Part I

General Statements

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 Chapter 1
Ill-posed Problems in Geophysics
1.1 DIRECT AND INVERSE GEOPHYSICAL
PROBLEMS
The philosophy of methods for studying nature is
derived from the theory of ill-posed problems, which
determines the potentialities and strategy of practical
investigations. So, we would like to begin our book
dedicated to modern magnetotellurics with a brief in-
troduction to this theory. Here we will consider general
geophysical problems.
We can classify geophysical problems into forward
(or direct) and inverse problems, depending on the
cause-and-effect relationship between the structure of
the medium and the observed fields. Obviously, to be
useful in exploration geophysics, the behavior of a field
(gravitational, electric, magnetic, seismic, or thermal)
must depend on the structure of the medium. With this
concept, the medium is the cause, and the field behavior
is the effect. In a forward problem, the cause is known
and the effect is to be determined. In an inverse problem,
the effect is known and the cause is to be determined.
Therefore, determining the field for the given structure
of the medium is the direct problem, while determining
the structure of the medium from observations of the
field is the inverse problem.
The forward geophysical problem can always be for-
mulated with such completeness that its solution is
unique. An inverse geophysical problem may have a
multitude of solutions. If, for example, we consider a
uniform sphere with known radius a and density ρ, the
gravitational field can be determined uniquely. How-
ever, knowing the field at a distance from the sphere
r > a, we can determine a multitude of values a and ρ
giving the same mass,
4 main condition for geophysical interpretation. Any in-
M = πa 3 ρ.
3
This property of inverse geophysical problems arises
from the nature of the cause-and-effect relationship. The
same causes will produce the same effects, but the same
effects may be produced by widely different causes.
Relationships of this type are observed at every scale.
Consider a simple example. The direct question is:
“What happens to a fast-moving car if it runs out of
gasoline?” The only answer is “The car stops.” The
3
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inverse question could be “Why did the car stop?” There
are many possible answers, depending on the car and the
driver.
A second essential property of inverse geophysi-
cal problems is that they are unstable. Slightly differ-
ent effects may result from widely different causes. In
geophysics, this can be explained by the fact that the
observed field anomalies are of an integral character.
The fields of secondary sources arising from inhomo-
geneities in the medium are summed, and their influ-
ences may compensate each other. As a consequence,
the anomalous field only weakly reflects the local vari-
ations in the medium. Therefore, any minor errors in
measurement of the field can cause the solution of the
inverse problem to differ sharply from the true structure
of the medium.
In geophysics, we usually consider the inverse prob-
lems that have a unique solution. The main point that
determines the strategy of geophysical interpretation is
the instability of the inverse problem. An immediate so-
lution of an unstable problem is geophysically useless
because it can take us far away from reality.
Before solving an inverse problem, we must collect a
priori information about the medium, and then limit the
range of consideration in such a way as to obtain char-
acteristics for the medium that are close to real struc-
tures. If direct information about the medium is not
available, we resort to some hypotheses that generalize
geological and geophysical experience and seem to be
most reasonable. In developing such hypotheses we can
use stable transformations that represent the average or
integral characteristics of the medium, embracing all
acceptable solutions.
A priori limiting of the region of the search is the
terpretation is a part of the infinite cognition, and when
we speak of using a priori information, we mean that a
new model is constructed on the basis of the previous
model. The question is posed as “What new geophysical
information do the field observations add to the existing
model?”
How are such unstable problems solved? How among
an infinite multitude of possible solutions do we find the
geophysically meaningful solution? Such problems are
studied in the mathematical Theory of Regularization
4 General Statements
of Ill-posed Problems, based on concepts originated by
A. N. Tikhonov (Tikhonov, 1943, 1963). The theory
for regularization has been developed in the work of
A. N. Tikhonov, V. K. Ivanov, M. M. Lavrentyev, V. N.
Strakhov, A. V. Goncharsky, V. I. Dmitriev, V. B. Glasko,
V. Y. Arsenin, and V. I. Starostenko (Tikhonov and
Arsenin, 1977; Ivanov et al., 1978; Starostenko, 1978;
Strakhov, 1979; Lavrentyev et al., 1980; Tikhonov
et al., 1983; Glasko, 1984; Goncharsky, 1987; Dmitriev,
1987, 1990). Methods of this theory are now widely
used in contemporaneous natural science (Tikhonov and
Goncharsky, 1987). We now proceed to the basis of such
theory.
1.2 ELEMENTS OF FUNCTIONAL ANALYSIS
Let us clarify some of the concepts of functional anal-
ysis used in the theory of regularization of ill-posed
problems.
The set of functions of a definite class is called a
function space. Each function is a point in this space.
If a function u belongs to the function space U , it is
designated as u ∈ U. A function space is metric if, be-
tween every pair of functions u 1 ∈ U and u 2 ∈ U , a
distance ρ(u 1 , u 2 ) is defined that satisfies the following
conditions:
(1) ρ(u 1 , u 2 ) ≥ 0 with ρ(u 1 , u 2 ) = 0 only for u 1 =
u2;
(2) ρ(u 1 , u 2 ) = ρ(u 2 , u 1 ) is the symmetry axiom;
(3) ρ(u 1 , u 2 ) ≤ ρ(u 1 , u 3 ) + ρ(u 3 , u 2 ) is the triangle
inequality; and
(4) ρ(u 1 , u 2 ) is continuous with respect to u 1 or u 2 .
The distance ρ(u 1 , u 2 ) is called a metric.
A function space is termed linear if, for any functions
u 1 and u 2 from U , the sum u 1 + u 2 ∈ U , and for any
number α and any function u from U , the product αu ∈
U and the operations of addition and multiplication by
a number are subject to the following conditions:
(1) u 1 + u 2 = u 2 + u 1 is the commutativity of ad-
dition;
(2) u 1 + (u 2 + u 3 ) = (u 1 + u 2 ) + u 3 is the associa-
tivity of addition (for any functions u 1 , u 2 , u 3
from U );
(3) There exists a zero-element 0 ∈ U such that for
any function u from U the equality u + 0 = u
holds;
(4) For any function u from U there exists a function
(−u) ∈ U such that u + (−u) = 0; and
(5) (α + β)u = αu + βu, α(u 1 + u 2 ) = αu 1 + αu 2 ,
α(βu) = (αβ)u are the distributivity and
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associativity of multiplication (for any numbers
α and β and any functions u 1 and u 2 from U ).
The norm uU of the function u from the linear
space U is a functional, determined for all functions
u ∈ U and taking only real finite values that satisfy the
following conditions:
(1) uU ≥ 0, where uU = 0 only for u = 0;
(2) u 1 + u 2 U ≤ u 1 U + u 2 U for any functions
u 1 and u 2 from U ; and
(3) αuU = α · uU for any number α and any
function u from U .
If a norm is defined in a linear space U , and the
distance between functions u 1 ∈ U and u 2 ∈ U is de-
termined as a norm of the difference of these functions:
ρ(u 1 , u 2 ) = u 1 − u 2 U (1.1)
then this space becomes metric. Such a metric space is
called the linear normalized space.
Let {u n } be an infinite sequence of functions from
a metric space U . If ρ(u n , υ) → 0 for η → ∞, we
say that the function sequence {u n } converges to the
function υ. A sequence {u n } is fundamental if for any
ε > 0 we can find a natural number N (ε) such that
ρ(u n , u m ) ≤ ε for any n, m ≥ N (ε). The metric space U
is complete if any fundamental sequence {u n } of func-
tions from this space converges to a function belonging
to U . A complete linear normalized space is called the
Banach space.
In the theory of inverse geophysical problems, we
most often use the following linear normalized spaces:
(1) The space C[a, b] of the functions u(x) that are
continuous over the interval [a, b]; the norm in
the space C is:
u(x)C = max |u(x)|. (1.2)
x ∈ [a,b]
(2) The space L 1 [a, b] of the functions u(x) that are
integrable with modulus over the interval [a, b];
the norm in the space L 1 is
 b
u(x) L 1 = |u(x)| d x. (1.3)
a
(3) The space L 2 [a, b] of the functions u(x) that are
squared integrable over the interval [a, b]; the
norm in the space L 2 is
 b 1/2
u(x) L 2 = |u(x)| d x
2
. (1.4)
a
Ill-posed Problems in Geophysics
(1)
(4) The space W2 [a, b] of the functions u(x) that
are squared integrable over the interval [a, b] with
their generalized derivative du/d x; the norm in
(1)
the space W2 is
u(x)W (1)

