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undersampling. The bottom plots in Figure \ref{fig:fft-inv} correspondto increasing the grid size by a factor of three. Some of theartifacts have been suppressed, at the expense of dealing with alarger grid.\plot{fft-inv}{width=6in}{The left plots show the reconstruction of the original data after transforming back from the $t^2$ grid to the original $t$ grid. The right plots show the difference with the original model. Top: using the original grid size ($N_t = 200$). Bottom: increasing the grid size by a factor of three.}To perform an accurate transform of the grid, I adopted the followingmethod, inspired by \cite[]{Claerbout.sep.48.347}. Let $d_{\mbox{\tiny new}}$ denote the data on the new grid and $d_{\mbox{\tiny old}}$be the data on the old grid. If $L$ is the interpolation operator,defined on the new grid, then the optimal least-square transformationis\begin{equation} \label{interp} d_{\mbox{\tiny new}} = (L^T L)^{-1}\,L\,d_{\mbox{\tiny old}}\;,\end{equation}where $L^T$ denotes the adjoint interpolation operator. The operator$(L^T L)^{-1}$ provides a proper scaling of the result. If we usesimple linear interpolation for the $L$ operator, then $L^T L$ is atridiagonal matrix, which can be easily inverted (in $8 N$operations). If some parts in $d_{\mbox{\tiny new}}$ are not fullyconstrained, then the tridiagonal matrix is not invertible. To obtaina solution in this case, we can include a regularization operator $D$in (\ref{interp}), as follows:\begin{equation} \label{regul} d_{\mbox{\tiny new}} = (L^T L + \epsilon^2 D)^{-1}\,L\,d_{\mbox{\tiny old}}\;,\end{equation}A convenient choice for $D$ is a second derivative operator,represented with the second-order finite-difference approximation.This operator allows the selection of the smoothest possible function$d_{\mbox{new}}$ while preserving the efficient tridiagonal structureof $L^T L + \epsilon^2 D$. In this problem, the parameter $\epsilon$can be chosen as small as possible, as long as it prevents theinversion from getting unstable.\par\subsection{Suppressing wraparound artifacts of the Fourier method}\inputdir{impls}\parThe periodic boundary conditions both in the squared time $\sigma$ andthe spatial coordinate $x$, implied by the Fourier approach, areartificial in the problem of velocity continuation. The artificialperiodicity is convenient from the computational point of view.However, false periodic events (wraparound artifacts) should besuppressed in the final output. A natural method for attacking thisproblem is to apply zero padding in the physical space prior toFourier transform. Of course, this method involves an additionalexpense of the grid size increase.\par\plot{fft-imp}{width=6in}{Impulse responses (Green's functions) of velocity continuation, computed by the Fourier method. Top: without zero padding, bottom: with zero padding. The left plots correspond to continuation to a larger velocity ($+1$ km/sec); the right plots, smaller velocity, ($-1$ km/sec).}\parThe top plots in Figure \ref{fig:fft-imp} show the numerical impulseresponses of velocity continuation, computed by the Fourier method.The initial data contained three spikes, passed through a narrow-bandfilter. Theoretically, continuation to larger velocity (the left plot)should create three elliptical wavefronts, and continuation to smallervelocity (right plot) should create three hyperbolic wavefronts\cite[]{GEO50-01-01100126}. We can see that the results are largelycontaminated with wraparound artifacts. The result of applying zeropadding (the bottom plots in Figure \ref{fig:fft-imp}) shows most ofthe artifacts suppressed.\parChebyshev spectral method, discussed in the next section, provides aspectral accuracy while dealing correctly with non-periodic data.\par \section{Chebyshev Approach}\inputdir{sigvc}For an alternative spectral approach, I adopted the Chebyshev-$\tau$method \cite[]{lanc,orszag}. The Chebyshev-$\tau$ velocity continuationalgorithm consists of the following steps:\begin{enumerate}\item Transform the regular grid in $t$ to Gauss-Lobato collocation points, required for the fast Chebyshev transform. First, a new variable $\xi$ is introduced by the shift transform: \begin{equation} \label{t2x} \xi = 1 - \frac{2\,t^2}{T^2} \end{equation} so that the domain $0 \leq t \leq T$ is mapped into the domain $1 \geq \xi \geq -1$. Second, the $\xi$ grid points are distributed regularly in the cosine projection: $\xi_j = \cos(\frac{\pi j}{N}), j = 0,1,2,\ldots,N$.\item Transform the initial image $P_0 (x,t)$ into the Chebyshev space in $\xi$ and Fourier transform in $x$, using the FFT algorithm. The Chebyshev-Fourier representation of $P_0 (x,t)$ is \begin{equation} \label{cheb} P_0 (x,t) = \sum_{k=-N_x/2}^{N_x/2-1}\sum_{j=0}^{N_t} \hat{P}_{kj} T_j (\xi) e^{i k x}\;, \end{equation} where $T_j$ denotes the Chebyshev polynomial of degree $j$.