IOP PUBLISHING JOURNAL OF GEOPHYSICS AND ENGINEERING

J. Geophys. Eng. 6 (2009) 412–425 doi:10.1088/1742-2132/6/4/009

Fractal-based stochastic inversion of

poststack seismic data using very fast
simulated annealing

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R P Srivastava1 and M K Sen2
1
National Geophysical Research Institute, Fractals in Geophysics Group, Uppal Road, Hyderabad,
500 007, India
2
Institute for Geophysics, J J Pickle Research Campus, Bldg 196, 10100 Burnet Road (R2200),
Austin, TX 78758-4445, USA
E-mail: ravi prakash@ngri.res.in and mrinal@ig.utexas.edu

Received 2 May 2009

Accepted for publication 21 September 2009
Published 23 October 2009
Online at stacks.iop.org/JGE/6/009

Abstract
Seismic data do not contain some low- and high-frequency information because of the
band-limited nature of the source wavelet. A deterministic inversion of such band-limited
seismic data produces smooth models which are devoid of high-frequency variations observed
in well logs. Stochastic inversion methods often based on random Gaussian priors can have a
limitation of producing high frequencies in the desired model particularly the frequency band
not constrained by the input seismic data. In this paper, we propose a new stochastic poststack
inversion algorithm where fractal models constructed from statistical properties of well logs
are used to generate a priori models. This provides a high-resolution model without injecting
spurious high-frequency estimates in model space. Stacked seismic data are used in the
inversion in which a suitable objective function is minimized using a nonlinear optimization
method called ‘very fast simulated annealing’. We demonstrate the effectiveness of our
method for the estimation of acoustic impedance with the application to a field dataset.

Keywords: seismic, inversion, stochastic, fractal, acoustic impedance

(Some figures in this article are in colour only in the electronic version)

1. Introduction the number and spatial distribution of wells over a reservoir.

Inversion of seismic data plays a vital role in reservoir
characterization. High-resolution inversion methods add
significant value to the inversion results and increase the
confidence level in the interpretation of seismic data (Sen
and Stoffa 1991, 1995, Sen 2006, Rowbotham et al 2003).
The well logs provide the most accurate information on the
petrophysical properties of a subsurface reservoir. However,
a spatially continuous description of a reservoir at the well
log scale is not available due to the availability of well
data at sparse locations. One approach to obtain a 3D
description of a reservoir is to use some type of geostatistical
interpolation, extrapolation or simulation (Hass and Dubrule
1994). Accuracy of such geostatistical models is limited by
Therefore, seismic being the most continuous information
available (although at a lower vertical resolution), inversion
of seismic data adds great value in reservoir characterization
(Francis 2006a, Pendrel 2001). Seismic inversion is a
process which converts seismic information into petrophysical
properties such as acoustic and shear impedances, P- and S-
wave velocities and density (Dimri 1992, Sen 2006, Vedanti
and Sen 2009) which are then used to understand the reservoir
characteristics.
Compared to raw seismic traces, an inversion
provides more high-resolution results which facilitate better
interpretation, for instance, of net pay thickness and porosity
(Torres-Verdin et al 1999, Francis 2006a, 2006b). Despite
obtaining higher resolution images compared to the original

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 Fractal-based stochastic inversion

seismic, inversion results are devoid of some low and high

frequencies. Due to the band limitation of the seismic data,
inversion estimates fall way below the resolution desired
by the reservoir engineers. Regularization methods can be
employed to address some of these issues but even with
regularization such as sparsity constraints, blocky-ness and
maximum entropy constraints, inversion results do not match
the frequency band of the well logs (Russell 1988, Russell
and Hampson 1991, Rietsch 1977, 1978, 1988). In other

