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From Markov Layer Matrices to Equivalent-Media

Joe Dellinger •



Schoenbergand Muir (1989) show how to generalizethe

layer-averagingmethod 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 paraxiallayer-group form. Backusaveraging is a low-frequencyapproximation; the Dix equationsare a high-frequency 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 equivalent-mediumsystem based on layer matrices.

If the layer probabilitiesare independent,the theoryis particularlysimple and directly leads to

an obviouslayer-group formulation. The methodalso works for layersdefined via Markov chains,

althoughit hasnot yet beenproven whether there is a (noncommutative)layer-group formulation

for this case.


Equivalent-mediumtheories 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 zero-frequencylimiting behavior.Shapiro and

Hubral (1996) addressthis limitationby makinguse of the propertiesof "self-averaged"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


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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Layer-Matrix Equivalent Media


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 ensemble-average 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,


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 reflectivity-methodcalcula-

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 ensemble-averagepropagator ma- trix in powerseries in frequency,low-frequency equivalent medium systems to any desiredorder of

accuracycan be found.In principle,the ensemble-averagepropagator matrix can be explicitlycal-

culatednumerically, and directly used in reflectivity calculations.In practice,instabilities due to poorlyconditioned matrices and resonancesoften make numericalfrequency-domain calculations usingensemble-average propagators problematical away from small frequencies.More work re- mainsto be doneto implementthe techniquesfrom the mathematicalliterature for stabilizingsuch

calculations(Geist et al., 1990).



The Schoenberg-Muir layer calculus


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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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 double-thicklayer 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 +




(_A4-_B) 2is thesum of all possiblepermutations

of two choices drawn from the set {A, B} multi-


If • andB_ are propagator


then (_A + B_)2has a physical


it is

the ensemblesum of the wavefielddownward continued through a two-layer 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-

ability-weightedsum. Let px be the probability

of choosinga layer of typeX. Then,for the case of

three typesof layers,

(p•A_+ psB_+ pcq)•v


calculatesthe ensemble-averagepropagator matrix for a stackN layersthick. Examiningequation

(3), it is clear that

_E-- p,4A_+ psB_+ Pc•


thusmust be the propagatormatrix for a singlelayer of the averagedmedium.

We are now ready to build an ensemble-averageequivalent-medium system using propagator

matrices.The layer parameterscan be layer characteristicslike velocityand density.The constant

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Layer-Matrix 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 probability-weightedelements of the

propagatormatrices that add.





  • 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):


- t







1 +pv


Multiplying the three matricestogether, we obtain



i sin(•


COS( hca -5-)
COS( hca




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- semble-averagedstack of acousticlayers would behave exactly the sameas a singleacoustic layer.

A stackof acousticlayers does howeverlook like a singleacoustic layer in the low-frequency

(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 Dix-equationscase


Dellinger and Muir (1993).) The

coefficientson the co• termsare the only onesthat

matterin the low-frequency(static) limit.

Expandingequation (6) to first orderin ro we obtain:




Pickingoff the coefficientson ro• terms,and discardingconstant multplicative factors (which are

irrelevant),we find the layer-groupparameterization

in the low-frequencylimit 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-




The three layer-groupparameters for

the low-frequencylimiting caseare all familiar:

h: layer thicknessadds hp: massadds

h/pv2:thickness times compliance adds (the "springsin series"result)

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To solvethe equivalent-mediumproblem,

1)Convert the layer parameters

for eachlayer i fromthe parameterization

{h•, p•, v• } to thelayer-


{hi, (hp) i, (h/pv2)i}


Sumthe layer-groupparameterization over i to find





Convertthe summed result back to theusual parameterization

to find {h,tack,




This is exactlythe Schoenberg-Muir(1989) layer-groupcalculus specialized to the acousticverti-



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)



k+ 1









The matrix insidethe exponentialcomes directly from the associateddifferential equation.

It is alsopossible to usethe calculatedensemble-average

propagator matrix directly. For low

frequenciesthis reproducesthe behaviorof the

Backus-averageresult. At slightlyhigher frequen-

cies deviationsfrom the Backus-averageresult start to becomedetectable. Figure 1 comparesthe

resultsof theensemble-average propagator matrix technique (bottom) and Backus averaging (middle)

versusan ensembleaverage over 50 realizationsof thereflected wavefield from a 50-layerGoupillaud (constanttraveltime-thickness) 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.






Up to this point [ havepurposely "scrambled out" layer order,to

forcethe layer-groupto be

commutative.If the layer-orderstatistics are definedMarkov-style, 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 two-layertype system




P.4s p4,4




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Layer-Matrix Equivalent Media Systems

By makingp• andPm bothsmall, we constructa binarymedium with exponential


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






(and similarlyfor layertype B). We requirean augmentedmatrix that simultaneouslycarries along

both the probabilitiesof that set of layer-typetransitions occurring and the associatedwavefield


This can be accomplishedby using augmentedvariables that carry along both wavefield infor-

mationand memoryof the previouslayer type. Extrapolating across a layero[ typeA thenbecomes:








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 ensemble-average

propagator matrix equivalent medium. Compare the phase shift in the reflected arrival at







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(•) gives









ifthe previous

layerwas of type

A; (•) isthe pressure


ifthe previous

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:


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'





? 4


Here we assumethat there are N layers,just

beforethe firstof whichwe hada layerof typeA. If we

assumethe lastlayer is alsoof

typeA, thenthe ensemble-average

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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Layer-Matrix Equivalent Media Systems

To calculatethe equivalentmedium we must performan eigenvector-eigenvaluedecomposi-

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-

semble-averagesolution 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.


  • I haveshown that it is possibleto exactlycalculate the ensemble-averagepropagator matrix for

layered-mediumsystems with Markov-stylelayer statistics, permitting an equivalent-mediumto be

calculatedfor any stratified-mediumextrapolation problem. Unfortunately, no similar trick hasyet

beenfound for exactlycalculating the ensemble-averagereflected and transmitted wavefields. From

the preliminaryresults presented here, it doesappear that the ensemble-averagepropagator matrix

methodproduces the desiredbehavior. More work remainsto be doneto implementmethods for

stabilizingthe requiredfrequency-domain calculations at high frequencies(Geist et al., 1990).


  • 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



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