 , Vnmo,S , tS0 , tP S (p), x0 ], which is governed VP20 /VS02
( ) (Grechka and Dewangan, 2003).
by the model vector m [VP 0 , VS0 , , , , z]. To esti- Therefore, we have to rely on long-offset PS data in
mate the vector m, we applied nonlinear inversion (the constraining the medium parameters.
Gauss-Newton method) based on exact equations for all
components of the data vector.
Parameter estimation
Figure 2 displays the results of inverting noise-
contaminated input data for a model with a large tilt . Processing the pure-mode reflections in the symmetry-
Such models can be considered typical for dipping frac- axis plane yields their NMO velocities, zero-offset
ture sets because the fracture planes seldom deviate far traveltimes and time slopes (horizontal slownesses p)
from the vertical. The inversion results are unbiased, and on the zero-offset section. The data vector (not includ-
the noise is not amplified by the parameter-estimation ing the asymmetry attributes) then has six elements
procedure. The standard deviations are close to 0.02 for (Vnmo,P , tP 0 , pP 0 , Vnmo,S , tS0 , and pS0 ) but only five
and , 1% for VP 0 , 2% for VS0 and z, and 1 for . The of them are independent because of the constraint
maximum offset-to-depth ratio for PP and PS data in all pS0 /pP 0 = tS0 /tP 0 . They are governed by the same
the tests is close to two. The best-constrained parameter model vector as that for a horizontal layer, with the tilt
combination is the difference ( ), which controls the () equal to the reflector dip and the depth z replaced by
asymmetry in the slowness domain [equation (5)] and has the normal distance zd between the common midpoint
a strong influence on the NMO velocity of the constructed and the reflector. Since the model vector includes six
SS-waves. It should be emphasized that the parameter es- parameters, the 2D inversion cannot be carried out
timation is feasible only if the asymmetry information of without additional information, such as the asymmetry
the PS-wave is included in the inversion algorithm. attributes of the PS-wave.
Models with mild tilts are not plausible if the anisotropy We propose the following algorithm to invert the 2D mul-
is caused by dipping fractures, but they may be ade- ticomponent data in the symmetry-axis plane. For each
quate for effective TTI media formed by progradational value of the tilt from 0 to 90 , we find the model vec-
sequences. For a tilt of 20 (Figure 3), the scatter in the tor from the pure-mode data. The range of plausible tilts
inversion results is slightly higher than that for large tilts, can be restricted by putting reasonable constraints on the
but the standard deviations are less than 0.03 for and parameter (0 1). Taking into account errors in
, 3% for VP 0 , VS0 and z, and 2 for (Figure 3). As ex- the measured quantities, we compute the range of models
pected, the parameter estimation breaks down when the that fit the pure-mode data within the noise level for each
model approaches VTI, and the tilt becomes smaller plausible value of tilt. Then, for all models obtained at
than 10 . the previous step, we compute the asymmetry attributes
tP S and xP S from the exact equations (3) and (4) and
minimize the misfit function for tP S and xP S over the
Model 2: Dipping TTI layer full range of offsets.
Another possible reason for the PS-wave moveout asym- The inversion for large tilts, which are typical for shale
metry is lateral heterogeneity in the form of lateral layers in fold-and-thrust belts, produces unbiased results
2.2 64
0.2 was applied to the inversion of multicomponent data
0.15 2.1 62 acquired over horizontal or dipping TI layers with a
(km /s)
tilted symmetry axis.
(deg.)
0.1 2 60
S0
The weak-anisotropy approximation helped to obtain con-
V
0.05 1.9 58
0
cise expressions for the asymmetry attributes of PSV-
0.05 0.15 0.25 0.35 0.45
1.8
3.8 3.9 4 4.1 4.2
56
0.8 0.9 1 1.1 1.2
waves in terms of the tilt of the symmetry axis and
VP0 (km /s) zd (km) Thomsens anisotropic parameters. We combined the fac-
Fig. 4: Inverted parameters (dots) of a dipping TTI layer with tors tP S and xP S with the NMO velocities, zero-offset
= 60 obtained from 2D PP and PS data in the symmetry- traveltimes and time slopes of PP-waves and the con-
axis plane. The correct model parameters are marked by the structed SS-waves in a nonlinear parameter-estimation al-
crosses. The dashed lines on the [, ], [VP 0 , VS0 ], and [ , zd ] gorithm. Although it is desirable to have a wide range of
plots correspond to the correct values of , VP 0 /VS0 , and source-receiver azimuths, the parameter estimation for a
sin /zd , respectively. The input data were contaminated by wide range of can be performed using just 2D data in
Gaussian noise with the same standard deviations as in the
caption of Figure 2.
the symmetry-axis plane. The orientation of this plane,
however, has to be determined beforehand from either
2.2 29 the pure-mode NMO ellipses (using wide-azimuth data)
0.2
2.1 27
or from the PS-wave polarization at small offsets.
0.15
(km /s)
For a horizontal TTI layer, including the PS-wave move-