2
 b  2 1/2
b  du(x) 
= |u(x)|2 d x + γ (x)   dx
dx 
a a
where γ (x) is a positive function selected in
accord with the character of the problem.
All enumerable function spaces are complete. In
magnetotellurics, in addition to the norms C, L 1 , L 2 ,
(1)
and W2 , we use special norms, which reflect the speci-
ficity of magnetotelluric problems.
If the set M is contained in the set U , the designation
M ⊂ U is used.
The set M from the metric space U is in this space
if any function sequence {u n } ⊂ M contains a subse-
quence that converges to the function υ ∈ U . If υ ∈ M,
the set M is compact in itself. The set that is compact in
itself can be considered as a metric space. It is named a
compactum.
The necessary condition for compactness of a set M
is that it be bounded. A set M is bounded if there exists a
positive number c such that for all u ∈ M the condition
uU ≤ c is satisfied.
We can now specify the necessary and sufficient con-
ditions for the compactness of some function spaces.
(1) The set M is compact in the space C if the func-
tions u(x) from this set are uniformly bounded,
that is, max |u(x)| ≤ c, and equicontinuous, that
is, for any real number ε, we can find a num-
ber δ(ε) such that |u(x + h) − u(x)| ≤ ε for |h| ≤
δ(ε).
(2) The set M is compact in the space L 2 if the func-
tions u(x) from this set satisfy the conditions
u(x) L 2 ≤ c and u(x + h) − u(x) L 2 ≤ ε for
|h| ≤ δ(ε), or if this set is bounded in the space
(1)
W2 , that is, u(x)W (1) ≤ c.
2
(3) If the finite-dimensional Euclidean space Rn
contains a bounded domain M, this domain is
a compactum.
The relationship between the functions u from the
space U and the functions υ from the space V is termed
an operator acting from U into V . This is designated as
Au = υ, u ∈ U, υ∈V
where A is an operator.
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5
The function set D A ⊂ U for which the operator A
has been defined is called the domain of the operator
A. The function set R A ⊂ V , obtained by the action of
the operator A on all functions from D A , is called the
range of the operator A.
Let us now list the basic properties of the operators
in normalized spaces.
(1) The operator is distributive if for any function
u k ∈ D A and any number ak the following con-
(1.5) dition is met

N 
N
A ak u k = ak Au k . (1.7)
k=1 k=1
(2) The operator is bounded if there exists a positive
number c such that for any function u ∈ D A the
following condition is met
Au ≤ cu. (1.8)
(3) A distributive and bounded operator defined for
all the space U is linear.
(4) A linear operator acting from the space U into
the space V is termed continuous if the following
condition is met
Au 1 − Au 2 V → 0 as u 1 − u 2 U → 0.
(1.9)
(5) A linear continuous operator acting from the
space U into the space V is called completely
continuous if it transforms any bounded function
set from U into the compact function set from V.
The norm A of operator A is defined as the least
upper bound, sup, of the norm of the functions υ =
Au ∈ R A obtained by transformation of the functions
u ∈ D A , the norm for which is equal to 1:
A = supAu for u = 1. (1.10)
The norm A can also be determined as being
Au
A = sup (1.11)
u=0 u
from which
Au ≤ A · u. (1.12)
Thus, an operator is bounded if its norm is bounded.
A linear operator A defined on D A has an inverse
operator A−1 if A−1 is a bounded operator defined on
R A , and if it satisfies the condition A−1 A = I, where
I is the identity operator (I u = u). If the operator A is
linear, the inverse operator A−1 is also linear.
(1.6)
Let us consider a nonlinear operator, A, acting from
the space U into the space V . The vicinity ε(u 0 ) of
6 General Statements
a point u 0 is the area within which the condition changes in the characteristics of the field  f  F cause
u − u 0 U < ε holds good, where ε > 0 is the radius of only small changes in the characteristics of the medium
the vicinity. The operator A is called the differentiable χ  X found from inversion.
at the point u 0 , if there exists a linear bounded operator Let the problem (1.14) be well-posed according to
Au 0 such that for any u ∈ ε(u 0 ) the following condition Hadamard’s conditions. Then
is satisfied
χ = A−1 f (1.15)
Au − Au 0 = Au 0 (u − u 0 ) + η(u − u 0 ) (1.13)
where η is an operator such that η(u − u 0  = o(u − where A−1 is an inverse operator having the bounded
u o ) for ε → 0. The operator Au o is called the Frechet norm A−1  < c.
derivative of operator A at the point u 0 . The Frechet Take a sufficiently small change in the characteristics
derivative is the linear part of the operator A. The deriva- of the field and determine the ratio
tive of linear operator A equals the operator A.  f  F
Special cases of operators are functionals, which act r (χ ) = . (1.16)
from the function space U into the space of real or com- χ  X
plex numbers. The functional (u) is a number function
This value is a measure of the resolution of the problem.
defined on the function set. An example of a functional
In accord with equation (1.16)
is the norm of functions u from the linear space U : for
each function u ∈ U we define the corresponding real 1
positive number uU . χ X =  f  F . (1.17)
r (χ)

If  f  F is the least recognizable change in the char-

1.3 CONDITIONALLY CORRECT STATEMENT
OF INVERSE PROBLEMS IN GEOPHYSICS acteristics of the field, then χ  X is the limit for dis-
crimination of the characteristics of the medium. The
Suppose we know a completely continuous operator higher the resolution is, the smaller the discrimination
A, which transforms the characteristic of the medium χ limit will be.
from the set X to the characteristic of the field f from In equation (1.16) the resolution r (χ ) depends on
the set F: the choice of the characteristic χ. Taking the greatest
Aχ = f, χ ∈ X, f ∈ F. (1.14) lower bound (inf) for values of r (χ ) found for all χ ∈ X
at the same  f  F , we find the total resolution of the
Given the characteristic of the medium χ , we can problem:
determine the characteristic of the field f , that is, we
can solve the forward problem.  f  F χ  X
The inverse problem reduces to solving the operator r = inf = 1 sup . (1.18)
χ  X  f  F
equation (1.14) and reconstructing the characteristic of
the medium χ ∈ X from the given characteristic of the If A is a linear operator, then χ = A−1  f . Thus,
field f ∈ F. in view of equation (1.11)
Is the inverse problem well (correctly) posed?
The concept of correct statement of the problems χ  X A−1  f  X
sup = sup = A−1 
in mathematical physics was formulated by the French  f  F  f  F
mathematician J. Hadamard. A problem is well-posed
if from which
(1) a solution to the problem exists, 1
r= . (1.19)
(2) that solution is unique, and A−1 
(3) that solution is stable to small changes in the ini-
tial data (it depends continuously on the initial The total resolution of the linear problem is the recip-
data). rocal of the norm of the inverse operator. The smaller
the norm of the inverse operator is, the larger will be the
The conditions of existence and uniqueness of a resolution of the problem (the better conditioned will be
solution comprise the mathematical determinancy of the problem).
a problem. Stability of a solution implies the physical In the case of a nonlinear operator, we can determine
determinancy of a problem. If a problem is stable, small the total resolution of the problem in the vicinity of a

