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\lefthead{Fomel}\righthead{Spectral velocity continuation}\footer{SEP--97}\title{Velocity continuation by spectral methods}\email{sergey@sep.stanford.edu} %\keywords{imaging, velocity continuation, spectral methods, Fourier,% Chebyshev}\author{Sergey Fomel}\maketitle\begin{abstract}I apply Fourier and Chebyshev spectral methods to derive accurate and efficient algorithms for velocity continuation. As expected, the accuracy of the spectral methods is noticeably superior to that of the finite-difference approach. Both methods apply a transformation of the time axis to squared time. The Chebyshev method is slightly less efficient than the Fourier method, but has less problems with the time transformation and also handles accurately the non-periodic boundary conditions.\end{abstract}\section{Introduction}\inputdir{impls}\parIn a recent work \cite[]{me,Fomel.sep.92.159}, Iintroduced the process of \emph{velocity continuation} to describe acontinuous transformation of seismic time-migrated images with achange of the migration velocity. Velocity continuation generalizesthe ideas of residual migration\cite[]{GEO50-01-01100126,Etgen.sepphd.68} and cascaded migrations\cite[]{GEO52-05-06180643}. In the zero-offset (post-stack) case, thevelocity continuation process is governed by a partial differentialequation in midpoint, time, and velocity coordinates, first discoveredby \cite{Claerbout.sep.48.79}. \cite{hubral1} and\cite{hubral2} describe this process in a broader context of``image waves''. Generalizations are possible for the non-zero offset(prestack) case \cite[]{Fomel.sep.92.159,SEG-1997-1762}.\parA numerical implementation of velocity continuation process providesan efficient method of scanning the velocity dimension in the searchof an optimally focused image. The first implementations\cite[]{Li.sep.48.85,Fomel.sep.92.159} used an analogy with Claerbout's15-degree depth extrapolation equation to construct afinite-difference scheme with an implicit unconditionally stableadvancement in velocity. \cite{Fomel.sep.95.sergey2} presented anefficient three-dimensional generalization, applying the helixtransform \cite[]{Claerbout.sep.95.jon1}.\par\plot{fd-imp}{width=6in}{Impulse responses (Green's functions) of velocity continuation, computed by a second-order finite-difference method. The left plots corresponds to continuation to a larger velocity ($+1$ km/sec); the right plot, smaller velocity, ($-1$ km/sec).}\parA low-order finite-difference method is probably the most efficientnumerical approach to this method, requiring the least work pervelocity step. However, its accuracy is not optimal because of thewell-known numerical dispersion effect. Figure \ref{fig:fd-imp} showsimpulse responses of post-stack velocity continuation for threeimpulses, computed by the second-order finite-difference method\cite[]{Fomel.sep.92.159}. As expected from the residual migrationtheory \cite[]{GEO50-01-01100126}, continuation to a higher velocity(left plot) corresponds to migration with a residual velocity, and itsimpulse responses have an elliptical shape. Continuation to a smallervelocity (right plot in Figure \ref{fig:fd-imp}) corresponds todemigration (modeling), and its impulse responses have a hyperbolicshape. The dispersion artifacts are clearly visible in the figure.\parIn this paper, I explore the possibility of implementing a numericalvelocity continuation by spectral methods. I adopted two differentmethods, comparable in efficiency with finite differences. The firstmethod is a direct application of the Fast Fourier Transform (FFT)technique. The second method transforms the time grid to Chebyshevcollocation points, which leads to an application of theChebyshev-$\tau$ method \cite[]{lanc,orszag,boyd}, combined with anunconditionally stable implicit advancement in velocity. Both methodsemploy a transformation of the grid from time $t$ to the squared time$\sigma = t^2$, which removes the dependence on $t$ from thecoefficients of the velocity continuation equation. Additionally, theFourier transform in the space (midpoint) variable $x$ takes care ofthe spatial dependencies. This transform is a major source ofefficiency, because different wavenumber slices can be processedindependently on a parallel computer before transforming them back tothe physical space.\par\section{Problem formulation}\parThe post-stack velocity continuation process is governed by a partialdifferential equation in the domain, composed by the seismic imagecoordinates (midpoint $x$ and vertical time $t$) and the additionalvelocity coordinate $v$. Neglecting some amplitude-correcting terms\cite[]{Fomel.sep.92.159}, the equation takes the form\cite[]{Claerbout.sep.48.79}\begin{equation} \frac{\partial^2 P}{\partial v\, \partial t} + v\,t\,\frac{\partial^2 P}{\partial x^2} = 0\;. \label{PDE}\end{equation}Equation (\ref{PDE}) is linear and belongs to the hyperbolic type. Itdescribes a wave-type process with the velocity $v$ acting as a``time-like'' variable. Each constant-$v$ slice of the function$P(x,t,v)$ corresponds to an image with the corresponding constantvelocity. The necessary boundary and initial conditions are \begin{equation} \label{BC} \left.P\right|_{t=T} = 0\;\quad \left.P\right|_{v=v_0} = P_0 (x,t)\;,\end{equation}where $v_0$ is the starting velocity, $T=0$ for continuation to asmaller velocity and $T$ is the largest time on the image (completelyattenuated reflection energy) for continuation to a larger velocity.The first case corresponds to ``modeling''; the latter case, toseismic migration.