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From Markov Layer Matrices to EquivalentMedia
Joe Dellinger •
Systems
ABSTRACT
Schoenbergand Muir (1989) show how to generalizethe
layeraveragingmethod of Backus
(1962) to the moregeneral concept of a "layer group,"in which layersare not only averagedto find
an equivalenthomogeneous medium, but also added,subtracted, and negated.Dellinger and Muir
(1993) showhow to recastthe Dix equations(Dix, 1955) into paraxiallayergroup form. Backusaveraging is a lowfrequencyapproximation; the Dix equationsare a highfrequency paraxial(small ray parameter)approximation. Layer matrices,which extrapolate a monochromatic
wavefieldacross a layer,are exactfor all frequenciesand angles of propagation.In thispaper I show
how by suitablemanipulation of layer matricesit is possibleto exactly calculatethe ensemble averagewavefield emerging from a statisticallydefined layer stack.This resultis usedto define an equivalentmediumsystem based on layer matrices.
If the layer probabilitiesare independent,the theoryis particularlysimple and directly leads to
an obviouslayergroup formulation. The methodalso works for layersdefined via Markov chains,
althoughit hasnot yet beenproven whether there is a (noncommutative)layergroup formulation
for this case.
INTRODUCTION
Equivalentmediumtheories show us how to calculatethe homogeneous
medium that is "equiva
lent" in its bulk propertiesto a specifiedheterogeneous one. Many resultshave beenfound for the
importantspecial case of stratifiedmedia, startingfrom the pioneeringwork of Backus(1962) and
O' Doherty and Anstey ( 1971).
Schoenberg(1983) and later Schoenbergand Muir (1989) generalizedBackus' results to the
caseof an arbitrarystack of generallyelastic layers. Because their method calculates the responseof
the layer stackto a staticload, it can only find the zerofrequencylimiting behavior.Shapiro and
Hubral (1996) addressthis limitationby makinguse of the propertiesof "selfaveraged"wavefield
variables.Their methodis valid for all frequencies,but breaksdown in the presenceof "large"
(greaterthan 30%) variationsin the propertiesof the medium,as doesO'Doherty and Anstey's
originalformula (Banik et al., 1985). Frazer(1994) presentsthree alternative strategies that avoid
this limitationfor the specialcase of a binary sediment(two discretelayer typesof varyingthick nessin alternation).For the generallayered acoustic case there is an extensivebody of mathematical literature;Asch et al. (1991) providea goodreview.
If the modelis specifiedstatistically, then it may makesense to definethe homogeneous
equiva
lent mediumvia the "ensembleaverage" wavefield, i.e., the wavefieldafter passagethrough some
finite numberof layersaveraged over all possiblerealizations of the model.Such a definitionimme
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lOO
LayerMatrix Equivalent Media
Systems
diately raisesthe difficult questionof whether the ensembleaverage has any relation to reality, where we observethe seismogramresulting from the single real earth, not an ensembleaverage
(Resnick et al., 1986). I do not believe this is necessarilya fatal flaw for all ensembleaverage methods.After all, if each realization(with probabilityone) is tendingtowards the samelimiting
behavioras the numberof layers becomeslarge, then so shouldthe ensembleaverage. Some care
mustbe takenwhen choosing what quantitiesto average,however, to avoidnonphysical smoothing
of the result(Stanke and Burridge,
1993).
One popularmethod of statisticallydefining layeredgeologies in Geophysicshas been via
Markov chains(Godfrey et al., 1980). In this chapter,I show how to explicitly calculatethe en
sembleaverage wavefield through a Markov layer stackusing propagatormatrices (Gilbert and
Backus,1966). Note, this is not exactlythe sameresult as performinga reflectivitymethodcalcula
tion for each possiblerealization and averagingthe output reflectedand transmittedwavefields,
becauseof the nonlinearinteraction between the bulk propagatormatrix and the standardboundary
conditions(i.e., a unit incidentwavefield from above,no wavefieldcoming up from below).