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Ill-posed Problems in Geophysics
given characteristic χ0 :
1 r M = inf
rχ0 =
−1
(1.20)
A
χ0
where Aχ0 is the Frechet derivative of the operator A at
the point χ0 (the linear part of the operator A).
We have considered problems that are well-posed ac-
cording to Hadamard. However, as we have pointed out,
the geophysical inverse problems are unstable. Hence,
they do not satisfy Hadamard’s conditions—they are
ill-posed. In these problems, a small change in the ob-
served characteristics of a field may cause an arbitrar-
ily large change in the characteristics of the medium
as found by inversion. This indicates that the norm of
the inverse operator is unbounded, and in accord with
equations (1.19) and (1.20), the resolution of the prob-
lem is zero. That is why Hadamard stated that unsta-
ble problems are physically meaningless. Nevertheless,
many problems of applied physics that are ill-posed by
Hadamard’s formulation have real physical content. In
particular, the inverse problems in geophysics fall in
this group. Analysis of such inconsistencies led A. N.
Tikhonov to a new concept of the correct statement of
problems in mathematical physics.
According to Tikhonov, the problem Aχ = f , χ ∈
X , f ∈ F is well-posed if the space X contains a set
M such that
(1) it is known a priori that a solution exists and
belongs to M,
(2) that solution is unique, and
(3) small changes in f that do not expel the solution
from the set M cause the small changes in χ .
If these conditions are met, it is said the problem
is well-posed on the set M. The set M is termed the
correctness set. Tikhonov’s well-posed problems are
given the name conditionally well-posed problems.
Problems that are ill-posed according to Hadamard
can be well-posed according to Tikhonov. The point is
that a conditionally well-posed statement of a problem
limits the range of search for a solution. The matter of
a correctness set reduces to the choice of a domain in
which a solution of the problem is to be found. In the
inverse geophysical problems, this is done by selection
of an interpretation set of models. For brevity, the inter-
pretation set of models will be referred to as the inter-
pretation model. Interpretation models are constructed
on the basis of a priori information about the structure
of the medium.
In examining conditionally well-posed problems,
we can introduce the concept of the resolution on a
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7
correctness set:
 f  F
χ  X
χ  X
= 1 sup , χ ∈ M, f ∈ FM (1.21)
 f  F
where FM ⊂ F is the set of field characteristics corre-
sponding to the correctness set M of the characteristics
of the medium. Obviously, the resolution r M depends
on selection of the set M. The narrower M is, the larger
r M will be.
If r M > 0, the inverse problem is stable. Mathemat-
ically, this indicates that ε → 0 as δ → 0, where δ is
the error in the characteristic of the field, and ε is the
error in the characteristic of the medium. With decreas-
ing δ, that is, with radically improving the accuracy of
the field measurements, we can obtain the sufficiently
small ε and solve the inverse problem with acceptable
exactness. However, the practical accuracy of the field
measurements is commonly not so high, and real errors
δ may cause excessively large errors ε. Thus, the prob-
lem that is stable from the theoretical standpoint proves
to be practically unstable. To improve the practical sta-
bility of the problem, we have to narrow the correctness
set M, that is, to increase the resolution r M . Here, the
resolution r M shows itself as a measure of practical
stability for the problem. The greater r M is, the more
stable will be the problem.
A paradoxical situation arises. The narrower the cor-
rectness set is, the poorer will be the details of the
medium that are exposed, but the higher will be the
resolution of the inverse problem on this set. The reso-
lution of the inverse problem and the detailedness of its
solution appear to be inversely related. We will call this
situation the paradox of instability.
What is the practical significance of the paradox of
instability? Desiring to improve the detailedness of an
inversion, we extend the correctness set. But as a con-
sequence, the resolution is decreased and the practical
stability deteriorates. Thus, the details of the inversion
may be lost in errors. It is clear that in solving an in-
verse problem, it is vital to find the optimal relation
between detailedness and resolution. The detailedness
of an inversion must be correlated with the resolution.
Let us dwell for a bit on the question of the exis-
tence of the correctness set. A theorem of Tikhonov
(Tikhonov and Arsenin, 1977) pertains to this question:
If the solution for the problem Aχ = f , χ ∈ X , f ∈ F
is unique, and if the set M ⊂ X is compact in X , then
on the set FM ⊂ F that corresponds to the set M the in-
verse operator A−1 is continuous, that is, small changes
in f will cause small changes in χ.
8 General Statements
As a demonstration, let us take an arbitrary field char-
acteristic f o ∈ FM and attempt to show that the inverse
operator A−1 is continuous on f o . Suppose this is un-
true. Then, there exists some positive constant C such
that for any δ > 0 there is a field characteristic f  ∈ FM
for which  f  − f o  ≤ δ, while χ  − χo  ≥ C, where
χo and χ  are the characteristics of the media corres-
ponding to the field characteristics f o and f  . Thus, the
close characteristics of the field cause the greatly differ-
ent characteristics of the medium. We will show that this
is impossible. Consider a sequence of positive numbers
{δn } converging to zero as n → ∞. By supposition, for
each δn there can be found a field characteristic f n that
differs from f o by no more than for δn , while the cor-
responding characteristic of the medium χn can differ
from χo by an arbitrarily large amount:
 f n − f o  ≤ δn χn − χo  ≥ C
where Aχn = f n and Aχo = f o .
F = inf
Aχ − f F (1.23)
Now consider the sequences { f n } and {χn }. It is ob-
vious that the sequence { f n } converges to f o as n → ∞
and δn → 0. For each field characteristic, f n , there is
defined a characteristic of the medium, χn , that be-
longs to the compact set M. Consequently, from the
sequence {χn } it is possible to select a subsequence
{χn k } that for n k → ∞ converges to an element χ0 .
Here, χ0 does not equal χ0 , inasmuch as in accord
with equation (1.22), χ0 − χ0  ≥ C. It is obvious that
the subsequence {χn k } corresponds to the subsequence
{ f nk }, which for n k → ∞ converges to f 0 . Therefore,
we obtain two different characteristics for the medium,
χ0 and χ0 , that match the same field characteristic f 0 :
Aχ0 = f 0 = Aχ0 . However, it is impossible since the
inverse problem has a unique solution. The theorem is
proven.
This theorem gives the key to solution of an unstable
problem. It guarantees the convergence of the solution
of an inverse geophysical problem to the true character-
istics of the medium. Using a priori information, we se-
lect a compactum containing true characteristics of the
medium and seek a solution within this compactum.
In our reducing the errors in the field characteristics,
the solution approximates the true characteristic of the
medium. The problem becomes stable.
Speaking of true characteristics of a medium, we
stress the conventionality of this concept. Any model of
the geological medium is characterized by some degree
of abstraction. Commonly, there is no realism in look-
ing at the molecular composition or even elementary
particles of the medium. So, we restrict our concern to a
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macroscopic model that represents the closest approach
to real geological structures, with negligibly small mis-
fit for the equation Aχ = f. Such a model we will term
an exact-model solution to the problem. Solving the
inverse geophysical problem, we try to approach an
exact-model solution.
1.4 SOLUTION OF AN INVERSE PROBLEM
BY OPTIMIZATION
A conditionally correct problem Aχ = f can be
solved by the method of optimization. This method is as
follows.
Let there be some a priori information about the
medium that allows for selecting a compact set M of ac-
ceptable solutions containing an exact-model solution.
If observations yield an approximate field characteristic
(1.22) f, the solution 
χ that minimizes the misfit functional
(χ ) = Ax − f
χ ∈M
is the approximate solution to the problem.
It may be found that the approximate field charac-
teristic, f, does not belong to the set F. In such an event,
a solution in the strict sense of the word does not exist
and we introduce the concept of a quasi-solution. Quasi-
solution will be the name we use for a characteristic  χ
∈ M, minimizing the functional Aχ − f F on the set
M. If M is compact, then a quasi-solution exists for
any f.
Commonly, the set of acceptable solutions is selected
in an explicit form, for instance, in the form of a para-
metric family of the characteristics of the medium χ (p)
determined by the finite-dimensional vector of para-
meters p = { p1 , p2 , . . . pn } from a bounded set Pn .
Such a set is compact. Therefore, we have a model of
the medium χ (p) with parameters that are bounded by
the set Pn , and we assume that there is an exact model
solution among the solutions χ(p). Now the problem is
reduced to determining the vector of parameters pmin
that minimizes the multivariate function
(pmin ) = (p) (1.24)
where (p) = Aχ(p) − f F . The procedure for min-
imization most often is iterative. A starting model
is constructed on the basis of a priori information.
Then, the direct problem is solved and the misfit be-
tween the model and the experimental field characteris-
tics is calculated. Thereupon, we form a new model
