Most inverse problems in the industry (and particularly in geophysical exploration) are highly underdetermined because the number of model parameters too high to achieve accurate data predictions and because the sampling of the data space is scarce and incomplete; it is always affected by different kinds of noise. Additionally, the physics of the forward problem is a simplification of the reality. All these facts result in that the inverse problem solution is not unique; that is, there are different inverse solutions (called equivalent), compatible with the prior information that fits the observed data within similar error bounds. In the case of nonlinear inverse problems, these equivalent models are located in disconnected flat curvilinear valleys of the cost-function topography. The uncertainty analysis consists of obtaining a representation of this complex topography via different sampling methodologies. In this paper, we focus on the use of a particle swarm optimization (PSO) algorithm to sample the region of equivalence in nonlinear inverse problems. Although this methodology has a general purpose, we show its application for the uncertainty assessment of the solution of a geophysical problem concerning gravity inversion in sedimentary basins, showing that it is possible to efficiently perform this task in a sampling-while-optimizing mode. Particularly, we explain how to use and analyze the geophysical models sampled by exploratory PSO family members to infer different descriptors of nonlinear uncertainty.
In this paper, we present a methodology to perform geophysical inversion of large‐scale linear systems via a covariance‐free orthogonal transformation: the discrete cosine transform. The methodology consists of compressing the matrix of the linear system as a digital image and using the interesting properties of orthogonal transformations to define an approximation of the Moore–Penrose pseudo‐inverse. This methodology is also highly scalable since the model reduction achieved by these techniques increases with the number of parameters of the linear system involved due to the high correlation needed for these parameters to accomplish very detailed forward predictions and allows for a very fast computation of the inverse problem solution. We show the application of this methodology to a simple synthetic two‐dimensional gravimetric problem for different dimensionalities and different levels of white Gaussian noise and to a synthetic linear system whose system matrix has been generated via geostatistical simulation to produce a random field with a given spatial correlation. The numerical results show that the discrete cosine transform pseudo‐inverse outperforms the classical least‐squares techniques, mainly in the presence of noise, since the solutions that are obtained are more stable and fit the observed data with the lowest root‐mean‐square error. Besides, we show that model reduction is a very effective way of parameter regularisation when the conditioning of the reduced discrete cosine transform matrix is taken into account. We finally show its application to the inversion of a real gravity profile in the Atacama Desert (north Chile) obtaining very successful results in this non‐linear inverse problem. The methodology presented here has a general character and can be applied to solve any linear and non‐linear inverse problems (through linearisation) arising in technology and, particularly, in geophysics, independently of the geophysical model discretisation and dimensionality. Nevertheless, the results shown in this paper are better in the case of ill‐conditioned inverse problems for which the matrix compression is more efficient. In that sense, a natural extension of this methodology would be its application to the set of normal equations.
Classical least‐squares techniques (Moore–Penrose pseudoinverse) are covariance based and are therefore unsuitable for the solution of very large‐scale linear systems in geophysical inversion due to the need of diagonalisation. In this paper, we present a methodology to perform the geophysical inversion of large‐scale linear systems via the discrete wavelet transform. The methodology consists of compressing the linear system matrix using the interesting properties of covariance‐free orthogonal transformations, to design an approximation of the Moore–Penrose pseudoinverse. We show the application of the discrete wavelet transform pseudoinverse to well‐conditioned and ill‐conditioned linear systems. We applied the methodology to a general‐purpose linear problem where the system matrix has been generated using geostatistical simulation techniques and also to a synthetic 2D gravimetric problem with two different geological set‐ups, in the noise‐free and noisy cases. In both cases, the discrete wavelet transform pseudoinverse can be applied to the original linear system and also to the linear systems of normal equations and minimum norm. The results are compared with those obtained via the Moore–Penrose and the discrete cosine transform pseudoinverses. The discrete wavelet transform and the discrete cosine transform pseudoinverses provide similar results and outperform the Moore–Penrose pseudoinverse, mainly in the presence of noise. In the case of well‐conditioned linear systems, this methodology is more efficient when applied to the least‐squares system and minimum norm system due to their higher condition number that allows for a more efficient compression of the system matrix. Also, in the case of ill‐conditioned systems with very high underdetermined character, the application of the discrete cosine transform to the minimum norm solution provides very good results. Both solutions might differ on their regularity, depending on the wavelet family that is adopted. These methods have a general character and can be applied to solve any linear inverse problem arising in technology, particularly in geophysics, and also to non‐linear inversion by linearisation of the forward operator.
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