If the ergodicityassumption (that the ensembleaverage is equivalentto the spatialaverage we
actuallyobserve if thereare enoughlayers) is valid, no furtherassumptions or approximationsare
required.In particular,this methodremains valid even if there are large impedancecontrasts be
tween layers.By analyticallyexpanding out the elementsof the ensembleaveragepropagator ma trix in powerseries in frequency,lowfrequency equivalent medium systems to any desiredorder of
accuracycan be found.In principle,the ensembleaveragepropagator matrix can be explicitlycal
culatednumerically, and directly used in reflectivity calculations.In practice,instabilities due to poorlyconditioned matrices and resonancesoften make numericalfrequencydomain calculations usingensembleaverage propagators problematical away from small frequencies.More work re mainsto be doneto implementthe techniquesfrom the mathematicalliterature for stabilizingsuch
calculations(Geist et al., 1990).
COMMUTATIVE
EQUIVALENTMEDIUM
The SchoenbergMuir layer calculus
SYSTEMS
Schoenbergand Muir (1989) introduceda "layer calculus"reformulation of Backus'(1962)
original derivation.They showthat the problemconsiderably simplifies if the relevantparameters
are sorted
into three classes:
1) Layer parametersdefining the individual layer properties.(In their example,thickness,
density,and elasticconstants.)
2) Constantparameters, which have the samevalue for all layers in the stack(e.g., normal
stressand tangentialstrain).
3) Additiveparameters, which sumthrough the stack(e.g., thickness,density times thickness,
normal straintimes thickness,and tangentialstress times thickness).
Once this hasbeen done, the problemreduces to writing the physicsof the layersin 
the form: 
Additive = Function(Layer) x Constant 
(•) 
Becausethe additiveparameters sum, and the constantparameters are the samein all 
the layers,the 
coefficientFunction(Layer) must also sum throughthe stack.The terms in Ftmction(Layer)thus
providean alternative"layer group"parameterization of the elasticconstants. Expressed in these
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Dellinger
101
terms,the parameters for thehomogeneous
equivalent medium for thestack can be foundby simply
summingthe layer parametersof the individuallayers.
Dellingerand Muir (1993)
showthat the Dix equationscan be derivedusing the samemethod
ologyof constant,additive, and layerparameters. (In the Dix case,the constantparameter is the ray
parameterp, the additiveparameter is traveltimealong the ray, and the layer parametersare zero
offsettraveltime and moveoutvelocity.) In the next section,I showhow this methodologycan also
be appliedto ensembleaverages of reflectivitymodels, if the layersare independentlychosen.
Propagator matrices
Layer matricesoperate in the Fourierdomain to extrapolatea monochromaticplane wavefield
acrossa layer. In practicethey are usuallywritten in termsof upgoingand downgoingwavefield
variablesbecause that is preferredfor computationalpurposes (Kennett and Kerry, 1979). Unfortu
nately,a layer matrix thusdefined depends on both the propertiesof the layer beingextrapolated
through(to extrapolatethe wavesacross the layer) and the followinglayer as well (to accountfor
reflectionsand transmissionsat the interface)(Claerbout, 1976).
We requirelayer matrices that can be permutedin any orderand still havea physicalmeaning.
Forexample, if •
is thelayer matrix that extrapolates
a wavefield across a layerof typeA, andB_
doesthe samefor a layerof typeB, thenBA shouldrepresent extrapolation across a layerof typeA
over a layer of type B, AB, a layer of type B over a layer of type A, A.A, a doublethicklayer of
typeA, etc. This propertycan be ensuredby usingpropagator matrices, layer matricesthat operate
on variablesthat are automaticallycontinuous at layer boundaries(Gilbert and Backus,1966). (It is
also possibleto formulatethe problemin termsof up and downgoingwave variablesby simply
sandwichingeach layer of interestbetween infinitely thin layersof an arbitraryreference medium
R, which representsthe propertiesof the spacethe layer stackis embeddedwithin.)
