Full Wavefield Inversion Methods for Monitoring Time-lapse Subsurface Velocity Changes by OF TECHNOLOGY Di Yang OCT 16 204 B.S, M.S., Nanjing University (2009) LIBRARIES Submitted to the Department of Earth, Atmospheric and Planetary Sciences in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Geophysics at the MASSACHUSETTS INSTITUTE OF TECHNOLOGY September 2014 @ Massachusetts Institute of Technology 2014. All rights reserved. Signature redacted A uthor ....... .............................. Department of Earth, Atmospheric and Planetary Sciences June 2, 2014 Signature redacted Certified by Signature redacted Alison E. Malcolm Assistant Professor Thesis Supervisor Certified by. Signature redacted Accepted by... 1~ Michael Fehler Senior Research Scientist Thesis Supervisor .. .. . . . v. . . .Hilst Schlumberger Professor of Earth Sciences Head, Department of Earth, Atmospheric and Planetary Sciences 2 Full Wavefield Inversion Methods for Monitoring Time-lapse Subsurface Velocity Changes by Di Yang Submitted to the Department of Earth, Atmospheric and Planetary Sciences on June 2, 2014, in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Geophysics Abstract Quantitative measurements of seismic velocity changes from time-lapse seismic experiments provide dynamic information about the subsurface that improves the understanding of the geology and reservoir properties. In this thesis, we propose to achieve the quantitative analysis using full wavefield inversion methods which are robust in complex geology. We developed several methodologies in both the data domain and image domain to handle different time-lapse seismic acquisitions. In the data domain, we implemented double-difference waveform inversion (DDWI), and investigated its robustness and feasibility with realistic acquisition non-repeatabilities. Well-repeated time-lapse surveys from Valhall in the North Sea are used to compare DDWI and conventional time-lapse full waveform inversion (FWI) schemes. An FWI approach that uses the baseline and monitor datasets in an alternating manner is proposed to handle time-lapse surveys without restrictions on geometry repeatability, and to provide an uncertainty analysis on the time-lapse changes. In the image domain, we propose time-lapse image domain wavefield tomography (IDWT) that inverts for P- and S-wave velocity changes by matching baseline and monitor images produced with small offset reflection surveys. This method is robust to survey geometry non-repeatabilities and baseline velocity errors. A low velocity zone caused by local CO 2 injections in SACROC, West Texas is found by IDWT with time-lapse walkaway vertical seismic profile surveys. The methods in this thesis combined, allow for an integrated velocity inversion to achieve high-resolution subsurface monitoring with various types of acquisitions in complex geology. Thesis Supervisor: Alison E. Malcolm Title: Assistant Professor Thesis Supervisor: Michael Fehler Title: Senior Research Scientist 3 4 Acknowledgments Time flies incredibly fast for the past five years, with my memory of my first day at MIT still fresh. I came to this place with the expectation of making an impact. Thanks to all the people I met these years, this expectation has not died out, but becomes grounded. MIT opened a door to a world of opportunities for me, but I could not have grasped any without the support from my advisors. I was lucky to have the chance to work with the great people at MIT, to whom I cannot be more grateful. The first time I got up the courage to talk to Dr. Michael Fehler about potential projects, I had little understanding about the Earth sciences. Since then, he became the person I ask for advice whenever I have problems in research. In addition to his scientific insights, Mike connects me with the experts in national labs and energy companies, who become our collaborators and good friends. Conversations with Mike are always enjoyable. I learn not only science, but also communication, culture and life from him. The glass of wine at the 7500 feet altitude that easily made me drunk, is a memory worth cherishing. Professor Alison Malcolm is my double mentor for the past five years. She is an incredible resource of both seismology and parenting to me. We often finish up our scientific discussions with a progress update of my daughter Miya. What I deeply appreciate about Alison, is the freedom and support she generously offers on my research. Without her encouragement, my thesis could not have gone this far. Besides research, the most awkward but extremely helpful class I took at MIT is the presentation training, also by Alison. The unique experience of pretending the annoying audience for each other brought me laughters and the skills that I will carry on for my future career. The uniqueness about MIT, is the freedom of exploration. I could not have imagined that someday I would work on a significant space mission with NASA, if I was not at MIT. Professor Maria Zuber, introduced me to a brand new world of space exploration and the NASA MESSENGER geophysics team. The experience of work5 ing with the top-notched scientists from around the globe, brought me to a different level of understanding on both what science is, and why we do science. Maria is an amazing advisor, from whom I learned how to look at big pictures, and how to prioritize science questions. During my years at MIT, many people helped me overcome the challenges of transferring from Electronic Engineering to Earth Science. The instructive conversations with Prof. Nafi Toksoz pointed out directions when I was struggling with my understanding of the field. Excellent classes given by Prof. Robert van der Hilst, Prof. Dale Morgan, Prof. Stephane Rondenay, and Prof. Laurent Demanet prepared me a grounded knowledge base for my research. Dr. William Rodi was always available for discussions on inverse problems. I want to give my sincere thanks to all the experts for the education. Without the tremendous support from my collaborators, I could not have finished the thesis work. Dr. Lianjie Huang from Los Alamos National Laboratory offered me my first internship, which opened the first page of my thesis research on full waveform inversion. Dr. Scott Morton and Dr. Faqi Liu, provided precious resources and help at Hess Corporation that made our 3D real data application possible and successful. Dr. Mark Meadows, Dr. Phil Inderweisen, and Dr. Jorge Landa from Chevron Corporation helped me with their rich experience investigate the practical issues of time-lapse seismic experiments. I also want to thank Dr. Yong Ma from Conoco Philips, and Dr. Hyoungsu Baek from Aramco Research Center for their insightful opinions and constructive communications on the theoretical developments of my thesis. Special thanks should also go to Prof. Oliver Jagoutz for his precious time serving on my thesis committee. People at ERL, are like in a big family. The cohesive bonding between us made my years in the US a lot easier. Xinding Fang and Xuefeng Shang, are my brothers. Although they are both younger than me, I always sought for help from them when I was in trouble with research and life. Fuxian Song brought me to the leadership team of the MIT Energy Club, which significantly extended my experience on the business and policy side of the energy sector. The discussion with Yingcai Zheng and 6 Yang Zhang, inspired many research ideas, and improved my understanding of the academia and industrial careers. I also would like to thank all the members of "The Chinese Mafia", including Junlun Li, Hui Huang, Chunquan Yu, Tianrun Chen, Chen .Gu, Ning Zhao, Haoyue Wang, Jing Liu, Dr. Zhenya Zhu and many others for their generous help and the joyful company. Leaning and living in the English world is not easy for a grown-up Chinese. Thanks should go to my friends Sudhish Bakku, Deigo Concha, Alan Richardson, Ahmed Zamanian, Andrey Shabelansky, Yulia Agramakova, Abdul-Aziz Al-Muhaidib and Gabi Melo for helping me explore the culture, and sharing the knowledge and experience. We also had a lot of fun together as the members of the gym team and the thesiswriting team. The most beautiful thing that happened to me in the past five years, is my lovely wife Misako AiBa. She devoted herself to our family and brought me my precious daughter Miya. I want to thank her for the unselfish support, caring and love that motivated me to get this far. Last but not least, I want to thank my parents and grandparents, who raised me with all their hearts. They gave me the best education in my life about how to be a person with integrity, courage and kindness. This thesis is dedicated to my grandmother Qingsheng Liu in heaven. 7 8 Contents 2 Introduction 31 Objective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 1.2 Data Domain vs. Image Domain. . . . . . . . . . . . . . . . . . . . 33 1.3 Challenges and Contributions . . . . . . . . . . . . . . . . . . . . . 34 1.4 Thesis Outline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 . . . 1.1 . 1 Double Difference Waveform Inversion: Method, Feasibility and Robustness Study Introduction ...................... . . . . 44 2.2 Methodology . . . . . . . . . . . . . . . . . . . . . . 45 2.3 Scheme Comparison with Acoustic Inversion . . . . . 46 2.4 Baseline Model Dependence . . . . . . . . . . . . . 49 2.5 Survey Non-repeatability . . . . . . . . . . . . . . . 50 2.5.1 Random Noise . . . . . . . . . . . . . . . . . 51 2.5.2 Source and Receiver Positioning Error . . . . 52 2.5.3 Source Wavelet Discrepancy . . . . . . . . . 54 2.5.4 Overburden Velocity Changes . . . . . . . . 56 2.6 Discussion and Conclusion . . . . . . . . . . . . . . 58 2.7 Acknowledgments . . . . . . . . . . . . . . . . . . . 59 . . . . . . . 2.1 Time-lapse Full Waveform Inversion with Ocean Bottom Cable Data: Application on Valhall Field 83 3.1 84 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 43 9 Theory . . . . . . . . . . . . . . . . . . . . . . . . . 86 3.3 Examples Using Synthetic Data . . . . . . . . . . . 88 3.4 Time-lapse Full waveform Inversion on Valhall . . . 89 3.4.1 Acquisition, Repeatability and Preprocessing 90 3.4.2 Inversion Setup . . . . . . . . . . . . . . . . 91 3.4.3 Initial Velocity Model . . . . . . . . . . . . . 92 3.4.4 Baseline Inversion Result . . . . . . . . . . . 92 3.4.5 Time-lapse Inversion Result . . . . . . . . . 93 3.5 Discussion . . . . . . . . . . . . . . . . . . . . . . . 94 3.6 Conclusion . . . . . . . . . . . . . . . . . . . . . . . 96 3.7 Acknowledgments . . . . . . . . . . . . . . . . . . . 96 . . . . . . . . . . . 3.2 4 Alternating Time-lapse Full Waveform Inversion with Different Sur109 vey Geometries Introduction . . . . . . . . . . . . . . . . . . . . . . . . 110 4.2 T heory . . . . . . . . . . . . . . . . . . . . . . . . . . . 111 4.3 Synthetic Examples with Marmousi Model . . . . . . . 113 4.3.1 Surveys with Shifted Sources . . . . . . . . . . . 114 4.3.2 Surveys with Different Illuminations ... . 4.3.3 Surveys with Strong Random Noise . . . . . . . . . . 4.1 115 116 Discussion . . . . . . . . . . . . . . . . . . ... . ... . . . 117 4.5 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . 117 4.6 Acknowledgments . . . . . . . . . . . . . . . . . . . . . 118 . . 4.4 5 Time-Lapse Walkaway VSP Monitoring for CO 2 Injection at the 131 SACROC EOR Field: A Case Study Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132 5.2 Methodology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135 . . 5.1 5.2.1 Reverse-Time Migration ........ . . . . . . . . . . . . . 135 5.2.2 Full-Waveform Inversion ........ . . . . . . . . . . . . . 135 5.2.3 Image-Domain Wavefield Tomography . . . . . . . . . . . . . 136 10 6 . . . . . . . . 138 5.3.1 Geology and Injection History 5.3.2 Well Logs and Reservoir Properties Seismic Imaging and Inversions 138 139 140 5.4.1 Data Acquisition and Processing . 140 5.4.2 Initial Velocity Model . . . . . . . . 141 5.4.3 Reverse-Time Migration . . . . . . 142 5.4.4 Full-Waveform Inversion . . . . . . 143 5.4.5 Image-Domain Wavefield Tomography 144 . . . . . . . . . . . 5.4 Site Background of SACROC . 5.3 Discussion . . . . . . . . . . . . . . . . . . 146 5.6 Conclusions . . . . . . . . . . . . . . . . . 149 5.7 Acknowledgment 149 . . 5.5 . . . . . . . . . . . . . . . Using Image Warping for Time-lapse Image Domain Wavefield Tomography 167 Introduction . . . . . . . . . . . . . . . . . . . . . . . . 168 6.2 T heory . . . . . . . . . . . . . . . . . . . . . . . . . . . 170 6.3 Examples Using Synthetic Data ....... . . . . . . . . 173 6.3.1 Three-layer Model ........... . . . . . . . . 174 6.3.2 Multi-layer Model .......... . . . . . . . . 176 6.3.3 Baseline Velocity Errors ....... . . . . . . . . 176 6.3.4 Source Geometry Non-repeatability . . . . . . . . 177 6.3.5 Marmousi Model ............ . . . . . . . . 180 . . 6.1 6.4 Discussion ...................... . . . . . . . . 181 6.5 Conclusion ...................... . . . . . . . . 183 6.6 Acknowledgments ................. . . . . . . . . 184 7 Image Registration Guided Shear Wave Velocity Model Building 197 . . . . . . . . . 198 7.2 Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200 7.2.1 . . . . . . . . . 200 11 . . . . Elastic Reverse Time Migration . . . . . . Introduction . . . . . . . . . . . . . . . . . . . . . 7.1 7.3 8 . . . . . . . . . . 201 7.2.2 Dynamic Image Warping for Elastic Images 7.2.3 Elastic Image Domain Wavefield Tomography . . . . . . . . . 203 7.2.4 Multi-level Optimization . . . . . . . . . . . . . . . . . . . . . 205 Synthetic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207 . . . . . . . . . . . . . . . . . . . . . . . . 207 7.3.1 Three-layer Model 7.3.2 Modified Marmousi . . . . . . . . . . . . . . . . . . . . . . . . 209 7.4 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212 7.5 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213 7.6 Acknowledgment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213 Conclusion and Future Directions 227 227 8.1 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.2 Future Directions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228 A Adjoint-state Method for Time-lapse IDWT 233 B Adjoint-state Method for Elastic IDWT 237 12 List of Figures 1-1 Schematic diagrams of time-lapse FWI methods. (a) FWI is applied to the baseline and monitor datasets in parallel. The subtraction between the final models generates the velocity changes. (b) DDWI inverts the difference between the baseline and monitor datasets for velocity changes. (c) In AFWI, FWI is applied to the baseline and monitor datasets in an alternating manner: the baseline FWI generates the starting model for the monitor FWI, and the monitor FWI generates the starting model for the subsequent baseline FWI. The process provides a confidence map of time-lapse velocity changes in the end. 1-2 . . 40 Schematic diagrams of the image domain methods for time-lapse velocity inversion. (a) Migration velocity analysis is applied to the baseline and monitor datasets in parallel. The subtraction between the final models generates the velocity changes. (b) Time-lapse IDWT inverts for velocity changes by matching the monitor migrated image with the baseline migrated image. 2-1 . . . . . . . . . . . . . . . . . . . . . . . . 41 Scheme I: Two independent FWI are conducted for the baseline and monitor datasets, respectively. The model changes are obtained by subtracting the inverted baseline model from the inverted monitor model. 60 2-2 Scheme II: The baseline model is found by FWI with the baseline dataset.The monitor inversion starts from the baseline inversion result. The model updates are considered to be model changes between baseline and monitor. . . . . . . . . . . . . . . . . . . . . . . . . . . 13 61 2-3 Scheme III: The time-lapse inversion starts from the baseline inversion result, and inverts the baseline and monitor datasets jointly. The model updates are considered to be model changes between baseline and m onitor. 62 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-4 The true baseline P-wave velocity model (a), and the true baseline density model (b) that are used for generating synthetic 'real' data for the baseline survey. 2-5 The normalized power spectrum of the source wavelet we used. 2-6 The shot gather generated by the source in the middle of the model on the water surface. 2-7 63 . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 . . . 65 . . . . . . . . . . . . . . . . . . . . . . . . . . . . The starting P-wave velocity model (a) and density model (b) for baseline FWL. The models are obtained by averaging the true models in Figure 2-4(a) horizontally. 2-8 The final baseline p-wave velocity model (a) and density model (b) . . . . . . . . . . . . . . . . . . . . . . . . . 67 The true time-lapse changes in P-wave velocity (a) and density (b). . 68 after 60 FW I iterations. 2-9 66 . . . . . . . . . . . . . . . . . . . . . . . . 2-10 (a) The true time-lapse changes in P-wave velocity, saturated in color to +50 m/s for comparison; (b), (c), (d) are the time-lapse P-wave ve69 locity changes recovered by inversion scheme I, II and III, respectively. 2-11 (a) The true time-lapse changes in density, saturated in color to +40kg/m 3 for comparison; (b), (c), (d) are the time-lapse density changes recovered by inversion scheme I, II and III, respectively. . . . . . . . . . . 70 2-12 Curve: The cost function curve of the baseline inversion; Dots: The selected iterations: 1, 5, 10, 20, 50, 99 . . .... . . . . . . . . . . . . 71 2-13 (a) The true baseline P-wave velocity model; (b) - (f) are the baseline P-wave velocity models after 1, 5, 10, 20, and 99 iterations. ..... 14 72 2-14 P-wave velocity changes obtained with incorrect baseline velocity models. (a) The true time-lapse changes in P-wave velocity, saturated in color to t50 m/s; (b) - (f) are the recovered time-lapse P-wave velocity changes by DDWI starting from the baseline models shown in Figure 2-13b to 2-13f. The recovery of the velocity changes is clearly improved with better starting baseline models. . . . . . . . . . . . . 73 2-15 Normalized power spectra of a sample trace with different noise contamination levels. The random noise spectrum obeys a uniform distribution from 0 to 15 Hz. Six noise levels are tested. . . . . . . . . . . 74 2-16 (a) A near offset monitor trace with 1% noise energy. The amplitude of the noise is about the same level as that of the coda waves. (b) Difference between noise-free monitor and baseline traces (red) and between noisy monitor and baseline traces (blue). Note small waveform changes shown in red trace between about 3 to 5 seconds are obscured by noise in the blue trace. . . . . . . . . . . . . . . . . . . . . . . . . 2-17 Baseline models obtained by FWI on noisy data. 75 (a) - (f) are the baseline P-wave velocity models recovered by FWI starting from the same layered model shown in Figure 2-7a. The recovery of the dominant structure is very robust to random noise. As the noise energy increases, the details in the model are more contaminated. . . . . . . 76 2-18 P-wave velocity changes obtained with noisy data. (a) - (d) are the recovered time-lapse P-wave velocity changes obtained from DDWI starting from the baseline models shown in Figure 2-17a to 2-17d, respectively. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 2-19 P-wave velocity changes obtained using monitor data with random source and receiver positioning errors. (a) The true time-lapse changes in P-wave velocity, saturated in color to 50 m/s; P-wave velocity changes resolved by DDWI with the monitor survey (b) randomly perturbed source positions; (c) randomly perturbed receiver positions; (d) randomly perturbed source and receiver positions. 15 . . . . . . . . . . 78 2-20 Effects of systematic shifts in source positions. (a) The true time- lapse changes in P-wave velocity, saturated in color to 50 m/s; P- wave velocity changes resolved by DDWI with the source positions systematically perturbed in the monitor survey. In (b), (c) and (d), the sources are divided into 1, 2, and 4 groups. Each group of sources is shifted 1 grid (6.25 m) in one direction. . . . . . . . . . . . . . . . 79 2-21 Effects of source wavelet discrepancies between baseline and monitor surveys. (a) The true time-lapse changes in P-wave velocity, saturated in color to t50 m/s; P-wave velocity changes resolved by DDWI with the source wavelet in the monitor survey shifted in phase by (b) 2 degrees; (c) 5 degrees; (d) 10 degrees; (e) 20 degrees and (f) 30 degrees, for all frequencies. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 2-22 P-wave velocity changes resolved by DDWI with the water velocity in the monitor survey increased by (a) 8 m/s maximum; (b) 40 m/s maximum. 3-1 . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . 81 (a) True P-wave velocity baseline model. The reservoir is located in the anticine below the salt layers (white wedges) that have the highest velocities. Five stars mark the source locations that are used in both baseline and monitor acquisitions. (b) True time-lapse P-wave velocity changes. The layer is located in the reservoir, and has an uniform velocity increase of 200 m/s, simulating a hardening effect when the reservoir is compacting. 3-2 . . . . . . . . . . . . . . . . . . . . . . . . . 97 (a) The starting velocity model for FWI. The model is obtained by smoothing the true velocity model with a Gaussian window. (b) The velocity model obtained after 90 iterations of FWI. Details of the layers are significantly improved. same. The color-scales in both figures are the . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 98 3-3 Time-lapse velocity changes recovered by Scheme I (a), Scheme II (b) and Scheme III (c). The differences are obtained by subtracting the final baseline inversion models from the final time-lapse inversion models for each scheme. The final baseline inversion models are the same model that is recovered by the baseline inversion. Both (a) and (b) contain strong artifacts, while (c) is clean and localized. 3-4 . . . . . . . 99 Layout of the LoFS survey. White points denote the positions of common shots used in the acquisitions in LoFS10 and LoFS12. Blue dots denote the common receiver positions. The missing shot lines are those with low quality in either survey. The holes in the shot map are the locations of platforms. 3-5 . . . . . . . . . . . . . . . . . . . . . . . . . . 100 The shot positioning error distributions of survey LoFS 10 (circled line) and LoFS 12 (solid line). The error is between the designed positions and the actual positions measured by GPS. Both distributions have mean values close to zero. LoFS 12 acquisition is improved with a much smaller standard deviation of less than 2 meters. 3-6 . . . . . . . . 101 Traces from LoFS 10 (white line) and LoFS 12 (yellow line) are plotted together to show their similarity. All traces are from the same commonreceiver gather. The pair from a near offset shot is plotted in (a), and the pair from a far offset shot is plotted in (b). The strong phases like the diving waves and direct waves, and the coda waves match well between surveys. 3-7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102 (a) Initial model for baseline FWI obtained by smoothing the model built by [53] using a combination of FWI and tomography. (b) Baseline model obtained after 200 iterations starting from (a). The shallow structures are improved with higher resolution. The black arrow points to the gas cloud area. The low velocity layer beneath the gas cloud that is not visible in the starting model is recovered. 17 . . . . . . . . . 103 3-8 Data residuals of one common receiver gather (a) before the baseline inversion and (b) after the baseline inversion are compared to show the convergence of FWI. The traces are ordered by the shot index. Residuals in far offset diving waves (marked by the white dashed circles) and near offset reflected waves (marked by the black dashed circles) are both reduced significantly. 3-9 . . . . . . . . . . . . . . . . . . . . . 104 3D view of time-lapse P-wave velocity changes resolved by Scheme I (a), II (b) and III (c). The slices are at the same coordinates as those in Figure 3-7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105 3-10 X-Y slice at the depth where the maximum time-lapse changes occur. Time-lapse P-wave velocity changes resolved by Scheme I (a), II (b) and III (c) are compared. Note that the color-scale in (b) is larger than those in (a) and (c) meaning stronger magnitudes. Black squares show the locations of platforms. Note the better focusing of time-lapse changes with Scheme III. . . . . . . . . . . . . . . . . . . . . . . . . 106 3-11 Y-Z slice at the location where maximum time-lapse changes occur along the X-axis. Time-lapse P-wave velocity changes resolved by Scheme I (a), II (b) and III (c) are compared. The Scheme I result (a) shows changes of similar magnitude at both shallow and deep locations. The Scheme II result (b) has fewer shallow changes but contains strong and broad changes in the deeper part. The Scheme III result (c) shows localized changes in the layer underneath the gas cloud. The gas cloud region is marked with a black dashed circle. 18 . . . . . . . . 107 3-12 The decomposition of the monitor dataset. The monitor data can be separated into two branches by the modeling capability. The parts that can be simulated by the modeling engine are considered as signal, while the rest is treated as noise. In the signal branch, part of the baseline signal can not be explained by the current baseline model due to the imperfection of the baseline inversion. This part would generate artificial time-lapse changes in Scheme I and II, but will be canceled in DDWI. In the noise branch, these non-repeatable components will remain in all schemes, but the repeatable components will be canceled in D DW I. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-1 108 (a) Illustration of the inversion with different source locations in baseline (yellow) and time-lapse (red) surveys. (b) Cartoon of the convergence curves of the model parameters inside (blue) and outside (red) of the time-lapse change region. 4-2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121 (a) Inverted time-lapse changes by subtracting two independent inversions. (b) The time-lapse changes recovered by the joint inversion. 4-5 120 (a) Starting P-wave velocity model. (b) The baseline P-wave velocity model inverted by FWI. 4-4 119 (a) The true baseline P-wave velocity model. (b) The true time-lapse P-wave velocity changes. 4-3 . . . . . . . . . . . . . . . . . . . . . 122 (a) The confidence map 3 obtained by AFWI. (b) The convergence curves of the parameters marked as stars in (a). To better compare the curves of different parameters, we subtract a reference value from the parameter estimates for each curve. The curve of the parameter within the time-lapse changes (red star) exhibits strong oscillations. The curve of the parameter outside the time-lapse changes (white star) is m onotonic. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 123 4-6 The true time-lapse changes with three anomalies. The stars mark the positions in each anomaly for which convergence comparisons are shown later. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124 4-7 (a) The gradient of the baseline cost function. The right side of the model is not illuminated. The black stars show the locations of the baseline sources, and the blue triangles mark the width of the receiver array. (b) The gradient of the monitor cost function. The left side of the model is not illuminated. The black stars show the locations of the monitor sources, and the blue triangles mark the width of the receiver array. Black lines outline the time-lapse anomalies. Only the center anomaly is illuminated by both surveys. 4-8 . . . . . . . . . . . . . . . . 125 (a) The recovered model with the baseline dataset. The smooth model in Figure 4-3a is used as the starting model. Due to the limited illumination, the right side of the model is not inverted. (b) The recovered model with both the baseline and monitor datasets. The whole model is resolved. 4-9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126 (a) The confidence map f obtained with AFWI. The white lines outline the locations of the time-lapse changes. Only the area of the center anomaly exhibits high confidence. (b) Convergence curves of the parameters marked by the corresponding colored stars in Figure 4-6. Only the curve of the center anomaly (yellow stars) shows strong oscillations. 127 4-10 (a) One baseline shot gather with random noise. The black dashed line marks the location of the trace shown in (b). In (b), the noisy trace is compared to the clean trace. The amplitude of the noise is as strong as the reflections. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128 20 4-11 (a) The confidence map 3 obtained by applying AFWI on the noisy datasets. The white lines outline the locations of the time-lapse changes. The area of the center anomaly exhibits high confidence. Another area marked by the black star shows relatively high confidence, but is not an area of time-lapse changes. (b) Convergence curves of the parameters marked by the corresponding colored stars in (a) and Figure 4-6. The curve of the center anomaly (yellow stars) shows strong oscillations. The black star curve is also oscillatory, because different noise between surveys causes confficting parameter estimates. The red star curve decreases monotonically. The white star curve shows very weak oscillations due to the noise. 5-1 . . . . . . . . . . . . . . . . . . . . . . 129 Schematic illustration of walkaway VSP surveys and CO 2 injection and monitoring wells at the SACROC EOR field. The red dots denote the wells with logging records. The green squares denote the two CO 2 injection wells. The blue star marks the VSP monitoring well where downhole receivers are installed. The black circle has a radius of 1 km. The blue dashed line is the walkaway VSP source line. 5-2 . . . . . . . . Gamma ray logs from three wells: 37-11, 59-2a, and 56-23. 150 Green blocks mark the interval of the Wolfcamp shale formations that have high Gamma ray values. 5-3 . . . . . . . . . . . . . . . . . . . . . . . . . 