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words, the low- and high-frequency parts of a reservoir model
reside in the null space. The only approach to increase the
resolution of seismic inversion is to combine well log data as
a priori information with seismic data during inversion—such
an inversion is termed a ‘stochastic inversion’. A stochastic
inversion incorporates prior models which control the high-
and low-frequency bands missing in the seismic data. Even
though the high-frequency variation of elastic properties does
affect seismic amplitudes, estimation of such high-frequency
part of a model is highly non-unique. Thus it becomes very
important to select/generate a priori models which contain
a realistic frequency band and do not inject spurious high-
frequency model parameters in the null space which cannot be
constrained by the input seismic data. Generally, stochastic
inversion methods employ random Gaussian prior with a white
spectrum unlike the observed logs or those created by a fractal
method which shows a scaling spectrum. Thus, random
Gaussian prior has enough scope to leave high- and low-
frequency model estimates unconstrained by the band-limited
seismic data.
In this paper, we report on the development of a new
stochastic inversion method where we describe our a priori
probability density function (pdf) using a fractional Gaussian
pdf which represents the statistics of a well log better than
a normal distribution does (Hewett 1986, Hardy 1992). A Figure 1. Flow chart of the general methodology used for
fractional Gaussian pdf is described by three parameters, deterministic inversion.
namely mean, variance and Hurst coefficient which can be
easily estimated from available well logs. The prior generated normal incidence of the seismic wave. Also, it is assumed that
in this way facilitates high-resolution consistent estimates of data are noise-free. Further, the reflectivity (rk ) is related to
the model parameters. We demonstrate the feasibility and the acoustic impedance by
usefulness of our method with application to 2D field seismic Ik+1 − Ik
data. A comparison of results obtained with our algorithm rk = , (2)
Ik+1 + Ik
and a widely used deterministic algorithm shows that the
where Ik = ρ k vk , ρ k is the density and vk is the velocity of the
stochastic inversion yields high-resolution estimates. The
kth layer.
confidence level of stochastic model estimates is determined
Thus poststack inversion can be thought of as estimation
by a statistical analysis.
of reflectivity or acoustic impedance. Thus, based on
equation (1), estimation of reflectivity is a linear inverse
2. Theory: poststack inversion problem whereas estimation of acoustic impedance is a
nonlinear inverse problem (equation (2)). To solve the
Poststack inversion is a process to analyse stacked seismic nonlinear problem of acoustic impedance estimation, we use
traces for the estimation of the earth parameters. The a global optimization technique called very fast simulated
estimation process relies on the fundamental relationship annealing (VFSA). The innovative part of this paper is the
between the earth’s reflectivity and observed seismic data application of fractal theory to generate realistic prior models
given by a 1D convolution model (Yilmaz 2000): as intelligent initial guesses to the VFSA optimization module.
x(t) = w(t) ∗ r(t) + n(t), (1)
2.1. Deterministic inversion
where x(t) is the observed seismic trace, w(t) is the source
wavelet, r(t) is the earth’s reflectivity and n(t) is the noise. A nice and concise treatment of deterministic seismic inversion
In this model, multiples are not considered and it is valid for can be found in Hampson and Russell software documentation.

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R P Srivastava and M K Sen
(a)
(b)
(c)
(d )
Figure 2. Frequency spectrum of (a) observed log, (b) fractal-based
log, (c) random prior and (d) spectrum of observed seismic data;
these show that any model estimate below 25 Hz and above 90 Hz
frequency will not be constrained by the input seismic data.
Most of the deterministic inversion algorithms are gradient
based with the variation in treatment of the first- and second-
order derivative calculations and smoothing/roughening
414
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Figure 3. Flow chart of the general methodology used for
fractal-based stochastic inversion.
model constraints (Shewchuk 1994, Minkoff 1996, Vedanti
et al 2005). We have used the STRATA module of Hampson
and Russell software for the deterministic seismic inversion.
There are several options available in the deterministic seismic
inversion which differ in their treatment of input wavelet and
model constraints to address the non-uniqueness problem.
The following procedures are performed prior to a
deterministic poststack inversion.
(1) Well tie and extraction of seismic wavelet using both
seismic as well as well log data.
(2) Pick horizons to decide the zone of inversion analysis.
(3) Interpolate the available well logs guided by the picked
horizons. Further apply a low-pass filter, typically 10–
12 Hz, to generate a smooth low-frequency acoustic
impedance model.
(4) Invert the seismic traces using a recursive inversion
procedure. This inversion result gives a middle-
frequency band (approximately 25–70 Hz, depending on
the frequency content of the seismic data) estimate of the
acoustic impedance.
(5) Finally combine the low-frequency estimate derived in
step 3 with the band-limited estimate of step 4 to generate
a final inversion output.