Now notewhat happens when we expandout (for example)(•+
squarematrices of the samedimensions:
_B)2, where_A and B_ are
(6 +

(b + ?)(b +

bb +
+
+
(2)
(_A4_B) 2is thesum of all possiblepermutations
of two choices drawn from the set {A, B} multi
pliedtogether.
If • andB_ are propagator
matrices,
then (_A + B_)2has a physical
interpretation'
it is
the ensemblesum of the wavefielddownward continued through a twolayer stack,with each layer
independentlychosen to be of typeA or B with equalprobability. You can easily verify thatthis trick
generalizesto the sumof M matricesraised to the Nth power(i.e., M differentkinds of layer ar
rangedin a stackN layerstall).
If we multiplyeach propagator matrix by its probabilityof beingchosen we calculatea prob
abilityweightedsum. Let px be the probability
of choosinga layer of typeX. Then,for the case of
three typesof layers,
(p•A_+ psB_+ pcq)•v
(•)
calculatesthe ensembleaveragepropagator matrix for a stackN layersthick. Examiningequation
(3), it is clear that
_E p,4A_+ psB_+ Pc•
(4)
thusmust be the propagatormatrix for a singlelayer of the averagedmedium.
We are now ready to build an ensembleaverageequivalentmedium system using propagator
matrices.The layer parameterscan be layer characteristicslike velocityand density.The constant
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102
LayerMatrix Equivalent Media Systems
parametersare the temporal frequency
ro and horizontal wavenumbers
k, and k,. of themonochro
matic plane waves.As discoveredin equation(4), it is the probabilityweightedelements of the
propagatormatrices that add.
ACOUSTIC
LAYERS
AT NORMAL
INCIDENCE
I now demonstratehow this worksfor the caseof independentlychosen random acoustic layers at normalincidence. (For a laboratoryexample of sucha model,see Rio et al. (1996).) The continu
ous wavefield variablesfor this problemare pressureand vertical particle velocity.The temporal
frequencyro is constantacross all layers.The layer propertiesare specifiedby their velocityv,
densityp, and thicknessh. The additiveparameters are the elementsof the propagatormatrix.
To constructthe propagatormatrix for a layer, convertfrom pressureP and vertical particle
velocityW to up anddowngoing wavefield variables, phase shift across the layer,then convert back
to the original variablesagain (Claerbout, 1976):
Multiplying the three matricestogether, we obtain
W
•+t
i sin(•
•
_{7}_{}_{)}
w
(5)
(6)
The elementsof this matrix definethe additiveparameters for the problem.Note thereis no simple
lineardependency of the elementsof this matrix on the constantvariable co. If therewere, an en sembleaveragedstack of acousticlayers would behave exactly the sameas a singleacoustic layer.
A stackof acousticlayers does howeverlook like a singleacoustic layer in the lowfrequency
(static) limit. We can see this by expandingthe elementsof the matrix in equation(6) in a power
seriesin frequencyto. The coefficientson eachpower of codefine the additivelayer parameteriza
tion. (This is exactly analogousto the powerseries for ray parameterp for the Dixequationscase
discussedby
Dellinger and Muir (1993).) The
coefficientson the co• termsare the only onesthat
matterin the lowfrequency(static) limit.
Expandingequation (6) to first orderin ro we obtain:

ß
(7)
Pickingoff the coefficientson ro• terms,and discardingconstant multplicative factors (which are
irrelevant),we find the layergroupparameterization
in the lowfrequencylimit to be: {hp, h/pv2}.