151 The resistivity, porosity and sonic velocity profiles from the logging record at well 59-2a. Green blocks mark the interval of the Wolfcamp shale formation. The carbonate reservoir is beneath the shale formation. It is clear that the interface between the shale and the carbonate is at 1900 m eters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 152 5-4 The schematic configuration of a VSP survey. The injection well is slightly out of the plane. Black and red dashed lines illustrate the downgoing (black) and upgoing (red) portions of paths for waves propagating from sources to receivers. The blue dashed line sketches the . . . . . . . . . . . . . . . . . . . . . . . . . . . . reservoir location. 5-5 153 The processed common-receiver gathers of the data in 2008 (blue) and 2009 (red). The receiver is at 1585 meters in well 59-2. The datasets are balanced in amplitude and traveltime using their first reflections. The traveltime differences in the later arrivals are the time-lapse-change signals. 5-6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 Black line: the sonic velocity profile from logging records in well 592a. Red line: the initial model built using the zero-offset VSP and the sonic velocity profile. 5-7 . . . . . . . . . . . . . . . . . . . . . . . . . . 155 (a) RTM image produced with data from 2008; (b) RTM image produced with data from 2009. Both images show the local layered structures. The shorter reflector is at 1900 meters that is the top of the reservoir. For the 2009 image, the reflector below the reservoir is shifted slightly downwards compared to the baseline image. 5-8 . . . . . . . . . 156 Sample traces from the RTM images of 2008 (blue) and 2009 (red). The lower reflectors in the 2009 image are shifted downwards compared to the 2008 im age. 5-9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157 The image difference by subtracting the RTM image of 2008 from that of 2009. The changes at the deeper reflector are stronger than those in the reservoir layer. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158 5-10 (a) The P-wave velocity model reconstructed using FWI with data from 2008; (b) The P-wave velocity model reconstructed using FWI with data from 2009. Both models contain similar structures. The 2009 model is shifted slightly downwards compared to the 2008 model. 159 22 5-11 The P-wave velocity model difference obtained by subtracting the model of 2008 from that of 2009. The changes in the reservoir layer is comparable in amplitude with those at the deeper reflector. The changes are oscillating rather than smooth. . . . . . . . . . . . . . . . . . . . 160 5-12 The P-wave velocity changes reconstructed using IDWT. A smooth low-velocity zone is resolved within the reservoir. Some scattered velocity changes caused by image noise are also observed. . . . . . . . 161 5-13 A synthetic layered model with the same geometry as the SACROC model. The blue layer is the shale formation, below which is the reservoir layer (red). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 5-14 The synthetic P-wave velocity change caused by a fluid injection into a borehole located on the right side of the model. . . . . . . . . . . . 163 5-15 The baseline RTM image obtained using one common-receiver gather. 164 5-16 The P-wave velocity changes reconstructed using IDWT with the synthetic data. The low-velocity zone is confined within the reservoir and limited in width by the with of the reflectors in the image. 6-1 . . . . . . 165 (a) The three-layer density model for both baseline and monitor surveys. Red Stars denote the locations of the shots, and blue triangles denote the receiver locations. (b) Differences in the P-wave velocities between baseline and monitor surveys. Maximum velocity change is 800m/s. (c) The baseline image Io obtained using one shot gather and the constant velocity model. (d) The monitor image I, obtained using one shot gather and the constant velocity model. The center part of the second reflector is vertically shifted due to the absence of the velocity anomaly in (b). 6-2 . . . . . . . . . . . . . . . . . . . . . . . . . 185 The image warping function w(x, z) calculated from Figure 6-1c and 6Id. Units on the color scale are image points. Positive values indicate upwards shifts. The maximum warping is 4 grid points (i.e. 40 meters). 186 23 6-3 (a) The velocity changes found by IDWT with 5 sources. The anomaly is correctly positioned. However, the limited aperture of the acquisition makes the waves travel primarily in the vertical direction, so the recovered velocity anomaly is smeared vertically. (b) The monitor migration image obtained using one shot gather and the velocity model inverted by IDWT. The second reflector is correctly positioned. (c) The ve- locity changes refined by FWI after IDWT. The amplitude differences and subtle phase shifts between data and simulation are minimized to resolve the fine details in the velocity model. FWI has significantly reduced the vertical smearing observed in Figure 6-3a. (d) The ve- locity changes obtained with standard FWI applied to the monitor data, starting from the baseline constant background velocity model. The Gaussian anomaly is barely visible. An artificial reflector is erroneously created to account for data differences. This failure is due to the combined effects of cycle skipping and limited survey geometry. 6-4 . 187 Cost function curves for IDWT, FWI after IDWT, and FWI only. The cost functions are normalized by their values before the 1st iterations. IDWT converged within 10 iterations. FWI after IDWT converged much slower. The cost function of FWI starting from the constant velocity plateaued after 10 iterations. 6-5 . . . . . . . . . . . . . . . . . (a) The six-layer baseline and time-lapse density model. 188 Layers in the center are smaller in thickness than the size of time-lapse velocity anomaly (white circle). (b), (c) and (d) show the IDWT results with 1 shot, 10 shots and 20 shots, respectively. As we include more shots, the amplitude distribution within the anomaly is corrected. The vertical smearing is well constrained by the reflector. The maximum velocity change is closer to the true value as the changes are confined to a sm aller area. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 189 6-6 (a) True baseline velocity model with a Gaussian anomaly with peak velocity change of 200 m/s. We assume the anomaly is not known, and use a constant velocity model for the baseline migrations. (b) True time-lapse velocity changes with peak value of 200 m/s. (c) True time-lapse velocity model I with two Gaussian anomalies ((a) plus (b)). (d) The time-lapse velocity changes found using IDWT. (e) True timelapse velocity model II. We increase the peak amplitude of the Gaussian anomaly in the baseline velocity model to 800 m/s, and use the same time-lapse velocity changes as in (b). (f) The time-lapse velocity changes inverted by IDWT. The shape of the anomaly is distorted because of the large error in the baseline velocity model, but the basic location and amplitude is preserved. 6-7 . . . . . . . . . . . . . . . . . . 190 This figure shows robustness tests of IDWT to random source positioning errors and baseline velocity errors. The sources in the monitor survey are randomly shifted 10 meters from their baseline positions. The baseline velocity error for each case has maximum value of 0 (a), 200 (b) and 800 m/s (c). Compared to the case where there is no mispositioning in Figures 6-5d, 6-6d, and 6-6f, the random source positioning error has little effect on the performance of IDWT. 6-8 . . . . . 191 Robustness tests of IDWT against source positioning error plus baseline velocity error. In the 3x3 plot, the monitor survey sources are systematically shifted 10, 20 and 50 meters from their correct positions for each column, respectively. The baseline velocity error for each row has maximum value of 0, 200 and 800 m/s. Black dotted circles mark the areas where false velocity changes are resolved due to the baseline velocity error, which is at the same location as shown in Figure 6-6e. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192 25 6-9 Migrated images for one baseline shot and one shifted monitor shot. Dotted lines show the wave paths along which velocities are updated. Portions of the monitor migrated image marked as unconstrained image (dashed circles), have no corresponding image points from the baseline image. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193 6-10 (a) The center part of the original Marmousi model is used as the true baseline velocity model. The maximum source-receiver offset is 2 km. Five shots (red stars) are used to generated synthetic data. (b) True time-lapse velocity model with a negative velocity change marked with a black dashed line. The black arrow points to the area where the boundary of the changes is located in the middle of the layer. We designed this half-layer velocity change intentionally to show how IDWT would smear the changes within a layer. . . . . . . . . . . . . 194 6-11 (a) A smoothed version of the Marmousi model is used as the baseline model for migration. (b) Migrated image for one shot (red star). Areas pointed to by arrows are poorly imaged due to the limited receiver aperture. Dashed lines mark the boundary of the velocity changes. The interfaces above and below the anomaly are well-imaged. . . . . 195 6-12 (a) The true time-lapse velocity changes. The anomaly is smooth at its boundary (dashed lines). (b) The inverted time-lapse changes using IDWT with 5 shots. The black arrow points to the area where the inverted velocity changes diffuse across the boundary of the true changes (dashed lines), and are both smeared towards and bounded by the lower interface of this layer. . . . . . . . . . . . . . . . . . . . . . 7-1 196 (a) True P-wave velocity model. (b) True S-wave velocity model. The S-wave velocities in three layers are 1767, 2060 and 2150 m/s respectively. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 214 7-2 (a) Starting model with constant S-wave velocity 1900 m/s. (b) Comparison between PP (left half) and PS (right half) images. Both images are formed with all 8 sources. The first reflector in the PS image is shifted downwards for about half of the wavelength. 7-3 . . . . . . . . . 215 (a) Polarity-corrected PS image formed with one shot gather. Black star marks the location of the source. (b) The warping function calculated by DIW. It describes how much the depth shift is for each image point in the PS image in (a). 7-4 . . . . . . . . . . . . . . . . . . . . . . 216 (a) Original PS image without polarity correction. The same source is used as in Figure 7-3a. (b) The zoom-in view of the reflectors marked by black dashed line in (a). The original image (red wiggles) and the fractionally warped image (blue wiggles) are shown together. The differences between them are used to generate the adjoint sources. 7-5 217 (a) The gradient for the source marked by the black star. Dominant energy is along the receiver wave-path. (b) Total gradient by stacking partial gradients from each source. Positive value indicates the current velocity is too high. 7-6 . . . . . . . . . . . . . . . . . . . . . . . . . . . (a) The recovered S-wave velocity model after 20 iterations. 218 Both the low and high velocity layers are resolved. The recovery is limited by the illumination of the survey. (b) The PS image formed with the recovered S-wave velocity model in (a) is compared with the PP image. Both reflectors are aligned. The alignment is poor on the edges due to the same illumination limits. 7-7 . . . . . . . . . . . . . . . . . . . . . . 219 The modified elastic Marmousi model. (a) True P-wave velocity model. (b) True S-wave velocity model. Velocity ranges are modified to be smaller to allow larger grid size and time step in finite difference. The top layer is solid instead of water. 7-8 . . . . . . . . . . . . . . . . . . . 220 (a) Smooth P-wave velocity model. It is assumed to be obtained with P-wave velocity model building. (b) The PP RTM image produced with all 18 sources. . . . . . . . . . . . . . . . . . . . . . . . . . . . 221 27 7-9 (a) The PS image produced with one shot gather. The polarities are corrected. The black star marks the location of the source. (b) The warping function that registers the PS image in (a) to the PP image in Figure 7-8b. The shifts are all negative (upwards) because the current S-wave velocity is lower than all velocities in the true S-wave velocity model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 7-10 (a) The normalized gradient calculated with the same source. The black star marks the source location. (b) The normalized total gradient by summing the gradients from all 18 sources. Negative values indicate that the current velocities need to be increased. . . . . . . . . . . . . 223 7-11 The final S-wave velocity model after 50 iterations. The bottom part of the model is poorly resolved because the converted S-waves are outside of the acquisition surface due to the tilted reflectors. . . . . . . . . . 224 7-12 (a) The comparison between PP and PS images before the inversion. The image is divided into seven sections in the horizontal direction. Odd sections are PP images, and even sections are PS images. The mismatch is clear on the section interfaces. In the circled area, the reflectors are not well imaged due to the incorrect velocity. (b) The PS image based on the inverted S-wave velocity model is compare to the PP image in the same setup as in (a). The coherency at the section interfaces is markedly improved. The reflectors in the circled area are all well resolved and aligned with those in the PP image. . . . . . . 225 7-13 (a) The P-wave reflectivity model resolved by FWI starting from the smooth model in Figure 7-8a. (b) The S-wave reflectivity model resolved by FWI starting from the smooth model in Figure 7-11. Except the areas outside of illumination, the recovery of the S-wave model is of a similar quality to that of the P-wave model in (a). It also proves the success of the S-wave velocity model building with RG-EIDWT. 28 226 List of Tables 5.1 Rock and fluid properties derived from well logs. Symbols are defined as in Equations 5.9 and 5.10. . . . . . . . . . . . . . . . . . . . . . . . 29 148 30 Chapter 1 Introduction 1.1 Objective Human activities like hydrocarbon production and CO 2 sequestration, induce significant changes in the subsurface. Large volume fluid extraction and injection change not only the fluid content and saturation of the rocks, but also the pore pressure, temperature and porosity. Resulting changes in elasticity and density lead to changes in seismic response [60, 103]. Therefore, repeated seismic experiments can be used to extract the time-lapse (also often called 4D) information about the subsurface. For hydrocarbon reservoirs, monitoring temporal changes are critical for production optimization. Early in a field's life, 4D seismic helps calibrate the effectiveness of the initial reservoir-management and depletion plan [16]. Later surveys are used to identify undrained areas and to optimize infill-wells [67, 88]. For fields undergoing enhanced recovery, 4D seismic also has a large impact. Thermal recovery methods are often used in viscous, heavy-oil reservoirs where 4D seismic is used to find the bypassed oil and to maximize enhancement efficiency [28, 48, 99]. In cases where miscible-gas (e.g. C0 2 ) is injected to reduce the oil's viscosity and the interfacial tension between in situ and injected fluids, 4D seismic can detect free gas and indicate potential premature gas break-through [41, 36, 73]. For carbon capture and sequestration (CCS), 4D seismic is required for both project process control and regulatory purposes [22, 5,19]. CO 2 leakage through caprock and potential surface hazards have 31 to be monitored. Monitoring data are also expected to provide information to verify the subsurface inventory for CCS [47]. Despite the diverse applications of time-lapse seismic, only two major types of differences in the data are used: amplitude and time-shift. For thin reservoirs with only two fluids (water and oil), amplitude change or impedance change in full-stack seismic sections gives an adequate interpretation. For more complicated reservoirs, multiple attributes are needed to distinguish different mechanisms. Time-shifts can help constrain the interpretation of amplitude changes [29]. Time-strain (derivative of time shift) is an indicator of relative velocity changes in non-compacting reservoirs [17]. Beyond the zero-offset assumption, partial-angle stacks motivate elas- tic inversion methods to obtain changes in P-wave and S-wave impedance quantitatively [78]. The analysis of amplitude versus offset (AVO) using comparisons of nearand far-angle stack differences or impedance changes, help separate fluid-saturation effects from pressure effects [95]. For compacting reservoirs, time strain together with geomechanical modelling are used to analyze stress field changes in the overburden structure [42]. However, most of these existing 4D seismic methods are not looking for the actual property changes (i.e. P and S-wave velocity changes, and density changes). Some of the methods are quantitative, but these quantities are only indicators of the actual changes. For example, relative velocity changes derived from time strain are not the actual velocity changes because of the zero-offset assumption. In addition, changes in a given parameter may be measured in different ways and combined analysis of these measures can lead to better estimates of changes. For example, impedance inversion based on amplitude variations is not accurate if velocity model is not updated with time-shift information. Another limitation of these methods is that simple earth models (e.g. two-layer model: overburden and reservoir layer) and high-frequency approximations are used to simulate wave propagation, whereas in complex geology these models and approximations are not sufficient. The primary objective of this thesis is to develop full wavefield inversion methods 32 . that translate changes in seismic data directly into changes in P- and S-wave velocities. Our methods are distinct from previous studies in a few aspects. First, we solve wave equations to simulate seismic wave propagation which makes no assumptions about the earth structures or the wave-paths. Second, the estimated quantities are the actual physical parameters that would cause the observed seismic changes, not just indicators. Third, the inversions integrate all pre-stack data (near- and far- offset) rather than analyzing them separately or using the full-stack or partial-stack data in which some 4D signals are already removed. Fourth, our methods discriminate the real temporal subsurface changes from the inversion induced deviations of parameter estimations. 1.2 Data Domain vs. Image Domain Full wavefield inversion methods have been actively studied for seismic velocity model building for many years. They are computationally heavier compared to ray-based methods because of the calculation of finite-frequency wavefield propagation, however, they are becoming feasible with increasing computer power. They can be conducted in either data domain or image domain. By convention, the data domain method is called full waveform inversion (FWI), and the image domain method is called waveequation migration velocity analysis (WEMVA). FWI was first proposed by [93] in 1980s. The objective of FWI is to estimate subsurface model m by matching synthetic data F(m) and recorded data d, where F is the modeling operator. A commonly used objective function is a least-squares measure: - 1 F(m) - d 12, which takes all the information in the waveforms into account. Gradient-based inversion strategies are used to solve the optimization problem efficiently. Compared to traveltime tomography and migration velocity analysis, the model obtained by FWI has higher resolution, and may include multiple physical parameters like velocity, density and attenuation factor, all of which are quantitatively measured. FWI is an ideal tool for 4D analysis. Successive models can be obtained by FWI with successive time-lapse surveys. The estimated property changes can be directly input to rock physics models to generate engineering measures like pore 33 pressure and fluid saturation. Although FWI seems superior for its advantages, its feasibility is restricted by data acquisition. Low frequency data are needed to increase the convexity of the inverse problem, and to mitigate cycle-skipping effect. Long offset acquisition is required to recover low wavenumber components of the velocity model [101]. However, many seismic acquisitions are of limited frequency content and limited offset. With such limited data, FWI suffers from the depth-velocity ambiguity (i.e., a reflector depth shift and a local velocity change can cause the same data differences). To resolve the ambiguity, WEMVA measures flatness of events in angle gathers or misfocusing in differential semblance [81, 91]. It has no requirements on data frequency and acquisition offset. However, the resolution of the resulting models is lower. Recent developments attempt to combine the two methods to form joint inversions that would potentially overcome individual disadvantages [15, 90]. This thesis explores methods in both the data domain and the image domain. For long offset acquisitions, we develop 4D inversion methods in the data domain, and obtain high resolution time-lapse velocity changes in both synthetic tests and in real data applications (Chapter 2, 3, and 4). For narrow offset acquisitions, image domain methods are developed to obtain velocity changes with limited resolution in both synthetic and real data cases (Chapter 5, 6, and 7). The methods in the two domains can be combined to form joint inversions, or applied strategically to achieve high resolution with limited acquisitions. 1.3 Challenges and Contributions We develop methods based on FWI and WEMVA, however, they are more than straightforward extensions. Even if direct applications of FWI or WEMVA on individual time-lapse surveys can generate good velocity models, the subtraction between models is not guaranteed to produce reliable time-lapse velocity changes. It is because of the nonlinearity of the inverse problems. Time-lapse inversions using either FWI or WEMVA on individual datasets are likely to fall into different local minima, which 34 may lead to erroneous estimates of which parameters changed and did not change between surveys. Since 4D responses are generally weak, the model differences due to different local minima might saturate the real velocity changes. This is one of the major challenges that we want to conquer in this thesis. Chapter 2, 4 and 6 present new methodologies. In Chapter 2, we introduce double-difference waveform inversion (DDWI) which inverts data differences between the baseline and monitor surveys for velocity changes. In Chapter 4, we propose an alternating FWI (AFWI) strategy to build the confidence map of the time-lapse changes. In Chapter 6, we introduce image domain wavefield tomography (IDWT) which finds interval velocity changes by matching images from time-lapse surveys. All methods are designed to focus on the relative changes between surveys, and mitigate the effects of non-equivalent estimates for parameters that are actually not changed. Another major challenge for time-lapse inversions is the effect of survey nonrepeatability. Seismic surveys acquired at different time contain different random noise, and are likely subjected to different acquisition conditions. For example, source and receiver positions are difficult to be perfectly repeated in marine environments. Source time functions could deviate between surveys because of source types (e.g. air gun types in marine, source coupling on land). Overburden conditions could also be different (e.g. water table depth change, surface weathering and subsidence). Significant data differences can be generated by subtle non-repeatability in addition to real time-lapse signals. From a practical perspective, we thoroughly discuss the impact of different types of non-repeatability on the performance of DDWI in Chapter 2. In Chapter 3, we use real time-lapse datasets from Valhall, North Sea, to demonstrate the performance of DDWI with well-repeated ocean bottom cable surveys. In Chapter 5, we use synthetic examples to show the robustness of IDWT to source and receiver position perturbations. For extreme situations where two surveys are not designed to be repeated (e.g. ocean bottom nodes placed very differently between surveys), we develop AFWI in Chapter 4, to build a confidence map of time-lapse changes which is used to regularize the inversion for changes. To quantify the changes in S-wave velocity is often more challenging than that 35 for P-wave velocity. Although in elastic FWI, P- and S-wave inversions are naturally coupled in theoretical derivation, it is difficult to build a good S-wave velocity model as a starting model. The inverse problem for S-waves is more ill-posed because S-waves are mostly converted phases in active seismic surveys. The inverse problem nonlinearity is strong due to the dependence of S-waves on P-waves. From a computational point of view, S-wave propagation requires longer recording time and finer model grid sizes and time steps in finite difference modeling. Since we show that P-wave velocity inversion is reliable (synthetics in Chapter 2 and real data in Chapter 3), we propose an efficient S-wave velocity model building tool based on P-wave velocity model. It does not require large offset and low frequency data acquisition, and can start from any arbitrary S-wave velocity model (e.g. constant velocity). With trivial modifications, the method can be easily extended to invert for S-wave velocity changes similar to the method presented in Chapter 6. We think a good estimate of time-lapse velocity changes should have the following qualities: 1. localized in space; 2. correct in magnitude; 3. focused on relative changes. The three qualities are inter-dependent. The contribution of this thesis is to provide a systematic framework that handles various kinds of data to achieve this type of estimate. 1.4 Thesis Outline Here we briefly describe the structure and content of the thesis: In Chapter 1, we introduce the problem we want to solve by this thesis work, and explain the challenges both in theory and in practice. We then summarize how we conquer these challenges from different angles, and outline the thesis. From Chapter 2 to Chapter 4, we focus on data domain methods. In Chapter 2, we describe the methodology, implementation and mechanism of double-difference waveform inversion (DDWI). This method was not first proposed by us (see e.g., [24 and [119]). Our work adds greatly to the understandings of the applicability of the method. Instead of doing independent inversions (Figure 1-la), DDWI inverts 36 differenced data for model changes starting from a baseline velocity model (Figure 11b). We compare the performance of DDWI with those of independent inversion schemes, and show DDWI's advantage in producing clean and interpretable time-lapse changes. Two practical aspects that determine the success of DDWI are discussed and tested: the dependence of DDWI on the quality of the baseline model, and the robustness of DDWI to survey non-repeatability. With realistic synthetic examples, we show that DDWI is reliable within a wide range of baseline models, and is robust to mild realistic survey non-repeatability. In Chapter 3, we apply both independent inversions and DDWI on real time-lapse datasets from Valhall, North Sea. A synthetic time-lapse velocity model that mimics a hardening reservoir layer is used to compare the results from different inversion schemes as a benchmark. We briefly introduce the Valhall field, and the life of field seismic (LoFS) system that is used to collect the time-lapse data. The repeatability of the surveys is within the range where DDWI is tested to be robust. The inversion results are consistent with the synthetic benchmark, and confirms the conclusions we draw in Chapter 2. In Chapter 4, we focus on situations where subtracting datasets is not possible. An alternating inversion strategy is developed for time-lapse surveys that are far apart in geometry: baseline and monitor datasets are inverted independently (one dataset at a time) but alternatively in a sequential manner (a few iterations with baseline data, then a few iterations with monitor data) (Figure 1-1c). For each parameter, we build the convergence curve (model estimates vs. iteration). A confidence map of timelapse changes is constructed based on the oscillations of the curves. The underlying principle is that for parameters outside of the time-lapse region and within illuminations of both baseline and monitor surveys, both inversions approach their true values consistently; for parameters within time-lapse region and within both illuminations, the estimates from baseline and monitor datasets conflict (oscillations in convergence curves); for parameters within only one of the illuminations, one inversion inverts for them consistently, and the other inversion has little impact. The confidence map regularizes a joint inversion with both datasets which better resolves the time-lapse 37 velocity changes. Synthetic examples with different acquisition scenarios are used to test this method. Chapter 5 is another real data application and serves as a transition from the data domain to the image domain. In this chapter, we study the time-lapse walkaway Vertical Seismic Profile (VSP) monitoring for CO 2 injection in SACROC, West Texas. We describe the basic geology of the field and the production and injection history. Well-logs are used to determine the location of the caprock and the reservoir formation. Density logs and sonic logs are used to build the density model and the initial P-wave velocity model. Reverse time migration (RTM) and FWI are both used and proved not sufficient in locating and quantifying the velocity changes induced by local injections. The failure of FWI is mainly because of the limited acquisition aperture which reduces FWI to least-squares migration. Velocity changes are not resolved, but transformed to depth shifts of reflectors instead. IDWT (Figure 1-2b) is introduced to solve this problem by matching the reflectors in monitor images to those in baseline images. We find a low velocity zone right beneath the low-permeability shale formation, which indicates that the CO 2 migrated from the injection points upwards and accumulated under the caprock. A synthetic test designed to simulate the scenario is used to validate the result. Chapter 6 modifies the IDWT method in Chapter 5 using the L-2 norm of image shifts as the objective function. The modified IDWT method purely inverts for kinematics which better separates time-shift from amplitude changes. It is helpful to distinguish the velocity changes from density changes that are often ambiguous in FWI as discussed in Chapter 2. The image shifts are estimated by dynamic image warping (DIW) which is not affected by cycle-skipping. Therefore, IDWT with DIW can handle large velocity changes in cases like steam and CO 2 injections. We first introduce the methodology and explain how to use the adjoint-state method to calculate the gradient. Simple synthetic examples are used to show the characteristics of the method. One important advantage of IDWT is that the inverted velocity changes are bounded by the interfaces above and below the changes. Interpretations and leakage monitoring are much easier and reliable with such results. The robustness 38 of IDWT to baseline velocity errors and survey positioning errors are demonstrated by synthetic examples. The Marmousi model is used to show that IDWT works with complex geology and narrow offset acquisitions. Chapter 7 extends the methodology in Chapter 6 from acoustic to elastic. Elastic IDWT (EIDWT) inverts for the shear wave velocity model by matching P-S images to P-P images, assuming that the P-wave velocity model is obtained. Image registration is also accomplished by DIW, but here we do not use the image shifts as the objective function. Instead, we present an alternative approach: registration guided IDWT (RG-IDWT). The P-S images are fractionally warped to the directions of the estimated shifts but within one half wavelength to avoid cycle-skipping. The L-2 norm of the image differences between PS images and their warped versions are used as the cost function. The two-level optimization consistently minimize the image differences in the inner loop and the image shift in the outer loop. This method can start from an arbitrary constant S-wave velocity and recover a smooth S-wave velocity model for which the final P-S images aligned with P-P image. The recovered model can serve as a starting model for elastic FWI. The extension of the method to timelapse S-wave velocity inversion is straightforward. We use a simple two-layer model to demonstrate how the method functions, and show its advantages and limitations. A modified Marmousi model is used to show that the method works well with complex geology. In Chapter 8, we summarize our innovations and experience on time-lapse velocity inversion. Potential improvements to the methods and possible future research directions are discussed. 