that diminishes the misfit. The iterative process of
Ill-posed Problems in Geophysics
optimization is continued to a point at which the misfit
is no greater than the observation errors in the initial
data. Thus, solution of the inverse problem with the op-
timization method consists of the repeated solutions of
the direct problem and the construction of a sequence of
vectors {pn }, minimizing the equation misfit. The mini-
mization is accomplished using well-known numerical
methods (Dmitriev, 1990).
If the misfit cannot be reduced to the level of errors
in the initial data, it is believed that the compactum
M that had been selected was too narrow. Then, a se-
quence of expanding compacta M1 < M2 < M3 · · · can
be constructed, for example, by increasing successively
the number of layers in the model. The compactum for
which the misfit reaches the level of errors in the initial
data is accepted as the optimum.
As a final point in this discussion, we must consider
practical limitations of the optimization method. The
problem is conditionally well-posed on the compact set
of solutions M. However, if a compactum M is too
broad, the problem has a low resolution; that is, it be-
comes practically unstable. In an effort to increase the
resolution, we narrow the correctness set, M. But now
we run into a stone wall in that this set does not contain
an exact-model solution.
We see that the fundamental difficulty in the opti-
mization method is related to construction of an opti-
mal class of models of the medium. The interpretation
model must be sufficiently detailed to describe the real
geological situation, but it must consist of only a small
number of parameters, which provides a high resolution
of the inverse problem.
The greater the accuracy of the field data, the broader
may be the correctness set. However, in geophysics there
is a tendency for the detailedness of the investigation to
increase, frequently leading to an unjustified enlarge-
ment of the number of parameters used and hence to an
undue expansion of the correctness set. In this case, the
resolution of the problem drops and the optimization
method may give a solution that is quite different from
an exact-model solution.
In order to improve the resolution of the inverse prob-
lem, it is necessary to have more information about the
structure of the medium. If such information is avail-
able, and the accuracy of the field data is known, then
the most effective method for the solution of the in-
verse problem is the method of regularization based on
the concept of the regularizing operator. The method
of regularization allows us to obtain the maximum geo-
physical information consistent with the accuracy of the
field observations.
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9
1.5 SOLUTION OF AN INVERSE PROBLEM
USING THE METHOD OF REGULARIZATION
In the method of regularization, a compact set M
of the acceptable solutions is constructed using some
criterion that is directly included in the algorithm for
solution of the inverse problem Aχ = f . The effect of
this criterion is consistent with the accuracy of the ini-
tial field data. In the process of solution, the compactum
M narrows around the exact-model solution. The solu-
tion, which belongs to the compactum M and yields a
model misfit equal to the error in the initial data, is
accepted as an approximate solution to the problem.
Let us consider a set of the characteristics of the
medium X δ such that for χδ ∈ X δ the condition
Aχδ − f F ≤ δ (1.25)
holds true, where f is an approximate characteristic
for the field obtained from observations and δ is the
observation error. Obviously, the characteristics of the
medium χδ ∈ X δ satisfy the equation Aχ = f with a
misfit no greater than the observation error. From this
point of view, any χδ can be considered to be a solution
of the inverse problem. Therefore, all of the character-
istics χδ are equivalent characteristics of the medium,
while the set X δ is the set of equivalent solutions to the
inverse problem. If the problem had been stable, all of
the equivalent characteristics would be close to one an-
other and any one of them could be accepted as being an
approximate solution to the inverse problem. However,
the problem is inherently unstable, and therefore the
equivalent solution set X δ may contain some solutions
that differ widely from one another. This means that
one cannot take any single characteristic of the medium
from X δ as the approximate solution. Some criterion is
necessary to select from X δ an approximate solution  χ
that is close to the exact-model solution χ .
How do we construct the selection criterion? The an-
swer to this question lies in the principle of regulariza-
tion. In accord with the principle of regularization, the
selection criterion is bound to be such that
lim 
χ =χ or lim 
χ − χ  X = 0. (1.26)
δ→0 δ→0
By this it is meant that the selected approximate so-
lution 
χ of the inverse problem should approach the
exact-model solution χ as the observation error δ
approaches zero.
The principle of regularization is implemented us-
ing a regularizing operator. A regularizing operator is
defined as a combination of analytic or computational
10
operations that yields an approximate solution of the
inverse problem that satisfies equation (1.26).
In geophysical inverse problems, we commonly use
regularizing operators dependent on a numerical param-
eter α > 0. This parameter is called the regularization
parameter. The value of α is related to the error of
the initial field data, δ. Thus, we introduce a paramet-
ric family of operators R( f, α) acting on the approx-
imate field characteristic f. Let Rα ∈ R( f, α). Then
χα = Rα f, where 
 χα is an approximate solution of the
inverse problem.
A regularizing operator Rα has the following
properties:
(1) The parameter α = α(δ) is related to the error of
the observation such that
lim α = 0.
δ→0
(2) For small α the operator Rα is close to the
2  dχ (z)2
operator A−1 ,
χ
W (1) = |χ (z)| + γ (z) 
lim Ra A = I
α→0
where I is the identity operator.
(3) The principle of regularization is satisfied,
χα = lim Rα f= χ.
lim  (1.29)
δ→0 δ→0
To solve the problem, that is, to find the approximate
solution, 
χ , which is stable to errors δ in the field char-
acteristics, we have to construct the regularizing op-
erator Rα and determine the regularization parameter
α from supplementary information about the problem,
as, for example, about the accuracy of the field mea-
surement. The obtained approximate solution consis-
tent with the accuracy of measurement and the a priori
information about the medium is called a regularized
solution. The method of solving the problem based on
the use of the regularizing operator is called the method
of regularization.
For equation Aχ = f , it is possible to construct a
number of regularizing operators. The choice of an op-
erator depends on various factors, for example, the kind
of a priori information, the simplicity of the computa-
tional algorithm used, and so on. The most widely used
2
regularizing operators are based on a variational ap-
Aχ − f
F + α(χ), α > 0 (1.32)
proach. Here, a very important role is played by the
stabilizing functional, which gives a criterion for selec-
tion of acceptable solutions.
The non-negative bounded functional, (χ ), deter-
mined on the set of possible solutions X , is called the
stabilizing functional (stabilizer) if the characteristics
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General Statements
χ, satisfying the conditions
(χ ) ≤ d, d > 0, (1.30)
form a set Md compact in X , and the exact-model
solution of the problem belongs to this set, χ ∈ Md .
The smaller the value for d, the narrower will be the
compactum Md selected by the stabilizer. Thus, with a
stabilizing functional the solution of the inverse prob-
lem meets the condition of equation (1.30).
The stabilizing functional is constructed on the basis
of a priori information about the medium. Proceeding to
the solution of the inverse problem, we have some ideas
of the distribution of physical properties in the earth. If,
for example, we believe that a characteristic χ(z) is a
continuous function of z, the stabilizer can be taken as
the squared norm for that characteristic, bounded in the
(1.27) space W2 :
(1)
 Dmax   
(χ ) =
2  dz
2
0 dz 
(1.28)
(1.31)
where Dmax is the maximum depth of investigation.
If we have constructed a stabilizer, then condi-
tion (1.30) selects the compactum Md containing the
exact-model solution. On the other hand, condition
(1.25) determines the set of equivalent solutions X δ ,
which also contains the exact-model solution. The in-
tersection of the sets X δ or Md gives a compact set
X ε = X δ ∩ Md , which contains the exact-model solu-
tion. Consequently, the solutions χε ∈ X ε satisfy the
condition χε − χ  < ε, ε(δ, d) > 0, and any of them
can be taken to be an approximate solution of the in-
verse problem. The accuracy of the approximation de-
pends on the precision of measurement of the field and
on the constant d, which bounds the stabilizer and hence
specifies the breadth of the compactum. The narrower
the compactum is, the lower will be the error ε of the
approximate solution.
Construction of the sets X δ and Md from conditions
(1.25) and (1.30) presents difficulties. Therefore, it is
more convenient to turn to the variational problem for
the functional
α (χ ) =
consisting of the misfit functional Aχ − f F and the
stabilizer (χ), the smoothing action of which de-
pends on the regularization parameter, α. The functional
α (χ ) is called the smoothing functional or Tikhonov’s
functional.
Ill-posed Problems in Geophysics 11
If the stabilizer has been determined on the set X ,
then for any fand α there exists a characteristic χα ∈ X
for which the smoothing functional reaches the greatest
lower bound:
α (χα ) = inf α (χ). (1.33)
χ∈X