(deg.)
0.1 2 25
out asymmetry makes the 2D inversion sufficiently stable

S0
V
0.05 1.9 23 if the symmetry axis deviates by at least 10 from the ver-
0
1.8 21 tical (VTI) and horizontal (HTI) directions. In contrast,
0.05 0.15 0.25 0.35 0.45 3.8 3.9 4 4.1 4.2 0.8 0.9 1 1.1 1.2
VP0 (km /s) zd (km) the parameters of a dipping TTI layer with the symmetry
axis orthogonal to the layers bottom are constrained only
Fig. 5: Inversion results for a model with the same parameters
as those in Figure 4 except for the tilt = 25 . The standard if > 25 , and the accuracy of the inverted parameter
deviations in the asymmetry attributes are increased to 6%. is marginal even for large (i.e., for steep dips).
References
(Figure 4). If we assume that the error in the asymme-
try attributes is 2%, the parameters VP 0 , VS0 , and zd
are well constrained (the standard deviation is less than Angerer, E., Horne, S. A., Gaiser, J. E., Walters, R.,
1%), and the standard deviation in is only 1 (Figure 4). Bagala, S. and Vetri, L., 2002, Characterization
However, the inverted anisotropic parameters and ex- of dipping fractures using PS mode-converted data:
hibit more scatter, with the standard deviation reaching 72th Ann. Internat. Mtg., Soc. of Expl. Geophys.,
0.06 and 0.04, respectively. Also, the estimates of and Expanded Abstracts, 10101013.
degrade rapidly as the error in the asymmetry attributes
increases, while the deviations in VP 0 , VS0 , and zd remain Grechka, V., and Dewangan, P., 2003, Generation and
small. It is clear from Figure 4 that the best-constrained processing of pseudo shear-wave data: Theory and
parameter combinations are , sin /zd , and VP 0 /VS0 . In case study: Geophysics, 68, 18071816.
principle, and for large tilts can be obtained with suf-
Grechka, V., and Tsvankin, I., 2002, PP+PS=SS: Geo-
ficient accuracy from wide-azimuth PP and SS data, as
physics, 67, 19611971.
demonstrated by Grechka et al. (2002).
If the tilt for the model from Figure 4 is reduced from Grechka, V., Pech, A., and Tsvankin, I., 2002, Multi-
60 to 25 (Figure 5), the uncertainty in tP S and xP S component stacking-velocity tomography for trans-
should increase because of the smaller magnitude of the versely isotropic media: Geophysics, 67, 15641574.
moveout asymmetry. If the error in the asymmetry at- Thomsen, L., 1999, Converted-wave reflection seismol-
tributes is set to 6%, the standard deviation of the tilt ogy over inhomogeneous, anisotropic media: Geo-
is almost the same (1 ) as that in Figure 4. Despite the physics, 64, 678690.
high resolution in , the standard deviations in VP 0 , VS0 ,
and zd increase to about 4%; the deviations in and Tsvankin, I., 2001, Seismic signatures and analysis of
are also substantial (0.08 and 0.05, respectively). The in- reflection data in anisotropic media: Elsevier Science
version breaks down for quasi-VTI models with mild tilts Publ. Co., Inc.
< 15 20 .
Tsvankin, I., and Grechka, V., 2000, Dip moveout of
converted waves and parameter estimation in trans-
Conclusions versely isotropic media: Geophys. Prosp., 48, 257
292.
We modified the PP+PS=SS method of Grechka and
Tsvankin (2002) to supplement the computed quasi-SS Tsvankin, I., and Grechka, V., 2002, 3D description
data with the time (tP S ) and offset (xP S ) asymmetry and inversion of reflection moveout of PS-waves in
attributes of the converted waves. The new algorithm anisotropic media: Geophys. Prosp., 50, 301316.
Main Menu
Time-lapse Monitoring with Multiply Scattered Waves