39 Parallel FWI DDWI Baseline Data Monitor Date Baseline FWl Monitor FW Baseline FWl Monitor FW1 Baseline Datal Baseline Beocity Monitor Data FW1 Data Difference DW Moel Val ocity Changes Velocity Changes (a) Parallel FWI (b) DDWI AFWI Baseline Data Monitor Data IBaseline Velocity Model FWI FWI LJ Confidence Map of Chang (c) AFWI Figure 1-1: Schematic diagrams of time-lapse FWI methods. (a) FWI is applied to the baseline and monitor datasets in parallel. The subtraction between the final models generates the velocity changes. (b) DDWI inverts the difference between the baseline and monitor datasets for velocity changes. (c) In AFWI, FWI is applied to the baseline and monitor datasets in an alternating manner: the baseline FWI generates the starting model for the monitor FWI, and the monitor FWI generates the starting model for the subsequent baseline FWI. The process provides a confidence map of time-lapse velocity changes in the end. 40 Time-lapse IDWT Parallel MVA Baseline Data Monitor Dae ;Baseline Data MVA BBaselin Image e Monitor Data rMVA oi V,= n VeoIy Model mg Monitor velocity Model IDWT Miration Migraton B seline Image Image Vel)e Changes ) Velocity Changes (a) Parallel MVA (b) Time-lapse IDWT Figure 1-2: Schematic diagrams of the image domain methods for time-lapse velocity inversion. (a) Migration velocity analysis is applied to the baseline and monitor datasets in parallel. The subtraction between the final models generates the velocity changes. (b) Time-lapse IDWT inverts for velocity changes by matching the monitor migrated image with the baseline migrated image. 41 42 Chapter 2 Double Difference Waveform Inversion: Method, Feasibility and Robustness Study Summary Full waveform inversion has been proposed as a potential tool for retrieving subsurface properties like P and S-wave velocities, and density by fitting simulated waveforms to seismic data. An extension of this method to time-lapse applications seems straightforward but in fact requires more tailored processes like double-difference waveform inversion (DDWI) which uses the baseline and monitor datasets jointly by inverting data differences for velocity changes. In this chapter, we use realistic synthetic pressure data examples to compare the performance of DDWI with that of two other inversion schemes with pressure data acquisitions. P-wave velocity changes are reliably recovered in the inversion, and DDWI is shown to deliver the best results. To further investigate the feasibility of using DDWI in practice, the dependence of DDWI on the quality of the baseline models, and its robustness to survey non-repeatability are studied with numerical tests. Various types of non-repeatability are considered separately in the synthetic tests, including random noise, acquisition geometry mis43 match, source wavelet discrepancy, and overburden velocity changes. The correlation between the levels and types of non-repeatability and the resulting contamination of the inversion results is explored. With pressure data, DDWI is capable of in- verting reliably for the P-wave velocity changes under realistic conditions of survey non-repeatability. 2.1 Introduction Full-waveform inversion (FWI) aims to estimate the subsurface density and elastic parameters directly from seismic records [93, 101]. Ideally, the extension of FWI to 4D is straightforward. Two FWI runs can be conducted for the baseline and monitor datasets, and the difference of the two resulting models should reveal the reservoir property changes. Nevertheless, nonlinear artifacts arising from the nonlinear nature of the inverse problem introduce differences between the inverted models in addition to the real time-lapse changes. To address this problem, [107] applied differential waveform tomography in the frequency domain to cross-well time-lapse data during gas production and showed that the results are more accurate for estimating velocity changes in small regions than those obtained using conventional inversion schemes. [66] applied a similar strategy to conduct differential travel-time tomography using cross-well surveys. [24] proposed a double-difference waveform inversion algorithm using time-lapse reflection data in the time domain and demonstrated, with synthetic data, that the method has the potential to produce reliable estimates of reservoir changes. A successful real data application of DDWI is reported in [112]. In this work, we apply the DDWI methodology of [24], to a synthetic data set, and investigate the feasibility, advantages and limitations of DDWI when applied to realistic time-lapse data acquisition scenarios. In the following sections, we first describe the mathematics of DDWI and its implementation. We then compare the performance of DDWI with that of two other inversion schemes using (I): the same initial model for both baseline and monitor inversions; (II): the baseline inversion result as a starting model for time-lapse monitor inversion, with both schemes using 44 an acoustic model and noise-free pressure data. The dependence of DDWI on the quality of the baseline model is discussed using several baseline models of increasing accuracy and levels of convergence obtained by applying more iterations of FWI. The success of 4D seismic analysis also relies on the repeatability of the time-lapse surveys. Co-processed data, in which the non-reservoir related differences are minimized, give rise to much improved time-lapse results [77, 18]. In practice, however, it is impossible to correct perfectly for the lack of repeatability between surveys [55]. To investigate the effect of survey non-repeatability on DDWI, several common acquisition mismatches are discussed separately, including contamination with random noise, survey source and receiver positioning errors, source wavelet discrepancies, and seasonal water velocity changes. For simplicity, all our numerical tests are conducted with a 2D acoustic finite-difference model. 2.2 Methodology Standard full-waveform inversion can be expressed as a minimization problem with the cost function: Estanda,.(m) = -Iu - d1 2 , 2 (2.1) where u is the modeled synthetic waveform, d is the acquired field data, and m is the model parameter that is inverted for (see e.g., [101] for a recent review of FWI). Many successful real data applications have also been published [83, 71, 106], which establish FWI as a tool for quantitative subsurface property estimation. To extend FWI to the time-lapse case, the most straightforward strategy is to execute two inversions for the baseline and monitor datasets, respectively. We call this strategy Scheme I in this paper. As shown in Figure 2-1, the subtraction of the final models should give the property changes between surveys. One could argue that it is wasteful to start the time-lapse monitor inversion in Scheme I from an initial model that is independent of the baseline model, and that it would be more reasonable to start from the final model of the baseline inversion. We refer to such a strategy as Scheme II. As shown in Figure 2-2, the updated part of the model in the monitor 45 inversion from Scheme II should show the correct property changes, provided that the baseline inversion has converged. Scheme III, as shown in Figure 2-3, is DDWI. In DDWI the monitor inversion also starts from the final baseline inversion model, but the cost function is changed to: EDDWI(m)= 1 (Ubaseline - Umonitor) - (dbasetine - dmonitor) 2, (2.2) where us.eline and umonit, are simulated waveforms from the baseline inverted model, mo, and the monitor model, m, respectively, with m being iteratively updated. The field data are dbaeline and dmonito from the baseline and monitor surveys, respectively. The name "double difference" comes from the two differences in Equation 2.2, one between baseline and monitor field datasets and one between modeled datasets baseline and monitor datasets. As E(m) is minimized, the property changes (m - mo) corresponding to the data differences are recovered. In practice, before starting the time-lapse inversion, we invert the baseline dataset for the baseline model, mo. Using mo, we then generate a synthetic dataset, ubele. To allow the use of standard FWI algorithms, a synthesized monitor dataset, dn,, is created by adding the data difference (dmonito - daeiine) to usbeline. The inverse problem is then reduced to a standard FWI with cost function: E (m) = 1u n,,tc,(mo +6m) - dy 12, (2.3) and can be solved by regular FWI solvers. The only extra step is the synthesis of dyn, which requires a trivial amount of computation in the overall process. 2.3 Scheme Comparison with Acoustic Inversion Figure 2-4 shows the synthetic P-wave velocity and density models used for the numerical study. The dominant geologic structure is the anticline in the center, which lies underneath a sloping water bottom. The layering of the model is very detailed in order to simulate a realistic sedimentary environment. The synthetic data are gener- 46 ated by finite-difference modeling using 64 sources (250 m spacing) and 680 receivers (25 m spacing), all evenly placed on the water surface. The frequency band of the source wavelet is shown in Figure 2-5. The low frequency components are included to enhance the recovery of the low-wavenumber part of the model. An example shot gather from the simulated baseline survey is shown in Figure 2-6. The direct arrivals are not filtered out, however, they have no contributions to FWI because we use the correct water velocity in the initial model. For all listed schemes, we first apply FWI to the baseline data to obtain the baseline velocity model. To make the test realistic, we use the horizontally layered models shown in Figure 2-7 for the initial P-wave velocity and density models. The inverted models from FWI are shown in Figure 2-8. The anticline is well-recovered and the layers are resolved with a resolution limited by the frequency band of the data. The lower right and lower left parts of the model are not as well-recovered as the center part because of the limited illumination of the survey. For constructing the monitor models, we implanted realistic changes in P-wave velocity and density that are typically observed in practice into the baseline models, as shown in Figure 2-9. To test FWI's capability of distinguishing such parameter changes during the inversion, some of the density and P-wave velocity changes have different signs in the three reservoirs. P-wave velocity changes in the shallower reservoirs are smaller than those in the deepest reservoir. By contrast, the relatively shallow density changes are stronger than the deeper changes, and there are no timelapse density decreases. In order to compare fairly the results of all three schemes in later difference plots, we clipped the color scale of the true velocity changes at 50 m/s and the true density changes at 40 kg/M 3 , and will use the same color-bar for all subsequent inversion results. As stated in the Methodology section, for Scheme I we conduct an independent FWI with the monitor data starting from the same initial layered model used for the baseline inversion shown in Figure 2-7. The inverted P-wave velocity and density changes from the subtraction between the inverted monitor and baseline models are shown in Figures 2-10b and 2-11b, respectively. Major features of the P-wave velocity 47 changes are recovered, including both velocity increases and decreases. Amplitudes of the velocity changes are only partially recovered (~ 50%), however. In addition to the true changes, other changes that follow the structures in the background are visible, albeit weak in amplitude. The pattern of inverted density changes is basically the same as that of the P-velocity changes. However, the inversion adds some reductions in density, which do not exist in the real density model. It is difficult to differentiate density and P-velocity changes from pressure data because they have very similar radiation patterns, even over a large offset range [94, 71]. P-wave velocity is better constrained by the P-wave kinematic information in the data. Density is estimated from the amplitude information which is also affected by P-wave velocity. Hence, density changes are not accurately recovered. In Scheme II, we start the time-lapse inversion from the final model that we obtained from the baseline inversion (Figure 2-8). Figures 2-10c and 2-11c show the inverted P-wave velocity and density models, respectively. It is obvious that the background structures, including the seafloor properties, are updated together with the reservoir changes. The resolved changes are also weaker in amplitude compared to those from Scheme I. Scheme III (DDWI) results are shown in Figures 2-10d and 2-11d. The results are cleaner than those of the other two schemes, and the amplitude is better recovered as well. However, the density ambiguity is still not resolved. To invert for the density more accurately, a different parametrization, such as velocity-impedance, would be helpful, as discussed in [94] and [71]. We will not further address this issue here, as it is not directly associated with our analysis of different time-lapse inversion schemes. The major improvement in Scheme III, as compared to Schemes I and II, is the removal of the coherent background structures (model residual) that are not related to the actual reservoir changes. These structures correspond to the residuals in the baseline inversion Rbaseline Rbseline = Ubseline - dbase.ine. Since there is no perfect inversion, is never exactly zero. For Scheme I, the nonlinearity of the inverse problem leads to different levels of convergence for baseline and monitor inversions at different locations in the model where Ra,eine 48 $ R nit,. Accordingly, the subtraction between models gives non-zero contributions over the entire model. For Scheme II, Rbseiine gets injected into the model together with the real time-lapse signals due to reservoir changes, and generates model perturbations in regions where there are no time-lapse changes. As a result, the monitor inversion is trying to recover further the background model as well as finding the reservoir changes. In Scheme III, the common data residuals are subtracted out in the cost function in Equation 2.2. This can be shown by taking the first derivative of Equation 2 with respect to umonitor: ME(m)= (Umonitor - dmonitor) - (Ubaseline - dbaseiine) = Rmonitor - Rbaseline. umonitor From this, we see that when E(m) aUmonitor (2.4) 0, the cost function E(m) reaches its minimum where the baseline and monitor data residuals are equal. As a result, the inverted changes are free of background structures because the residuals cancel out perfectly, at least in theory. 2.4 Baseline Model Dependence With the acoustic synthetic example, we observed that DDWI delivers cleaner and better inversion results, at least for the time-lapse P-wave velocity changes. In this section, we investigate how the quality of baseline models affects the performance of DDWI, since the baseline model from the baseline inversion is a pre-requisite for DDWI. As we described in the Methodology section, the baseline model is not updated in DDWI, which only focuses on the time-lapse changes. The dependence of DDWI on the accuracy of baseline models must be investigated to help decide if the baseline model is reliable enough in practice. As shown in Figure 2-12, we selected six baseline models corresponding to different convergence levels along the cost function curve for the FWI of the baseline data. With more iterations, the model improves as the predicted data get closer to the recorded data. For each of the baseline models, we generate a synthetic data set d,,, (Equation 2.3), and run DDWI to invert for 49 the P-wave velocity changes. Figure 2-13 shows all the selected baseline models. The corresponding velocity changes resolved by DDWI starting from each one of the baseline models are shown in Figure 2-14. It is clear that DDWI gives an improved result with a better baseline model. In Figure 2-13b, the baseline model has the correct water depth, but is far from the true velocity model. In this case, DDWI fails to invert for the changes correctly, as shown in Figure 2-14b. Some of the changes have the wrong sign, and the overall recovery in amplitude is poor (by 15 m/s or more). This is because the baseline model controls the kinematics when the data differences are back-projected. With a poor baseline model, DDWI will project the data differences into the wrong locations, where the signals cannot be correctly stacked. With a better background velocity model, such as those in Figures 2-13c and 2-13d, DDWI is able to invert for the velocity changes with the correct sign (Figures 2-14c and 2-14d), however, side-lobes remain. From Figures 2-14e to 2-14f, the amplitude recovery improves as the baseline model contains more and more details, which better match the reflections and scattering when the data differences are back propagated. From these observations, the performance of DDWI certainly depends on the quality of the baseline velocity model. With a good background model like a smooth migration velocity model without the details, we expect DDWI to be able to invert correctly for at least the locations of the velocity changes. Including more details in the baseline model improves the recovery of the amplitude changes. Within a wide range of convergence levels for baseline inversion (Figure 2-12), DDWI is robust and capable of delivering reliable results. 2.5 Survey Non-repeatability Survey repeatability is a common issue in time-lapse seismic analysis. The successful acquisition of individual surveys does not guarantee quality time-lapse signals. Small deviations in acquisitions can cause significant signal differences between datasets. Because the seismic time-lapse response to reservoir changes is relatively subtle, the 50 true seismic differences are easily overwhelmed by data differences caused by survey non-repeatability. In this section, we discuss the major causes of non-repeatable noise, including random noise, source and receiver positioning errors, source wavelet discrepancies and overburden velocity changes (modeled as static shifts), and their impacts on the performance of DDWI. 2.5.1 Random Noise Although the sources of random noise vary within and .across surveys, they can be effectively characterized by a random distribution of power spectrum and phase. In our study, we aimed to investigate the impact of random noise on both baseline inversion and DDWI, so we use uniformly distributed random power and phase spectra to generate random noise. Such an approach more strongly influences portions of the spectrum where signals are weak, such as the low-frequency signals that are known to be crucial for obtaining reliable velocities from FWI [101]. This is illustrated in Figure 2-15, which shows the power spectra of signal plus noise for the six noise levels we investigated. The black dotted curve shows the power spectrum of the clean trace. The colored curves from red to black show the spectra of the noisy traces with different levels of noise contamination. To quantify the noise level, we use the overall energy ratio between the noisy and clean signals of one entire shot gather: r = E 1 n 2 * 100%, where ni2 is the noise energy of the ith trace, s 2 (2.5) is the signal energy of the ith trace, and 1is the number of traces in a gather. In Figure 2-16b, the data difference between the noisy monitor and baseline surveys for the same sample trace location in Figure 2-16a is plotted together with the clean data difference trace. Due to the weak reservoir response, the ratio between noise and the real time-lapse signal is extremely large, even for only 1% noise energy. Figures 2-17a-(f) show the baseline FWI P-wave velocity results for each noise level shown in Figure 2-15. All the inversion results capture the dominant structural 51 features as well as the fine stratigraphic layers, but they are contaminated by random noise in proportion to the noise level. Although both the noise and the primary waves have the same energy level in Figure 2-17f, FWI still gives a reasonable result. Figures 2-18a to (d) show the DDWI results starting from the corresponding baseline FWI results in Figures 2-17a-(d) for each noise level. Only four cases are included because above 64% noise energy, the reservoir changes cannot be identified from the image. DDWI is able to deliver reasonable results in which reservoir changes are clearly distinguishable even with relatively high noise levels. We attribute the success of both baseline FWI and DDWI in the presence of noise to the coherency in seismic data and their constructive interference during wave propagation through a good velocity model. In FWI, as the data are injected into the model, most of the random noise cancels during propagation, while the real signals constructively interfere and produce coherent model updates. This also explains the pattern of the noisy structures in the results. The random noise we use here is not completely random in space (across-traces) because it is generated with a spatial correlation, as is often observed in reality. The spatial correlation leads to coherent stacking in model space to some extent. In the cases we tested, DDWI is very robust to random noise even when the real signal is not directly observable from the data difference. 2.5.2 Source and Receiver Positioning Error If the baseline and monitor surveys use the same acquisition geometry, it is straightforward to apply DDWI because the two data vintages can be differenced trace by trace. However, even with advanced GPS guidance during acquisition, the positioning of sources and receivers still contains errors. A small positioning error is expected in a well-repeated monitor survey [12, 112]. Nonetheless, small positioning deviations can generate huge data differences over the entire dataset; these differences are normally stronger in amplitude than the real 4D signals. In this section, we focus on the impact of this type of error on the performance of DDWI. We assume the baseline survey positioning is known, and use a perturbed survey geometry to generate monitor data. 52 The resulting data differences are input directly into DDWI without correcting for these positioning errors. Due to the inherent limitations of finite-difference modeling, we are only able to perturb the source and receiver positions by an integral number of grid points (e.g., for a grid spacing of 6.25 m). Two types of perturbations are studied: random perturbations and systematic perturbations. Both types are applied to sources and receivers simultaneously. For random source and receiver perturbations, we generate a random sequence of numbers with zero mean that determines if the source or receiver position is perturbed by one grid point to the right or to the left. Figure 2-19 shows the P-wave velocity changes resolved by DDWI with random perturbations in source positions only, receiver positions only, and combined source and receiver positions for the monitor survey. Despite mild contamination in the background and at the seafloor, the reservoir changes are recovered with an acceptable quality when compared to the clean-data case in Figure 2-10d. The receiver-only perturbation case (Figure 2-19c) appears cleaner than the source-only perturbation case (Figure 2-19b) because the number of receivers (680) is 10 times the number of sources (64); hence, artifacts induced by positioning errors are better canceled out in Figure 2-19c. Although not attempted here, we expect that including more shots will improve the image in Figure 2-19b. In Figure 2-19d where both sources and receivers are perturbed, the artifacts from DDWI show the combined effects of those in Figures 2-19b and (c). For systematic source perturbations, we divide the 64 sources into groups, and perturb each group by the same shift. Figure 2-20 shows the DDWI results with source positions perturbed in groups, with the 64 evenly-spaced sources numbered sequentially from left to right along the top of the model. In Figure 2-20b, all sources in the monitor survey are shifted one grid point to the right. The recovered velocity changes are slightly weaker in amplitude than those in Figure 2-19b, but the image is relatively clean. In Figure 2-20c, source 1 to 32 are perturbed one grid point to the right, and source 33 to 64 are perturbed one grid point to the left. In Figure 220d, source 1 to 16 and source 33 to 48 are shifted one grid point to the right, and sources 17 to 32 and 49 to 64 are shifted one grid point to the left. Similar velocity 53 changes are recovered for the last two cases (c and d), and background artifacts follow the true structures, although they are weaker in amplitude compared to the resolved reservoir changes. The pattern of these artifacts reflects the number of source groups that were perturbed. In particular, the amplitude polarity flip of the artifacts at the seafloor is directly correlated with the position of the shifted sources. As in the random perturbation case, the results for systematically perturbing the receivers are similar to those for source perturbations, although the artifacts are smaller due to more effective stacking. In practice, source and receiver position errors due to limited GPS accuracy (~1 m) and streamer feathering effects can be larger than what we have tested here ( 6.25 m). However, the mismatch between post-processed baseline and monitor surveys can be reduced to a much lower level by data binning, interpolation and regularization. In highly repeatable acquisitions like ocean-bottom cable systems, the source positioning mismatch in the raw data can be even smaller than 6.25 meters [12, 112]. In practice, errors are likely to arise from a combined effect of both systematic and random perturbations. From all the tests above, it is expected that DDWI will be able to deliver good results with mild source and receiver positioning discrepancies. To some extent, the randomness of this error helps to mitigate the artificial patterns seen in the inversion results. 