Efficient stochastic Hessian estimation for full waveform inversion
In this abstract we present a method that allows arbitrary elements of the approximate Hessian to be estimated simultaneously. Preliminary theoretical and numerical investigations suggest that the number of forward models required for this procedure does not increase with the number of shots. As the...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Technical Report |
| Language: | en_US |
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Massachusetts Institute of Technology. Earth Resources Laboratory
2014
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| Online Access: | http://hdl.handle.net/1721.1/90528 |
| _version_ | 1826201370502365184 |
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| author | Willemsen, Lucas Abraham Malcolm, Alison E. Hewett, Russell J. |
| author2 | Massachusetts Institute of Technology. Earth Resources Laboratory |
| author_facet | Massachusetts Institute of Technology. Earth Resources Laboratory Willemsen, Lucas Abraham Malcolm, Alison E. Hewett, Russell J. |
| author_sort | Willemsen, Lucas Abraham |
| collection | MIT |
| description | In this abstract we present a method that allows arbitrary elements of the approximate Hessian to be estimated simultaneously. Preliminary theoretical and numerical investigations suggest that the number of forward models required for this procedure does not increase with the number of shots. As the number of shots increases this means that the cost of estimating these approximate Hessian entries becomes negligible relative to the cost of calculating the gradient. The most obvious application would be to estimate the diagonal of the approximate hessian. This can then be used as a very inexpensive preconditioner for optimization procedures, such as the truncated Newton method. |
| first_indexed | 2024-09-23T11:50:56Z |
| format | Technical Report |
| id | mit-1721.1/90528 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T11:50:56Z |
| publishDate | 2014 |
| publisher | Massachusetts Institute of Technology. Earth Resources Laboratory |
| record_format | dspace |
| spelling | mit-1721.1/905282019-04-12T22:15:05Z Efficient stochastic Hessian estimation for full waveform inversion Willemsen, Lucas Abraham Malcolm, Alison E. Hewett, Russell J. Massachusetts Institute of Technology. Earth Resources Laboratory FWI In this abstract we present a method that allows arbitrary elements of the approximate Hessian to be estimated simultaneously. Preliminary theoretical and numerical investigations suggest that the number of forward models required for this procedure does not increase with the number of shots. As the number of shots increases this means that the cost of estimating these approximate Hessian entries becomes negligible relative to the cost of calculating the gradient. The most obvious application would be to estimate the diagonal of the approximate hessian. This can then be used as a very inexpensive preconditioner for optimization procedures, such as the truncated Newton method. 2014-10-02T14:47:44Z 2014-10-02T14:47:44Z 2013 Technical Report http://hdl.handle.net/1721.1/90528 en_US Earth Resources Laboratory Industry Consortia Annual Report;2013-34 application/pdf Massachusetts Institute of Technology. Earth Resources Laboratory |
| spellingShingle | FWI Willemsen, Lucas Abraham Malcolm, Alison E. Hewett, Russell J. Efficient stochastic Hessian estimation for full waveform inversion |
| title | Efficient stochastic Hessian estimation for full waveform inversion |
| title_full | Efficient stochastic Hessian estimation for full waveform inversion |
| title_fullStr | Efficient stochastic Hessian estimation for full waveform inversion |
| title_full_unstemmed | Efficient stochastic Hessian estimation for full waveform inversion |
| title_short | Efficient stochastic Hessian estimation for full waveform inversion |
| title_sort | efficient stochastic hessian estimation for full waveform inversion |
| topic | FWI |
| url | http://hdl.handle.net/1721.1/90528 |
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