Figure 4. Test of fractional Gaussian noise characteristic of the given well log. (a) Given acoustic impedance log. (b) Histogram of the well
log. (c) Co-variance showing power law behaviour. (d) Semi-variogram showing power law behaviour. (e) Log power spectrum showing
power law. (f ) Hurst coefficient (H = 0.80) showing the fGn characteristic of the well log.
Before applying the inversion algorithm to invert an entire
seismic volume, an analysis is performed to tune the
parameters and scaling factors by examining the inversion
results at a well location. A flow chart of general methodology
followed for deterministic inversion is shown in figure 1.
2.2. Stochastic inversion
The band-limited characteristic of seismic data and its poor
vertical resolution decaying with time entail more focus on
developing an inversion algorithm that takes care of these
limitations. By definition, a stochastic inversion is not
an estimation process—rather it is a statistical process in
which several possible model realizations are generated which
satisfy the observed data. The beauty of stochastic inversion
algorithms is that they can incorporate various geophysical
information with seismic to enhance the inversion results
(Contreras et al 2006, Varela et al 2006). Often well log
information is used in conjunction with the seismic data
to enhance vertical resolution as well as the low-frequency
content of the model parameters. Standard stochastic inversion
algorithms use random Gaussian prior as an initial model
which contains the white spectrum. The inversion algorithm
does not constrain the high- and low-frequency components
of the initial model as the input seismic is devoid of the high-
and low-frequency bands. Thus, random Gaussian prior can
leave undesired frequency in model space unconstrained by
Fractal-based stochastic inversion
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the seismic during inversion. This fact is demonstrated by
the frequency spectrum shown in figure 2 for real well log
and seismic trace, fractal-based and random Gaussian-based
models of the well log.
The novel approach of stochastic inversion algorithm used
in this paper is to make use of the fractal nature of the well logs.
We use the concept of fractal theory to exploit the fact that well
logs follow fractal behaviour. Using this concept we generate
an a priori model which is input to our VFSA inversion module
as a starting solution. The prior model generated by the fractal
method contains statistical properties of the available well log
and thus it serves as an intelligent initial guess to our inversion
algorithm. The prior generated by our algorithm contains a
similar frequency band to that of the available well log. Thus,
there is no scope that it can leave spurious frequencies in the
model space even if it is not constrained by the input seismic
data. Also we impose constraints on some of the statistical
parameters such as the mean, variance and Hurst coefficient
(H) in our inversion algorithm.
The input to our stochastic algorithm is the same as that
discussed in the deterministic case. However, in this case,
we use an interpolated well log corresponding to each seismic
trace for the estimation of statistical properties, namely mean,
variance and Hurst coefficient. In our method, we do not need
to combine the low-frequency model estimate derived from
the well log with the model estimate obtained from inversion.
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R P Srivastava and M K Sen
Figure 5. Poststack seismic data used in inversion. Red curves
show three available well logs. Horizon top and bottom marked by
blue lines show the zone of interest. Seismic data between 980 and
1110 ms have been used for inversion (courtesy D Hampson and
B Russell).
The general framework of the algorithm used in this paper
is shown in figure 3. The details of the theoretical background
of generating fractal-based prior model and its application are
described in the following subsections.