2.5.3 Source Wavelet Discrepancy Source wavelets are likely to be different between surveys in real acquisitions. Both acquisition conditions (e.g., air-gun types) and initial data processing can introduce discrepancies in source wavelets. These errors are commonly minimized by co-processing the baseline and monitor datasets. The source wavelet can be shaped by applying matched filtering in the cross-equalization process [57]. However, after all such optimization steps are applied, the resulting wavelets are still likely to have small discrepancies (e.g., a few degrees of phase rotation). In this section, we focus on the impact of phase differences between baseline and monitor source wavelets on the performance of DDWI. 54 We use a standard zero-phase Ricker wavelet for the baseline survey, and phaserotated Ricker wavelets for the monitor surveys. It is apparent that a small discrepancy between source wavelets will cause significant data differences across the entire survey. To simulate the situation in which we cannot further shape the wavelets, d,,, in Equation 2.3 is synthesized by directly subtracting baseline and monitor datasets. In DDWI, we use the same standard Ricker wavelet as that in the baseline inversion to simulate the synthetic data differences. Figure 2-21 shows all the DDWI results with increasing levels of phase rotation in the monitor source wavelet. The inverted P-wave velocity changes are as accurate as those of previous inversions for all the cases tested in terms of location, shape and amplitude. However, the trend that larger phase rotations gives rise to stronger artifacts in the model is also clearly observed. Up to 10 degrees, reservoir changes can be easily distinguished from the incorrectly determined background structures. With larger phase rotations, however, source wavelets in the monitor survey are markedly shifted from the baseline wavelet, and the corresponding data differences are large enough to produce significant model changes that overwhelm the real changes. In practice, a phase difference of less than 10 degrees is generally achievable, in which case DDWI appears to be robust. It is important to point out that all the inversions in this section are masked (i.e., no water layer was involved). Even for a small phase rotation (e.g., 2 degrees), DDWI cannot converge when the entire model is included in the inversion. This is because the dominant signal, i.e., the major contributor in the L-2 norm cost function of Equation 2.2, is the direct arrival. A trivial phase rotation in the source wavelet will generate huge data differences, especially for the dominant phases (e.g., direct waves and water bottom reflections). These data differences are non-physical, and cannot be explained by the wave equation without attenuation. For example, a delayed direct arrival indicates a decrease in water velocity between the source and receiver; however, the phase-rotation-induced delay is frequency dependent, which means only a dispersive velocity can explain the travel-time delay. In addition, the data differences are not random enough to cancel each other. As a result, DDWI 55 is not able to find a perturbation in the shallow part of the model (i.e., the water layer) that makes the cost function decrease. When the model is masked, these data differences are not activated in the cost function, allowing DDWI to focus on the reservoir responses. 2.5.4 Overburden Velocity Changes In terms of the effect of model changes on FWI, areas outside the reservoir may be even more important than those inside. In particular, overburden structures may change between surveys. For example, compaction within the reservoir can change the stress field and velocity above and below it [87]. Water velocity also varies seasonally. All such overburden changes will affect the entire dataset and cause data differences unrelated to reservoir changes. In this section, we use water velocity changes to represent this type of survey non-repeatability. For the synthetic model in this study, the water depth can reach 2000 meters. Deep-water production areas like the Gulf of Mexico (GoM) have water depths of up to 3000 meters [59]. In such water depths, seismic amplitudes and travel-times can be perturbed significantly even with small variations in water velocity. Factors that influence water velocity include temperature, salinity and depth. We adopt Medwin's Equation [62] to describe their relationship: v = 1499.2 + 4.6T - 0.055T2 + 0.00029T3 + 1.34 - 0.01T(S - 35) + 0.016D, (2.6) where T is temperature (*C), S is salinity (in parts per thousand, or ppt), and D is water depth (in m). For our purpose, it is not necessary to discuss these factors separately. We assume that salinity (S = 35ppt) and sea level stay constant, while temperature changes. Typically, water temperature in the GoM varies at the surface from 30'C in the summer to 15*C in winter, and it decreases to 4*C below 1000m. Water velocity can change by up to 40 m/s at the surface seasonally according to Equation 2.6. From the water surface down to 1000 meters, we assume a linear temperature gradient, and compute the water velocity with Equation 2.6. Water 56 velocity is assumed constant (= 1500 m/s) below 1000 m, and acquisition of the baseline survey is assumed to be in winter (with a surface temperature 15*C). We use 18'C and 30*C for surface water temperatures of two monitor surveys acquired in the spring and the summer, respectively. According to Equation 2.6, the maximum water velocity changes are - 9 m/s and - 39 m/s, respectively, at the surface. For both cases, we directly difference the monitor and baseline datasets to generate deyn, assuming that no corrections have been made in data processing to account for the water velocity changes. The DDWI results are shown in Figure 2-22. The reservoir changes are well recovered together with the water velocity changes. As expected, larger water velocity changes contains stronger background noise (Figure 222b) than that for smaller velocity changes (Figure 2-22a). In fact, background noise will exist even if the exact water layer velocity model is used in DDWI. We can write the data difference as: Jd = G(m) * Smwate, + G(m) * Smreservoir + (2.7) ... , where * denotes a convolution operator, and G(m) is the Green's function in the true model m; mwater and mreservoir are model perturbations in the water layer and reservoir, respectively. Neglecting higher order terms, the major contributor to the data differences is first-order scattering caused by water velocity and reservoir changes. If we managed to obtain both the exact water velocity and reservoir changes, the data residual would be Umonito, - dy = (G (mo) - G (m)) * Smwater + (G (mo) - G (M)) * 6 mremvcir + ... , (2.8) where G(mo) is the Green's function based on the inverted baseline model mo. Since we cannot obtain the exact baseline velocity model m, the data residual does not go to zero even with correct water velocities and reservoir properties. Instead, the data difference in the cost function tries to update the background model to minimize the misfit, generating spurious model changes in the background that are not from time-lapse effects. From Equation 2.8, we would expect this type of background 57 noise in DDWI even without water velocity changes. However, the second-order - scattering caused by the reservoir changes and imperfect baseline model, ((G(mo) G(m)) * 6mreervoir), is significantly weaker than that caused by the water velocity changes, (G(mo) - G(m)) * 3 mwater), and the first-order scattering from the reservoir, (G(m) * 6 mreservoir). Therefore, the second order reservoir scattering is not strong enough to contaminate the result. Although the results of the two cases presented here are of good quality and interpretable, DDWI is not able to overcome water velocity differences by itself because, once the data difference is taken, the inversion does not differentiate between the sources of these signal changes. DDWI could be improved if we processed the time-lapse dataset carefully with a calibrated water velocity before taking the data difference. After this, DDWI would function as if there were no water velocity changes. 2.6 Discussion and Conclusion As we observed from the mathematical derivations and the synthetic tests, the advantage of DDWI over the other two time-lapse inversion schemes discussed here is that the common data residuals are subtracted out and do not generate background velocity updates that are unrelated to reservoir changes. It is important for interpreters to make decisions based on clean and meaningful images in which the reservoir information is not contaminated by background noise. However, in practice data subtraction is intuitively dangerous whenever at least some of the differences between datasets do not originate from the reservoir response. When these non-reservoir signals are included in the cost function, it is reasonable to expect that if DDWI will produce artifacts in the inverted images by attempting to fit such data. What we observe, however, from our synthetic study does not obey this intuition. Neither strong random noise nor mild survey non-repeatability severely harms the performance of DDWI. It is worth clarifying that the mechanism of this robustness is not only due to DDWI, but also to the merits of full-waveform inversion itself. Unlike linear imaging methods (e.g., reverse-time migration), FWI or DDWI does not directly map all of the data 58 into the model domain. Instead, these methods look for a model perturbation that can explain the data via the wave equation. It is not difficult to understand that random noise has little effect on DDWI because most of the noise energy is stacked out during back-propagation. Data differences caused by survey non-repeatability are strong and coherent, and, therefore, are not fully stacked out during back-propagation. However, these differences do not produce strong velocity updates because they cannot easily be generated by wave-equation-based velocity perturbations. While reservoir changes are generally well resolved by DDWI, data differences arising from non-repeatability effects have relatively small contributions to the final results. Obviously, when the non-repeatability becomes severe, some of the data differences will lead to spurious model perturbations. Therefore, to achieve a successful time-lapse waveform inversion, baseline and monitor datasets still need to be carefully co-processed to mitigate non-repeatability effects before applying DDWI. If any combination of noise effects we have tested in this study applies to the same dataset, the aggregated effect will deteriorate the performance of DDWI. In summary, our synthetic examples show that DDWI gives better results than conventional inversion schemes by suppressing background model updates. The investigation of non-repeatable noise shows that within a practical range of data quality (e.g., a few degrees of phase rotation, a few meters of positioning error, etc), DDWI is robust enough to give a reliable estimate of the time-lapse P-wave velocity changes within the reservoir. 2.7 Acknowledgments This work was supported by the MIT Earth Resources Laboratory Founding Members Consortium, and Chevron Energy Technology Company. We would like to especially thank Chevron Corporation for the permission to publish this work. We also want to thank our collaborators: Mark Meadows, Phil Inderwiesen and Jorge Landa from Chevron for their efforts in this project. 59 Baseline Data Monitor Data I~ 'I I Figure 2-1: Scheme I: Two independent FWI are conducted for the baseline and monitor datasets, respectively. The model changes are obtained by subtracting the inverted baseline model from the inverted monitor model. 60 Baseline Data Monitor Data I I1 I I Figure 2-2: Scheme II: The baseline model is found by FWI with the baseline dataset.The monitor inversion starts from the baseline inversion result. The model updates are considered to be model changes between baseline and monitor. 61 Baseline Data Monitor Data I Il I I Figure 2-3: Scheme III: The time-lapse inversion starts from the baseline inversion result, and inverts the baseline and monitor datasets jointly. The model updates are considered to be model changes between baseline and monitor. 62 True P-velocitv Model 0 Velocity (m/s) 4500 1 4000 2 N 3500 3 3000 4 2500 5 2000 6 2 1500 4 6 8 X (km)10 12 14 (a) true pvel True Density Model 0 16 Den (kg/m3) 2400 1 2200 2 N 2000 3 1800 4 1600 1400 5 1200 6 2 4 6 8 10 X (km) (b) true dens 12 14 16 Figure 2-4: The true baseline P-wave velocity model (a), and the true baseline density model (b) that are used for generating synthetic 'real' data for the baseline survey. 63 a) Power Spectrum 1 4- E -00.5 N 0 z 0 2 4 6 8 10 12 Frequency (Hz) 14 Figure 2-5: The normalized power spectrum of the source wavelet we used. 64 Baseline Data 0 2 3 4 E 6 7 8 9 100 200 300 400 Trace Number 500 600 Figure 2-6: The shot gather generated by the source in the middle of the model on the water surface. 65 -ed P-velocity Model 0 Velocity (m/s) 4500 1 4000 E N 2 13500 3 3000 4 2500 5 2000 6 2 4 6 1500 8 10 X (kin) (a) Lavered Densitv Model 0 12 14 16 Density (kg/m3) 2400 1 2200 N ''2 I l 2000 3 1800 4 1600 1400 5 1200 6 2 4 6 8 X (k) (b) 10 12 14 16 Figure 2-7: The starting P-wave velocity model (a) and density model (b) for baseline FWI. The models are obtained by averaging the true models in Figure 2-4(a) horizontally. 66 Velocity (m/s) 4500 Baseline Inverted P-velocity Model 0 1 N 4000 2 3500 3 3000 4 2500 5 2000 6 1500 2 4 6 8 X (ki) 10 12 14 16 (a) Baseline Inverted Densitv Model 0 E Density (kg/m3) 2400 1 E2200 2 2000 3 1800 1600 4 1400 5 1200 6 2 4 6 8 X (km)10 12 14 16 (b) Figure 2-8: The final baseline p-wave velocity model (a) and density model (b) after 60 FWI iterations. 67 Velocity (mis) 100 80 60 40 20 0 -20 -40 -60 -80 -100 True P-velocity Change 0 1 2 E 3 4 5 6 2 4 24 0 10 8 8X (kin) (a) True Density Change 6 6 12 14 16 Density kg/m3) 40 35 30 25 20 15 10 5 0 1 2 N 3 4 5 6 2 4 6 8 10 X (kin) (b) 12 14 16 Figure 2-9: The true time-lapse changes in P-wave velocity (a) and density (b). 68 6 2 4 6 8 10 12 14 16 -50 X (km) 2 4 6 (a) 8 10 12 14 16 X (km) 150 (b) P-velocit Chan e: Scheme II m/s) 518 P-velocit Chan e: Scheme Ill(m/s) 51 E E 0 6 2 4 6 -8 10 12 14 16 X (km) 0 50 6 2 4 6 8 10 12 14 16 X (km) -50 (d) (c) Figure 2-10: (a) The true time-lapse changes in P-wave velocity, saturated in color to i50 m/s for comparison; (b), (c), (d) are the time-lapse P-wave velocity changes recovered by inversion scheme 1, 11 and III, respectively. 69 True Densi Chan 1 /mn) Density Change: Scheme I (kg/r) 1 00 0 -4r 2 4 6 -30 8 10 12 14 16 X (km) 2 (a) Densit Chan e: Scheme I (k/m3 ) 4 6 8 10 12 14 16 X (km) (b) Densit Chan e: Scherne III (k W) 1 1 0 2 4 6 8 10 12 14 16 X (km) 0 1-30 2 4 6 8 10 12 14 16 X (km) -30 (d) (c) Figure 2-11: (a) The true time-lapse changes in density, saturated in color to +40kg/M 3 for comparison; (b), (c), (d) are the time-lapse density changes recovered by inversion scheme I, II and III, respectively. 70 Cost Function Curve CA) 0 0.5 E 0 z 0 20 40 60 80 Iteration Number 100 Figure 2-12: Curve: The cost function curve of the baseline inversion; Dots: The selected iterations: 1, 5, 10, 20, 50, 99 71 True P-veloci E Model km/s) . 1 3 .5 Iteration 1 0 1 E2 Velocity (km/s) 4.5 3.5 3'-3 N 4 5 N-5 * 2 4 6 8 10 12 14 16 X (kin) .5 6 2.5 2 4 6 (a) Iteration 5 0 1 E2 8 10 12 14 16 X (kin) 1. (b) Veloci kn/s) 4.5 .3.5 N 1 E Iteration 10 0 km/s) 4.5 Velo 3.5 N 2 4 6 8 10 12 14 16 X (km) 5 6 1.5 2 4 6 0 Velocity km/s) 4.5 E2 N 3 4 3.5 Iteration 99 0 E2 N 3 4 2.5 5 6 1.5 (d) (c) Iteration 20 8 10 12 14 16 X (km) Veloci km/s) 4.5 35 71a - . 5 6 5 2 4 6 8 10 12 14 16 X (kin) 1.5 6 (e) 2 4 6 8 10 12 14 16 X (kin) 1.5 (f) Figure 2-13: (a) The true baseline P-wave velocity model; (b) - (f) are the baseline P-wave velocity models after 1, 5, 10, 20, and 99 iterations. 72 DDWI from Iter 1 0 1 E2 E2 N N4 4 Veloci 5 6 2 4 6 3 8 10 X (km) 12 14 1 6 8 10 12 14 16 X (km) (a) (b) DDWI from Iter 5 05 Veloci (m/s) 25 1e 0 1 N 5 2 4 6 8 10 12 14 16 X (km) DDWI from Iter 10 0 4 5 1-25 6 ie 4 b 5 10 X (km) 12 14 lb -30 (d) Velocity (m/s) 1 M0 0 DDWI from Iter 99 Veloci (m/s) ~~1 E2 E2 _d3 50 -3 N4 5 6 (m/s) 30 0 (c) nnwi frnm Ii r 20 Veloci E2 -- 3 0 N4 6 115 6 16 (m/s) 15 N4 10 4 Z 4 b 0t lU X (km) 5 6 12 14 lb 4 b U 14 50 X (km) (e) (f) Figure 2-14: P-wave velocity changes obtained with incorrect baseline velocity models. (a) The true time-lapse changes in P-wave velocity, saturated in color to 50 m/s; (b) - (f) are the recovered time-lapse P-wave velocity changes by DDWI starting from the baseline models shown in Figure 2-13b to 2-13f. The recovery of the velocity changes is clearly improved with better starting baseline models. 73 Power Spectrum --1% Energy -4% Energy -16% Energy -64% Energy 256% Energy - -1024% Energ Noise Free E -) ND0.5 E 0 z 0 5 10 Frequency (Hz) 15 Figure 2-15: Normalized power spectra of a sample trace with different noise contamination levels. The random noise spectrum obeys a uniform distribution from 0 to 15 Hz. Six noise levels are tested. 74 Sample Trace _0 -5- 1 E N -1 0 0 z 1 2 3 4 C 6 5 Time (s) 8 7 9 0 (a) Sample Trace --- Data Difference with Noise ifU..A~i~L~p:I~jA~ .~1. 9AAAii.AM~ALA~~A -Clean ~N~AJ.A 0 VYI- ) -5- F E -0.5 - 1 -1[* ) Cz 0 z Data Difference 1 2 3 4 5 Time (s) 6 7 8 9 10 (b) Figure 2-16: (a) A near offset monitor trace with 1% noise energy. The amplitude of the noise is about the same level as that of the coda waves. (b) Difference between noise-free monitor and baseline traces (red) and between noisy monitor and baseline traces (blue). Note small waveform changes shown in red trace between about 3 to 5 seconds are obscured by noise in the blue trace. 75 P-velocitv: 40% Noise (m/st 3.5 N (m/s 3.5 E 2.5 6 6 M11.5 8 10 12 14 16 X (km) 2 4 6 (a) 10 8 X (km) Ise II (b) elocitv: 16% Noise P-velocitv: 640 Noise (m/s) % N 2.5 I6 FE m/s 3.5 N 4 X (km) N (c) P-vplneitv- PR 0 A Nni-A 0 2.5 I b b 1U X (km) 12 14 6 11.5 (d) M/s) P-vInitv- lr4O- ,* Nni-Q 4.5 4.5 3.5 3.5 2.5 2.5 11.5 0 X (km) X (km) (e) (f) Il 1rO1.5 Figure 2-17: Baseline models obtained by FWI on noisy data. (a) - (f) are the baseline P-wave velocity models recovered by FWI starting from the same layered model shown in Figure 2-7a. The recovery of the dominant structure is very robust to random noise. As the noise energy increases, the details in the model are more contaminated. 76 E E 0 0 6 2 4 6 8 10 12 14 16 X (km) 6 1-50 2 4 6 P-veloci m/s E 2 4 Chan e: 64% Noise (m/s E [50 6 1-50 (b) (a) P-velocit Chan e: 16% Noise 8 10 12 14 16 X (km) 6 6 8 10 12 14 16 X (km) 2 4 6 8 10 12 14 16 X (km) -5 (d) (c) Figure 2-18: P-wave velocity changes obtained with noisy data. (a) - (d) are the recovered time-lapse P-wave velocity changes obtained from DDWI starting from the baseline models shown in Figure 2-17a to 2-17d, respectively. 77 True P-veloci Chan e 11 E (m/s) 58 4 6 (m/s) 58 E 0 N 2 Random Source Error 6-50 8 10 12 14 16 -50 X (km) (a) Random Receiver Error 0 N X (km) (b) Random S & R Error rm/s) ~~.1 58 E (m/s) 58 E 0 N 2 4 0 -50 6 N 8 10 12 14 16 X (km) 2 4 6 8 10 12 14 16 X (km) -50 (d) (c) Figure 2-19: P-wave velocity changes obtained using monitor data with random source and receiver positioning errors. (a) The true time-lapse changes in P-wave velocity, saturated in color to t50 m/s; P-wave velocity changes resolved by DDWI with the monitor survey (b) randomly perturbed source positions; (c) randomly perturbed receiver positions; (d) randomly perturbed source and receiver positions. 78 (m/s 5 1 Source GroUD lM/s) 150 0 N N 2 -50 -50 4 b 1U 6 X (km) 12 14 z ]b 4 0 0 X (km) IU 1z (a) (b) 2 Soure. Grouns 4 Source GrouDs MQ 10 (r /s N N d 1U X (km) 12 14 2 lb -50 4 b 6 1U X (km) (d) (c) Figure 2-20: Effects of systematic shifts in source positions. (a) The true time-lapse changes in P-wave velocity, saturated in color to 50 m/s; P-wave velocity changes resolved by DDWI with the source positions systematically perturbed in the monitor survey. In (b), (c) and (d), the sources are divided into 1, 2, and 4 groups. Each group of sources is shifted 1 grid (6.25 m) in one direction. 79 Phase Rotation: 2 degree (rn/s N N 4 X (km) 6 (a) 8 10 12 14 16 X (km) 1-50 (b) Phasp Rotation: S din ie (m/s Phase Rotation: 10 degree (m/s) N N 50 2 4 Phn-q b 6 1U X (km) (c) 12 14 1b Rntntinn- 90 danro -50 2 4 6 8 X (km) 10 12 50 (d) (m/s Rntntinn- fA ri Phcan N ee (m/s N 1 50 4 X (km) (e) 6 -1050 8 10 12 14 16 X (km) (f) Figure 2-21: Effects of source wavelet discrepancies between baseline and monitor surveys. (a) The true time-lapse changes in P-wave velocity, saturated in color to 50 m/s; P-wave velocity changes resolved by DDWI with the source wavelet in the monitor survey shifted in phase by (b) 2 degrees; (c) 5 degrees; (d) 10 degrees; (e) 20 degrees and (f) 30 degrees, for all frequencies. 80 Water Veloci Chan e (9 m/s) (m/s) Water Velocit Change 39 m/s) (m/s) 50 50 N N 2 4 6 8 10 12 14 16 X (km) -50 (a) 6 2 4 6 8 10 12 14 16 X (kin) -50 (b) Figure 2-22: P-wave velocity changes resolved by DDWI with the water velocity in the monitor survey increased by (a) 8 m/s maximum; (b) 40 m/s maximum. 81 82 Chapter 3 Time-lapse Full Waveform Inversion with Ocean Bottom Cable Data: Application on Valhall Field Summary Knowledge of changes in reservoir properties resulting from extracting hydrocarbons or injecting fluid is critical to future production planning. Full waveform inversion (FWI) of time-lapse seismic data provides a quantitative approach to characterize these changes by taking the difference of the inverted baseline and monitor models. The baseline and monitor datasets can be inverted either independently or jointly as discussed in Chapter 2. Time-lapse seismic data collected by ocean bottom cables (OBC) in the Valhall field in the North Sea are suitable for such time-lapse FWI tests because the acquisitions are long-offset and the surveys are well-repeated. We apply both independent and joint FWI schemes to two time-lapse Valhall OBC datasets which were collected one year apart. The joint FWI scheme is double-difference waveform inversion (DDWI) discussed in Chapter 2, which inverts differenced data 83 for model changes. We find that DDWI gives a cleaner and more easily interpreted image of the reservoir changes, as compared to that obtained with the independent FWI schemes. A synthetic example is used to demonstrate the advantage of DDWI in mitigating spurious estimates of property changes, and to provide cross-validation for the Valhall data results. 3.1 Introduction Time-lapse seismic monitoring is widely used in reservoir management in the oil industry to obtain information about reservoir changes caused by fluid injection and subsequent production. The seismic responses change according to the fluid saturation and pressure variations in the reservoir. The optimal goal of time-lapse seismic is to track fluid flow in areas without well logs [57]. Conventional analysis of time-lapse seismic data gives either qualitative information, like seismic amplitude, or indirect parameters like image shifts and traveltime differences. This information needs to be transferred to reservoir properties by matching reservoir modeling [56]. Quantitative 4D techniques are used to estimate reservoir compaction and velocity changes using time shift and time strain in the data [51, 118]. Amplitude versus offset analysis inverts partial-angle stacks for elastic impedance changes [78, 95]. However, these methods assume simple subsurface structures, and often involve manual event picking. Full waveform inversion has the potential to estimate density and elasticity parameters quantitatively [93, 101]. Subsurface properties are updated iteratively by fitting data with modeled waveforms which are generated by solving wave equations. Ideally, by subtracting the models inverted from each dataset in a series of time-lapse surveys, the geophysical property changes over time can be quantified. Instead of analyzing small-offsets and large-offsets separately as in [118], FWI naturally takes all types of waves into account, including diving waves, supercritical reflections, and multi-scattered waves. Both structural depth changes and velocity changes can be well represented in FWI inverted models, therefore separate analyses are not necessary, 84 as in conventional time-lapse methods [51]. In addition, FWI makes no assumption about the subsurface structures, and involves less manual interaction. However, the convergence levels of waveform inversions for individual datasets are affected by data quality and computational parameters used in the inversion, which may differ between surveys. Model differences caused by different local minima between inversions may generate misleading time-lapse images. To mitigate these problems, [107] applied a differential waveform tomography in the frequency domain for crosswell time-lapse data during gas production, and showed that the results are more accurate for estimating velocity changes in small regions than those obtained using the conventional method. [66] applied a similar strategy to conduct differential traveltime tomography using crosswell surveys. [24] developed a double-difference waveform inversion (DDWI) algorithm using time-lapse reflection data in the time domain and demonstrated, using synthetic data, that the method has the potential to produce reliable estimates of reservoir changes. Similar approaches are also reported in [119] and [120]. Nonetheless, to our best knowledge, very few field data applications of DDWI have been reported. The major obstruction to successful field data applications of both FWI and DDWI is data acquisition. To recover a model having a broad wavenumber spectrum, lowfrequency and long-offset data are required, but are often not available in legacy seismic experiments. Advanced technologies like wide-aperture and wide azimuth acquisitions make FWI more feasible nowadays. However, DDWI requires pre-stack data subtractions which imposes a higher standard on time-lapse survey repeatability. One way to obtain such data is with 4D ocean bottom cable (OBC) acquisitions using receiver cables installed on the seafloor. Source and receiver positioning discrepancies between surveys are significantly reduced compared to streamer acquisitions. Signal quality is also improved because of better receiver coupling. The repeatability of 4D OBC acquisitions appears promising for DDWI application. Since 1998, OBC data have been collected in the Valhall field, in the North Sea [39]. A permanent OBC system was installed in 2003 to enable frequently repeated timelapse surveys to help manage the field. Due to the wide aperture and high quality 85 of the surveys, numerous studies on 2-D and 3-D FWI use the Valhall data as the field example (e.g. [70, 71, 82, 54]). [10] discussed the potential business impact of FWI and time-lapse FWI at Valhall, but technical details and comparisons between time-lapse FWI approaches are not presented. In this chapter, we first introduce three time-lapse inversion schemes: (I), use the same initial model for both baseline and time-lapse inversions; (II), use the final model from baseline inversion as the starting model for time-lapse inversion; (III), DDWI which inverts the differenced data for model changes starting from the final baseline inversion model. A 2D synthetic example using the Marmousi model is used to demonstrate how DDWI can improve the inversion quality in terms of suppressing spurious model perturbations. We then apply all three schemes to two datasets collected one year apart, one as baseline and the other as monitor, collected by the OBC from the Valhall field. We compare the results obtained from all schemes, and show that DDWI produces a cleaner and more interpretable image of the reservoir changes. The mechanism causing the differences between the results of different inversion schemes is discussed for both synthetic and real data. Cross-validations between synthetic studies and the Valhall application enhance the credibility of the DDWI result. 3.2 Theory FWI for individual surveys minimizes a cost/objective function of the difference between modeled data u and observed data d: E(m) = 2 d - u(m) 12, (3.1) where m is the model parameter (e.g. density, P-wave and S-wave velocities) to be recovered. Gradient based methods such as nonlinear conjugate gradient and the Gauss-Newton method have been adopted in many studies to solve this optimization problem efficiently [65, 69, 101]. 86 The most straightforward manner for time-lapse FWI is to repeat the process on each individual dataset. One can choose to use the same starting model for each of the individual inversions. For example, a smooth velocity model derived from tomography can be used for the inversions of both the baseline and monitor datasets. We label this as Scheme I. It is also reasonable to choose the final model of the baseline inversion as the starting model for inverting monitor datasets to achieve faster convergence. This is labeled Scheme II. We want to clarify here that if, starting from a model obtained from a previous inversion of the baseline dataset, both baseline and monitor datasets are further inverted for more model improvements, this is considered as Scheme I. Other than individual inversions, the datasets can be used jointly. One efficient way to do a joint inversion without doubling the computation is to apply DDWI. Similar to Scheme II described above, DDWI starts from a model obtained from the baseline inversion. To include both datasets, the cost function is modified to: E(m) = (dmonitor - daseine) - (umonito,(m) - uaneline(mo)) 12, (3.2) where dmoit, and dbaseline are monitor and baseline data respectively, and umonit, is the synthetic data calculated from the model m that is updated in every iteration. We denote by Ubseline the synthetic data calculated from the starting model mo that is the final model from the baseline inversion. Because mo is not updated in DDWI, ubaeine does not change throughout the inversion process. Equation 3.2 can be rewritten as: E(m) = 1 umonito, - dayn 12, (3.3) where d,yn = Ubaseline + (dmonitor - dbaseline). DDWI looks for the changes in the model that can explain the waveform changes between time-lapse datasets. It reduces the effects of uncertainties in the baseline model. The mechanism and implementation of the method are well-explained in [119] and [116]. 