Carlos Pacheco and Roel Snieder
Center for Wave Phenomena, Colorado School of Mines
Summary turbations and use nite-dierence simulations in a 2D

multiple-scattering to measure the traveltime change of
Previous formulations of coda wave interferometry make the multiply scattered waves before and after the pertur-
it possible to assess the average change of the medium, bation. To assess the validity of our theory, we compare
but they do not allow for the spatial localization of the observed and predicted traveltime change. With this
this change (Snieder et al., 2002; Snieder, 2002). We technique, it is possible to localize the temporal change
present an approach for localizing temporal changes in of the multiple-scattering medium from measurements of
the medium using strongly scattered waves, and test it the mean traveltime change of the diuse waveeld.
with numerical models for 2D scalar waves. Using an
integral representation for the diuse waveeld, we derive Velocities in a Multiple-Scattering Medium
an expression for the mean traveltime perturbation due
to a small perturbation in the slowness. We validate To generate the synthetic seismograms for our study we
the theory using synthetic seismograms calculated with use a fourth-order 2D acoustic nite-dierence code that
a nite-dierence algorithm. In general, for localized propagates a nite-duration pulse through a specied
slowness perturbations, the theory predicts the mean velocity model. Following Frankel and Clayton (1984),
traveltime change of the diuse waveeld in a multiple- we model the 2D multiple-scattering velocity eld as a
scattering medium. The technique presented here can constant-background model with added random velocity
be used in many applications such as medical imaging, uctuations that scatter the waves. The total velocity
non-destructive testing, and reservoir monitoring, to infer eld is decomposed as
temporal changes of the multiple-scattering medium.
v(r) = v0 + vr (r), (1)

Introduction
where v0 is the background velocity and vr are the ran-
Coda waves are multiply scattered waves. Little atten- dom velocity uctuations with a Gaussian autocorrela-
tion has been paid to the problem of imaging with coda tion function. The autocorrelation function of the veloc-
waves, i.e., localizing changes in the medium. Here, we ity uctuations has the form
propose a technique for localizing the temporal change in
the medium with multiply-scattered waves. Specically,
we detect changes in the eective medium characterized r 2
< vr (r ), vr (r + r) >= 2 exp , (2)
by strong and random uctuations of the velocity or a2
slowness.
where is the standard deviation of the velocities, and a
We take advantage of the fact that the wave transport
is the correlation distance. The values of the correlation
acquires a diusive character in a strongly scattering
distance a and velocity uctuations are set in such a
medium to obtain an expression for the mean or aver-
way that multiply-scattered waves are produced as the
age traveltime change of the diuse waveeld caused by a
result of waves propagating in the random medium.
slowness perturbation. This constitutes the forward prob-
lem; the purpose of this work is to test this formalism with
synthetic seismograms computed by nite-dierences for Eective Slowness in a Diuse Medium
dierent perturbations in the slowness. The inverse prob-
lem, estimating the temporal change in the slowness given When the scattering is strong, waves propagate with a
the measured traveltime change between the unperturbed velocity that is less than the mean or background velocity
and perturbed waveeld, will be addressed in future work. v0 ; this is a consequence of the slowing down of the
ballistic or direct pulse, caused by multiple scattering. In
Recently, coda waves have been used to study the tem- a multiple-scattering medium we can dene an eective
perature dependence of the seismic velocity in granite velocity c, which is the speed with which the coherent
(Snieder et al., 2002) using a technique called Coda Wave pulse propagates in the multiple scattering medium. We
Interferometry. Snieder et al. (2002) found that one can obtain the eective velocity c in a medium with random
estimate small changes on the order of 1% in medium velocity uctuations vr using the eective medium theory
velocity from the multiple scattered waves by measuring approximation (Tatarski, 1963; Sheng, 1995). Let us
the time shift between the unperturbed and perturbed start with the Helmholtz equation in 2D:
waveelds. We extend their work with the modications
to the theory needed to spatially localize the change in
the medium. We then introduce localized slowness per- 2 (r, w) + k02 (1 (r))2 (r, w) = (r), (3)
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Coda Wave Interferometry

