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\label{eqn:dcp}\end{equation}\parIt is natural to wonder where in real lifewe would encounter a \bx{Snell wave} that we could downward continuewith equation~(\ref{eqn:dcp}).The answer is that any wave from real lifecan be regarded as a sum of waves propagating in all angles.Thus a field data set should first be decomposedinto Snell waves of all values of $p$,and then equation~(\ref{eqn:dcp})can be used to downward continue each $p$,and finally the components for each $p$ could be added.This process akin to Fourier analysis.We now turn to Fourier analysis as a method of downward continuationwhich is the same idea butthe task of decomposing data into Snell wavesbecomes the task of decomposing data into sinusoids along the $x$-axis.\subsection{Downward continuation with Fourier transform}\sx{Fourier downward continuation}\parOne of the main ideas in Fourier analysisis that an impulse function(a delta function)can be constructed by the superposition of sinusoids(or complex exponentials).In the study of time series this construction is used for the{\em impulse response}of a filter.In the study of functions of space,it is used to make a physical point sourcethat can manufacture the downgoing wavesthat initialize the reflection seismic experiment.Likewise observed upcoming waves can be Fourier transformed over $t$ and $x$.\parRecall in chapter~\ref{wvs/paper:wvs}, a plane wave carryingan arbitrary waveform, specified byequation~(\ref{wvs/eqn:mvwv}).Specializing the arbitrary function to bethe real part of the function  $ \exp [ - i \omega (t-t_0 ) ]$  gives\begin{equation}\hbox{moving cosine wave} \ \ =\ \  \cos\left[ \  \omega \left(  {x \over v }\  \sin \, \theta \ +\ {z \over v }\  \cos \, \theta \ -\  t \   \right) \   \right]\label{eqn:2iei5}\end{equation}Using Fourier integrals on time functions we encounter the{\em  Fourier kernel}$\exp(-i\omega t)$.To use Fourier integrals on thespace-axis  $x$  the spatial angular frequency must be defined.Since we will ultimately encounter many space axes(three for shot, three for geophone, also the midpoint and offset),the convention will be to use asubscript on the letter  $k$  to denote theaxis being Fourier transformed.So  $ k_x $  is the angular spatial frequency onthe $x$-axis and  $ \exp ( i k_x x ) $  isits Fourier kernel.For each axis and Fourier kernel there is the question of the sign before the $i$.The sign convention used here is the one used in most physics books,namely, the one that agrees with equation~(\ref{eqn:2iei5}).Reasons for the choice are given in chapter~\ref{ft1/paper:ft1}.With this convention, a wave moves in the{\em  positive}direction along the space axes.Thus the Fourier kernel for  $(x , z , t)$-spacewill be taken to be\begin{equation}\hbox{Fourier kernel} \ =\  %\ \ =\ \ e^{ i \, k_x x} \  e^{ i \, k_z z} \  e^{ - \, i \omega t} \ = \ \exp [ i ( k_x x  \ +\  k_z z \ -\  \omega t ) ]\label{eqn:2iei6}\end{equation}\parNow for the whistles, bells, and trumpets.Equating (\ref{eqn:2iei5}) to the real part of (\ref{eqn:2iei6}),physical angles and velocity are related to Fourier components.The Fourier kernel has the form of a plane wave.These relations should be memorized!\begin{equation}\vbox{\offinterlineskip  \def\tablerule{\noalign{\hrule}}  \hrule  \halign {&\vrule#&    \strut\quad\hfil#\quad\cr    height10pt &\multispan3 &\cr    &\multispan3 {\hfil\rm Angles and Fourier Components}\hfil&\cr    height10pt &\multispan3 &\cr    \tablerule    height10pt &\omit    &&\omit  &\cr    &$\sin \theta =\displaystyle {\strut v\ k_x \over \omega}$          &&$\cos \theta = \displaystyle {\strut v\ k_z \over \omega}$ &\cr   height10pt &\omit    &&\omit  &\cr  }   \hrule}\label{eqn:sincos}\end{equation}\par\noindentA point in $(\omega,k_x,k_z)$-space is a plane wave.The one-dimensional Fourier kernel extracts frequencies.The multi-dimensional Fourier kernel extracts (monochromatic) plane waves.\parEqually important is what comes next.Insert the angle definitions into the familiarrelation  $ \sin^2 \theta + \cos^2  \theta = 1 $.This gives a most important relationship:\begin{equation}k_x^2 \ +\  k_z^2 \ \ =\ \  { \omega^2   \over  v^2 }\label{eqn:wavedisp}\end{equation}The importance of (\ref{eqn:wavedisp}) is that it enablesus to make the distinction betweenan arbitrary function and a chaotic functionthat actually is a wavefield.Imagine any function  $u(t,x,z)$.Fourier transform it to  $U(\omega , k_x , k_z ) $.Look in the  $ ( \omega , k_x , k_z ) $-volume for any nonvanishingvalues of  $U$.You will have a wavefield if and only ifall nonvanishing $U$ have coordinates that satisfy (\ref{eqn:wavedisp}).Even better,in practice the $(t,x)$-dependence at $z=0$ is usually known,but the $z$-dependence is not.Then the $z$-dependence is found by assuming $U$ is a wavefield,so the $z$-dependence is inferred from (\ref{eqn:wavedisp}).