87 3.3 Examples Using Synthetic Data In this section, we use the Marmousi model to illustrate the different behaviors of the inversion schemes introduced above, and to provide context for interpreting our real data results in later sections. Figure(3-la) shows the true baseline P-wave velocity model. In the time-lapse velocity model, a thin layer of P-wave velocity increase is placed in the second anticline under the salt layers (bright wedges) to simulate a hardening reservoir as shown in Figure 3-1b. The maximum magnitude of velocity change is 200 m/s. We use five shots, marked by white stars in Figure(3-1a), on the water surface and 400 receivers evenly spaced at the water bottom to cover the entire area. The same source and receiver geometry is used for both baseline and monitor surveys to mimic a time-lapse ocean bottom cable acquisition. Synthetic baseline and monitor data are generated with a finite difference acoustic wave equation solver. The source time function is a standard Ricker wavelet centred at 6 Hz. We use a smoothed version of the Marmousi model (Figure 3-2a) as the starting model for the baseline inversion. The conjugate gradient method is used to invert for the P-wave velocity model. After 90 iterations, we obtain the recovered baseline model shown in Figure(3-2b). It is slightly blurred compared to the true model due to the limited resolution of the data. The dominant features of the structures are well-recovered, while some of the deeper layers underneath the salt are less resolved because of lower energy penetration. Following Scheme I, we can invert the monitor dataset using the same initial model (Figure 3-2a) for the same number of iterations. Figure 3-3a shows the model difference between the final time-lapse and baseline models. The reservoir change is recovered to some extent, however, model differences also exist almost everywhere outside of the reservoir layer. Some of the false changes (e.g. in the salt layers) are as strong as the real changes. The nonlinear behavior of the inversion makes it difficult to avoid such false changes between two inversions. The model subtraction is not able to differentiate between the differences caused by time-lapse effects, and the differences caused by these false changes. 88 We can also choose to invert the monitor dataset starting from the recovered baseline model (Figure 3-2b) as described in Scheme II. Figure 3-3b shows the model difference between the final time-lapse model and the baseline model in Figure 3-2b. The non-reservoir related differences are stronger than those in Figure 3-3a because effectively more iterations are applied to update these parameters. Therefore, parameters that are less well estimated in the previous baseline inversion would exhibit larger magnitudes in the model difference. This explains why the real changes in the reservoir layer are saturated by the strong updates nearby in Figure 3-3b. Starting from the same baseline model (Figure 3-2b), DDWI (Scheme III) is applied to find the time-lapse changes. Figure 3-3c shows the time-lapse changes recovered by subtracting the baseline model from the final time-lapse model. The image is almost free of contamination. The clearest feature is the velocity increase within the reservoir layer. Both the shape and magnitude of the velocity changes are well recovered. Neither the coherent structures in the shallow part nor the salt layers have any footprint in the image. This is because, as we stated in the methodology section, DDWI only finds the velocity perturbations that caused the data differences. Therefore the parameters that are not completely recovered from the baseline inversion are not updated at all in DDWI. Comparing the three images in Figure 3-3, it is easier to make an interpretation with the DDWI result. Without the interference from background structures, tracking the locations of changes is easier. In addition, because the magnitude of the changes is more accurately recovered, the reservoir properties inferred from this information are also more reliable. 3.4 Time-lapse Full waveform Inversion on Valhall Valhall field sits in the southern part of the Norwegian North Sea, and has been producing hydrocarbons since 1982. Recently approved plans could potentially extend its life to 2048. The reservoir layer is at a depth of about 2400 m, and its thickness ranges from 10 to 70 m. The reservoir formation consists primarily of high porosity, 89 low permeability Cretaceous chalk. Pressure depletion of the highly porous rocks leads to significant reservoir compaction which both drives the production and induces the subsidence of the overburden structures [9]. Significant 4D seismic time shifts due to reservoir compaction has been observed in a previous study by cross-matching of 3D streamer data collected in 1992 and 3D ocean-bottom-cable data collected in 1998 [39]. Acoustic impedance changes that reflect the depletion of the reservoir, have been derived from amplitude differences by comparing marine streamer surveys in 2002 and 1992 [9]. To allow for more detailed and frequent analyses of induced 4D seismic changes, a permanent array, life of field seismic (LoFS), was installed in 2003 [9, 97]. The 4D images produced with the LoFS data provide a structural framework for identifying undrained areas, managing existing wells, and analyzing geohazard potentials [97, 76]. Integrated with reservoir modeling, LoFS system reduces the uncertainties in reservoir performance predictions [98]. We expect the constraints on the reservoir model to be improved and enhanced by extracting quantitative 4D changes from the LoFS data with time-lapse FWI [10]. Since FWI includes information on both structure and properties from all the data in the surveys, individual analyses on overburden changes, reservoir compaction and reservoir property changes are naturally integrated in time-lapse FWI. 3.4.1 Acquisition, Repeatability and Preprocessing As shown in Figure 3-4, an area of 15 km x 8 km is densely covered by 50,000 shots (white points) on a 50 x 50-m grid. The missing shots in the middle of the acquisition are due to the center platform. Around 2500 receivers (blue dots show 1/4 of the receivers covering the same area) are placed a meter into the sea floor comprising 45 km2 of coverage. The distance between receivers along the cable is 50 in, and the distance between cables is 300 meters. The seismic experiment is repeated roughly every six months. The datasets used in this study are LoFS 10 and LoFS 12 that are 12 months apart. Minimum preprocessing applied to the raw shot gathers before input to FWI was 90 limited to proper denoising and low-pass filtering up to 7 Hz. No cross-matching was applied between surveys. The positions of the receivers are not changed between surveys except several cables were offline in LoFS 12. Shot positioning is very accurate. Compared to the pre-designed shot network, i.e., a regular 50 x 50 m spacing grid system, the mean of the shot positioning error in LoFS 10 is close to zero, with a standard deviation of less than 5 meters [97]. The positioning accuracy is improved in LoFS 12, in which the standard deviation of the error is less than 2 meters (Figure 35). Regarding the position discrepancies of the paired shots between LoFS 10 and LoFS 12, 50% of the shot pairs have distances less than 1 m, and 95% have distances less than 10 m. Because the data residual needs to be injected on regular grids in finite difference modeling, we adopt the method in [45] to interpolate and resample both LoFS 10 and LoFS 12 data to the same regular grids. To demonstrate the excellent survey repeatability, we show example trace pairs in Figure 3-6. Both pairs are from the same common receiver gather. Traces in Figure 3-6a are from the same near-offset shot. Not only do the early arrivals fit each other well, but the coda waves are also very similar. Traces in Figure 3-6b are from the same far-offset shot. Despite having traveled for more than 10 kin, the diving waves and the direct waves are still very close in both phase and amplitude. 3.4.2 Inversion Setup In this study, FWI is implemented in the time-domain. As a result, CPU runtime is linearly dependent on the number of sources simulated in each iteration. Therefore, reciprocity is applied to generate common-receiver gathers as FWI data input instead of shot gathers. To further reduce the computation, we downsample the receivers along cables to a spacing of 200 m; in the end 380 receivers are used in FWI. A few assumptions are made in the process. First, only the pressure data are used, and so the acoustic wave equation is solved to simulate the wavefield. Second, only the isotropic P-wave velocity is inverted for. The density model is derived from the Gardner Equation [33] with the updated velocity model in each iteration. Third, attenuation is not included in the modeling. Instead, a trace by trace energy scaling 91 strategy is used to mitigate amplitude differences [53]. We extracted the source wavelet from a raw near offset trace. As it is recorded on the sea floor, the first event is a mixture of source side ghosts, direct waves, and free surface multiples. An effective wavelet is derived after the removal of multiples and ghosts and the application of a low-pass filter. Its quality is confirmed by carefully comparing a synthetic shot gather with the recorded data before FWI [53]. 3.4.3 Initial Velocity Model It is difficult in practice to use only FWI to invert for a good quality model starting from a poor initial guess. Several studies about FWI applications on Valhall use tomographic models as initial models [70, 71, 82, 54]. We use a smoothed version of the Valhall velocity model presented in [53] as shown in Figure 3-7a, to avoid the elaborate process of initial model building, since this study focuses on the time-lapse application. The details about how we handle the initial model building and obtain the model in Figure 3-7a can be found in [53, 54]. 3.4.4 Baseline Inversion Result We run acoustic FWI for the baseline survey data (LoFS 10) starting from the model in Figure(3-7a). After 200 iterations, the baseline inversion is considered converged; the resulting model is shown in Figure(3-7b). The final model is of higher resolution, and shows a lot more detail about the geological structures. The image of the gas cloud (marked by the black arrow in y-z slice in Figure 3-7b) is markedly improved. The thin layer under the gas cloud that is not visible in the starting model is resolved remarkably well. The differences between the field data and the synthetics before and after the inversion are shown in Figure 3-8 for one common receiver gather. The traces are aligned according to the order of shots. The magnitude of the data residual is significantly reduced by FWI. The residuals of both the long offset diving waves (white circle) and the near offset reflections (black circle) are greatly minimized. 92 3.4.5 Time-lapse Inversion Result As in the synthetic examples, three schemes are applied to the time-lapse dataset (LoFS 12). For Scheme I, we start from the smooth model in Figure 3-7a, and run the same number of iterations to invert LoFS 12 data for the time-lapse model. The P-wave velocity model difference is shown in Figure 3-9a. In the shallow part, the differences are relatively weak, whereas the differences in the deeper part are stronger and also spread out. For Scheme II, the model in Figure 3-7b is used as the starting model. Figure 3-9b shows the model difference. Compared to Scheme I, the magnitude of the difference is generally stronger. Both in the shallow part (around the gas cloud) and in the deep part (below the gas cloud) we find distinct velocity changes. For Scheme III (DDWI), starting from the model in Figure 3-7b, we invert the data differences (LoFS 12 minus LoFS 10) for the velocity differences. As shown in Figure 3-9c, the velocity changes found by DDWI are much more localized than the results from Scheme I and II. To better visualize and compare the results, we plot the 2D slices in Figures 3-10 and 3-11. Depth slices at the location of the maximum time-lapse velocity changes are shown in Figure 3-10. The three black squares mark the holes in the survey (Figure 3-4). Although there are some common features among the three images in Figure 3-10, the changes from Scheme I and II cover a much bigger area than the changes from DDWI. In particular, the changes in Scheme II would be even broader if shown on the same color-scale as those for Scheme I and III. In the cross-sectional views in Figure 3-11, the same velocity change volume is shown in the X-Z axis. The model changes have completely different patterns. In both Scheme I and II, the velocity changes spread horizontally over most of the area in the deeper part of the model. Some strong changes are also found in the shallow parts. By contrast, in the DDWI case, the dominant change is localized in the center of the model beneath the gas cloud. The changes in other parts are much weaker, and no evident changes are found in the shallow part of the model. 93 3.5 Discussion The synthetic examples and the Valhall data results exhibit similar behaviors. The nonlinearity of the inversion makes Scheme I generate spurious model differences. For real data, it is more difficult to control the convergence for velocities at all positions. Because deeper reflections have lower signal to noise ratio, velocities at greater depths are more likely less constrained and so differ more between independent inversions, which explains why the magnitude of changes increases with depth. The model differences in Scheme II are strongly contaminated by the extra updates to the background model (i.e., model parts without time-lapse changes) because we try to reduce the data residuals with velocity perturbations that are not related to time-lapse changes. The residuals left after the baseline inversion are much stronger than the time-lapse signals for the real data case, which explains the significant model differences in Figure 3-11b. In addition, the deeper part is less resolved than the shallow part in the baseline inversion. Consequently, we observe more updates to the deeper part in the time-lapse inversion in Scheme II. One might argue that the situation would be improved by running the same number of FWI iterations in extra on the baseline data (LoFS 10) as those run on the monitor data, and then subtracting the two models. In other words, if we run N iterations to get the baseline model, and another N to go from baseline to monitor, then baseline should have another N iterations to equally resolve unchanging structures. In fact, it reduces to Scheme I with a better starting model. We conducted this practice, however, no remarkable improvements were achieved. DDWI gives localized results in both the synthetic and real data case studied here. Because only the velocity perturbations that can explain the data differences are used to update the model, it is not difficult to understand why the synthetic noise-free DDWI result in Figure 3-3c is so clean. One might feel uncomfortable about subtracting real datasets when there are so many uncertainties between surveys. Nonrepeatability issues like random noise, source wavelet discrepancy, source position error and overburden changes, can generate significant data differences that may 94 overwhelm the real time-lapse signals. These non-repeatability effects are discussed and tested in detail in [116], which concludes that DDWI is robust to random noise, and mild non-repeatabilities. For the LoFS 10 and LoFS 12 surveys, the standard deviation of the source positioning error is less than 5 m. Source wavelets are well repeated in the frequency range used in FWI, and the water velocity change does not have a huge impact because it is a shallow water environment. Overburden changes are expected to be small since the two surveys are only one year apart. All the issues are within the range where DDWI is tested to be robust. If we take the field data results at face-value, DDWI is definitely finding a timelapse velocity change that is cleaner and easier to interpret. But to understand why this is the case, and thus to increase our confidence in our interpretation, we need to describe what we are fitting in DDWI and how this contrasts with traditional FWI. To this end, Figure 3-12 summarizes the various effects that we expect to see in the time-lapse data, showing those that are suppressed with DDWI as compared with standard FWI in black and gray. The data can be decomposed into two parts as shown in Figure 3-12: signal and noise. Within the signal branch, all the information is related to real changes in Earth properties. The part of the residual signal that can be modeled (Black in Figure 3-12), but is due to either under-fitting the data or being caught in a local minimum is what we expect to cancel in DDWI and not in Scheme I and II. In the noise branch, we classify noise as either coherent or random. The random component will contribute relatively little to the final image because of stacking. Coherent noise should lead to changes throughout the model, if it is constructively interfering and significant enough. Non-repeatibilities can introduce coherent noise but are less likely to be modeled in the simulation, which is why DDWI is robust to them [116]. The signal that is not modeled due to incomplete physics (Gray in Figure 3-12) in the model equations are considered as noise, and has a second-order effect on the velocity change. For example, the common background anisotropy and attenuation effects are subtracted out in DDWI, and those induced by reservoir changes are relatively weak and localized. Because the model change in the DDWI example is clean and localized, it is credible that the recovered velocity change 95 is actually the reservoir change rather than simply the movement into a different local minimum of the objective function, or simply the change one might expect if the inversion were to be continued to additional iterations. 3.6 Conclusion Advanced acquisition technologies like ocean bottom cables provide the opportunity to use high resolution imaging methods to monitor subsurface changes. We applied double-difference waveform inversion on two time-lapse datasets from the Valhall field, and resolved cleaner and more interpretable time-lapse velocity changes compared to those from independent inversion schemes. The results are supported by previous studies and the synthetic tests included in this work. The non-repeatabilities of the two surveys are mild and allow double-difference waveform inversion to invert for credible time-lapse P-wave velocity changes. 3.7 Acknowledgments This work was supported by the MIT Earth Resources Laboratory Founding Members Consortium and Hess Corporation. The authors would like to especially thank Hess Corporation for the permission on publishing this work, and BP for providing the datasets. We also want to thank our collaborators Faqi Liu and Scott Morton from Hess for their contributions. 96 Velocity (km/s) 0 5 E 4 N 3 2 0 1 2 3 4 5 6 7 8 9 X (km) (a) Velocity (km/s) 0.2 0 E 0.1 1 0 N -0.1 0 1 2 3 4 5 6 7 8 9 -0.2 X (km) (b) Figure 3-1: (a) True P-wave velocity baseline model. The reservoir is located in the anticline below the salt layers (white wedges) that have the highest velocities. Five stars mark the source locations that are used in both baseline and monitor acquisitions. (b) True time-lapse P-wave velocity changes. The layer is located in the reservoir, and has an uniform velocity increase of 200 m/s, simulating a hardening effect when the reservoir is compacting. 97 Velocity (km/s) 0 E 5 4 1 3 2 2 0 1 2 3 4 5 6 7 8 X (km) 9 (a) Velocity (km/s) 0 5 P N 1 4 3 2 2 0 1 2 3 4 5 X (km) 6 7 8 9 (b) Figure 3-2: (a) The starting velocity model for FWI. The model is obtained by smoothing the true velocity model with a Gaussian window. (b) The velocity model obtained after 90 iterations of FWI. Details of the layers are significantly improved. The color-scales in both figures are the same. 98 Velocity (km/s) 0 0.2 0.1 E1 0 N -0.1 0 1 2 3 4 5 6 7 X (km) 8 9 0.2 (a) Velocity (km/s) 0 0.2 0.1 1 0 2 -0.1 0 1 2 3 4 5 X (km) 6 7 8 9 1-0.2 (b) Velocity (km/s) 0 0.2 0.1 E 1 0 N -0.1 0 1 2 3 4 5 6 7 8 9 -. 2 X (km) (c) Figure 3-3: Time-lapse velocity changes recovered by Scheme I (a), Scheme II (b) and Scheme III (c). The differences are obtained by subtracting the final baseline inversion models from the final time-lapse inversion models for each scheme. The final baseline inversion models are the same model that is recovered by the baseline inversion. Both (a) and (b) contain strong artifacts, while (c) is clean and localized. 99 Figure 3-4: Layout of the LoFS survey. White points denote the positions of common shots used in the acquisitions in LoFS10 and LoFS12. Blue dots denote the common receiver positions. The missing shot lines are those with low quality in either survey. The holes in the shot map are the locations of platforms. 100 x14 I-0- LoFS 2.5 - 10 Data LoFS 12 Datal C,) 0 2 L1.5 E : z 1 0.5 0 -15 -10 -5 0 5 Shot Positioning Error (m) 10 15 Figure 3-5: The shot positioning error distributions of survey LoFS 10 (circled line) and LoFS 12 (solid line). The error is between the designed positions and the actual positions measured by GPS. Both distributions have mean values close to zero. LoFS 12 acquisition is improved with a much smaller standard deviation of less than 2 meters. 101 (a) (b) Figure 3-6: Traces from LoFS 10 (white line) and LoFS 12 (yellow line) are plotted together to show their similarity. All traces are from the same common-receiver gather. The pair from a near offset shot is plotted in (a), and the pair from a far offset shot is plotted in (b). The strong phases like the diving waves and direct waves, and the coda waves match well between surveys. 102 (a) (b) Figure 3-7: (a) Initial model for baseline FWI obtained by smoothing the model built by [53] using a combination of FWI and tomography. (b) Baseline model obtained after 200 iterations starting from (a). The shallow structures are improved with higher resolution. The black arrow points to the gas cloud area. The low velocity layer beneath the gas cloud that is not visible in the starting model is recovered. 103 (a) (b) Figure 3-8: Data residuals of one common receiver gather (a) before the baseline inversion and (b) after the baseline inversion are compared to show the convergence of FWI. The traces are ordered by the shot index. Residuals in far offset diving waves (marked by the white dashed circles) and near offset reflected waves (marked by the black dashed circles) are both reduced significantly. 104 (a) (b) (c) Figure 3-9: 3D view of time-lapse P-wave velocity changes resolved by Scheme I (a), II (b) and III (c). The slices are at the same coordinates as those in Figure 3-7. 105 (a) (b) (c) Figure 3-10: X-Y slice at the depth where the maximum time-lapse changes occur. Time-lapse P-wave velocity changes resolved by Scheme I (a), II (b) and III (c) are compared. Note that the color-scale in (b) is larger than those in (a) and (c) meaning stronger magnitudes. Black squares show the locations of platforms. Note the better focusing of time-lapse changes with Scheme III. 106 (a) (b) (c) Figure 3-11: Y-Z slice at the location where maximum time-lapse changes occur along the X-axis. Time-lapse P-wave velocity changes resolved by Scheme I (a), II (b) and III (c) are compared. The Scheme I result (a) shows changes of similar magnitude at both shallow and deep locations. The Scheme II result (b) has fewer shallow changes but contains strong and broad changes in the deeper part. The Scheme III result (c) shows localized changes in the layer underneath the gas cloud. The gas cloud region is marked with a black dashed circle. 107 Monitor Data Yes Can we model it? No Signal Time-lapse Noise Baseline Signal Signal Yes Is it explained by the Random Noise No Yes Coherent Noise Is it physical? No baseline model? Baseline Modeling Nonrepeatability Figure 3-12: The decomposition of the monitor dataset. The monitor data can be separated into two branches by the modeling capability. The parts that can be simulated by the modeling engine are considered as signal, while the rest is treated as noise. In the signal branch, part of the baseline signal can not be explained by the current baseline model due to the imperfection of the baseline inversion. This part would generate artificial time-lapse changes in Scheme I and II, but will be canceled in DDWI. In the noise branch, these non-repeatable components will remain in all schemes, but the repeatable components will be canceled in DDWI. 108 Chapter 4 Alternating Time-lapse Full Waveform Inversion with Different Survey Geometries Summary The repeatability of acquisitions is a key factor determining the success of conventional time-lapse analysis because the background data need to be cross-equalized to highlight the time-lapse signals. To discriminate unchanged and changed model parameters, FWI approaches with differenced data also require the surveys to be wellrepeated (e.g., double-difference waveform inversion in Chapter 2 and Chapter 3). In this chapter, we present a different way to achieve this discrimination. Instead of focusing on acquisition quality and data processing, we regularize the model parameters during inversion to emphasize the time-lapse changes. To obtain the regularization parameters, a confidence map of time-lapse changes is constructed from the convergence curves of model parameters that are obtained by fitting baseline and monitor datasets alternately. Synthetic examples are used to demonstrate the robustness of the method to different time-lapse survey geometries. 109 4.1 Introduction To differentiate the real time-lapse changes from the background model (i.e., the baseline model), inversions with differential datasets are being developed by others [107, 119, 112], and in Chapter 2 and Chapter 3. However, these methods require highly repeatable surveys because the datasets are subtracted to highlight the time-lapse signals before inversion. The data differences caused by survey nonrepeatability can be much stronger than the real differences induced by subsurface changes. Therefore, careful survey design and cautious data co-processing [74] are important to the success of both conventional time-lapse analyses and inversions with differenced data. However, in some situations, non-repeatability can be severe enough to break down all the methods mentioned above. As discussed in [116] and Chapter 2, among nonrepeatability issues, random noise is the most pervasive, but the least concerning factor in double-difference waveform inversion (DDWI), which is one kind of timelapse FWIs that uses differenced data. Source wavelet discrepancies can be mitigated by spectrum shape filtering. These two issues can be successfully mitigated by data co-processing [74]. Survey geometry differences can be minimized by interpolation when the source and receiver spatial samplings are dense enough, and the survey coverages overlap approximately. When surveys are not designed to be repeated (e.g., a legacy streamer baseline dataset and an ocean bottom cable (OBC) monitor dataset), it is difficult to regularize the datasets and preserve the real time-lapse responses. When receivers are sparse like in ocean bottom node (OBN) acquisitions, interpolating the wavefields is unreliable. Overburden changes technically are not nonrepeatability issues but real time-lapse changes. Nonetheless, as shown in Chapter 2, when overburden changes are significant, DDWI introduces artificial model changes. To mitigate the problems mentioned above, significant resources are devoted to repeating seismic surveys, especially to repeating the survey geometries. Time-lapse data processing to further improve the repeatability is also costly. In addition, a perfectly repeated survey loses the opportunity to explore additional coverage of the 110 subsurface. The time-lapse surveys could be designed to cover the area of potential changes and to maximize the marginal illumination. If we look at the time-lapse problem from the perspective of model changes, the surveys do not have to be repeated. Instead of trying to highlight the time-lapse signals, the ultimate target should be highlighting the model changes, both inside and outside of the reservoirs. This could be achieved directly in the model space, without regularizing the data. In this work, we present a framework for time-lapse waveform inversion which jointly inverts baseline and time-lapse datasets that are collected with different survey geometries. In this framework the background model is improved by exploiting information from both datasets, and the time-lapse changes are differentiated from the background. At the same time, the framework provides a confidence level map to show how reliable the results are. We first describe the theory of the method, then use the Marmousi model to demonstrate the performance of the method under various acquisition conditions. 4.2 Theory For stand alone FWI, the cost function to be minimized is: E(m) = 1JF(m) - d1 2 7 (4.1) where F is the forward modeling operator, m is the model to be recovered, and d is the observed data. The model parameters m can be iteratively updated using the adjoint method [68] as the synthetic waveforms F(m) fit d better. In a time-lapse situation, we use the cost function E(mo, mi) = 1jF(mo) - d0 12 + IF(mi) - d1 j2 + 1| (MO - in) 12, (4.2) to include both datasets. The first two terms in Equation 4.2 are data misfit functions, like Equation 4.1, in which mo and do are the baseline model and data, and m, and d, are the time-lapse model and data, respectively. The parameter 3 is a confidence 111 map of time-lapse changes. If 3 is uniform everywhere, it means we do not have any knowledge about where the most probable changes are, and the term (MO-m) 2 will equally penalize all the possible changes. A better / has different weights at different locations. At places where we are more certain about the existence of time-lapse changes, / should be bigger. By contrast, / should be very small where we believe there should not be changes between surveys. In this way, we are able to resolve real time-lapse changes, and suppress spurious model differences. The other way to interpret / is to consider it as a prior information. In [119] who showed that differential inversion results can be markedly improved with the knowledge of the location of time-lapse changes. The a prior information can be derived from non-seismic data (e.g. well logs, reservoir simulations) when the area of interest is a local target. However, the purpose of monitoring is not only to verify the changes within targeted regions, but also to find unexpected changes that help prevent accidents. A priori information could also be derived from the seismic data themselves, which does not limit the scope of searching for changes. Therefore, we would like to introduce a seismic data driven approach to obtain /. We break the joint inversion in Equation 4.2 into a process which minimizes the cost function Eo(mo) = 1)F(mo) - do1 2 and E1 (mi) = 1IF(mi) - d 1j 2 in an alternating manner: (1) for a given starting model mi, we minimize EO for n iterations, and get an updated model mi+1 ; (2) then we use mi+ 1 as the starting model, and minimize El for n iterations and get an updated model mi+2 , and repeat step (1) and (2) for a number of rounds. We refer to this process as alternating FWI (AFWI). Figure 4-la illustrates a time-lapse acquisition geometry where the source location is different from that in the baseline. The receivers, shown as the dashed line, are assumed to cover the same area. This mimics an OBC acquisition where the cables are not moved, but the sources are. With the process above, we would obtain a series of baseline and time-lapse models. If the background structure and the timelapse change (in Figure 4-la) are illuminated by both surveys, the parameters in the background structure should converge monotonically to the true values, while the parameters in the time-lapse change area should exhibit strong oscillations. If 112 we plot the convergence curves of the two types of parameters, they would have the patterns as shown in Figure 4-la. We can derive One example formula for / 3 from the convergence patterns. is: 1 jEjsgn(mj+j - mi)V One may choose other formulas to calculate /, (4.3) as long as an oscillating pattern leads to a large number and a monotonic pattern leads to a small number. In the presence of noise, we need a more robust way to build the confidence map because non-repeatable noise will also cause oscillations in the convergence curve. Our value for / would be more reliable if we include the amplitude of the oscillation in the calculation. One example is: /3 = E(1 - sgn[(mj-1 - mi)(mi+1 - Mi)) - mi+1 - mil (4.4) With 3, we can optimize Equation 4.2 to better recover the time-lapse changes. 