2.3. Fractal characteristics of well logs
Analysis of well logs shows that most of the well logs
exhibit power law (scaling) behaviour often termed as fractal
behaviour (Hewett 1986, Emanual et al 1987, Hardy 1992,
Dimri 2000, 2005). Similar is the case with a reflectivity
sequence which unlike the common assumption of whiteness
follows fractal behaviour (Todoeschuck and Jensen 1988,
Saggaf and Toksoz 1999, Saggaf and Robinson 2000, Toverud
et al 2001). A time/space series (in our case well logs) is said
to exhibit a fractal characteristic if its co-variance, variogram
and log power spectrum follow power behaviour and the Hurst
coefficient (H) lies between 0.5 and 1.0. Analysis for the
fractal characteristic of a well log used in our study is shown
in figure 4.
Fractal characteristic of well log data and seismic
reflectivity sequence motivated us to generate trace-by-trace
1D realization of an acoustic impedance model as an input to
our stochastic inversion algorithm. There are various methods
available to generate synthetic fractal time series (Davies and
416
Harte 1987, Peitgen and Saupe 1988, Percival and Walden
1993, Caccia et al 1997). We closely follow a method proposed
by Caccia et al (1997) to generate the exact fractional Gaussian
noise (fGn) for 1D time series using the fractional Gaussian
process (fGp). To make the paper self-contained, we describe
below the fGp and its use to generate fGn.
2.3.1. The fGp algorithm. Fractional Gaussian noise
represents stochastic processes which can be simulated as time
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series realizations with expected auto-covariance determined
by intermittence coefficient also known as the Hurst coefficient
(H). Fractional Gaussian noise consists of normally distributed
random variables with zero mean and an auto-covariance
function given by
R(τ ) = 0.5σ 2 (|τ + 1|2H − 2|τ |2H + |τ − 1|2H ), (3)
where τ is the time separation of random variables.
Note that Gaussian white noise is fGn with H = 0.5 and
R(τ ) = 0 for τ  1; thus, Gaussian noise is a special case of
the fractional Gaussian noise.
The fGp generates exact fGn so that both the mean and the
auto-covariance function for the generated time series follow
the mean and auto-covariance of the input time series (well
log), respectively. The algorithm transforms independent
identically distributed (iid) standard normal random variables
into correlated or anti-correlated series based on their Hurst
coefficient, dictated by equation (3). Using the fast Fourier
transform of the auto-covariance function, fGp operates on
N log2 N operations. A mathematical framework of fGn
generation and estimation of the Hurst coefficient is given
in appendix A.
2.4. Very fast simulated annealing (VFSA)
A detailed description of simulated annealing (SA) and
very fast simulated annealing (VFSA) can be found in
Kirkpatrick et al (1983), Ingber (1989) and Sen and Stoffa
(1995). However, for completeness, we discuss in brief the
VFSA method used in this paper. We closely follow the
notation and description given by Sen and Stoffa (1995).
The concept of SA is an extension of statistical mechanics
concept cast in the form of an optimization problem. It is
essentially a Monte Carlo approach for minimizing a function
of a large number of parameters. Simulated annealing (SA)
is analogous to the annealing of solids. When a solid is
heated beyond its melting point and then cooled slowly to
form crystals, the process is known as annealing. The critical
parameter in this process is the rate of cooling and initial
temperature. If cooling is slow enough (annealing) then the
solid forms pure crystals referring to the state of minimum
energy (global minima). On the other hand if the melt is cooled
rapidly (quenching) then it does not form crystals, rather it ends
up forming a glass, which refers to a local minimum solution.
The description of the VFSA algorithm, model update and
cooling schedule used in our study is given in appendix B.
 Fractal-based stochastic inversion