Sincewe alsoexpect layer thickness to add, we alsoinclude the additionalelement { h }. If the only
availablelayer parametersare h, p, and v,
thereare no morefree parametersleft to fit any higher
order
terms
in
The three layergroupparameters for
the lowfrequencylimiting caseare all familiar:
h: layer thicknessadds hp: massadds
h/pv2:thickness times compliance adds (the "springsin series"result)
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Dellinger
103
To solvethe equivalentmediumproblem,
1)Convert the layer parameters
for eachlayer i fromthe parameterization
{h•, p•, v• } to thelayer
groupparameterization
{hi, (hp) i, (h/pv2)i}
2)
Sumthe layergroupparameterization over i to find
h

h
3)
Convertthe summed result back to theusual parameterization
to find {h,tack,
P,tack'
Vstack
}'
This is exactlythe SchoenbergMuir(1989) layergroupcalculus specialized to the acousticverti
calincidence
case.
Fitting to higher orders
To fit higherpowers of co,we mustextend our definition of a "layer"to allow its behaviorto vary
as a functionof frequency.This will give us more free parameters,enabling a fit over a broader
spectrumof frequencies.From the fundamental properties of theproblem we knowthat stacking the
samelayer over itself N times(and thus raising its propagator to theN 'h power) should give the same
resultas a singlelayer N timesas thick.This suggestslooking for solutionsof the form d'(m•""•. In
particular,note equation (6) is exactly(Claerbout, 1976)
W

k+ 1
exp
ih
•
•
•pv
0
W
k
ß
(8)
The matrix insidethe exponentialcomes directly from the associateddifferential equation.
It is alsopossible to usethe calculatedensembleaverage
propagator matrix directly. For low
frequenciesthis reproducesthe behaviorof the
Backusaverageresult. At slightlyhigher frequen
cies deviationsfrom the Backusaverageresult start to becomedetectable. Figure 1 comparesthe
resultsof theensembleaverage propagator matrix technique (bottom) and Backus averaging (middle)
versusan ensembleaverage over 50 realizationsof thereflected wavefield from a 50layerGoupillaud (constanttraveltimethickness) stack (top). 40% of the layers have thickness.4, velocity .8, and density3.; the other60% of the layershave thickness .6, velocity 1.2, and density2.6. The stackis
embeddedin a spacewith unit velocityand density. The predominantfrequency in the sourcewave
let is .2; the wavelengthis thusonly about2.5 times the averagelayer thickness.The ensemble
averagepropagator matrix method correctly predicts the phaseshift in the wavereflected back from
the bottomof the stack.At higherfrequencies numerical stability and resonanceproblems can be
comeoverwhelming; more work remainsto be doneto discoversolutions to theseproblems.
PUTTING
LAYER
ORDER
BACK
IN
Up to this point [ havepurposely "scrambled out" layer order,to
forcethe layergroupto be
commutative.If the layerorderstatistics are definedMarkovstyle, i.e.,
the probabilityof eachtype
of layer occurringdepends only on the previouslayer, it is possibleto augmentthe propagator
matrixto accountfor thelayer statistics.
Let Pzr be the probability of layertype Y occurringgiven
that the previouslayer was of type X. The Markov transitionmatrix for the twolayertype system
then
looks
like
(9)
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104
LayerMatrix Equivalent Media Systems
By makingp• andPm bothsmall, we constructa binarymedium with exponential
probability
distribution/'unctionsfor the layer thicknesses.
We now mustcombine the Markov transitionmatrix in equation(9) with the propagatormatri
cesof the sortpreviously defined [for example,in equation(6)]. I will
demonstratehow to do thisby
constructingthe augmentedmatrix for the samecase we examinedin
the previoussection, e.g., two
acousticlayer types.Label the elementsof the propagatormatrix for a singlelayer of type A as
follows:
A2•
A22
(lO)
(and similarlyfor layertype B). We requirean augmentedmatrix that simultaneouslycarries along
both the probabilitiesof that set of layertypetransitions occurring and the associatedwavefield
variables.