4.3 Synthetic Examples with Marmousi Model In this section, the Marmousi model is used to demonstrate the advantages of our framework over traditional inversion schemes. Figure 4-2a shows the true baseline P-wave velocity model. To simplify the investigation, we use acoustic modeling and inversions for P-wave velocities. Constant density is assumed. We consider two scenarios representing two types of non-repeated time-lapse acquisitions. The first one mimics the situation where the ocean bottom cable is fixed but sources are shot differently in the monitor survey. The illuminations of the baseline and monitor surveys are similar. In the second scenario, the survey illuminations are very different, but have an area of overlap. This mimics a situation in which the monitor survey is planned for both exploration and monitoring purposes. Using the second scenario, we also discuss the influence of random noise on the performance of AFWI. 113 4.3.1 Surveys with Shifted Sources Figure 4-2b shows the true velocity changes in the reservoir in the time-lapse model. In the baseline survey, 19 sources are evenly placed on the water surface (480-meter spacing), and 400 receivers are placed on the surface covering the entire model. In the time-lapse survey, all the sources are shifted 240 meters to the left from the baseline survey. We generate the synthetic baseline and time-lapse surveys using a Ricker wavelet centered at 6-Hz. The goal of the inversion process is to retrieve the time-lapse changes as precisely as possible. We use a Gaussian-blurred version of the true model as the starting model (Figure 4-3a). With FWI, we can successfully recover the baseline velocity model as shown in Figure 4-3b. Here we choose to run the time-lapse inversion from the smooth model. The inversion starting from the baseline result produces similar results. To do the time-lapse inversion, we can conduct an independent FWI for the timelapse data starting from either the same smooth model in Figure 4-3a, or the inverted baseline model in Figure 4-3b. Figure 4-4a shows the model difference between the inverted time-lapse and baseline models. The velocity changes are resolved, but there is also a footprint of the background structure in the image. We also observe strong amplitude differences at locations other than those of true changes, which makes interpretation ambiguous. For example, for the two spots marked by the white star and the red star in Figure 4-4a, it is difficult to tell which is a real time-lapse change because they are both strong in amplitude, and consistent with geology. Following the algorithm presented in the method section, the convergence curves at these two locations (red and white stars) are obtained with alternative baseline and time-lapse inversions. As shown in Figure 4-5b, the white star curve asymptotically converges to the true value. The red star curve has a distinctive zig-zag shape which indicates that the two datasets provide conflicting information about this location. With Equation 4.4, we can calculate 3 as shown in Figure 4-5a. It is clear that in the region around the white star, the likelihood of time-lapse changes is very low. In the region around the red star, brighter color indicates higher confidence about the 114 existence of time-lapse changes. We can use this 3 and Equation 4.2 to invert the baseline and time-lapse datasets jointly. Since we have already built up a very good background model with the previous alternating inversions, the final joint inversion with 3 converges very quickly. The result is shown in Figure 4-4b. Compared to the changes inverted from a traditional scheme, the joint inversion result has almost no spurious changes, and the velocity anomaly is recovered well in both amplitude and shape. 4.3.2 Surveys with Different Illuminations In this scenario, a different time-lapse model is used. Figure 4-6 shows the true timelapse P-wave velocity changes. The stars mark the locations for which convergence curves will be displayed later. The sources and receivers in both surveys are placed on the surface. In the baseline survey, 5 sources are evenly spaced from 0.33 to 6.1 km (black stars in Figure 4-7a), and 270 receivers are placed from 0 to 6.4 km (blue triangles in Figure 4-7a). In the monitor survey, 5 sources are evenly spaced from 3.1 to 8.8 km (black stars in Figure 4-7b), and 270 receivers are placed from 2.7 to 9.2 km (blue triangles in Figure 4-7b). The sensitivity of Equation 4.1 to parameter perturbations (i.e., gradient) is a good indicator of the survey illumination. In Figure 4-7, we show the normalized gradients for both surveys to compare their illuminations. Black lines outline the locations of the time-lapse anomalies. Due to the limited acquisition apertures, only the anomaly in the center is illuminated by both surveys. The baseline survey has no energy on the anomaly on the right side, and the monitor survey has no energy on the left side. The inversion with the baseline dataset alone can only resolve the part of the model highlighted in Figure 4-8a. The right side of the model is improved by the inversion with the monitor dataset as shown in Figure 4-8b. With AFWI, we obtain the confidence map for time-lapse changes (Figure 49a). The only distinct high confidence area is the anomaly in the center. Both of the anomalies on the sides are of low confidence in the map because they are not illuminated by both surveys. Figure 4-9b shows the convergence curves of the 115 sampled parameters marked in Figure 4-6. As expected, the curve of the center anomaly (yellow star) exhibits strong oscillations. For the other two positions, only one inversion (baseline or monitor) has significant contributions. As a result, the curves (white and red stars) show a strong update and a weak update alternatively like staircases, leading to low confidence levels. 4.3.3 Surveys with Strong Random Noise As discussed in the theory section, the success of AFWI is based on the assumption that oscillations in the convergence curves are caused by time-lapse changes. However, this assumption could be violated in noisy data. In this test, we use the same survey geometries as in Figure 4-7, and add random noise to the data. Figure 4-10a shows one shot gather in the baseline survey with noise. The noise is generated with the same power spectrum of the source wavelet and random phases. Spatial correlation (cross-trace) is generated with a uniform power spectrum in the wavenumber domain. The black dashed line marks the sample trace shown in Figure 4-10b. The trace with noise is compared to the clean trace to show that the amplitude of the noise is as strong as the reflections. With the noisy datasets, AFWI finds the confidence map shown in Figure 4-11a. The overall quality of the map is similar to that of Figure 4-9a. The area of the center anomaly exhibits high confidence, while the confidence in the other two locations of time-lapse changes is low. However, due to the presence of noise, the confidence outside the center anomaly but within the common illumination of both surveys is increased. In particular, a second high confidence area is detected and marked by the black star in Figure 4-9a where no time-lapse changes exist, although it is close to a region that does have changes. In Figure 4-11b, convergence curves are plotted for the sampled parameters (stars in Figure 4-6) and the mis-detected high confidence area. The curves in real timelapse changes areas have similar patterns to those in Figure 4-9b, except that the white-star curve is slightly perturbed. The curve in the mis-detected area (black star) shows strong oscillations which build up the confidence. This is because random noise 116 generates spurious and different model perturbations between baseline and monitor inversions. The strong perturbations would likely be detected as high confidence areas of changes. We use strong noise in this test. The mis-detection would be mitigated if the noise level is lower or the correlation between noise is weaker. Using more sources would also improve the situation by suppressing the spurious perturbations. 4.4 Discussion How to discriminate effects of noise and real time-lapse changes is a philosophical question. Noise can be viewed as a type of time-lapse signal because it varies between surveys. If we understand the noise very well, we could use the characteristics of the noise to mitigate its effects. In most cases, noise is not fully-understood, and is difficult to separate from signals. AFWI detects the model changes that are most probable, but is not designed to identify whether the changes are induced by the signal or noise. Although AFWI is an ad hoc methodology, it detects time-lapse changes effectively with small additional computations compared to conventional FWI. It provides a new perspective on 4D acquisition designs. Instead of repeating the surveys, new acquisitions can cover the targeted area that needs monitoring, and explore new neighboring areas. For locations where acquisition conditions change, AFWI is not restricted as long as the targeted area is covered. Nonetheless, illumination analysis is necessary to the success of AFWI. 4.5 Conclusion We proposed a joint inversion strategy for arbitrary time-lapse acquisition geometries. Instead of only looking for the changes, the information in both the baseline survey and time-lapse surveys is utilized to build the baseline model. Our numerical example shows that from the patterns of model convergence curves, the confidence map can be computed to provide guidance to the interpreter about how much one can trust the 117 time-lapse results. With the confidence map, time-lapse changes are better resolved with less contamination compared to traditional methods. The framework can be extended to inversions with multiple time-lapse datasets. The extension to multiparameter inversion requires future research. 4.6 Acknowledgments This work was supported by the MIT Earth Resources Laboratory Founding Members Consortium. 118 Time-lapse Shot Baseline Shot (: Time-l4ape, hange Background Structure (a) (b) Time-lapse Baseline (b) Figure 4-1: (a) Illustration of the inversion with different source locations in baseline (yellow) and time-lapse (red) surveys. (b) Cartoon of the convergence curves of the model parameters inside (blue) and outside (red) of the time-lapse change region. 119 True Baseline Model Velocity (m/s) 0 5000 4000 3000 S2 2000 2 4 6 Distance (km) 8 (a) True Time-lapse Change Velocity (m/s) 200 0 100 0 -100 2 4 6 Distance (km) 8 -200 (b) Figure 4-2: (a) The true baseline P-wave velocity model. (b) The true time-lapse P-wave velocity changes. 120 Starting Model Velocity (m/s) 0 5000 4000 3000 2000 2 4 6 Distance (kin) 8 (a) Inverted Baseline Model Velocity (m/s) 0 5000 4000 4- 3000 2 2000 2 4 6 Distance (km) 8 (b) Figure 4-3: (a) Starting P-wave velocity model. (b) The baseline P-wave velocity model inverted by FWI. 121 Inverted Changes: Direct Subtraction Velocity (m/s) 200 - 0 100 0 -100 2 4 6 Distance (kin) 8 -200 (a) Joint Inversion Result Velocity (m/s) 200 0 100 0 -100 2 4 6 Distance (kin) 8 -200 (b) Figure 4-4: (a) Inverted time-lapse changes by subtracting two independent inversions. (b) The time-lapse changes recovered by the joint inversion. 122 Confidence Map of Changes 0 I I 02 2 4 6 Distance (kin) 8 1 0.5 0 (a) Convergence Curves 0) 0ai) 400200 - E OF It' I0,000- 14 16 -200 .- 0) -400 2 4 6 8 10 12 Iterations (b) Figure 4-5: (a) The confidence map / obtained by AFWI. (b) The convergence curves of the parameters marked as stars in (a). To better compare the curves of different parameters, we subtract a reference value from the parameter estimates for each curve. The curve of the parameter within the time-lapse changes (red star) exhibits strong oscillations. The curve of the parameter outside the time-lapse changes (white star) is monotonic. 123 Time-lapse Changes Velocity (m/s) 200 0 100 E 0 S2 0 -100 2 4 6 Distance (km) 8 -200 Figure 4-6: The true time-lapse changes with three anomalies. The stars mark the positions in each anomaly for which convergence comparisons are shown later. 124 Baseline Survey Sensitivity I )2 0 2 6 4 Distance (kin) 8 I 0.5 0 -0.5 (a) Monitor Survey Sensitivity 0 0.5 1 0 E 0 2 4 6 Distance (kn) 8 -0.5 (b) Figure 4-7: (a) The gradient of the baseline cost function. The right side of the model is not illuminated. The black stars show the locations of the baseline sources, and the blue triangles mark the width of the receiver array. (b) The gradient of the monitor cost function. The left side of the model is not illuminated. The black stars show the locations of the monitor sources, and the blue triangles mark the width of the receiver array. Black lines outline the time-lapse anomalies. Only the center anomaly is illuminated by both surveys. 125 Baseline Survey Inversion Velocity (m/s) 5000 4000 3000 0 2000 0 2 4 6 Distance (kin) 8 (a) Total Inversion Velocity (m/s) 0 5000 E 4000 3000 (D 2 2000 0 2 4 6 Distance (kin) 8 (b) Figure 4-8: (a) The recovered model with the baseline dataset. The smooth model in Figure 4-3a is used as the starting model. Due to the limited illumination, the right side of the model is not inverted. (b) The recovered model with both the baseline and monitor datasets. The whole model is resolved. 126 Confidence Map of Changes 0 I E I 2 0 2 4 6 Distance (kin) 8 1 0.5 0 (a) Convergence Curves 400 E C> 200 0 -2001 a) -400 II 0 5 I I I 10 15 20 Iterations 25 (b) Figure 4-9: (a) The confidence map # obtained with AFWI. The white lines outline the locations of the time-lapse changes. Only the area of the center anomaly exhibits high confidence. (b) Convergence curves of the parameters marked by the corresponding colored stars in Figure 4-6. Only the curve of the center anomaly (yellow stars) shows strong oscillations. 127 Baseline Shot Gather E FiO f e --(k Offset (km (a) Trace Sample 2 - -- 1 clean trace noisy trace E 0 N CO L0 z A. A AAAAAAA 1 0 aA A 'n 0 1 2 Time (s) 3 4 5 (b) Figure 4-10: (a) One baseline shot gather with random noise. The black dashed line marks the location of the trace shown in (b). In (b), the noisy trace is compared to the clean trace. The amplitude of the noise is as strong as the reflections. 128 Confidence Map of Changes 0 I 1 n- I (D2 0 2 4 6 Distance (kin) 8 1 0.5 0 (a) Convergence Curves 400 E a) 0 200F OF* -200 F a) -400' 0 I 5 a 10 Iterations a 15 I 20 25 (b) Figure 4-11: (a) The confidence map 3 obtained by applying AFWI on the noisy datasets. The white lines outline the locations of the time-lapse changes. The area of the center anomaly exhibits high confidence. Another area marked by the black star shows relatively high confidence, but is not an area of time-lapse changes. (b) Convergence curves of the parameters marked by the corresponding colored stars in (a) and Figure 4-6. The curve of the center anomaly (yellow stars) shows strong oscillations. The black star curve is also oscillatory, because different noise between surveys causes conflicting parameter estimates. The red star curve decreases monotonically. The white star curve shows very weak oscillations due to the noise. 129 130 Chapter 5 Time-Lapse Walkaway VSP Monitoring for CO 2 Injection at the SACROC EOR Field: A Case Study Summary Geological carbon storage involves large-scale injections of carbon dioxide into underground geologic formations. Changes in reservoir properties resulting from CO 2 injection and migration can be characterized using monitoring methods with timelapse seismic data. To achieve economical monitoring, Vertical Seismic Profile (VSP) data are often acquired to survey the local injection area. In this study, we investigate the capability of walkaway VSP monitoring for CO 2 injection into an enhanced oil recovery (EOR) field at SACROC, West Texas. VSP datasets were acquired in 2008 and 2009, while CO 2 injection took place after the first data acquisition. Since the receivers were located above the injection zone, only reflection data contain the information from the reservoir. Qualitative comparison between reverse-time migration (RTM) images at different times shows vertical shifts of the reflectors' centers, 131 indicating the presence of velocity changes. We examine two methods to quantify the changes in velocity: standard full-waveform inversion (FWI) and image-domain wavefield tomography (IDWT). FWI directly inverts seismic waveforms for velocity models. IDWT inverts for the time-lapse velocity changes by matching the baseline and time-lapse migration images. We find that, for the constrained geometry of VSP surveys, the IDWT result is significantly more consistent with a localized change in velocity, as would be expected from a few months of CO 2 injection. A synthetic example is used to verify the result from the field data. By contrast, FWI fails to provide quantitative information about the volumetric velocity changes because of the survey geometry and data frequency content. 5.1 Introduction Public acceptance of geological carbon storage as an effective and environmentally friendly solution to the mitigation of green house gas emission is a major prerequisite for the method to be widely implemented on the scale necessary to reduce the atmospheric CO 2 concentration. The injected CO 2 needs to be monitored over time to demonstrate that the fluid is contained within the targeted formation. It is also crucial to detect fluid migration in the subsurface and potential leakage to ensure safe and reliable storage [14]. CO 2 is usually injected into reservoirs like saline aquifers and depleted oil and gas fields, which axe predominately water-saturated formations [13]. The displacement of water by CO 2 tends to reduce the bulk modulus and density of the rock-pore fluid system [72]. These properties determine wave speeds changes that can be observed using seismic methods. Time-lapse seismic monitoring is widely used in reservoir management in the oil industry to obtain information about reservoir changes caused by fluid injection and subsequent production of fluids from heterogeneous reservoirs. It helps identify bypassed oil to be targeted for infill drilling, and extends the economic life of a field [57]. It is also capable of monitoring the progress of fluid fronts providing information for injection optimization in enhanced oil recovery and long-term CO 2 sequestration. 132 Generally, one baseline survey and subsequent monitoring surveys are acquired over time. Qualitative analysis of time-lapse seismic data gives information about the temporal reservoir changes with amplitude maps and time-shifts at certain horizons. Impedance contrasts and seismic response changes such as amplitude changes and tuning effects have been used to characterize CO 2 accumulations in thin layers, and velocity push-down effects that are caused by slower propagation of seismic waves through the CO 2 saturated area have been identified [3]. Quantitative methods have also been proposed to directly deliver reservoir property changes like pore pressure and fluid saturation by linking the rock-physics modeling, reservoir simulation and 4D seismic response simulation [50, 96]. However these methods are conducted with post-stack data or even 1D wave propagation which focus on a local region and lose general information during the stacking process. For example, the time-lapse changes illuminated by the seismic waves from a certain angle could be indistinct in the stacked data. The amplitude changes axe also not well preserved after stacking without an updated velocity model. [55] proposed a high-resolution quantitative method to estimate the volume of CO 2 underground by combining 4D seismic,EM, gravity and inSAR satellite data, however, time-lapse seismic is used to provide qualitative information in this process. Full-waveform inversion (FWI) has the potential to estimate subsurface density and elasticity parameters quantitatively [93, 101], and it is becoming more feasible with increasing computing power. However, FWI often requires large-offset surveys and low frequency data to resolve low wavenumber velocities. Large monitoring networks on land or on the sea floor have been successfully deployed for CO 2 monitoring [8, 2]. For small pilot carbon sequestration projects, economic considerations mean that limited acquisition is generally employed to monitor CO 2 injection. Vertical Seismic Profile (VSP) data have been acquired in a few carbon-sequestration demonstration projects [22]. The vertical resolution of VSP data is typically higher than that of surface seismic data because VSP data contain higher frequencies than surface seismic data. Unfortunately, the VSP survey geometry reduces the ability of FWI to resolve volumetric velocity changes. In this geometry, FWI tends to produce 133 a reflectivity model like that obtained using least-squares migration. Between baseline and time-lapse surveys, amplitude changes can be transformed into reflectivity differences between images. Kinematic information is indicated by changes in the apparent depths of reflectors instead of direct measures of velocity changes. If a constraint that forces the locations of reflectors can be used in FWI, the velocity-depth bias would be removed. However, we did not find an efficient way to implement such constraints. As an alternative to FWI, we apply an image domain wavefield tomography method (IDWT) [113] to time-lapse VSP data. Based on the assumption that the geology has not changed dramatically over time, both the baseline and time-lapse seismic data should be able to image the same area in the subsurface. If the correct velocity models are provided for both datasets, the reflectors should be at the same location assuming that reservoir compaction is negligible compared to the seismic wavelength. In an inverse problem setting, given a baseline velocity model, the time-lapse velocity anomaly can be resolved by matching the reflector locations in time-lapse images with those in the baseline image. The amplitude differences between images, which could be caused by reflectivity changes, are not sensitive to the smooth (low wavenumber) velocity perturbations in the inversion. The goal of this chapter is to investigate the practical capability of VSP reflection data for monitoring CO 2 injection. We first introduce the theory of the imaging and inversion methods that we apply to the time-lapse VSP data, including reversetime migration, full-waveform inversion, and image-domain wavefield tomography. In the following sections, we describe the geologic background of the SACROC EOR site, the injection history, and the seismic data acquisition and processing. Images and models obtained from different methods are compared to demonstrate how they provide different types of information about changes in the reservoir. Preliminary interpretation is given about the mechanism of reservoir response to CO 2 injection, and the CO 2 fluid migration at the SACROC EOR field. 134 5.2 Methodology In this section, we briefly introduce the methods used in this study: reverse-time migration, full-waveform inversion and image-domain wavefield tomography. 5.2.1 Reverse-Time Migration A reverse-time migration algorithm consists of three steps: (1) forward propagation of the source wavefield; (2) backward propagation of the receiver wavefield; (3) application of the imaging condition. The wavefield extrapolation is conducted by solving the wave equation 1 a2 c (f) Bu(t, y) 2 - V 2 u(t, Z) = S(t, g), (5.1) where u(t, 9) is the wavefield at a spatial location i and time t, c(Y) is the P-wave velocity in the medium, and S(t, 9) is the source function. The image is constructed by the zero-lag cross-correlation of the source wavefield u,(t, 9) and receiver wavefield Ur(t, 9) at the image point as follows: T U'S(t, 9)U,(T - t, 9)dt. 1(9) = (5.2) 0 us(t, 9) is calculated by solving Equation 5.1 with an estimated source signature S(t, 9). Ur(t, 9) is computed by solving Equation 5.1 with the data, reversed in time, as the boundary condition. More details about RTM can be found in [11], and [61]. 5.2.2 Full-Waveform Inversion Full-waveform inversion minimizes an objective function formed from the difference between modeled data and field data: E(m) = -|Iu - d| 2 = -6uT j, 2 2 135 (5.3) where u and d are the waveform measurements from forward modeling, and the field experiment, respectively, and 3u = u - d. The superscript T denotes the transpose, and m is the P-wave velocity model to be updated. The gradient of the objective function is derived by taking its derivative with respect to m, giving by VmE = u.(5.4) The gradient can be calculated efficiently by cross-correlating the forward propagating wavefields from the sources with the back propagating residual wavefields from the receivers [93]. The objective function can be minimized via e.g. the Gauss-Newton or conjugate gradient methods. Because of the computation and memory cost of calculating the Hessian matrix [85], we use the nonlinear conjugate gradient method as it does not require the Hessian matrix, and has a better convergence rate than the steepest descent method [75]. The model parameters are updated in each iteration according to mi+1 = mi - aGi+1 (5.5) where Gi+ 1 is the search direction defined by the gradient of the current step ViE and the search direction of the previous step Gi [75]. The parameter a is the step length obtained from a line search algorithm to reach the minimum cost for each iteration. We first apply FWI to the baseline data. The model that best approximates the wave events in the baseline data is used as the initial model in the inversion for the timelapse dataset. The differences between the inverted baseline and time-lapse models are then used as an estimate of the effect of CO 2 injections. 5.2.3 Image-Domain Wavefield Tomography [91] introduced the principle that if the background velocity is correct, the migrated images with neighboring shot gathers should show the reflectors at the same depth. In the time-lapse situation, if the subsurface interfaces have not changed in space or the changes are much smaller compared to the seismic wavelength (e.g. weak com136 pactions), we can introduce a similar principle that if the time-lapse velocity model is correct, the time-lapse migration images should show the same structures at the same locations as the baseline migration images do. Hence we apply the image-domain wavefield tomography (IDWT) to resolve volumetric time-lapse velocity changes. The cost function is very similar to Equation 5.3, but in the image domain: J(m) = 1I1Ibaseline(9) - Itimelapse()11 2, (5.6) where Ixaseline is the migration image produced with the baseline data and velocity model, and Itmelapse is the migration image produced with the time-lapse data and the velocity model that is being updated iteratively. The gradient of the objective function can be efficiently calculated by two crosscorrelations: VmJ(m) = - f T & 2 (2A,(t+) a2 A,(T - t, Z) *U(t, ) + t2 *U(T - t, g))d, (5.7) 0 where u.,(t, 9) and u,(t, Y) are source and receiver wavefields used to form the timelapse migration image Itimelapse( ) as in Equation 5.2. A,(t, 9) and Ar(t, Y) are adjoint wavefields computed by solving Equation 5.1 with adjoint sources. The adjoint sources are the multiplication of the image residual Isa,eline(9) - Itimelapse (Y) and the wavefields Ur (t, Y) and u, (t, Y) [113]. Similar derivations can be found in [68]. We use the same nonlinear conjugate gradient-method as used for FWI described above to update the model. The velocity difference is resolved as the image difference is minimized. With RTM, we transform the traveltime changes in the two datasets into depth changes of the reflectors in the images. FWI inverts the amplitude and phase differences between the two datasets to obtain differences in reflectivity. Through IDWT, we transform the depth changes of the reflectors between the baseline and monitoring images into velocity differences between the two models. The amplitude differences between images are not sensitive to the low-wavenumber velocity perturbations, which makes IDWT focus on the kinematics. In the data application, we show the advan137 tages and limitations of these methods for time-lapse walkaway VSP surveys. 