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(a)

(b)

Figure 6. (a) Computed acoustic impedance (right panel) using density log (left panel) and P-wave (middle panel) at well 1 located at
Xline-42, Inline-13. (b) Computed acoustic impedance (right panel) using density log (left panel) and P-wave (middle panel) at well 2
located at Xline-42, Iline-27. The zone of interest is between 980 and 1120 ms. The analysis for inversion parameters is done using this well
log. (c) Computed acoustic impedance (right panel) using the density log (left panel) and P-wave (middle panel) at well 3 located at
Xline-42, Iline-39. Logs shown in (a)–(c) have been used to generate interpolated well logs corresponding to each trace in seismic data
guided by the picked horizons shown in figure 5.

3. Numerical examples
3.1. Data
We test our algorithm on a known dataset—poststack seismic
data and well logs given as a demo dataset in the Strata
module of Hampson Russell software. We selected a cross
line (number 42) that has three wells which can be used to
constrain the analysis. The seismic data along cross line 42
are shown in figure 5. The spectra of the seismic and log data
are shown in figure 2 which show the band-limited character
of the seismic data. Three well logs available along selected
cross line with computed acoustic impedance are shown in
figures 6(a)–(c). We picked two horizons shown as top and
bottom horizons in the seismic data for our analysis (figure 5).
After a horizon pick, we performed well tie at all three
well locations available across the seismic line. Subsequent
to well tie, we extracted a wavelet using seismic and well

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(c)

Figure 6. (Continued.)

Figure 7. Interpolated acoustic impedance logs corresponding to each trace in cross-line no 42 of the given seismic data.

log data. As a part of data preparation for a model-based 3.2. Examples

inversion, available acoustic impedance logs were interpolated
and extrapolated along the picked horizons to generate acoustic
impedance corresponding to each seismic trace. This provides
interpolated well logs at each trace location (figure 7). Also we
generated a 10–12 Hz smooth model from interpolated well
logs. Interpolated well logs serve as input to our inversion
algorithm for estimating statistical properties, namely mean,
variance and Hurst coefficient in order to generate fractal-
based prior model for use in our stochastic inversion. Smooth
logs are used to choose model bounds in the stochastic
inversion and starting models in a deterministic inversion.
The result from deterministic inversion analysis is shown in
figure 8, which shows model estimate and data match at the
well location. Finally inversion was applied to the entire
seismic volume to estimate the earth’s acoustic impedance
using the same scaling constants and parameters used at
the well location. A deterministic inversion estimate of
acoustic impedance constrained with three wells is shown in
figure 12(a). It is obvious from figures 8(a) and 12(a) that
the deterministic inversion estimates are smooth and represent
an average estimate of the model parameters. Further, the
deterministic inversion results from figure 12(a) show that

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(a)

(b)
Figure 8. (a) Estimate of acoustic impedance using a deterministic inversion algorithm at well location. (b) Data match and residual at a
well location using our stochastic inversion algorithm. First panel shows observed seismic trace at well location, second panel is seismic
obtained from the best-fit model using stochastic inversion and third panel shows data residual. A single trace is displayed five times.

broad features from seismic data have been picked as can be
seen at times 1040, 1060 and 1070 ms. The deterministic
estimates are average and smooth estimates by way of their
mathematical formulation. Thus they often fail to meet the
resolution demanded by reservoir engineers.
Stochastic inversion result at a well location is shown
in figures 9(a)–(c); this shows the model estimate (acoustic
impedance), data fit and comparison of stochastic model
estimate with deterministic model estimate at the well location
shown in figure 6(b). Multiple realizations of the model
estimate are shown in figure 10 which shows 25 realizations
of the inverted acoustic impedance at the well location. The
mean impedance curve is shown by a thick black line. The
inverted and observed seismic data along cross line 42 are
shown in figure 11 using both stochastic and deterministic
inversion to check the data estimates from inversion. An
inverted acoustic impedance map, which is a mean of the
25 realizations generated by the stochastic inversion method
for the entire line is shown with the deterministic inversion
results in figure 12 for comparison.

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(a)

(c)

Figure 9. (Continued.)