X(m)
0 500 1000 1500
From eq. (5), the eective wavenumber depends on the
0 mean wavenumber in the following way:
200
2 2
400 kef f = k0 + F (k0 ), (7)
600
where F (k0 ) is the function that describes the depen-
dence of kef f on k0 . We obtain the perturbed eective
800 wavenumber after adding the eective slowness perturba-
Z(m)
1000 tion to the eective wavenumber, i.e.,

1200
p kef f
kef f = kef f + kef f = kef f + k0 , (8)
1400 k0
p
1600 where kef f is the perturbed eective wavenumber. If we
1800
subtract from eq. (8) the unperturbed eective wavenum-
ber kef f and divide by frequency , we obtain the eective
slowness perturbation
Fig. 1: Representation of a 2D random slowness model with a
Gaussian autocorrelation function. The correlation distance a
kef f
is 40 m. sef f = s0 . (9)
k0
where k0 =s0 is the wavenumber in the homogeneous Traveltime change of the Diuse Waveeld
reference medium, (r) is the normalized random veloc-
ity uctuation, and (r) is the waveeld propagating In order to localize changes in the scattering medium,
through the random medium. Eq. (3) can be formulated we derive an expression relating the mean traveltime
as a random integral equation (Frisch, 1965). We can ob- change of the diuse waveeld to the eective slowness
tain a solution to the mean eld radiated by a point perturbation in the medium as a function of position.
source in a random medium, which satises the equation With this expression we predict the temporal change
(Frisch, 1965) in the traveltimes of the multiply-scattered waves after
introducing a given slowness perturbation. Snieder et
(2 + kef f 2 )(r, w) = (r), (4) al. (2002) introduced coda wave interferometry whereby
multiply scattered waves are used to detect temporal
changes in the medium by using the scattering medium
kef f 2 = k0 2 k0 4 G0 (r, w)(r)d2 r, (5) as an interferometer. They found that for a small per-
A
turbation in the velocity, estimates of this perturbation
can be obtained from multiply scattered waves by a
where G0 (r, ) is the free-space Greens function and (r) time-windowed crosscorrelation. The assumption used
is the autocorrelation function of the velocity uctua- is that when the temporal change is weak, the inuence
tions. Eq. (4) is the Helmholtz equation with an eective of this change on the geometrical spreading and on the
wavenumber kef f . From Eq. (5) we can obtain the eec- scattering coecient can be ignored, and the dominant
tive slowness, i.e., the slowness with which the coherent change on the waveeld arises from the change in the
pulse propagates in the multiple-scattering medium. traveltime of the wave that travels along each path.
For small and homogeneous perturbations in the eective
Perturbations of the Eective Slowness slowness, the time-windowed crosscorrelation of the un-
perturbed and perturbed waveeld provides an estimate
We calculate the slowness eld as the inverse of the uc- of the time shift between the two waveforms. With the
tuating velocity eld v dened in eq. (1). This slowness traveltime change , we can estimate the eective slow-
eld represents the unperturbed slowness (see Figure 1). ness perturbation with the equation (Snieder et al., 2002)
Let us introduce a constant slowness perturbation in our
slowness eld, creating the perturbed slowness eld, sef f (t, T )
= , (10)
sef f t
sp = sunp + s0 , (6) where (t, T ) is the time shift of the time-windowed cross-
where sunp is the unperturbed slowness eld, sp is the per- correlation centered at time t with window size T . The
turbed eld, and s0 is the mean slowness perturbation. traveltime change is weighted by the energy of the wave
The eective slowness perturbation is proportional to the along each multiple-scattering path with total traveltime
mean slowness perturbation. The constant of proportion- t from the source to the receiver.
ality, which can be derived from the eective medium For localized slowness perturbations, eq. (10) is no longer
theory, depends on the specic parameters of the random valid and we need a new expression describing the trav-
slowness uctuations. eltime change of the multiply-scattered waves caused by