5.3 5.3.1 Site Background of SACROC Geology and Injection History The SACROC EOR field is located in the southeastern segment of the Horseshoe Atoll within the Midland basin of west Texas. It is composed of several layers of limestone and thin shale beds representing the Strawn, Canyon and Cisco Groups of the Pennsylvanian. The Wolfcamp Shale Formation of the lower Permian provides a low permeability caprock above the Pennsylvanian Cisco and Canyon Groups in the SACROC Unit [40]. The limestone is mostly calcite with minor ankerite, quartz and thin clay lenses. Hydrocarbons have been produced from the SACROC field using the solution gas drive mechanism since 1948 when the unit was discovered. To maintain the subsurface pressure level and also improve the fluidity of the oil within the reservoir, the field has been flooded with water since 1954 [25]. Although the water injection facilitated oil recovery, tremendous reserves still remained in the field by the end of the waterflooding period. CO 2 injections were considered as the best tertiary recovery plan and they were initiated in 1972. Over 175 million metric tons of CO 2 have been injected into the SACROC field, and about half of that amount is assumed to be sequestrated between depths of 1829 to 2134 feet below the surface [72]. As a part of the Phase II project of the Southwest Regional Partnership for Carbon Sequestration, time-lapse walkaway VSP data were collected before and after the first CO 2 injection in this region that began in October 2008, in collaboration with Kinder Morgan, Inc. The purpose of this project is to study the combined EOR and CO 2 storage. Figure 5-1 shows a map of the well distribution within the area of study. Red dots mark the wells from which we have logging data. The distribution of the wells with logs sample roughly a northeast-southwest trend. Green squares denote the two injection wells (56-4 and.56-6). The monitoring well (59-2) at the blue star is to the 138 north of the injection wells. The black circle encloses an area of one kilometer in radius. The injection well 56-6 is 350 meters away from the monitoring well 59-2. In between the two VSP surveys, CO 2 was injected in wells 56-4 and 56-6 at two intervals (centered at depths of approximately 1980 and 2040 meters) [20]. 5.3.2 Well Logs and Reservoir Properties Well logs such as gamma ray, resistivity and sonic velocity can be combined to verify the formation qualities within the range of interest. The gamma ray logs from well 37-11, 59-2a and 56-23 are shown in Figure 5-2. The interval with relatively high gamma ray values (green blocks in Figure 5-2) is interpreted to be a Wolfcamp shale formation, which is the cap-rock for the CO 2 sequestration process. The wells in Figure 5-2 are along an approximate NE-SW trend through the injection wells. The shale formation gets slightly thicker and deeper towards the southwest. Figure 5-3 shows resistivity, porosity and sonic velocity logs in well 59-2a which is close to the monitoring well. Combining all the readings in Figure 5-3, and the gamma ray log of 59-2a in Figure 5-2, we can estimate the thickness and depth of the shale formation at the well location. As indicated by the green blocks in Figure 5-3, the lower bound of the shale formation is at 1900 meters, from where the reservoir formation starts. Low resistivity values indicate that very little organic matter remains in the reservoir and shale formations. At the interface between the shale and the limestone, there is a thin layer of high resistivity, which is interpreted to be residual gas. It is also a proof of the good quality of the shale formation as a cap-rock with very low permeability. The relatively high porosity (10% to 15%) of the limestone makes it a good candidate for CO 2 storage. Since the field has previously been flooded with water, the overall geology of the injection zone is comparable to a large class of potential brine storage reservoirs. The two injection intervals are located within the reservoir layer. 139 5.4 5.4.1 Seismic Imaging and Inversions Data Acquisition and Processing The schematic configuration of the surveys is shown in Figure 5-4. The walkaway VSP source line is oriented along the north-south direction marked by a blue dashline in Figure 5-1. It intersects the monitoring well location. The injection well 56-6 is slightly off the survey line. Two walkaway VSP datasets were acquired using the same well (59-2) in July 2008 and April 2009. The baseline data were acquired before the CO 2 injection that started in September, 2008. Each survey consists of one zerooffset VSP, two far-offset VSPs (with offsets 1143 meters and 848 meters), and one walkaway VSP. Vibrators were used as sources, and were spaced at an interval of 37 meters, with a total of 100 shot points. The data were collected in the monitoring well (59-2) using 13 receivers at depths ranging from 1555 to 1735 meters, spaced at an interval of 15 meters. Between the two surveys, CO 2 was injected through two injection wells (56-4 and 56-6 in Figure 5-1). We use the best-quality data from 97 shot points in this study. The raw datasets were carefully processed by Cambridge Geosciences, Ltd. As illustrated in Figure 5-4, the downgoing waves do not contain any information from the reservoir because all the receivers are located above the reservoir layer. The downgoing waves and upgoing waves of the VSP data are separated using median filters [20]. We use the traveltimes of the downgoing waves to constrain the upper part of the velocity model. Static corrections are applied to compensate for the lateral heterogeneities of the weathered zone. The amplitudes of upgoing waves in the 2009 dataset are different from those in the 2008 dataset. Based on the assumption that the geologic structures and physical properties have not changed above the reservoir (e.g. no earthquakes and compactions), the first reflection that is from the top of the shale formation should be identical in both datasets. [102] conducted amplitude balancing on the common-receiver gathers of upgoing waves using the spectral ratios of the first wavelets (the first reflection). After the amplitude balancing, we align the first arrivals in the time-lapse dataset 140 with those in the baseline dataset to eliminate traveltime inconsistencies. Figure 5-5 shows the processed common-receiver gathers collected by the receiver at a depth of 1585 meters. As expected, the first reflection signals from both data sets have the same amplitude and traveltime. The small time-shifts of later events between two datasets are the time-lapse signal that we want to invert for velocity changes between the two surveys. There is no clear observation of new scattered waves in the time-lapse data. The dominant time-lapse effect is manifested by the small phase shifts. We conduct our imaging and inversions in two-dimensional space. The amplitudes of the data are compensated for the difference between 3-D and 2-D geometric spreading by applying a T-gain (multiply the data by Vt where t is time). In addition, the waveforms from 2-D propagation contain a ir/4 phase shift, so we adjust the phase of the data to ensure that there is no phase shift when comparing the synthetics to the data. 5.4.2 Initial Velocity Model Since the shear-waves are weak in the vertical components of the VSP data, all the methods we applied in this study use the acoustic assumption and so only the Pwave velocity model is used to propagate the data. We use a layered P-wave velocity model obtained from the zero-offset VSP data and sonic logging data to build the initial model. The 1-D layered model and the sonic log at well 59-2 are shown in Figure 5-6. From the surface to the maximum depth of the zero-offset VSP receivers, (which is 1737 meters), we build a blocky layered velocity model using the direct wave travel-time at each zero-offset VSP receiver. For structures deeper than 1737 meters, we use the sonic logging in well 59-2 to build a smooth velocity model by applying a moving average window as follows: z+w/2 V(z) = V_' 141 , (5.8) where w is the width of the moving average window, v(i) is the sonic velocity value at depth of i meters from the well log and V(z) is the averaged velocity at depth z. Here w is 110 meters which is the P-wave wavelength at the data center frequency 45 Hz with 5000 m/s velocity. The logging profile only reaches to a depth of 2134 meters, which is still shallower than the depth where the strong reflections (around 0.8 second shown in Figure 5-5) occurred from below the reservoir. We linearly extrapolate the model beyond 2134 meters. The density model is directly built from the density profile in the logging data. 5.4.3 Reverse-Time Migration Figure 5-7a and Figure 5-7b show the RTM images produced with the 2008 and 2009 datasets using the initial model. Two major features are clearly distinguished in both images: the interface between the shale formation and the reservoir, and a deeper reflector. The location of the first reflector is at 1900 meters, which is in agreement with the depth of the top of the reservoir inferred by the logging in Figure 5-3. The length of the first reflector in both images is about 200 meters. The length of the second reflector at about 2300 meters is about 600 meters. There are several factors that contribute to this difference. First, the geometry of the survey results in the recording of reflections of a wider aperture from a deeper reflector. Second, we use only the vertical component of the 3C VSP data in this study. For a flat interface, it is clear that for P-waves, larger reflection angles lead to weaker vertical signals at the receiver. Third, some of the wave energy is converted to S-waves at the reflectors. The shallower reflector causes more conversion because of the larger reflection angle at the edges. All three effects combined give rise to weaker signals from the shallower reflector compared to those from the deeper reflector as offset increases as shown in Figure 5-5. RTM as a linear stacking process shows weaker reflectivity with weaker signals. That partially explains the significant difference between the lengths of the reflectors in our images, however, other amplitudes factors like attenuation, and the reflectivities as a function of angle may also contribute to the observed differences. The location of the lower reflector in Figure 5-7b is shifted slightly downwards 142 compared its position in the image in Figure 5-7a. To further investigate the shift, we plot a few columns of the images as traces in Figure 5-8, in which blue lines are from Figure 5-7a and red lines are from Figure 5-7b. The tops of the first reflectors are matched showing almost no shifts. The magnitude of the shift accumulates as depth increases, and plateaus below around 2100 meters. This implies a velocity decrease below 1900 meters during the time between the two VSP surveys. Figure 5-9 shows a direct subtraction of the 2008 and 2009 migration images. The differences at the deeper reflector dominate the image. However, as demonstrated in Figure 5-8, the differences are caused primarily by the slight shifts between the two images. The bigger amplitudes of the deeper reflector lead to the bigger amplitudes in the image difference. It is misleading to interpret the subsurface changes directly from the image subtraction, because the location of true subsurface changes is not directly linked to the location of the image differences. The differences below the reservoir due to the misalignment are because the time-lapse velocity model is not updated. In the following sections, We update the model using FWI and IDWT. 5.4.4 Full-Waveform Inversion Before applying FWI to the data, we need to make a few assumptions. First, without a good estimation of the S-wave velocity model, we invert for only the P-wave velocity model. Second, the available data are measurements of the vertical components of the particle velocity measurements, so in the cost function (Equation 5.3), we only minimize the differences between the vertical components of the'synthetics and field data. Starting from the model in Figure 5-6, we invert for the baseline model with the data from 2008. The result is shown in Figure 5-10a. Structures that are similar to those in Figure 5-7a are resolved. The lengths of the reflectors are extended compared to those in the migration images. The ratio of lengths between the shallower reflector and the deeper reflector is increased, which is more reasonable for the migration image of a layered model. Unlike the linear stacking in migration, FWI compensates for the weak vertical components of the signals by taking into account the effects of 143 the survey geometry, and decreasing amplitudes with increasing reflection angle. In other words, the effect of the incomplete data (only vertical components) is mitigated in FWI. One additional reflector at around 2100 meters, which is interpreted to be the bottom of the reservoir formation, is clearly resolved. In the corresponding migrated image (Figure 5-7a), this reflector is visible but very weak in amplitude. This is because the reflectivities are not correctly balanced in RTM. By contrast, in FWI, the reflectivities are closer to true amplitude. Although the image of the subsurface is markedly improved, FWI is not successful in resolving the smooth (low wavenumber) velocity changes. Figure 5-10b shows the P-wave velocity model found using FWI on the data in 2009 and starting from the model obtained from the 2008 data. Similar to the RTM results, the 2009 model is a slightly downward shifted version of the 2008 model. Figure 5-11 shows differences in the models obtained by subtracting the 2008 model from the 2009 model. Compared to the image difference in Figure 5-9, the differences in the interval of 1900-2000 meters and 2300-2400 meters are comparable in amplitude. However the differences are oscillating rather than smooth. With the walkaway VSP survey geometry, and only reflected waves used, FWI reduces to a least-squares migration that gives only a reflectivity model based on the background kinematics from the initial model [68]. The traveltime delay in the data is mapped to a depth shift rather than a velocity change in the inversion. With such small offsets and high-frequency data, the ambiguity between interval velocity and reflector depth is difficult to eliminate. 5.4.5 Image-Domain Wavefield Tomography From the migrated images, we estimate that the maximum depth shift is about 3 meters. It is very unlikely that the reservoir would have compacted this much in between the two surveys (i.e. in 10 months) when oil production and CO 2 injection occurred simultaneously. The injection of CO 2 increases the pore pressure, preventing significant collapse of the reservoir rock. Moreover, if the reservoir top remains at the same location, and the lower reflectors sink, like we observed in the migrated images, 144 it actually means the reservoir layer is stretched by 3 meters, which is even more unlikely. Since the physical displacements of the interfaces are not expected to be this large, the traveltime delay is more likely caused by a P-wave velocity decrease. To invert the traveltime change for the amount of velocity change, we apply IDWT to the time-lapse walkaway VSP data from the SACROC EOR field. Figure 5-12 shows the velocity changes resolved by IDWT. The most prominent feature is the low velocity zone below 1900 meters. It indicates that the CO 2 has probably migrated from the injection well toward the monitoring well. The top of the velocity changes is right beneath the caprock. The initial injection was between depths of 1980 meters and 2040 meters. It is possible that the CO 2 migrated upwards because of buoyancy and accumulated at the bottom of the caprock, resulting in local velocity changes. The length of the velocity anomaly is about the same length as the reflectors in the RTM images (Figure 5-7a and 5-7b). As described in the methodology section, IDWT inverts for velocity changes by matching the time-lapse reflection image with the baseline image. The extent of the recovered velocity anomaly is constrained by the extent of the images. The area imaged in this survey is only around the monitoring well, which is about 350 meters away from the injection well 56-6. If what we resolve in Figure 5-12 is real, the velocity changes are spreading over the area between the two wells (59-2 and 56-6) because the reservoir formation is permeable and connected. To verify the result in Figure 5-12, we use a synthetic example as a benchmark. The 1-D layered model is used as the initial model to build the upper part of the synthetic baseline model (from 0 to 1500 meters). From 1500 meters to 3000 meters, we construct the layers according to the image in Figure 5-7a. Figure 5-13 shows the lower part of the model in which the low velocity layer represents the shale formation. For the time-lapse model, we assume that a low velocity anomaly is caused by the injected CO 2 flooding from the right side of the model to the area adjacent to the monitoring well as shown in Figure 5-14. Synthetic data are generated using finitedifference wave-equation modeling with the shot-receiver geometry exactly the same as that of the time-lapse walkaway VSP surveys at the SACROC EOR field. Figure 5145 15 shows the RTM result with baseline data. Figure 5-16 shows the velocity anomaly reconstructed using IDWT. It is clear that the velocity changes are well bounded by the length of the reflectors and their vertical spacing. The velocity change to the right of the image is not recovered at all because of the acquisition geometry. When the velocity is corrected using IDWT, the spatial shifts at the deeper reflector are eliminated. As a result, there are no anomalies present below the reservoir in Figure 5-16. In the SACROC case, the velocity changes at the deeper reflector are significantly weaker compared to the strong differences in Figures 5-9 and 5-11. However, the inverted model is not as clear as the synthetic result. Several factors might contribute to these differences. One issue is the noise in the data. The time-lapse image is not an exact shifted version of the baseline image. Some differences between the images caused by noise are also minimized in IDWT, giving rise to the scattered velocity anomalies. Another issue is that the size of the low velocity anomaly in Figure 5-12 is not big enough (limited width) to correct for all the shifting effects at the deeper reflector. Because of the acquisition geometry, some of the delay in the image is thus converted to local velocity updates. As a comparison, the velocity anomaly in the synthetic case (Figure 5-16) is wide enough to account for most of the deeper time delays. Hence there are almost no anomalous velocity updates in the deeper part of the model. 5.5 Discussion The dominant time-lapse effect we observe in the time-lapse walkaway VSP surveys at the SACROC EOR field is a traveltime delay. Similar observations have been reported in several other papers [3, 4, 22]. If the physical displacements of subsurface structures are relatively small, most of the traveltime delay is presumed to be caused by seismic velocity changes induced by the injections. There have been laboratory measurements of the velocity decrease of rock samples with different levels of CO 2 saturation [72]. If we are able to retrieve the velocity changes quantitatively, it will . be possible to investigate fluid migration and the mineralization of CO 2 146 To track the movement of the fluids, the time-lapse migration images can give qualitative information about the location of changes in the horizontal direction. As we observe from our RTM results, RTM converts a traveltime delay to a subsidence of the migration images beneath the top of the reservoir. It is inaccurate to use RTM images or image differences to interpret the changes in depth if the seismic velocity model is not updated after the injections. Although FWI is considered an effective method of inverting seismic data for velocity models, in the SACROC walkaway VSP surveys, all the receivers are aligned in one monitoring well. For the area beneath the receivers, the ambiguity between depth and velocity is hard to reconcile without additional information. The FWI results with the SACROC VSP data are reflectivity models suffering from the same problems as RTM, despite the fact that the quality of the images is improved through the optimization process. Other downhole surveys like cross-well and transmission VSP [22] have been successfully utilized to do tomographic inversions for CO 2 monitoring. If more monitoring wells are employed, FWI may be capable of recovering tomographic velocity changes with VSP reflection data. Fewer receivers in two wells may be better able to resolve tomographic changes than more receivers in a single well. In this study, IDWT successfully resolves the P-wave velocity changes within the reservoir layer. It is also clear that the quality of the IDWT result depends on the quality of the migration images. FWI does improve the image quality, however, to use FWI as an imaging operator in IDWT is too computationally expensive. As we discuss in the RTM result section, the horizontal components of the particle velocity measurements can improve the image by compensating for small signal amplitudes from far offsets. To suppress the noise in the IDWT result, a preconditioning or filtering of the images might mitigate the influence of amplitude mismatches. Future research is needed to improve the performance of IDWT. With the assumption that there is no compaction within the reservoir and the pore pressure stays approximately the same, we can give a rough estimation of the P-wave 147 Kmin Kdry Kbrine Kco 2 80 GPa 41 GPa 3.4 GPa 0.2 GPa Pmin Pbrine 2.75 g/cc 1 g/cc PC0 2 # Table 5.1: Rock and fluid properties derived from well logs. Symbols are defined as in Equations 5.9 and 5.10. 0.85 g/cc 10% velocity change due to a simple fluid substitution using Gassmann equation [34, 104]: Ksat = K (1 + dry Kfp Kdry )2 , " Kmnin (5.9) Ki where Ksat, Kmin, Kdry, Kfp are the bulk moduli of the saturated rock, the forming minerals, the dry rock and the fluid, respectively. 4 is the porosity. The density of the saturated rock is given by: Peat = Ppf 4' + Pmin(1 - 4), (5.10) where Pat, pfp and Pmin are the densities of the saturated rock, the fluid and the forming minerals. If we assume a simple process of CO 2 replacing brine in the reservoir, the velocity change can be derived by changing values of Kfp and pf, in Equation 5.9 and 5.10. Based on the well log information, we obtained the parameters in Table 5.1. Then, the calculated P-wave velocity change is about 250 m/s, which is very close to our IDWT result. To further link the velocity changes to quantitative measures of CO 2 content, production data and a good reservoir simulator should be used to calibrate the seismic inversion results and to obtain the reservoir parameters like pore pressure and fluid saturation. Although we have not been able to do this here, it remains an important topic of future research. 148 5.6 Conclusions We have applied the image-domain wavefield tomography method to time-lapse walkaway VSP data acquired at the SACROC EOR field for monitoring CO 2 injection. Our inversion result shows a velocity decrease within a region beneath the top of the reservoir. This may indicate where the injected CO 2 migrated. For image-domain wavefield tomography, data processing and balancing must be conducted carefully to suppress amplitude inconsistencies and preserve time-lapse signals. The high frequency of the data gives high image resolution, but relatively small aperture limits the monitoring range. Neither reverse-time migration nor full-waveform inversion is able to quantify the localized velocity changes, which are indicated by depth shifts of certain reflectors in reverse-time migration images and full-waveform inversion results. Image-domain wavefield tomography can resolve a localized low velocity zone consistent with the geology and the injection pattern, which is interpreted to be the most likely change induced by the CO 2 injections. 5.7 Acknowledgment The authors wish to thank MIT Earth Resources Laboratory Consortium members for supporting this research. I started this work at Los Alamos National Laboratory (LANL). LANL's work was supported by the U.S. Department of Energy through contract DE-AC52-06NA25396 to LANL. LANL's work was part of a research effort in collaboration with Kinder Morgan, Inc. and the Southwest Regional Partnership on Carbon Sequestration that was supported by the U.S. Department of Energy and managed by the National Energy Technology Laboratory. We also want to thank Lianjie Huang from LANL for his insightful comments and contributions to this work. 149 S37-11 *59-5 59-2A 59-2 56-170 U 56-4 59-2-ST I 56-16 M| 56-6 eI 56-23 Figure 5-1: Schematic illustration of walkaway VSP surveys and CO 2 injection and monitoring wells at the SACROC EOR field. The red dots denote the wells with logging records. The green squares denote the two CO 2 injection wells. The blue star marks the VSP monitoring well where downhole receivers are installed. The black circle has a radius of 1 km. The blue dashed line is the walkaway VSP source line. 150 Well 59-2a Well 37-11 Well 56-23 0 0 01 500 500 500 1000 1000 1000 1500 1500 1500 2000 2000 0 2500' 0 100 200 25001 200 100 0 Gamma Ray (API unit) 25001 0 100 200 Figure 5-2: Gamma ray logs from three wells: 37-11, 59-2a, and 56-23. Green blocks mark the interval of the Wolfcamp shale formations that have high Gamma ray values. 151 Well 59-2a 0 01 0 500F 1000 1000 1 000- 1500 15001 1500 2000 2000- 2000 1I~ 2500' 0 100 200 Resistivity (Ohmm) - 500 500 2500' 0.5 0 Porosity 25001 4000 6000 Sonic Velocity (m/s) Figure 5-3: The resistivity, porosity and sonic velocity profiles from the logging record at well 59-2a. Green blocks mark the interval of the Wolfcamp shale formation. The carbonate reservoir is beneath the shale formation. It is clear that the interface between the shale and the carbonate is at 1900 meters. 152 0 Shot Series I S I 500 I I I I II Monitqr ng Well I I Dowgolig Wave C., Injection Well 1000E 0- I 1500 hin Wave I I Receive ' , 2000F Reservoir 2500' C -- I 3000 2000 1000 Distance from First Shot (meters) I 4000 Figure 5-4: The schematic configuration of a VSP survey. The injection well is slightly out of the plane. Black and red dashed lines illustrate the downgoing (black) and upgoing (red) portions of paths for waves propagating from sources to receivers. The blue dashed line sketches the reservoir location. 153 Data Recorded at the Depth of 1585 meters 0.5111111 1' 0.6 0.7 0.8 0.9 Co) E 1 1.1 1.2 1.3 1.4 1.5- -1500 -1000 -500 0 Offset (in) 500 1000 1500 Figure 5-5: The processed common-receiver gathers of the data in 2008 (blue) and 2009 (red). The receiver is at 1585 meters in well 59-2. The datasets are balanced in amplitude and traveltime using their first reflections. The traveltime differences in the later arrivals are the time-lapse-change signals. 154 Logging Velocity Profile and Initial Model 3.5 - CL - - uta o i og n 25 -0 0.5 1.5 I 2 2.5 Depth (km) Figure 5-6: Black line: the sonic velocity profile from logging records in well 59-2a. Red line: the initial model built using the zero-offset VSP and the sonic velocity profile. 155 Migration Image with Data in 2008 1.8 1.9 2 2.1 2.2 2.3 2.4 2.5 -0.5 -0.4 -0.3 -0.2 -0.1 0.1 0 Offset (km) 0.2 0.3 0.4 0.5 0.3 0.4 0.5 (a) Migration Image with Data in 2009 1.8 z . 2.1 0S 2.2 2 2.5 -0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 Offset (km) 0.2 (b) Figure 5-7: (a) RTM image produced with data from 2008; (b) RTM image produced with data from 2009. Both images show the local layered structures. The shorter reflector is at 1900 meters that is the top of the reservoir. For the 2009 image, the reflector below the reservoir is shifted slightly downwards compared to the baseline image. 156 Comparison between Migration Images 1.8- 1.9- 2- 2.2- - 2.3- 2.4- 2.5- -0.1 -0.05 0 Offset (km) 0.05 0.1 0.15 Figure 5-8: Sample traces from the RTM images of 2008 (blue) and 2009 (red). The lower reflectors in the 2009 image are shifted downwards compared to the 2008 image. 157 Migration Image Difference 1.8 1.9 2.1 -C 0) 2.5 -0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 Offset (km) 0.2 0.3 0.4 0.5 Figure 5-9: The image difference by subtracting the RTM image of 2008 from that of 2009. The changes at the deeper reflector are stronger than those in the reservoir layer. 158 Velocity (m/s) FWI Result with Data in 2008 5800 5600 5400 5200 5000 4800 4600 0 4400 4200 4000 3800 3600 0 Offset (kin) 0.3 0.2 0.1 0.4 0.5 (a) Velocity (m/s) 5800 FWI Result with Data in 2009 5600 5400 5200 5000 4800 2. 4600 4400 4200 4000 3800 3600 2.5 -0.5 -0.4 W-10.3 -0.2t -0.1 V Offset (krn) V. s.e (.k vm v.) (b) Figure 5-10: (a) The P-wave velocity model reconstructed using FWI with data from 2008; (b) The P-wave velocity model reconstructed using FWI with data from 2009. Both models contain similar structures. The 2009 model is shifted slightly downwards compared to the 2008 model. 159 Velocity Difference Velocity (m/s) 150 1.8 1.9 S100 2 50 2.1 0 2.2 -50 2.3 . Aft impI -100 2.4 -150 5 -0.4 -0.3 -0.2 -0.1 0 Offset (km) 0.1 0.2 0.3 0.4 0.5 Figure 5-11: The P-wave velocity model difference obtained by subtracting the model of 2008 from that of 2009. The changes in the reservoir layer is comparable in amplitude with those at the deeper reflector. The changes are oscillating rather than smooth. 160 Velocity (m/s) 300 IDVI Result 1.8 200 1.9 100 2 2.1 0 2.2 -100 2.3 -200 2.4 -0.5 -0.4 -0.3 2.5 -0.2 -0.1 0 Offset (km) 0.1 0.2 0.3 0.4 0.5 -300 Figure 5-12: The P-wave velocity changes reconstructed using IDWT. A smooth lowvelocity zone is resolved within the reservoir. Some scattered velocity changes caused by image noise are also observed. 161 Velocity (m/s) Baseline Model for Synthetic Test 5400 1.6 5200 5000 1.8 4800 '0' 4600 2.2 4400 4200 4000 2.6 -0.8 -0.6 -0.4 -0.2 0 Offset (kin) 0.2 0.4 0.6 0.8 3800 Figure 5-13: A synthetic layered model with the same geometry as the SACROC model. The blue layer is the shale formation, below which is the reservoir layer (red). 