(b)

Figure 9. (a) Estimate of acoustic impedance using our

fractal-based stochastic inversion algorithm at a well location. Note
the high resolution characteristic of the results which picks major
peaks at 1040, 1055 and 1068 ms. At the well location, inversion
analysis was performed between 980 and 1120 ms. The entire
seismic line was inverted between 980 and 1110 ms. (b) Data match
and residual at a well location using our stochastic inversion
algorithm. The left panel shows observed seismic trace at well
location, the middle panel is the seismic obtained from the best-fit
model using stochastic inversion and the right panel shows data
residual. A single trace is displayed five times. (c) Comparison of
stochastic (blue) model estimate with the deterministic model (red).
Observed model computed from the well log is shown as a black
curve. Figure 10. Multiple realizations of acoustic impedance estimates at
a well location using our stochastic inversion algorithm. A standard
deviation analysis based on these realizations shows 15–20%
4. Discussions variation in the model estimate. The thick black line shows the
mean of all the realizations.
In our stochastic inversion analysis, we generated several
realizations to appraise the sensitivity of the solution. It is a stochastic inversion has remarkable agreement with the
clear from figure 9(a) that acoustic impedance derived from measured values of acoustic impedance from the well log.

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(a)

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(b)

Figure 11. (a) The input seismic data (observed seismic) are shown in the upper panel; the lower panel shows synthetic seismic data
corresponding to the best-fit model derived by our stochastic inversion algorithm. (b) The input seismic data (observed seismic) are shown
in the upper panel; the lower panel shows synthetic seismic data corresponding to the best-fit model derived by the deterministic inversion
algorithm.

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Figure 12. Comparison of the results obtained using stochastic (upper panel) and deterministic (lower panel) inversion algorithms. Note the
vertical stripes at trace numbers 10 and 40 in the deterministic result due to the addition of low-frequency estimate by the algorithm. Also
poor continuity of the event at 1030 ms after trace number 70 is obvious. Colour bar shows acoustic impedance values (in m s−1 × g cc−1).

The result shows high-resolution estimates which have picked
most of the realistic peaks available in the well log. Further,
the estimated result at the well location has similar variations
as those in the observed well log. This ensures that the inverted
model estimate contains frequencies similar to those available
in the observed log. The maximum standard deviation of
the acoustic impedance of a layer computed from multiple
realizations is below 20%. This analysis shows that all the
results are realistic and increases the level of confidence in the
estimated model parameters.
The deterministic inversion result at a well location
(figure 8(a)) shows that the estimated model neither captures
correct amplitudes nor the frequency content. Rather it
gives a mean value of the model estimate. Also the
deterministic solution suffers from the bias forcefully included
in the form of low-frequency estimate derived from well
logs. The low frequency bias appears in the form of
vertical bands in deterministic inversion results. A close
look at figure 12(bottom) shows clear vertical bands between
trace numbers 10 and 40 and another band between trace
numbers 40 and 70. Careful observation shows that the
estimated acoustic impedance volume using the deterministic
algorithm (figure 12(bottom)) has low resolution and many
subtle events are not resolved, for instance a small event at
1065 ms between trace numbers 100 and 110 (figure 12(top)).
Further, the continuity of the events starting at 1020, 1040
and 1060 ms is better defined in the stochastic inversion
results (figure 12(top)) than those in the deterministic
results (figure 12(bottom)). Stochastic inversion results
(figure 12(top)) have higher resolution compared to the
deterministic results shown in figure 12(bottom). A the Hurst coefficient and covariance computed using the Hurst
comparison of results using stochastic and deterministic
inversions is shown in figure 12. The vertical resolution in our
stochastic inversion results is consistent with the well log
measurements and helps to delineate thin beds. The well logs
shown in figures 6(a)–(c) correspond to the trace numbers 13,
27 and 39, respectively. The inversion analysis was done at the
well corresponding to the trace number 27. Note the quality
of results away from wells in stochastic (figure 12(top)) and
deterministic (figure 12(bottom)) results. It is obvious that the
deterministic result after the trace numbers 70–119 has poor
continuity and a low resolution (figure 12), whereas stochastic
inversion result has remarkable continuity. It is obvious that
the vertical resolution is greatly enhanced in the stochastic
inversion results. Thus this is a successful demonstration of
the fact that a stochastic inversion enforces a tight connection
between seismic amplitude and well log information whereas
a deterministic inversion does not.
5. Conclusions
A stochastic inversion using a fractal-based prior facilitates
achieving models with a realistic frequency band similar to
those observed at a well location. This comes from the fact
that a fractal-based prior contains a similar frequency band as
that of the real model. It is shown in the case of poststack
seismic inversion that it is possible to accurately detect and
delineate spatial reservoir units (thin beds beyond the seismic
resolution limit) by our method, which would otherwise go
undetected using a deterministic seismic inversion. Also a
fractal-based prior provides an intelligent initial guess to the
VFSA modelling module which facilitates faster convergence.
Our approach facilitates the incorporation of constraints like
coefficient, which enforces convergence, and it is also cheap to
compute. One assumption in our approach is the stationarity of