\parEquation~(\ref{eqn:wavedisp}) also achieves fame as the``dispersion relation of the scalar \bx{wave equation},''a topic developed more fully in IEI.\parGiven any $f(t)$ and its Fourier transform $F(\omega)$we can shift $f(t)$ by $t_0$if we multiply $F(\omega)$ by $e^{i\omega t_0}$.This also works on the $z$-axis.If we were given $F(k_z)$ we could shift it from the earth surface $z=0$down to any $z_0$ by multiplying by$e^{ik_z z_0}$.Nobody ever gives us $F(k_z)$,but from measurements on the earth surface $z=0$and double Fourier transform, we can compute $F(\omega,k_x)$.If we assert/assume that we have measured a wavefield, then we have$k_z^2 = \omega^2/v^2 - k_x^2$,so knowing $F(\omega,k_x)$ means we know $F(k_z)$.Actually, we know $F(k_z,k_x)$.Technically, we also know $F(k_z,\omega)$, butwe are not going to use it in this book.\parWe are almost ready to extrapolate waves from the surface into the earthbut we need to know one more thing --- which square root dowe take for $k_z$?That choice amounts to the assumption/assertion of upcoming ordowngoing waves.With the exploding reflector model we have no downgoing waves.A more correct analysis has two downgoing waves to think about:First is the spherical wave expanding about the shot.Second arises when upcoming waves hit the surface and reflect back down.The study of multiple reflections requires these waves.\subsection{Linking Snell waves to Fourier transforms}To link \bx{Snell wave}s to Fourier transforms we mergeequations~(\ref{wvs/eqn:5iei4a}) and~(\ref{wvs/eqn:5iei4b})with equations~(\ref{eqn:sincos})\begin{eqnarray}{k_x \over \omega} \eq{\partial t_0 \over \partial x} \ \ \ &=&\ \ \  { \sin \, \theta  \over v }                   \eq p\label{eqn:kxofvp}\\{k_z \over \omega} \eq{\partial t_0 \over \partial z} \ \ \ &=&\ \ \  { \cos \, \theta  \over v }                   \eq { \sqrt{1-p^2 v^2} \over v}\label{eqn:kzofvp}\end{eqnarray}\inputdir{.}The basic downward continuation equation for upcoming waves in Fourier spacefollows from equation~(\ref{eqn:dcp}) by eliminating $p$ by usingequation~(\ref{eqn:kxofvp}).For analysis of real seismic datawe introduce a minus sign because equation~(\ref{eqn:kzofvp}) refers to downgoing wavesand observed data is made from up-coming waves.\begin{equation}U( \omega , k_x ,z+\Delta z) \eqU( \omega , k_x ,z) \  \exp \left( \, -\  {i \omega \Delta z \over v} \ \sqrt{ 1  -\ {v^2k_x^2  \over \omega^2 }\  } \   \right)\label{eqn:dckxw}\end{equation}In Fourier space we delay signals by multiplying by$e^{i\omega \Delta t}$,analogously, equation~(\ref{eqn:dckxw}) sayswe downward continue signals into the earthby multiplying by $e^{i k_z \Delta z}$.Multiplication in the Fourier domainmeans convolution in time which can be depicted by the engineering diagramin Figure~\ref{fig:inout}.\plot{inout}{width=5.0in}{	Downward continuation of a downgoing wavefield.	}%\newslide\parDownward continuation is a product relationshipin both the $\omega$-domain and the $k_x$-domain.Thus it is a convolution in both time and $x$.What does the filter look like in the time and space domain?It turns out like a cone, that is,it is roughly an impulse functionof  $x^2+z^2 - v^2 t^2$.More precisely, it is the Huygens secondary wave sourcethat was exemplified by ocean waves entering a gap through a storm barrier.Adding up the response of multiple gaps inthe barrier would be convolution over  $x$.\inputdir{phasemod}\parA nuisance of using Fourier transforms in migration and modelingis that spaces become periodic.This is demonstrated in Figure~\ref{fig:diag}.Anywhere an event exits the frame at a side, top, or bottom boundary,the event immediately emerges on the opposite side.In practice, the unwelcome effect of periodicityis generally ameliorated by padding zeros around the data and the model.\plot{diag}{width=6.0in,height=2.5in}{        A reflectivity model on the left        and synthetic data using a Fourier method on the right.        }%\newslide\section{PHASE-SHIFT MIGRATION}\sx{migration!phase-shift}The phase-shift method of migrationbegins with a two-dimensional Fourier transform (2D-FT) of the dataset.(See chapter \ref{ft1/paper:ft1}.)This transformed data is downward continuedwith  $\exp(ik_z z)$  and subsequently evaluatedat $t=0$ (where the reflectors explode).Of all migration methods,the phase-shift methodmost easily incorporates depth variation in velocity.The phase angle and obliquity function are correctly included,automatically.Unlike Kirchhoff methods,with the phase-shift method there is no danger of aliasing the operator.(Aliasing the data, however, remains a danger.)\parEquation~(\ref{eqn:dckxw}) referred to upcoming waves.However in the reflection experiment,we also need to think about downgoing waves.With the exploding-reflector concept of a zero-offset section,the downgoing ray goes along the same path as the upgoing ray,so both suffer the same delay.The most straightforward way of converting one-way propagationto two-way propagation is to multiply time everywhere by two.Instead, it is customary to divide velocity everywhere by two.Thus the Fourier transformed data values,are downward continued to a depth $\Delta z$ by multiplying by\begin{equation}e^{ i\,k_z \Delta z }\eq\exp \left(  \  - \ i \, {2\,\omega \over v }\ \sqrt{1 \ -\  { v^2\,k_x^2   \over 4\,\omega^2 } }\  \Delta z \right)\label{eqn:3.4}\end{equation}Ordinarily the time-sample interval $\Delta \tau$  for the output-migratedsection is chosen equal to the time-sample rateof the input data (often 4 milliseconds).Thus, choosing the depth  $ \Delta z = (v/2) \Delta \tau $,the downward-extrapolation operator for a single time step $\Delta \tau$ is\begin{equation}C\eq\exp  \left( \  - \,i \, \omega \  \Delta \tau\,\sqrt{1 \ -\  { v^2\,k_x^2   \over 4\,\omega^2 } }\ \ \right)\label{eqn:3.5}\end{equation}Data will be multiplied many times by  $C$,  thereby downwardcontinuing it by many steps of  $\Delta \tau$.\subsection{Pseudocode to working code}Next is the task of imaging.Conceptually, at each depth an inverse Fourier transform is followedby selection of its value at  $t = 0$.(Reflectors explode at  $t=0$).Since only the Fourier transform at one point,$t = 0$,is needed,other times need not be be computed.We know the $\omega =0$ Fourier componentis found by the sum over all time,analogously, the $t=0$ componentis found as the sum over all $\omega$.(This is easily shown by substituting $t=0$into the inverse Fourier integral.)Finally,inverse Fourier transform  $ k_x $  to  $x$.The migration process,computing the image from the upcoming wave  $u$,may be summarized in the following pseudo code:\par\noindent\def\eq{\quad =\quad}$$\vbox{\begin{tabbing}  $U(\omega, k_x, \tau = 0) = FT[u(t, x)]$                   \\  For \= $\tau = \Delta\tau, 2\Delta\tau$,         \ldots, end of time axis on seismogram   \\      \> For all \= $k_x$                        \\      \>         \> For all \= $\omega$            \\      \>         \>        \> $C =\ $exp$(-i\omega \Delta            \tau \sqrt{1 - v^2 k_x^2/ 4\omega^2})$   \\      \>         \>        \> $U(\omega, k_x, \tau) =                                U(\omega, k_x, \tau - \Delta\tau ) \ast C$  \\      \> For all \= $k_x$                         \\      \>         \> Image$ (k_x, \tau) = 0$.        \\      \>         \> For all \= $\omega$            \\      \>         \>        \> Image$(k_x, \tau) = \                               $Image$(k_x, \tau) + U(\omega, k_x, \tau)$   \\      \> image$(x, \tau) = FT[$Image$(k_x, \tau)]$    \\\end{tabbing}}$$\par\noindentThis pseudo code Fourier transforms a wavefieldobserved at the earth's surface $\tau =0$,and then it marches that wavefield down into the earth ($\tau>0$)filling up a three-dimensional function, $U(\omega, k_x, \tau)$.Then it selects $t=0$, the time of the exploding reflectorsby summing over all frequencies $\omega$.(Mathematically,this is likefinding the signal at $\omega =0$ by summing over all $t$).\parTurning from pseudocode to real code,an important practical realityis that computer memories are not big enoughfor the three-dimensional function $U(\omega, k_x, \tau)$.But it is easy to intertwine the downward continuationwith the summation over $\omega$so a three-dimensional function need not be kept in memory.%This is done in the real code in subroutine {\tt phasemig()}.%\progdex{phasemig}{migration}

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