The operator that determines χα by minimization of

the smoothing functional is the regularizing operator.
For a given α, the characteristic χα belongs to the most
narrow compactum Md and yields a minimal equation
misfit. Thus, the solution of the inverse problem reduces
to minimizing the smoothing functional.
While the problem Aχ = f was unstable, the solu-
tion obtained by minimizing the smoothing functional
is stable to small changes in the right-hand part of the
equation. This is understandable in that the functional Fig. 1. Dependence of the solution of an inverse problem
(χ ) narrows a class of possible solutions and stabilizes on the regularization parameter, α; χ is the exact-model
the problem. For just this reason the functional (χ) is solution.
called the stabilizer.
The method of regularization is applicable both to and choose αq.opt = αn , where αn is a value for which
linear and nonlinear problems. If A is a linear operator the difference χαn − χαn−1 X between two successive
and (χ ) = χ2L 2 , then we have a quadratic functional solutions minimizing α (χ ) reaches a minimum.
α (χ ). Consequently, Euler’s equations give a linear We have indicated how to construct a regularizing
problem for χα . If A is a nonlinear operator, then the operator Rα for an exactly specified operator A. How-
minimum of the functional α (χ) is found using some ever, in practice, the operator for the forward problem
numerical approach, for example, an iterative procedure may be given only approximately. Let
such as in the optimization method. A − Ah  ≤ h, h>0 (1.35)
The regularization parameter α is determined from
the condition where Ah is an approximate representation for the oper-
ator A, and h is the error between the operator Ah and
Aχα − f F = δ, (1.34) the operator A. In this case, conditions (1.27) through
(1.29) are written as
which correlates α with the observation error δ. In prac-
tice, one chooses a monotonic sequence of regulariza- (1) α = α(η) with lim α = 0, where η = max(δ, h);
η→0
tion parameters, α1 > α2 > · · · > αn . The variational (2) lim Rα A = I ; and
problem (1.33) is solved for each α, and a sequence of α→0
solutions is obtained with corresponding values of mis- χα = lim Rα f= χ .
(3) lim 
η→0 η→0
fit. The parameter α = αopt , for which equation (1.34)
is satisfied, is considered to be optimal. The optimal Then, the smoothing functional takes the form
regularization parameter yields a solution χαopt that is

2
α (χ ) =
Ah χ − f
F + α(χ ) (1.36)
closest to the exact-model solution of the problem. If
α > αopt , then because of the strong effect of the sta- and the optimal value for the regularization parameter
bilizer we obtain an unnecessarily smoothed solution. can be determined from the generalized misfit
If α < αopt , the effect of the stabilizer is too weak and

2  2
we obtain a solution that departs from the exact-model (α) =
Ah χα − f
F − inf Ah χ − f
χ
solution to some equivalent solution, which may differ
−[δ + hχ  X ] 2
(1.37)
markedly from the exact-model solution (Figure 1).
If the observation error δ is not known, the determi- which consists of three terms. The first term deter-
nation of the regularization parameter from the equation mines the equation misfit for the approximate solution
misfit is not possible. In such a case, we may determine χα , the second term gives the minimum possible mis-
a quasi-optimal value, αq.opt , for the regularization para- fit characterizing the degree of incompatibility of the
meter. For example, we can consider a sequence {αn } equation with the approximate data, and the third term

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12 General Statements
expresses the error in the right-hand part of the equa- Solution is commonly carried out in a finite-
tion caused by inaccuracy in the field characteristics and dimensional space of model parameters p ∈ Pn ,
the operator for the forward problem. As indicated by where p = { p1 , p2 , . . . , pn }. The variational problem is
Goncharsky (1987), the generalized misfit (α) is a con- written as
tinuous monotonic nondecreasing function of α having (pmin ) = min (p). (1.40)
a single null (αopt ) = 0. If α > αopt , then with decreas- p∈Pn
ing α the equation misfit will decrease, and the solution The smoothing functional has the form
χα approaches the exact-model solution χ. The optimal
is the value α = αopt for which the departure of the mis-

2  n  2
(p) =
Aχ (p) − f
F + α qk  pk − pk0 
fit from the minimal misfit reaches the error in the right k=1
part of the equation. With further decrease of α, the mis- (1.41)
fit may decrease, but the solution χα may significantly
depart from the exact-model solution. where (p) = 0
{ p10 ,
..., p20 , pn0 }
is a vector of hypothet-
Ignoring the error in the operator A and taking the ical parameters specified a priori, and qk are weight-
minimum misfit of the equation equal to zero, we obtain ing factors specifying the degree of confidence in these


2 parameters.
(αopt ) =
Aχαopt − f
F − δ 2 = 0
which is consistent with equation (1.34). 1.7 ADAPTIVE REGULARIZING OPERATORS
In practice, we still have only rough estimates of δ, h, We have examined a variational approach to the con-
and inf Ah χ − f. However, an analysis of (α) with struction of regularizing operators. Equations (1.33),
a priori assignment of these estimates enables us to find (1.39), and (1.40) specify families of regularizing op-
a value of α close to αopt , and to obtain an approximate erators dependent on the regularization parameter α.
solution to the inverse problem. However, there are other ways to construct parametric
families of regularizing operators. The parameter of reg-
ularization can be introduced directly into the classical
1.6 THE METHOD OF REGULARIZED algorithm for inversion of the ill-posed problem, so that
OPTIMIZATION the solution will be stable and the principle of regular-
In the optimization method, we must have a suffi- ization will be satisfied. In so doing, the regularization
ciently narrow class of models for the medium, because parameter is adapted to the classical solution, and so
only in this case is the inverse problem practically stable. these regularizing operators have been called adaptive
However, alternatively, we can take a sufficiently broad regularizing operators.
class of models, which guarantees an approximation to We will now show an example of an adaptive regu-
the exact-model solution, and ensure the practical sta- larizing operator.
bility of the problem by introducing a stabilizer that Let us consider a Fredholm integral equation of the
selects a set of solutions close to some hypotheti- first kind
 b
cal (most likely) characteristic χ0 . Thus, in place of
equation (1.23), we consider the variational problem k(x, y)χ( y) dy = f (x), x ∈ [a, b] (1.42)
a

α (χα ) = inf α (χ) (1.38) for which the solution χ ( y) exists and is unique. Exam-
χ∈M
ine the function
where α (χ ) is the Tikhonov smoothing functional: χn ( y) = χ ( y) + β cos ny


2

2 where β is an arbitrary parameter. It is easy to see that for
α (χ ) =
Aχ − f
F + α
χ − χ0
X . (1.39) any fixed value of β, we can find some number N such
This approach to the solution of an inverse prob- that for all n ≥ N , the functions χn ( y) satisfy equation
lem has come to be known as regularized optimization. (1.42) with any preassigned accuracy. In fact,
 b 
The problem reduces to minimization of the smooth-  
ing functional α (χ), with an optimal (quasi-optimal)  k(x, y)χ(y) dy − f (x) 
 
regularizing parameter α that is consistent with the ac- a
 b 
 
curacy of the experimental data. The solution procedure 
= |β| ·  k(x, y) cos ny dy  = O(1/n).
is the same as that used in the regularization method. a