\item Apply equation (\ref{PDE}) to advance the image in velocity $v$. It is convenient to rewrite this equation in the form \begin{equation} \frac{\partial P}{\partial v} = \frac{v\,T^2}{4}\, \int d\xi\,\frac{\partial^2 P}{\partial x^2}\;. \label{chebPDE} \end{equation} In the Chebyshev-$\tau$ domain, the double differentiation in $x$ is performed by multiplying the Fourier transform of $P$ by $-k^2$, and integration in $\xi$ is performed as a direct operations on the Chebyshev coefficients. In particular, if $\sum_{j=0}^{N} a_j T_j (\xi)$ is the Chebyshev representation of the function $f (\xi)$, then the coefficients $b_j$ of $\int f (\xi) d\xi$ are defined by the relation \begin{equation} \label{int} 2 j\,b_j = c_{j-1} a_{j-1} - a_{j+1} \end{equation} where $c_0 = 2$, $c_j = 0$ for $j < 0$, and $c_j = 1$ for $j > 0$. The constant of integration (and, correspondingly, the coefficient $b_0$) can be found at each velocity step from the boundary conditions (\ref{BC}), which are transformed to the form \begin{equation} \label{chebBC} \left.P\right|_{\xi=-1} = \sum_{j=0}^{N_t} \hat{P}_{kj} (-1)^j = 0\;. \end{equation} For the velocity advancement I used an implicit Crank-Nicolson scheme, which is unconditionally stable independent of the velocity step size. By writing equation (\ref{chebPDE}) in the matrix form \begin{equation} \frac{\partial \mathbf{P}}{\partial v} = \mathbf{A}\,\mathbf{P}\;, \label{matrix} \end{equation} the Crank-Nicolson advancement is represented by the equation \begin{equation} \label{CN} \mathbf{P}_{v+dv} = \left(\mathbf{I} - \mathbf{A}\,\frac{dv}{2}\right)^{-1} \left(\mathbf{I} + \mathbf{A}\,\frac{dv}{2}\right) \mathbf{P}_v\;, \end{equation} where $\mathbf{I}$ is the identity matrix. The inverted matrix $\left(\mathbf{I} - \mathbf{A}\,\frac{dv}{2}\right)$ has a tridiagonal structure, except for the first row, implied by the boundary condition (\ref{chebBC}). A careful treatment of the boundary condition by the matrix-bordering method \cite[]{faddeev,boyd} allows for an efficient inversion at a tridiagonal solver speed.\item Transform the result of the velocity advancement back to the physical domain.\item Transform the grid back to being regularly space in $t$.\end{enumerate}\par\plot{cheb1}{width=6in}{Synthetic seismic data before (left) and after (right) transformation to the Chebyshev grid in squared time.}\par\plot{cheb1-inv}{width=6in}{The left plots show the reconstruction of the original data after transforming back from the Chebyshev grid to the original $t$ grid. The right plots show the difference with the original model. Top: using the original grid size ($N_t = 200$). Bottom: increasing the grid size by a factor of three.}\parThe first advantage of the Chebyshev approach comes from the betterconditioning of the grid transform. Figure \ref{fig:cheb1} shows thesynthetic data before and after the grid transform. Figure\ref{fig:cheb1-inv} shows a reconstruction of the original data aftertransforming back from the Chebyshev grid (Gauss-Lobato collocationpoints). The difference with the original image is negligibly small.\par\plot{cheb1-fft}{width=6in}{Left: Synthetic data after Chebyshev transform. Right: the real part of the Fourier transform in the space coordinate.}\parThe second advantage is the compactness of the Chebyshevrepresentation. Figure \ref{fig:cheb1-fft} shows the data after thedecomposition into Chebyshev polynomials in $\xi$ and Fouriertransform in $x$. We observe a very rapid convergence of the Chebyshevrepresentation: a relatively small number of polynomials suffices torepresent the data.\inputdir{impls}\par\plot{cheb-impl}{width=6in}{Impulse responses (Green's functions) of velocity continuation, computed by the Chebyshev-$\tau$ method. Top: without zero padding, bottom: with zero padding on the $x$ axis. The left plots correspond to continuation to a larger velocity ($+1$ km/sec); the right plots, smaller velocity, ($-1$ km/sec).}\parThe third advantage is the proper handling of the non-periodic boundaryconditions. Figure \ref{fig:cheb-impl} shows the velocity continuationimpulse responses, computed by the Chebyshev method. As expected, nowraparound artifacts occur on the time axis, and the accuracy of theresult is noticeably higher than in the case of finite differences(Figure \ref{fig:fd-imp}).\par \section{Conclusions}\inputdir{sigvc}\parI have applied two spectral methods for a numerical solution of thevelocity continuation problem.\parThe Fourier method is attractive because of its numerical efficiency.However, it requires additional computational effort to suppressnumerical artifacts: the inaccuracy of the grid transform andthe artificial periodicity in the physical space.\parThe Chebyshev-$\tau$ method is free of most of these difficulties,although its overall efficiency can be slightly inferior to that ofthe Fourier method.\parBoth methods possess a ``spectral'' accuracy, which is highly desiredif accuracy is a concern.\par\plot{mig-impl}{width=6in}{Top left: synthetic model (the ideal image). Top right: synthetic data. Bottom left: the result of velocity continuation with the Fourier method. Bottom right: the result of velocity continuation with the Chebyshev method.}\parFigure \ref{fig:mig-impl} compares the results of velocitycontinuation with different methods. The top left plot shows animplied subsurface model (an ``ideal image''). The top right plot isthe corresponding synthetic data. The bottom left plot is the outputof the Fourier method, and the bottom right plot is the output of theChebyshev method. The Fourier result shows a poor quality in theshallow part (caused by subsampling in the $t^2$ grid). The wraparoundartifacts were suppressed by a zero-padding correction. The quality ofthe Chebyshev result is noticeably higher. It is close to the bestpossible accuracy, under the natural limitations of seismic resolution.\bibliographystyle{seglike} \bibliography{SEG,SEP2,spec}%%% Local Variables: %%% mode: latex%%% TeX-master: t%%% End:
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