This can be accomplishedby using augmentedvariables that carry along both wavefield infor
mationand memoryof the previouslayer type. Extrapolating across a layero[ typeA thenbecomes:
0
20
40
60
80
100
120
FIG. 1. Top: The ensembleaverage of the wavefield reflected from 50 different realizations of a
Goupi!!aud layer stack 50 layers thick. The direct reflection off the top of the stack arrives at
time 10; the reflection from the bottom of the stack arrives at time 60. All three plots are
drawn to the same absolute scale. Middle The result of replacing the layer stack with its
Backus average. Bottom' The result of replacing the layer stack with its ensembleaverage
propagator matrix equivalent medium. Compare the phase shift in the reflected arrival at
time
60
on
the
three
traces.
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De!linger
105
(11)
layer was of type B. (For any given realization,the previouslayer will have beeneither A or B, so
exactlyone of thesesubvectors will be nonzero.)As you can easily verify, the augmentedA matrix
in equation(l l) multipliesby the
properprobability of this transitionoccurring, extrapolates the
wavefieldvariables across a layerof typeA, andoutputs the newwavefield variables in theA subvector
slot(since as seen from the nextlayer the previouslayer will havebeen of typeA). We cansimilarly
extrapolateacross a B layer matrix:
(12)
We now havewhat we need:an arbitrarystring of matrixmultiplications such as AABAABB extrapolatesthe wavefieldthrough the correspondingstack of layers,and simultaneouslyweights
the resultby the probabilityof thatparticular stack realization occurring. We cannow sumthe layer
matricesjust as we did in equation(2) to averageover all possiblerealizations. Summing the propa
gator matricesin equations(11) and (12), we find that the ensembleaverage wavefield emerging
from the bottomof a stackof N layerswith Markov layer statisticsis'
PA
PVA
N
N
? 4
(13)
Here we assumethat there are N layers,just
beforethe firstof whichwe hada layerof typeA. If we
assumethe lastlayer is alsoof
typeA, thenthe ensembleaverage
wavefield measured at the bottom
will havepressure
P• and vertical particle velocity W• (except that these will bescaled by theprob
ability that the last layer wasof type A).
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106
LayerMatrix Equivalent Media Systems
To calculatethe equivalentmedium we must performan eigenvectoreigenvaluedecomposi
tion of the augmentedmatrix. (We cancertainly do thisnumerically for particularvalues of the layer
constantsco,k.,, and k,., even if wecan't find an analytical
formula for power series of these.)Find the
largesteigenvalue (or eigenvalues).As N becomeslarge, the largesteigenvalue(s) will dominatethe
behaviorof the system,and thustheir associatedeigenvector(s) must determine the limiting behav
ior of the equivalentmedium. Any smallereigenvalues must correspond to componentsof the en
sembleaveragesolution that exponentiallydecay as the numberof layersincreases. Although not
yet demonstrated,
the magnitudeof the smallereigenvalues thus should provide a directmeasure of
how quickly the solutioncan be expectedto convergeto the limiting behavioras the numberof
layers increases.
CONCLUSIONS
I haveshown that it is possibleto exactlycalculate the ensembleaveragepropagator matrix for
layeredmediumsystems with Markovstylelayer statistics, permitting an equivalentmediumto be
calculatedfor any stratifiedmediumextrapolation problem. Unfortunately, no similar trick hasyet
beenfound for exactlycalculating the ensembleaveragereflected and transmitted wavefields. From
the preliminaryresults presented here, it doesappear that the ensembleaveragepropagator matrix
methodproduces the desiredbehavior. More work remainsto be doneto implementmethods for
stabilizingthe requiredfrequencydomain calculations at high frequencies(Geist et al., 1990).
ACKNOWLEDGMENTS
I wish to
thank FrancisMuir, Nell Frazer, Bertram Nolte, Mike Schoenbergand especially
JohnScales for many usefulconversations about equivalent media and reflectivitymethods. This is
Universityof Hawaii at Manoa Schoolof Oceanand Earth Scienceand Technologycontribution
number
4497.
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Dellinger
REFERENCES
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