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a localized slowness perturbation. We obtain such an ex-
pression using an integral representation of the diuse
waveeld, based on the assumption that in a multiple-
scattering medium the diusion equation describes the
propagation of the average intensity (Tourin & Fink,
2000). In that approach, the average intensity is treated
as the probability P (r, t) of a wave undergoing a random
walk, traveling a net distance r in a time t. tapers
dr = 1000 m
In a two-dimensional medium of innite extent, and in
the long-time limit, the average intensity can be ap-
proximated well by the solution of the diusion equation r = 1000 m
(Paaschens, 1997),
Source

1 r 2
P (r, t) = exp , (11)
4Dt 4Dt
where r is the source-receiver separation and D is the dif-
fusion constant. With this representation of the average perturbed
region
intensities in a multiple-scattering medium, we arrive at
the following equation for the mean traveltime change of
the diuse waveeld caused by an eective slowness per-
turbation sef f /sef f , Fig. 2: Localized perturbation in the slowness in the shape of
a ring (dotted area) centered on the source location. Tapers
with length of 500 m are applied outside the ring to avoid
diractions from the borders of the perturbation.
P (r , s) P (r, r ) sef f

(t) = (r )dV (r ), (12)
P (r, s, t) sef f
A
where r is the location of the slowness perturbation,

P (r , s) P (r, r ) is the temporal convolution of the in-
tensity P (r , s) at location r due to an intensity im-
pulse at the source location s and the intensity P (r, r )
at the receiver location r due to an intensity impulse at
r ; P (r, s, t) is the intensity at the receiver at time t due
to an impulse intensity at the source at time t=0.
Eq. (12) describes the mean traveltime change of all
waves initiated at the source at time t=0, traveling
through the multiple-scattering medium on a random
walk trajectory, and arriving at the receiver at time t. The
estimation of sef f /sef f from the data (t) from Eq. (12)
constitutes a standard linear inverse problem.
Examples
Having derived the relation between the mean traveltime
change of the diuse waveeld and the eective slowness
perturbation, we test the theory with nite-dierence
simulations of multiply scattered waves in a medium
with random velocity uctuations as dened in eq. (2)
before and after introducing a localized eective slowness 0 0.5 1 1.5 2
perturbation. t (s)
We consider a localized perturbation within an area in Fig. 3: Finite-dierence synthetic seismograms before (solid)
the shape of a ring, centered on the source location (see and after (dashed) introducing the slowness perturbation in
Figure 2). The strength of the eective slowness per- Figure 2 for ve dierent receivers located 2000-m away from
turbation sef f /sef f is constant within the ring, and a the source.
taper is applied outwards from the ring to avoid gener-
ating diractions from the borders. The strength of the
eective slowness perturbation is sef f /sef f =0.016. We
calculate the perturbed and unperturbed nite-dierence