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Ill-posed Problems in Geophysics
At the same time, χn ( y) can be strongly different from
χ ( y) because
χn ( y) − χ( y)C = |β| .
Hence, the solution of the Fredholm equation of the
first kind is unstable. This problem is generally solved
with the method of regularization using a variational
approach. But in some cases, the solution can be writ-
ten in classical form, which is valid for the exact data.
For example, in the case of an integral equation of the
convolution type
 ∞
k(x − y)χ( y) dy = f (x) (1.43)
−∞
a solution is simply expressed as a Fourier transform:
 ∞
1 F(ω) −iωy
χ ( y) = e dω (1.44)
2π −∞ K (ω)
where
 ∞  ∞
F(ω) = f (x)eiωx d x K (ω) =
−∞ −∞
However, if the right-hand term f (x) is inaccurate, this
representation is hardly useful because for large |ω|,
errors arise that can strongly distort the solution. For
regularization of the problem we must suppress high
frequencies, and the level of suppression should be con-
sistent with the accuracy of f (x). The regularizing oper-
ator is included directly in equation (1.44), which takes
the form
 ∞
1 F(ω) e−iωy dω
χα ( y) = . (1.45)
2π −∞ K (ω) 1 + αω2 eβ|ω|
Here, α is the regularization parameter selected in ac-
cord with the accuracy of the initial data, and β is a
coefficient that is chosen depending on the behavior
of F(ω)/K (ω) as |ω| → ∞. In this particular exam-
ple, the regularizing operator contains the regularization
parameter in an explicit form.
In some cases the adaptive regularizing operators do
not contain the regularization parameter in an explicit
form. Here, the principle of regularization is ensured
by the selection of a suitable parameter in the classical
algorithm. It may be the number of terms of a series in
a partial sum, the number of iterations in an iterative
procedure, or the size of steps in digitizing a function.
By choosing these parameters in accordance with the
accuracy of the initial data, we can improve the stability
of a problem at the cost of a rougher computational
scheme.
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13
1.8 CONSTRUCTION OF THE INVERSE
OPERATOR
Using the optimization method, we find the solution
of the nonlinear inverse problem Aχ = f by repeating
the forward problem many times. Now we assume that
A is a linear operator and consider the feasibility of
direct construction of the inverse operator A−1 .
The question is how to determine a family of the
regularizing operators R( f, α) that give approximate
expressions Rα = A−1 α for the inverse operator A .
−1
Elements of this family must satisfy conditions (1.27)
through (1.29).
We begin with equation (1.28). This requires mini-
mization of the error ηα = Rα A − I , characterizing
the degree of approximation of Rα to A−1 . The problem
of determining Rα is unstable. As a stabilizer, we take
the norm Rα . Thus, the operator Rα is found from the
condition
inf{Rα A − I 2 + αRα 2 } (1.46)
Rα
k(x)eiωx d x.
which can be used if the structure of Rα has been chosen.
Determining Rα , we obtain the approximate solution
to the inverse problem χα = Rα frelative to the regular-
ization parameter α. The effectiveness of this solution
is characterized by its detailedness, which must be con-
sistent with the resolution of the problem.
It is obvious that the detailedness of the solution de-
pends on the errors ηα in the inversion of operator. For a
large error ηα , we have a rough solution with smoothed
details. With a smaller ηα , we increase the accuracy in
determining the inverse operator and, consequently, can
expect an improved appearance of details.
Let us introduce a measure of detailedness
1 1
dα = = . (1.47)
ηα Rα A − I 
The smaller the error ηα , the larger will be dα , that is, the
higher will be the accuracy of the operator Rα and the
more detailed will be an approximate solution χα ob-
tained with sufficiently small error in the right-hand
term f.
Inasmuch as the operator A−1 is linear, the resolu-
tion of the problem is determined as r = 1/Rα . The
smaller the norm Rα , the narrower will be the com-
pact set of the acceptable solutions selected by the stabi-
lizer and the higher will be the resolution of the problem.
Therefore, the problem stated in equation (1.46) de-
termining the regularizing operator Rα , can be rewritten
14 General Statements
in the form deviation of the approximate solution 
χα from the exact-
  model solution χ . We have
1 α
inf + 2 .
Rα 2
dα r α χα − χ = Rα f − χ = Rα ( f − f ) + (Rα A − I )χ

If we take a monotonic decreasing sequence of = Rα ( f − f ) − (Rα A − I )(
χα − χ )
regularization parameters α1 > α2 > · · · > αn , then in + (Rα A − I )Rα f
accord with equation (1.46) we obtain a sequence of
regularizing operators {Rαn } such that and hence
 f − f  
χα − χ   f
Rα1 A − I  > Rα2 A − I  > · · · > Rαn A − I  χα − χ  ≤
 + + .
rα dα r α dα
Rα1  < Rα2  < · · · < Rαn  (1.48) Let the detailedness of the solution be reasonably
high, that is, dα > 1. Then
from which
dα1 < dα2 < · · · < dαn 1  f − f dα +  f
χα − χ  ≤
 . (1.50)
rα1 > rα2 > · · · > rαn . (1.49) rα dα − 1
Thus, for any α, it is possible to evaluate the accuracy
So we see that with decreasing α, the detailedness of of a solution to the inverse problem. The optimum is the
the solution improves, but the resolution of the problem value α = αopt , which provides the best approximation
decreases (Figure 2). This behavior expresses the para- χα to χ , with a misfit  f − f  that is equal to the error

dox of instability, which was discussed in Section 1.3. in the initial data, δ. This condition can be written as
In the effort to obtain greater detailedness we lose reso-
lution, and with an increase in resolution, detailedness F(αopt ) = inf F(α) (1.51)
α
is lost. Choosing the regularization parameter, we must
find the optimum relationship between the detailedness where
of the solution and resolution of the problem. 1 δdα +  f
If the error of the initial data δ (including both mea- F(α) = .
r α dα − 1
surement error and modeling error) is large, it is nec-
essary to take a greater α; that is, we increase the reso- The determination of αopt reduces to the minimiza-
lution of the problem at the cost of detailedness of the tion of F (Figure 2). Determining αopt , we obtain Rαopt
solution. If δ is rather small, we may decrease α, that is, χαopt = Rαopt f with a guaranteed accuracy of
and find 
we improve the detailedness of the solution at the cost χαopt − χ  ≤ F(αopt ).

of the resolution of the problem. It is obvious that for
any δ, there exists an optimal value αopt that will give In the case of a nonlinear problem, the inverse op-
optimal values for dαopt and for rαopt with guaranteed erator A−1 depends on the field characteristic f , and
accuracy of the solution. for each right-hand part of the equation Aχ = f we
Let us derive the condition that will guarantee must construct its own inverse operator R( f, α), giving
accuracy of the solution. To this end, we examine the an approximate solution  χα . However, if the solution

Fig. 2. The paradox of instability. (a) Dependence of the resolution on the regularization parameter; (b) de-
pendence of the detailedness on the regularization parameter; (c) determination of the optimal regularization
parameter.