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the time series meaning that the fractal parameters are the same
in the entire well log used in our analysis. We also assume that
the fractal parameters computed from interpolated well logs
are representatives of true fractal nature. Thus, the success of
our method is also dependent on the horizon-guided well log
interpolation.
Acknowledgments
Estimation of Hurst coefficient: rescaled range analysis
One of the crucial parameters to generate a fractal-based signal
is the Hurst coefficient. There are several methods available
for the estimation of the Hurst coefficient (Chamoli et al 2007,
Turcottee 1997, Caccia et al 1997). It is known that if the
input signal has a sufficient number of samples then re-scaled
range (RS) analysis works well. In this paper, we have used
the re-scaled range analysis to compute the Hurst coefficient.
Hurst et al (1965) found empirically that many datasets in

RPS would like to thank the Department of Science and
Technology (DST), Govt of India for financial support in the
form of BOYSCAST fellowship. Thanks to two anonymous
reviewers for their constructive comments which improved
the manuscript. The help by Eike Rietsch in using Seislab
is greatly appreciated. Discussions with Samik Sil, Armando
Sena and Nimisha Vedanti were very fruitful.
Appendix A
The following steps describe the generation of fGn.
Compute the variance (σ 2) and the Hurst coefficient (H)
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nature satisfy the power law relation:
 H
R N
= , (A.4)
S 2
where H is known as the Hurst coefficient, N is the number
of data points, and R and S stand for the range and standard
deviation obtained from the R/S analysis.
The R/S analysis is easily extended to discrete time series.
The analysis is based on the computation of range and standard
deviation of the detrended time series. The running sum of the
series relative to its mean is computed for several segments of
the time series, which is given by

n

of given acoustic impedance (AI) log; then using equation (1) yn = (yi − ȳn ), n = 2, N − 1. (A.5)
i=1
compute the auto-covariance. Without loss of generality, let
N be the power of 2 samples in log (say M = 2N). For j = The range is defined by
0,1, . . . , M/2, compute the exact spectral power S(k) from the RN = (yn )max − (yn )min, with SN = σN, (A.6)
discrete Fourier transform of the sequence R: R(0), R(1), . . . ,
where SN is the standard deviation of each segment of the time
R(M/2 − 1), R(M/2), R(M/2 − 1), . . . , R(1) given by
series (yn ).