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0.02 0.02
0.018
We have developed a theory that relates the mean trav-
0.018
0.016 eltime change of the diuse waveeld to localized
0.016
0.014
0.014
perturbations of the eective medium for 2D acoustic
0.012
waves. This theory was developed by means of the repre-
lag (s)
lag (s)
0.012
0.01
0.01
sentation of the multiply scattered waveeld as a diusion
0.008
0.006 0.008
process. For the example presented here, we show that
0.004 0.006 our theory accurately predicts the mean traveltime
0.002
0 0.5 1 1.5 2 2.5 0.004
0.5 1 1.5 2 2.5
change of the diuse waveeld in a multiple-scattering
t (s) t (s)
medium. In order to detect a localized perturbation in
Fig. 4: Theoretical mean traveltime change (solid) versus trav- the multiple-scattering medium, we need access to many
eltime change for one receiver (asterisks) located 2000 m (left) realizations of the diuse waveeld propagating through
and 4000 m (right) away from the source. the medium characterized by strong and random velocity
0.02 0.016
uctuations. For the example shown here, we obtain an
0.018 estimate of the mean traveltime change by averaging
0.014
0.016 over dierent receiver locations. In general, many
0.014 0.012 realizations of the experiment are not available. In that
0.012
case, one can average over dierent source-receiver pairs.
lag (s)
lag (s)
0.01
0.01
0.008 0.008
Even tough we have tested the technique only for 2D
0.006 acoustic waves, the theory is valid for 3D scalar waves.
0.006
0.004 Further work needs to be done to adapt the technique
0.002
0 0.5 1 1.5 2 2.5
0.004
0.5 1 1.5 2 2.5 for the more complicated and realistic 3D elastic wave
t (s) t (s)
propagation. Application of this technique in geophysics,
Fig. 5: Theoretical mean (solid) versus estimated averaged (as- non-destructive testing, time-lapse monitoring, and other
terisks) traveltime change for a receiver located 2000 m (left) situations where elastic waves are used, require the
and 4000 m (right) away from the source. extension of the present formulation to include mode
conversions of the elastic waves propagating through
synthetic seismograms for arrays of 100 receivers around a medium characterized by random uctuations of its
the source for two source-receiver separations: 2000 and elastic parameters.
4000 m. Figure 3 shows the calculated waveeld for ve
receivers located 2000-m away from the source. Note the
strength of the multiple scattered waves after the highly References
attenuated ballistic arrival.
Figure 4 shows the traveltime change estimated with Frankel, A., and Clayton, R., 1984, A nite-dierence
coda wave interferometry for one receiver located 2000 simulation of wave propagation in two dimensional ran-
m and another located 4000 m away from the source ver- dom media: Bull. Seism. Soc. Am., 74, no. 6.
sus the predicted mean traveltime change calculated with
eq. (12). Note the uctuations of the estimated trav- Frisch, U., 1965, Wave propagtion in random media: In-
eltime change, for one receiver, around the theoretical stitute d Astrophysique.
mean traveltime change of the diuse waveeld. These
uctuations arise because the traveltime change for one Paaschens, J., 1997, Solution of the time dependent boltz-
realization of the multiply scattered waveeld diers from man equation: Phys. Rev. E, pages 11351141.
the mean traveltime change of the diuse waveeld.
Sheng, P., 1995, Wave propagation and mesoscopic phe-
To obtain a better estimate of the mean traveltime change nomena: , Academic Press.
from the synthetic seismograms, we measure the travel-
time change for all 100 receivers in the circular array, and Snieder, R., Gret, A., Douma, H., and Scales, J., 2002,
average the resulting 100 traveltime-change curves to ob- Coda wave interferometry for estimating nonlinear be-
tain the averaged traveltime change of the multiply scat- havoir in seismic velocity: Science, 295, no. 22, 2253
tered waveeld. Because the random medium is statisti- 2255.
cally homogeneous and the slowness perturbation is sym-
metric around the source, the 100 seismograms recorded Snieder, R., 2002, Coda wave interferometry and the equi-
in the circular array around the source are equivalent to libration of energy in elastic media: Phys. Rev. E, 66.
100 realizations of the multiply scattered waveeld. The
result of the averaging of the traveltime change for the re- Tatarski, V., 1963, Propagation of waves in a medium
ceivers located 2000 m and 4000 m away from the source with strong uctuation of the refractive index: Soviet
is shown in Figure 5. After averaging, the estimated mean Physics Jetp, pages 458463.
traveltime change shows better agreement with the pre-
dicted mean traveltime change. Tourin, A., and Fink, M., 2000, Multiple scattering of
sound: Waves in Random Media, pages R31R60.
Conclusions

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