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Ill-posed Problems in Geophysics 15
falls near some known χ0 , we can linearize the problem regularization parameter is αopt , determined from con-
in the vicinity of ε(χ0 ) and obtain a linear problem for dition (1.51), which ensures the best accuracy of the
χ − χ0 . Solving this (now linear) problem, we obtain solution. Finally,
an inverse operator Rαopt , but it may be used only for

N
those f which do not expel χ from the vicinity ε(χ0 ). α
χ j opt =

α
ri jopt f i . (1.55)
We will now present two examples of the determina- i=1
tion of an inverse operator.
Solution of the Fredholm Integral Equation of the
Solution of a System of Linear Algebraic Equations First Kind
The system of linear equations We have the equation
 b

N
ai j χ j = f i , i ∈ [1, N ] (1.52) Aχ = k(x, y)χ( y) dy = f (x). (1.56)
j=1 a
The integral operator A can be approximated with a
can be written in the form Ax = f , where A = {ai j }, finite-dimensional operator Ah on some grid {xi }, {yi },
χ = {χ j }, and f = { f i } with i, j ∈ [1, N ]. If the deter- i, j ∈ [1, N ]. Let this grid ensure the desired accuracy
minant of the matrix A is small, then with an inaccurate of an approximation of the function χ ( y) to the grid
right-hand part, f, the problem is unstable and requires function χ {χ(y j ) = χ j }. Then, in place of the integral
regularization. equation (1.56), we have a system of linear algebraic
The regularizing operator for this problem is deter- equations
mined in the form of a matrix Rα = {riαj }. In a quadratic
metric, 
N

 2 Ah 
χ= ai j χ j = f i , i ∈ [1, N ] (1.57)
N  N  N j=1
α
Rα A − I 2 = rim am j − δi j 
i=1 j=1 m=1 where ai j = j k(xi , y) dy and f i = f (xi ), and where
 j is the grid interval with the midpoint y j . The method

N 
N
 α 2 of the inversion of the algebraic operator can be applied
Rα 2 = ri j
to this system, as described above. The only difference
i=1 j=1
is that in addition to the error of the right-hand part,
where δi j = 0 for i = j and δi j = 1 for i = j. Then  f − f ≤ δ, we must consider the error of approxi-
condition (1.46) takes the form mation of the integral operator to the finite-dimensional
 2  operator, A − Ah  ≤ h. The regularization √ parameter
N  
N  N
α
 α 2  is selected depending on the total error γ = δ 2 + h 2 .
inf r a mi − δi j + α ri j . The value γ is substituted into equation (1.51) in place
riαj  m=1 im 
i=1 j=1 of δ.
(1.53)
Thus, we have an extremum problem that gives a system 1.9 THE BACKUS-GILBERT METHOD
of linear equations for riαj :
Another approach to the solution of the Fredholm

N integral equation of the first kind, met in inverse prob-
αriαj + α
rim βm j = a ji (1.54) lems in geophysics, has been developed by G. Backus
m=1 and F. Gilbert (1968).
where A description of the Backus-Gilbert method usually
begins with the following statements. The number of ob-

N
servations is always finite, but the characteristics of the
βm j = amp a j p .
medium may not be represented a priori as a finite num-
p=1
ber of parameters. If the space F is finite-dimensional
Solving this system for a monotonic decreasing se- but the space X is infinite-dimensional, the inverse
quence α1 > α2 > · · · > αn , we find a family of reg- problem Aχ = f , χ ∈ X , f ∈ F is indeterminate, that
ularizing operators {Rαn }. The optimal value for the is, it has an infinite number of solutions. Indeterminacy

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16 General Statements
(to be more precise, underdeterminancy) of the inverse It follows from this relation that the kernel gα (y  , y)
problem holds even for ideally accurate initial data. of the integral transformation (1.59) tends to the Dirac
However, if it is not possible to obtain an exact solu- delta function δ(y  − y) as α → 0. Thus, the proximity
tion to the problem, it is possible to find a smoothed of the regularizing operator Rα to the inverse opera-
(locally averaged) characteristic of the medium, which tor A−1 can be interpreted as proximity of gα (y  , y)
for a present set of observed quantities is determined to the δ-function. A problem lies in the fact that the
uniquely and gives the best approximation to the δ-function does not belong to the function space L 2 .
parameters of the desired model. Thus, emphasis is Therefore, in determining rα (x, y), we must intro-
placed on the construction of an optimal smoothing duce an auxiliary monotonically increasing function
operator having the properties of a spatial filter. ϕ(|y  − y|) such that
The theory of Backus and Gilbert is sometimes op-
ϕ(|y  − y|)
posed to the Tikhonov theory of ill-posed problems. It = O(1) for |y  − y| → 0.
is said that the Backus-Gilbert method is designed for |y  − y|2
underdetermined problems with a limited number of
Now, the condition for proximity of gα (y  , y) to
sufficiently accurate initial data, whereas the Tikhonov
δ(y  − y) can be written as
method is presented to problems that may have a unique
solution but that are unstable because of inaccuracy in  b b
the initial data. Is such a demarcation justified? With lim gα2 (y  , y)ϕ(|y  − y|) dy dy  = 0
α→0 0 0
interpolation, a set of samplings { f i }, i ∈ [1, N ] can be  b
represented as a continuous function f approximating
for gα (y  , y) dy = 1 (1.61)
the true field characteristic f , and then an underdeter- 0
mined problem reduces to a problem that is unstable
due to deviations of ffrom f . It seems that the theory and the error in the inverse operator A−1 takes the form
of Backus and Gilbert may by considered as an integral  b b
part of the general theory of ill-posed problems. ηα2 = gα2 (y  , y)ϕ(|y  − y|) dy dy  . (1.62)
Let us return to the integral equation (1.56) and rep- 0 0
resent the regularizing operator for this problem in the Usually, ϕ(|y  − y|) is taken as (y  − y)2 . In such a
form case
 b  b b  b 2
Rα f = rα (x, y) f(x) d x, y ∈ [0, b] (1.58) ηα =
2 
(y − y) 2
rα (x, y)k(x, y ) d x dy dy  .

0 0 0 0
(1.63)
where rα (x, y) is the kernel of the operator and α is the
regularization parameter. The form (1.58) indicates that If we now write
the integral equation (1.56) is resolvable.  b b
Applying equation (1.58) to equation (1.56), we Rα 2 = rα2 (x, y) d x d y (1.64)
obtain 0 0
 b and refer back to equation (1.46), then, with regard
Rα Aχ = gα (y  , y)χ (y  ) dy  = 
χα ( y) (1.59) to equation (1.61), we obtain a conditional extremum
0 problem:
   b 2
where b b

 inf (y − y) 2
rα (x, y)k(x, y ) d x dy dy 

b rα 0 0 0

gα (y , y) = rα (x, y)k(x, y  ) d x. (1.60)  b 
0 b
+α rα2 (x, y) d x d y (1.65)
Because the regularizing operator must satisfy condi- 0 0
tions (1.27) through (1.29), we have
for
 β  b  b
lim   
gα (y , y)χ (y ) dy = χ ( y). dy rα (x, y)k(x, y  ) d x = 1.
α→0 0 0 0

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Ill-posed Problems in Geophysics 17
The problem reduces to a system of integral equations If the right part of equation (1.56) is given in the form
for rα (x, y): of a limited set of discrete values f i = f (xi ), i ∈ [1, N ],
 b the integral representation in equation (1.67) reduces to
αrα (x, y) + rα (ξ, y)M(x, ξ, y) dξ = 0 the summation
0
 b 
N

rα (ξ, y)m(ξ ) dξ = 1 (1.66) 