M/2 The plot of log(R/S) versus log(N/2) is a straight line, and
S(k) = R(τ ) e−i2πk(τ/M) the slope gives the value of the Hurst coefficient H.
τ


M−1
Appendix B
+ R(M − τ ) e−i2πk(τ/M) . (A.1)
τ =M/2+1 The annealing concept has been nicely framed in a
Check that all the values of the auto-covariance function mathematical framework using the analogy between model
S(k)  0 for all k. Negative values indicate that the sequence parameters of an optimization problem and particles of an
is not valid. idealized heated solid material. The formation of crystals in
the annealing process occurs at the minimum energy state.
Further, generate W (k), k = 0, 1, . . . , M − 1, iid
The lowest energy state of the physical material is analogous
Gaussian random numbers with zero mean and unit
to the minimum error in an optimization problem. In terms
variance.
of stochastic process each configuration of physical particles
Calculate randomized spectral amplitude, V(k), such that is referred to as a state. As temperature is lowered, at each
√ ⎫
V (0) = W (0) S(0), ⎪ temperature, the solid is allowed to reach thermal equilibrium
√ ⎪
⎬
V (k) = [W (2k − 1) + iW (2k)] 0.5 S(k), 1  k < M/2 where the probability of being in a state i with energy Ei
√ , (equivalent to error function in optimization) is given by the
V (M/2) = W (M − 1) S(M/2), ⎪
⎪
⎭
V (k) = V ∗ (M − k), M/2 < k  M − 1 following Gibb’s or Boltzmann probability density function as
described in Sen and Stoffa (1995),
(A.2) Ei
 
exp − KT 1 Ei
where ∗ denotes that V(k) and V(M − k) are complex P (Ei ) =  E
= exp − , (B.1)
exp j Z(T ) KT
conjugates. j ∈S
KT

Finally, use the first N elements of the discrete Fourier

where the set S consists of all possible configurations, K is
transform of V(k) to compute the simulated series Y(k):
Boltzmann’s constant, T is temperature and Z(T) is a partition
1  function given by
M−1
Y (k) = √ V (k) e−i2πk(c/M) , c = 0, 1, . . . , N − 1.   
M k Ej
Z(T ) = exp − . (B.2)
j ∈S
KT
(A.3)

423
R P Srivastava and M K Sen
The temperature is reduced gradually after thermal equilibrium
has been reached such that in the limit T → 0, the minimum
energy state becomes highly probable. Based on the cooling
schedule, there are several variants of simulated annealing
(Metropolis et al 1953, Geman and Geman 1984, Szu and
Harley 1987, Ingber 1993).
The variants to SA depend on random move to search
the model space and cooling schedule to change the control
parameter ‘T’ referred to as temperature. VFSA is one such
variant of SA proposed by Ingber (1989, 1993). The model
acceptance rule in VFSA is the same as that used in SA;
however, it differs in the following counts, which makes it
more robust and faster.
• In VFSA, each model parameter in NM dimensional
space can have different finite range of variations. Thus
each model parameter is allowed to have different degree
of perturbations from their current position. Further it
requires a temperature for each model parameter and these
can be different for each model parameter.
• It also requires a global temperature to be used in
acceptance criteria, which can be different from the model
parameter temperatures.
• It uses a product of NM one-dimensional Cauchy-like
distributions as it is difficult to generate NM dimensional
Cauchy distribution for calculating random numbers.
• To achieve these conditions, VFSA uses model parameter
perturbations according to the following formula:
simultaneous inversion of partially-stacked seismic amplitude
mk+1
i = kik + yi mmax i − mmin
i , (B.3)
a probability governed by the temperature and error function
given as
 
E
P = exp − , (B.6)
T
where E is the cost function or error.
In the beginning, when T is high, the probability of
accepting solutions with E  0 is more. However, as
the temperature decreases, the algorithm moves towards the
greedy mode, where it selects only those solutions which have
Downloaded from https://academic.oup.com/jge/article/6/4/412/5127411 by National Geophysical Research Institute user on 24 May 2022
E  0.
Occasional selection of models with higher energy states
(E  0) makes the algorithm robust and increases the chance
that the algorithm does not get trapped in the local minimum.
Since this is a probabilistic estimation, it requires several runs
to generate a sufficient number of realizations to assess the
uncertainty in the final model estimates. A normal practice is
to do a standard deviation analysis of the multiple realizations
to assess the consistency of the model estimates.
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