\parMathematically, equations (\ref{PDE}) and (\ref{BC}) define aGoursat-type problem \cite[]{kurant}. Its analytical solution can beconstructed by a variation of the Riemann method in the form of anintegral operator \cite[]{me,Fomel.sep.92.159}:\begin{equation}P(t,x,v) = \frac{1}{(2\,\pi)^{m/2}}\,{\int\, \frac{1}{(\sqrt{v^2-v_0^2}\,\rho)^{m/2}}\, \left(- \frac{\partial}{\partial t_0}\right)^{m/2}P_0\left(\frac{\rho}{\sqrt{v^2-v_0^2}},x_0\right)\,dx_0}\;,\label{kirch}\end{equation}where $\rho = \sqrt{(v^2-v_0^2)\,t^2 + (x - x_0)^2}$, $m=1$ in the 2-Dcase, and $m=2$ in the 3-D case. In the case of continuation from zerovelocity $v_0=0$, operator (\ref{kirch}) is equivalent (up to theamplitude weighting) to conventional Kirchoff time migration\cite[]{GEO43-01-00490076}. Similarly, in the frequency-wavenumberdomain, velocity continuation takes the form\begin{equation} \label{stolt} \hat{P} (\omega,k,v) = \hat{P}_0 (\sqrt{\omega^2+k^2 (v^2-v_0^2)},k)\;,\end{equation}which is equivalent (up to scaling coefficients) to Stolt migration\cite[]{GEO50-11-22192244}, regarded as the most efficient migrationmethod.\parIf our task is to create many constant-velocity slices, there areother ways to construct the solution of problem (\ref{PDE}-\ref{BC}).Two alternative spectral approaches are discussed in the next twosections.\par\section{Fourier approach}\inputdir{sigvc}\parIntroducing the change of variable $\sigma = t^2$, we can transformequation (\ref{PDE}) to the form\begin{equation} 2\,\frac{\partial^2 P}{\partial v\, \partial \sigma} + v\,\frac{\partial^2 P}{\partial x^2} = 0\;, \label{PDE2}\end{equation}whose coefficients don't depend on the time variables. Double Fouriertransform in $\sigma$ and $x$ further simplifies equation (\ref{PDE2})to the ordinary differential equation\begin{equation} \label{ODE} 2\,i\Omega\,\frac{d^2 \hat{P}}{d v} - v\,k^2\,\hat{P} = 0\;,\end{equation}where the frequency $\Omega$ corresponds to the time coordinate$\sigma$, and $k$ is the wavenumber in $x$. Equation (\ref{ODE}) hasan explicit analytical solution\begin{equation} \label{ODEsol} \hat{P} (k,\Omega,v) = \hat{P}_0 (k,\Omega)\, e^{\frac{i k^2(v_0^2-v^2)}{4\Omega}}\;,\end{equation}which defines a very simple algorithm for the numerical velocitycontinuation. The algorithms consists of the following steps:\begin{enumerate}\item Transform the input from a regular grid in $t$ to a regular grid in $\sigma$.\item Apply FFT in $x$ and $\sigma$.\item Multiply by the all-pass phase-shift filter $e^{\frac{i k^2(v_0^2-v^2)}{4\Omega}}$.\item Inverse FFT in $x$ and $\sigma$.\item Inverse transform to a regular grid in $t$.\end{enumerate}\plot{t2}{width=6in}{Synthetic seismic data before (left) and after (right) transformation to the $\sigma$ grid.}Figure \ref{fig:t2} shows a simple synthetic model of seismicreflection data from \cite[]{Claerbout.bei.95} before and aftertransforming the grid, regularly spaced in $t$, to a grid, regular in$\sigma$. The left plot of Figure \ref{fig:t2-fft} shows the Fouriertransform of the data. Except for the nearly vertical event, whichcorresponds to a stack of parallel layers in the shallow part of thedata, the data frequency range is contained near the origin in the$\Omega-k$ space. The right plot of Figure \ref{fig:t2-fft} shows thephase-shift filter for continuation from zero imaging velocity (whichcorresponds to unprocessed data) to the velocity of 1 km/sec. Therapidly oscillating part (small frequencies and large wavenumbers) isexactly in the place, where the data spectrum is zero and correspondsto physically impossible reflection events.\plot{t2-fft}{width=6in}{Left: the real part of the data Fourier transform. Right: the real part of the velocity continuation operator (continuation from 0 to 1 km/s) in the Fourier domain.}Algorithm (\ref{ODEsol}) is very attractive from the practical pointof view because of its efficiency (based on the FFT algorithm). Theoperations count is roughly the same as in Stolt migration(\ref{stolt}): two forward and inverse FFTs and forward and inversegrid transform with interpolation (one complex-number transform in thecase of Stolt migration). Algorithm (\ref{ODEsol}) can be even moreefficient than Stolt method because of the simpler structure of theinnermost loop. However, its practical implementation faces twodifficult problems: artifacts of the $t^2$ grid transform andwraparound artifacts\par\subsection{Improving the accuracy of the $t^2$ grid transform}\parThe first problem is the loss of information in the transform to the$t^2$ grid. As illustrated in Figure \ref{fig:t2}, the shallow part ofthe data gets severely compressed in the $t^2$ grid. The amount ofcompression can lead to inadequate sampling, and as a result, aliasingartifacts in the frequency domain. Moreover, it can be difficult torecover from the loss of information in the transformed domain whentransforming back into the original grid. A partial remedy for thisproblem is to increase the grid size in the $t^2$ domain. The top plotsin Figure \ref{fig:fft-inv} show the result of back transformation tothe $t$ grid and the difference between this result and the originalmodel (plotted on the same scale). We can see a noticeable loss ofinformation in the upper (shallow) part of the data, caused by
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