χα ( y) = riα ( y) f i (1.70)
0 i=1

where where riα ( y) = rα (xi , y). Thus,

 b
M(x, ξ, y) = (y  − y)2 k (x, y  ) k (ξ, y  ) dy  
N

0 gα (y  , y) = riα ( y)ki (y  ) (1.71)

i=1
and
 b where ki (y  ) = k(xi , y  ). The system of integral equa-
m(ξ ) = k(ξ, y) dy. tions (1.66) has been reduced to algebraic equations.
0
How is the regularization parameter selected? With
Solving for rα (x, y) we have decreasing α, the accuracy of satisfying the initial in-
 b tegral equation (1.56) is improved, but the problem’s
χα ( y) =
 rα (x, y) f(x) d x. (1.67) resolution is diminished. To find the optimal value for
0 α, we construct a monotonic decreasing sequence α1 >
From equations (1.59) and (1.67), it is clear that the α2 > · · · > αn . As optimal can be taken the value of
delta-like kernel gα (y  , y) acts as a filter that slides over α = αopt , for which the error in satisfying the inte-
the medium, creating a smoothing (locally averaged) gral equation (1.56) coincides with the error in its
χα ( y). The smaller the value of α is,
characteristic  right-hand part. To obtain the guaranteed accuracy of
the narrower the filter. Here, the relationship between the solution we determine the optimal value αopt from
the regularization parameter α and the detailedness of condition (1.51).
the solution Inversion of integral operators of the first kind using
   b 2 the Backus-Gilbert method permits not only the solu-
b b
1   tion of the inverse problem but also the evaluation of
dα = = (y − y) 2
rα (x, y)k(x, y ) d x
ηα 0 0 0 its detailedness and resolution. However, the method
−1/2 requires rather cumbersome computations inasmuch as
the system of integral equations (1.66) has to be solved
×dy dy  (1.68) many times (for each y). At the same time, in the di-
rect search for an approximate solution by the method
is especially clear. Decreasing α, we narrow the inter- of regularization, an analogous equation is solved only
val for averaging of χ, and consequently, improve the once. It must also be added that the Backus-Gilbert
detailedness of the solution. method is applicable to linear problems, and for non-
Backus and Gilbert believed that the narrower the linear problems it is necessary first to linearize them in
filter is, the better will be the resolution of the problem. the vicinity of an approximate solution. Linearization
This would be true, if the problem were stable. However, is effected using an iterative algorithm of the pertur-
we deal with an unstable problem, and its resolution bation theory, which shows a general resemblance to
 b b −1/2 the algorithm of regularized optimization. In essentially
1 nonlinear problems, such linearization schemes are not
rα = = 2
rα (x, y) d x d y (1.69)
Rα  0 0
particularly effective. In view of the limitations, the
Backus-Gilbert method (also other methods of inver-
is determined on the correctness set dependent on Rα , sion of integral operators) is usually used for the analysis
which according to equation (1.46) plays the role of of detailedness and resolving power, but not for solution
stabilizer of the problem. With a smaller α, the filter of the inverse problem. It is important to note that in the
narrows but the stabilizer extends, that is, the detailed- Backus-Gilbert method, the detailedness of a solution
ness of the solution rises but the resolving power of the can be characterized by the width of the spatial filter,
problem decreases. Again we must remind you of the and this means that we can evaluate the dimensions of
paradox of instability expressed in equation (1.49). the window through which we view an average image.

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18 General Statements
1.10 PROBABILISTIC STATEMENT function
OF THE INVERSE PROBLEM
χ ) = sup p f (χ )
p f ( (1.74)
The inverse problem Aχ = f can be stated in χ ∈X
probabilistic terms (Gol’tsman, 1971; Kovtun, 1980;
Yanovskaja and Porokhova, 1983; Glasko, 1984; or, as is sometimes more suitable, from the condition
Tarantola, 1987; Spichak, 1999). The probabilistic ap- for the maximum Napierian of the likelihood function
proach is based on the assumption that the errors in the (
χ ) = sup (χ ) (1.75)
field characteristics, f, are stochastic in nature. χ ∈X
Which of these approaches—deterministic or
probabilistic—is the more general? The question where (χ ) = ln p f (χ ).
sounds a bit academic, inasmuch as the two approaches Obviously, the stochastically regularizing operator
have a common philosophy. The point is that in the can be constructed if we know the distribution of func-
probabilistic formulation, the inverse problem remains tions f and χ .
unstable and needs regularization, which does not fol- One cannot say that we know the statistics of geo-
low directly from probabilistic formalism. Obviously, physical fields well. However, we can restrict ourselves
the principal definitions for the probabilistic inverse to considering the measurement errors, and accept the
problem should be derived from the general theory of normal (Gaussian) probability distribution for the func-
regularization. tion f:
We will begin with the principle of regularization, 


1
Aχ − f
2
which in the deterministic case is expressed by equation pχ ( 
f ) = √ exp − F
(1.76)
(1.26). Let δ =  f − f  F be the error of observation, σ f 2π 2σ 2f
and χ − χ X be the error in the solution. Assume that
where σ f is the root-mean-square (standard) deviation
χ − χ X > ε] = 0
lim P[ (1.72) of f.
δ→0
The situation with the statistical description of the
where P [ χ − χ X > ε] is the probability that the er- characteristics of the medium, χ , is even worse. In this
ror of the solution is larger than some arbitrarily small arena our information is very limited, and depending on
positive number ε. Compare equation (1.72) with equa- the meaningfulness of a priori data, we can rely on more
tion (1.26). Equation (1.72) expresses the stochastic or less reasonable hypotheses. Let us examine how to
principle of regularization. An inversion operator con- do this.
structed on the basis of this principle is called a (1) If a priori information about the medium is scanty,
stochastically regularizing operator. then all we can do is to assume that χ is distributed
In constructing a stochastic regularizing operator, we uniformly over an infinite space X . But then, the inverse
make use of the method of maximum likelihood. Let us problem is unstable and its statement (deterministic or
determine the density of the a posteriori (conditional) probabilistic) makes no sense.
probability of a solution χ for the given characteristic (2) Let the a priori information available allow us to
field f. According to the Bayes formula assume that χ belongs to a compact set M ∈ X , and
that it is distributed in this set with uniform density
p f (χ) = p(χ ) pχ ( f) (1.73) 
const = 0, χ ∈ M
p(χ ) = . (1.77)
where p(χ) is the density of the a priori (unconditional) 0, χ∈/M
probability of the solution χ and pχ ( f) is the density of
the a posteriori (conditional) probability of a character- Then

istic field ffor the given characteristics of the medium const

Aχ − f
2
χ . It is reasonable to think that if a solution χ comes (χ ) = ln √ − F
.
into being, the probability of this event was fairly great. σ f 2π 2σ 2f
We can go a bit further and suppose that the most prob- In this case, the condition of maximum likelihood (1.75)
able event characterized by the maximum likelihood is reduces to condition (1.23)
the advent of a solution that is close to the exact-model

solution. This heuristic consideration says that the ap- A χ − f

F = inf
Aχ − f F
χ ∈M
proximate solution to the problem Aχ = f should be
found from the condition for the maximum likelihood known from the optimization method. The problem is

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Ill-posed Problems in Geophysics 19
conditionally correct and can be solved directly by the where
optimization method.

2

2
(3) Now, let us suppose that the existing a priori in- α (χ ) =
Aχ − f
F + α
χ − χ0
X .
formation is sufficient for constructing a hypothetical
In this case the condition for maximum likelihood (1.75)
characteristic of the medium χ0 , which belongs to a
reduces to condition (1.38)
compact set M ⊂ X . The requirement for the desired
solution χ is that it must be close to χ0 (in the prob- χ ) = inf α (χ )
α (
abilistic sense!). We will express this requirement in χ ∈M
terms of the normal distribution


 which makes the basis for the regularized optimization
1
χ − χ0
2 method. Note that the parameter α serves as a parame-
p(χ ) = √ exp − X
(1.78) ter of regularization. This conditionally correct problem
σχ 2π 2σχ2
can be solved directly using the regularized optimiza-
where σχ is the root-mean-square (standard) deviation tion method.
of χ. We see that the probabilistic statement of the in-
Introduce a parameter α, which is equal to the ratio verse problem leads to the same algorithms as in the
of variances for the characteristics f and χ: deterministic approach. If we limit our consideration to
σ 2f the inversion of MT data, then the advantage of the prob-
α = 2. abilistic approach is not obvious. However, the prob-
σχ abilistic approach using the powerful methods of the
Then probability theory and statistics does give a simple and
1 1 convenient tool for analyzing a solution obtained and for
(χ) = ln − 2 α (χ) evaluating its stability (Gol’tsman, 1971; Kovtun, 1980;
2πσ f σχ 2σ f
Yanovskaja and Porokhova, 1983; Spichak, 1999).

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