162 Velocity (m/s) Time-lapse Velocity Change for Synthetic Test 200 150 1 inn 1.8 50 0 ci, -50 2.2 AW -100 2.4 -150 2.61 1 -0.8 -0.6 -0.4 -0.2 0 Offset (km) 0.2 0.4 0.6 0.8 1 -200 Figure 5-14: The synthetic P-wave velocity change caused by a fluid injection into a borehole located on the right side of the model. 163 Baseline Image for Synthetic Test 0 a 2.2 2.4 2.6 -1 -0.8 -0.6 -0.4 -0.2 0 Offset (km) 0.2 0.4 0.6 0.8 1 Figure 5-15: The baseline RTM image obtained using one common-receiver gather. 164 Velocity (m/s) 200 Inverted Time-lapse Velocity Change 150 inn 1 50 2 0 -50 2.2 -100 -150 2.61 -1 -0.8 -0.6 -0.4 -0.2 0 Offset (km) 0.2 0.4 0.6 0.8 -200 Figure 5-16: The P-wave velocity changes reconstructed using IDWT with the synthetic data. The low-velocity zone is confined within the reservoir and limited in width by the with of the reflectors in the image. 165 166 Chapter 6 Using Image Warping for Time-lapse Image Domain Wavefield Tomography Summary Time-lapse full waveform inversion has been proposed as a way to retrieve quantitative estimates of subsurface property changes through seismic waveform fitting as presented in Chapters 2, 3 and 4. However, for some monitoring systems, the offset range versus depth of interest is not large enough to provide information about the low wavenumber component of the velocity model. In Chapter 5, we use an image domain wavefield tomography (IDWT) method to successfully invert for velocity changes with this type of narrow-offset survey. In this chapter, we present an improved IDWT using the local warping between baseline and monitor images as the cost function to mitigate the cycle-skipping effects. This cost function is sensitive to volumetric velocity anomalies, and capable of handling large velocity changes with very limited acquisition apertures, where traditional full waveform inversion fails. In this chapter, we first describe the theory and workflow of our method. Layered model examples are used to investigate the performance of the algorithm, and its robustness 167 to velocity errors and acquisition geometry perturbations. The Marmousi model is used to simulate a realistic situation in which IDWT successfully recovers time-lapse velocity changes. 6.1 Introduction For a time-lapse seismic dataset, information about the changes in model parameters in the target zone can be categorized into two groups: amplitude changes and time shifts. Amplitude changes could be induced by new scattering in the target interval, or differences in reflectivity at the interfaces. Time shifts are the response to a physically shifted geologic interface (e.g. a compacting reservoir), or a velocity perturbation along the signal's ray-path. To better link the changes in measured signals to inferred reservoir responses, it is essential to quantify the changes from different mechanisms. In some time-lapse seismic analysis, the time shift information is omitted because the monitor data or images are aligned with the baseline to compare the amplitudes. In other studies, time shifts picked at certain horizons are used to study the reservoir velocity changes, or the strain field changes above the reservoir [9, 51]. However these analyses are conducted on post-stack data, which have already lost some information during the stacking process. In this study, we focus primarily on time shifts in prestack data, and velocities in model space. We do not consider amplitude changes, which can be better inverted or interpreted after the inversion for a corrected timelapse velocity model. To recover the seismic velocities, full waveform inversion (FWI) [93, 101] has been applied to individual surveys. The application of FWI to time-lapse data seems straight-forward, however, in practice it is constrained by the survey design, data quality and the nonlinear nature of FWI. Inversion strategies tailored for time-lapse data have addressed issues like repeatability, computation efficiency [111] and local minima [107, 24, 110, 6]. Traditional FWI requires low-frequency data and large survey offsets to invert for the low-wavenumber component of the velocity model [101]. However, seismic surveys with large offsets are expensive particularly when the region 168 of interest is relatively small. Small-offset reflection data do not provide constraints on the model from a wide enough range of different angles to allow for the estimation of low-wavenumber structures. With small offsets, FWI functions more like least-square migration which only finds reflectivity. Image-domain methods, often involving velocity analysis, have been proposed to obtain the low-wavenumber part of the velocity model from reflection data [90, 15]. Some image-domain methods are computationally expensive because they require the calculation of angle gathers or offset gathers, which require many sources and receivers. These methods are more suitable for initial model building. [86] extended an image-domain tomography method to 4D, however, the inverted velocity changes can be smeared. When a seismic reflection is shifted in time, there is an ambiguity as to whether the reflector has shifted or there is a velocity change above the reflector. However, in many cases, the changes in the depths of structures are not expected to be as significant as the depth shifts of the reflectors in images due to velocity changes. For example, the physical displacement of the reservoir boundaries caused by compaction may be only a fraction of a sampling interval of the migration image (e.g. half a meter per year in the North Sea [9]). However, volumetric strain in the overburden due to compaction may cause changes in its seismic velocities.Velocity in the reservoir itself might also change due to depletion or fluid substitution. In cases like CO 2 sequestration, large amounts of fluid are injected into the subsurface, without significant changes in pore pressure. Compared to physical structure changes, velocity changes are expected to be the dominant effect on time-lapse images from these settings [3]. In this chapter, we assume that seismic reflectors do not shift over the period during which time-lapse surveys are collected. We also assume that the waveforms reflected from interfaces in the targeted area do not change significantly. Based on this assumption, successive acquisitions that illuminate similar areas should produce similar images without depth shifts if correct velocity models are used. In this chapter, we present an image-domain wavefield tomography (IDWT) method specialized for time-lapse reservoir monitoring. With a baseline velocity model, migrated images for both baseline and monitor data can be produced with a reverse time 169 migration algorithm. With the assumptions above, depth differences between images should be primarily caused by time-lapse changes in the velocity and not by physical changes in reflector position. Dynamic image warping [37] is used to measure the image shifts in a way that is robust to cycle skipping and amplitude differences between images. By minimizing the warping function (the shifts between baseline and monitor images), we invert for velocity changes iteratively using the adjoint-state method [68]. The inversion is only sensitive to low-wavenumber velocity perturbations that control wavefield kinematics. The inverted velocity changes are found to be localized between reflectors, which aids interpretation of fluid migration like gas leakage. [115] applied this method to time-lapse datasets from a CO 2 injection field. In this chapter, we describe the theory and workflow of the IDWT approach. Synthetic examples are used to demonstrate its capability and limitations. The robustness of the method to baseline velocity errors and survey geometry non-repeatability is also investigated. 6.2 Theory Iterative inversion methods like full waveform inversion, are designed to estimate model parameters by fitting observed data with simulated data. In the time-lapse IDWT method, the model parameters are seismic velocity changes, and the observed data are the migrated images that are constructed from baseline and monitor seismic surveys. We estimate velocity changes by matching monitor migrated images with baseline migrated images. The cost function here can be written as the L-2 norm of some measure of dissimilarity between two images. The simplest measure is the amplitude difference: Es.ubtract(m) = 2X 8 X IIi(x, z,x) - Io(x, z, x,)1 2 dxdz, (6.1) where I is the baseline image, I, is the monitor image, x and z are spatial coordinates, and x, is the source index. We derive all the equations here in 2D for simplicity, but the extension to 3D is straight-forward with one additional integral over the third 170 spatial dimension. This cost function has the same drawback as the traditional FWI cost function. When reflector shifts are too large (> half wavelength, measured normal to the reflector), cycle skipping makes the cost function insensitive to local velocity perturbations. The direct subtraction 11 - Io also causes problems when the images have different amplitudes. These differences could be related to effects other than velocity perturbations. In these cases, even if the velocity model is correct, the cost function may not be minimized. As described by [37], a migration image I based on the incorrect velocity can be considered a warped version of the true image I based on the correct velocity. In Equation 6.2, h(x, z) and l(x, z) are warping functions that specify how much the image point at (x, z) in I is shifted from the same image point in I in horizontal (h) and vertical (1) directions. I(x, z) = I(x + h(x, z), z + l(x, z)). (6.2) Here we assume that the monitor image based on the baseline velocity model is a warped version of the baseline image. For images with reflection data, both vertical and lateral shifts can be measured [21, 38]. In this study, we only measure the vertical warping l(x, z) for simplicity. The amount of vertical warping can be calculated by solving an optimization problem. Specifically we compute w(x, z) = arg min D(l(x, z)), l(x,z) (6.3) where (Ii(x, z) - Io(x, z + l(x, z))) 2 dxdz. D(l(x, z)) = (6.4) x Z We use the dynamic warping algorithm [37] to solve the optimization problem above for the warping function w(x, z). Since the warping function decreases in magnitude as I, and 1 o become well 171 aligned, we use the L-2 norm of w(x, z) as the cost function: E(m) = 1 J (6.5) w(x,z, x, m)12dxdz, where m is the squared slowness used for migrating monitor data, and x, is the source by minimizing E(m) with a gradient-based method. index. We invert for velocity To calculate the gradient G, we use an adjoint-state method [68]. In full waveform inversion, the gradient is calculated by cross-correlating the forward propagated source wavefield and the back propagated residual wavefield (the adjoint wavefield). In IDWT, the gradient can be similarly written as a correlation between wavefields: T 2A,(x, G(x,z) = 2 Z, t, X,) A,(x, z, t, x,) Z u, , z,t,x)+X))dt -J( 8(X2 X5 t=0 (6.6) where u.(x, z, t, x') and Ur(X, z, t, x,) are source and receiver fields from forward and backward propagation respectively. The associated adjoint wavefields are A,(x, z, t, x,) and Ar(X, z, t, x,). The adjoint wavefields A are obtained by solving the wave equation: m 2 A(xz, t) AA(x, z, t) = d, (6.7) where m is the squared wave slowness, and d is the adjoint source. The adjoint sources for solving for A,(x, z, t, x,) and Ar(X, z, t, x,) are respectively: d,(x, z, t, x,) = a(x, Z, XS)Ur(x, Z, t, x,) (6.8) dr(x, z, t, x,) = a(x, z, x,)u,(x, z, t, x,), (6.9) and in which a(x, z, x,) = (8IO(X,z+W(XzzXs),Xa))2 Z,)X') w (x, z, 4921 X,,+W _ O2 Io(x,z~w(x,z,xa),xa) (I1(x, z, x,) - Io(x, z 172 + w(x, z, x,), x.)) (6.10) The derivation is similar to the formula in differential semblance optimization (DSO) [68]. The details are presented in Appendix A. The wavefield mask a(x, z, x,) is oscillatory due to the term 0Io(xz+w(x,z,x ),x 8 8 ) in the numerator. The denominator in ex a(x, z, x,) acts as an amplitude normalizer; in practice, we add a water-level term to the denominator to avoid dividing by zero. The warping function w(x, z, x,) tells us where a should be non-zero, and determines the sign of the adjoint source, which determines the sign of the velocity update. The implementation of the inversion process consists of the following steps: Given a baseline velocity model mo, and a baseline migration image 10, (i) for each shot x, migrate the monitor data with the velocity model mo used to produce Ii(x, z, x,) (ii) compute the vertical shifts w(x, z, x,) using dynamic warping (iii) evaluate the cost function E(m) after the summation over shots x, stop (if small enough) or go to the next step (iv) for each shot x, compute the adjoint wavefields \,A, and the partial gradient G(x, z, x,) (v) sum G(x, z, x,) over all shots to form the gradient G(x, z) (vi) update the velocity model with G(x, z) to get mi+1 (vii) remigrate the monitor data with the updated model mi+1 , and go to step (ii) 6.3 Examples Using Synthetic Data In this section, we will use synthetic data to show how the method works, and investigate its performance under different scenarios. First, a simple three-layer model is used to demonstrate IDWT's ability to recover low-wavenumber velocity changes. The performance of IDWT with respect to number of shots is tested with the same model. A model with six layers is used to study the relation between IDWT resolution and the layer spacing. The robustness of IDWT to errors in the baseline velocity model is tested with two cases in which one large and one small Gaussian velocity errors are introduced. The robustness of IDWT to source-receiver geometry 173 discrepancies between surveys is investigated for both correct and incorrect baseline velocity models. Finally, the Marmousi model is used to show how IDWT performs for a complicated velocity structure. 6.3.1 Three-layer Model The three-layer model has constant velocity (vp=3000m/s) but different density in each layer (Figure 6-la). A velocity anomaly is placed in the middle of the timelapse model as shown in Figure 6-1b. The shape of the anomaly is Gaussian with a maximum velocity increase of 800 m/s. We place 300 receivers (blue triangles in Figure 6-1a) at an interval of 10 meters, and 5 sources (red stars in Figure 6-1a) at an interval of 600 meters on the surface. The source is a Ricker wavelet with a center frequency of 25 Hz. We use a finite difference acoustic wave equation solver to generate the datasets. In this example, we assume the constant baseline velocity is known. Imaging and Warping Reverse time migration (RTM) [11, 611 is used to produce all the migration images during the inversion. The baseline and initial monitor images obtained using a single shot gather (the third shot in Figure 6-1a) are shown in Figure 6-1c and Figure 6-1d, respectively. The position of the deeper reflector in the monitor image (Fig 6-1d) is shifted vertically due to the velocity change in Figure 6-1b. We compute w(x, z) using the dynamic image warping algorithm [37] to describe how much I1 is shifted from 1 o, as shown in Figure 6-2. The maximum vertical shift is 4 grid points (40 meters). As in Equation 6.10, w(x, z) is used to calculate a spatial weighting function a(x, z, x,), to mask the wavefields u, and u, to form adjoint sources (Equations 6.8 and 6.9). Inversion Results Comparison Figure 6-3a shows the velocity model change recovered from IDWT with the five sources shown in Figure 6-la. The recovered anomaly is centered at the correct 174 location, but it is smeared vertically due to the acquisition geometry. This vertical smearing is bounded by the two reflectors. If the inversion attempts to put any perturbation above the first reflector, the entire image will be shifted. IDWT will subsequently reduce this shift by reversing that perturbation. Some of the changes are positioned along the ray-paths due to limited source and receiver coverage. Within the area of the recovered anomaly, the amplitude is not correctly distributed, and the maximum velocity increase is only 50% of the true value. Although the inverted velocity is not perfect, the monitor migrated image based on it (Fig 6-3b) shows reflectors at the same locations as in the baseline image (Fig 61c). The model from IDWT has the correct background kinematics, and is a good starting model for FWI. Figure 6-3c shows the velocity change determined with the application of a standard FWI [93] for the same monitor data using the velocity model obtained from IDWT as a starting model. Both the amplitude of the anomaly, and the distribution of the velocity are improved as FWI inverts more phase and amplitude changes. For comparison, we compute a standard FWI on the monitor data starting from the correct baseline velocity and density models. Figure 6-3d shows the result. The inversion gives poor recovery of the velocity anomaly because of several issues. First, the velocity change is large enough to cause cycle skipping in the data domain. Second, FWI with this narrow-offset survey geometry reduces to least-squares migration, so that the volumetric velocity change is barely resolved. Instead, a reflector that does not exist in the true velocity model is generated to fit the data. Figure 6-4 shows cost-function curves for IDWT, FWI, and FWI after IDWT. IDWT converges within 10 iterations, while FWI converges much slower, both after IDWT and for FWI alone. The cost function for FWI alone plateaus after 10 iterations, because the residual is insensitive to velocity perturbations, due to cycleskipping. FWI after IDWT converges with a lower cost than does FWI alone, but remarkably slower than does IDWT. However IDWT requires four wavefield calculations to obtain the gradient in each iteration, and two wavefield calculations are required for one migration. Assuming each wave propagation calculation takes time 175 T, and each line search takes 3 migrations, the actual computational cost of IDWT is 10 times that for computing N wavefields, where N is the number of IDWT iterations. Similarly, because it requires 3 forward models per line search, one FWI iteration takes 5T. In this example, to get the final model in Figure 6-3c, we used 10 IDWT iterations, and 20 FWI iterations. Thus the total computation time is 200T, of which 50% is used in IDWT. 6.3.2 Multi-layer Model As shown in the three-layer model example, the smearing of the time-lapse velocity change is bounded by the reflectors. We expect that smaller reflector spacing will lead to a better determined anomaly. To investigate this, we use a multi-layer model to simulate the case where time-lapse changes span several layers. A constant velocity (vp = 3000 m/s) is used for the baseline model. The time-lapse velocity model is the same as that in Figure 6-1b. A six-layer density model as shown in Figure 6-5a is used to generate reflections. Layer thicknesses in the center of the model are smaller than the size of the velocity anomaly in Figure 6-1b. Figure 6-5 shows the velocity changes resolved by IDWT using different numbers of shots., Only one single shot placed in the center on the surface is used in Figure 6-5b. Compared with the results in Figure 6-3a, the anomaly is much better constrained vertically by the second and fourth reflectors in the model. Correspondingly, the magnitude of the velocity anomaly is better recovered; 10 and 20 shots are used evenly spaced at intervals of 265 and 125 meters in Figure 6-5c and 6-5d respectively. The shape and relative magnitude distribution are improved with additional shots. 6.3.3 Baseline Velocity Errors For all the previous examples, we assumed that the baseline model was exactly known. In practice, it is more likely that the baseline velocity model we build is inaccurate. To study the robustness of IDWT to errors in the baseline velocity, we use the model in Figure 6-6a, which contains a Gaussian-shaped low velocity zone, as the true baseline 176 velocity model. We assume the anomaly is not resolved by the baseline velocity model building and so a constant velocity model is used for the baseline migration. We use the density model in Figure 6-5a with 20 shots evenly spaced at an interval of 125 meters on the surface to generate synthetic data. The true time-lapse velocity model (Figure 6-6c) has an additional high velocity Gaussian-shaped anomaly, which is the net change between baseline and time-lapse models (Figure 6-6b). The peak magnitude of both anomalies is 200 m/s. Figure 6-6d shows the IDWT result obtained when using 20 shots. Compared with the result obtained using the correct baseline model (Figure 6-5d), the resolved time-lapse anomaly maintains the same quality in both shape and magnitude. More importantly, there are no negative velocity changes apparent in the result. The baseline velocity model error (the negative Gaussian-shaped anomaly) is not carried over to the time-lapse inversion. In other words, IDWT detects only the relative changes in the models. A close scrutiny of Figure 6-5d and Figure 6-6d reveals that the shape of the resolved change is slightly distorted because of the kinematic error induced by the unknown Gaussian anomaly in Figure 6-6a. We expect the distortion to get stronger with bigger errors in the baseline velocity model. We test this with the model shown in Figure 6-6e, in which we increase the maximum amplitude of the low velocity error in the baseline model to 800 m/s. The IDWT result with 20 shots, shown in Figure 6-6f, is severely distorted in shape but the amplitude and position are still accurately recovered. 6.3.4 Source Geometry Non-repeatability Seismic survey repeatability is a key factor in achieving successful time-lapse monitoring. One common issue is the discrepancy of source-receiver geometry between surveys. A small deviation of the source position in the monitor survey from that of the baseline, can lead to large differences in waveforms, which makes direct comparison between datasets difficult. Time-lapse FWI methods, such as double-difference waveform tomography, which requires data subtraction [24, 107], must carefully coprocess the baseline and monitor datasets. In IDWT, instead of data, we compare 177 images, which are less sensitive to shot position deviations. With the correct velocity model, neighboring sources should give very similar images. As a result, when they are migrated with the same baseline velocity, differences between a monitor image for shot position x + 6x, and a baseline image for shot position x should still relate to time-lapse velocity changes. We expect IDWT to be robust to this type of source geometry difference between surveys. We employ the baseline velocity models used in previous examples, with the constant velocity, weak Gaussian anomaly (200 m/s), and strong Gaussian anomaly (800 m/s). The maximum value of the time-lapse change is 200 m/s. The density model is the same as that in Figure 6-5a. For the baseline survey, 15 sources are evenly spaced at an interval of 170 meters, and 300 receivers are evenly spaced at an interval of 10 meters. For the monitor survey, we only consider source positioning errors. Because IDWT is conducted with shot gathers, the effects from receiver positioning errors should be negligible as long as they cover the same area. Two types of source positioning errors are commonly observed in practice: random perturbations (e.g. limited GPS precision), and systematic perturbations (e.g. feathering effects in acquisition). For random perturbations, we randomly perturbed each source either one grid point left or one grid point right from its baseline position. The grid spacing is 10 meters in our tests, which is large compared to position errors observed in some wellrepeated surveys in practice [112]. In addition, position errors in reality would not be uniformly t10 meters. However, we do not expect this to have a large effect on the results. Figure 6-7 shows the IDWT results with different levels of baseline velocity errors but with the same randomly perturbed source positions. There is no baseline velocity error in Figure 6-7(a). The baseline velocity models used in Figure 6-7(b) and (c) have Gaussian-shaped errors of 200 m/s and 800 m/s peak value respectively. The one-to-one comparison between Figure 6-7(a), (b), (c) and Figure 6-5d, Figure 6-6d, Figure 6-6f show that the random source position perturbations have little effect on the performance of IDWT. To study the effect of systematic perturbations, we move the monitor survey source 178 positions uniformly towards the right. Three levels of shot position error are studied: 6x equals 10 meters, 20 meters and 50 meters. The monitor datasets are generated and migrated using the perturbed source locations. Figure 6-8(a), (b) and (c) show the IDWT results with the known constant baseline velocity model. The time-lapse velocity anomalies are resolved with the same quality in all three cases with increasing shot positioning error. Artifacts near the sources result from illumination differences between baseline and monitor surveys. As we discussed for the three-layer model, when the shot positions are the same in both surveys, the smeared updates near the sources are diminished by iteratively correcting the image of the shallower reflector. However, when the shot positions are different, as illustrated in Figure 6-9, parts of the monitor image have no corresponding parts in the baseline image (dashed circles). As a result, part of the velocity update cannot be constructed because the unconstrained parts of the image marked by arrows in Figure 6-9 are insensitive to that velocity change. At greater depth, this effect is mitigated by stacking shots, but the effect of stacking is weak near the sources. If the targeted area is deep in the subsurface, these artifacts will not affect the interpretation. If the monitor image is compared to the entire image formed by all the baseline shots, this effect will be eliminated because the shadowed areas in Figure 6-9 will be covered by baseline images of neighboring shots. Figure 6-8(d), (e) and (f) show the IDWT results with a weak Gaussian velocity error (200 m/s) in the baseline model. As the shot positioning error increases, the error induced by the incorrect baseline velocity model, marked by black circles, gets stronger. The principle that neighboring shots should give similar images is violated because the baseline velocity is incorrect. As a result, differences between baseline and monitor images are caused by both the baseline velocity errors and the time-lapse velocity changes. The difference caused by baseline velocity error is bigger when two shots are further apart.Accordingly, velocity error increases as the shot positioning error increases. In addition, the velocity error is inverted with a reverse sign, because the monitor image is aligned with the incorrect baseline image. For example, if the low-velocity region in the baseline model is unknown (i.e., not included in the model 179 for migration), the reflectors imaged by a source that illuminates the anomaly will be deeper than their true positions. Regardless of the time-lapse changes, IDWT would assume the baseline image is correct, and perturb the velocity to make monitor image reflectors deeper, leading to a high velocity update. Figure 6-8(g), (h) and (i) show the IDWT results with the strong Gaussian velocity error (800 m/s) in the baseline model. As expected, the larger error induces bigger false changes (located inside the black circles) in the time-lapse inversions. In Figure 68(i), the false changes already have the same order of magnitude as the time-lapse changes when the source positioning error is 50 meters. In this case, an interpretation would likely be affected by the velocity error. However, an 800 m/s velocity error in the baseline model is significant, and source positioning errors of 50 meters are excessive in a well-repeated 4D seismic survey. Based on the tests shown in this section, we conclude that for relatively large errors in the baseline velocity model, and for both random and systematic source geometry discrepancies between surveys, IDWT is robust and expected to be capable of delivering useful inversion results. 6.3.5 Marmousi Model For a more realistic synthetic test, we apply IDWT using the Marmousi model [100]. As shown in Figure 6-10a, only part of the original Marmousi model with complicated geologic structures is used to better simulate narrow-offset acquisition. Five shots evenly spaced at an interval of 200 meters (red stars) are used to generate the synthetic datasets, and 400 receivers are deployed on the surface at an interval of 5 meters. Figure 6-10b shows the true time-lapse velocity model with a velocity decrease in the layers at around 1900 meters depth. The actual boundary of the velocity anomaly is outlined by the black dashed line. The density is constant throughout the model. We smooth the Marmousi model to generate the baseline model for migration as shown in Figure 6-11a. Figure 6-11b shows the migrated image with one shot gather of the baseline datasets. Due to the limited aperture of the acquisition, some of the structures (marked by arrows in Figure 6-11b) are not illuminated. The layers in these areas are completely missing in the image. The reflectors above and below 180 the layer containing the time-lapse changes (dashed line in Figure 6-11b) are clearly imaged. The IDWT result obtained using these 5 shots is shown in Figure 6-12b. The resolved anomaly is localized within the area enclosed by the dashed line. Both the shape and amplitude of the anomaly are well recovered. The true change, as shown in Figure 6-12a, has small values near the boundary of the anomaly (dashed line). In contrast, the inverted change appears to be larger in size due to vertical smearing between reflectors. The arrow in Figure 6-12b points to a location where the inverted anomaly spreads beyond the boundary of the actual anomaly but is well-constrained by the reflector below. The smearing occurs because the boundary of the true timelapse change, marked by the arrow in Figurer 6-10b, is in the middle of the layer. As we observed for the layered-model examples, velocity changes within a single interval are vertically smeared throughout the layer but bounded by the reflectors. With this limitation, IDWT is again effective in recovering the local time-lapse velocity change. 6.4 Discussion From synthetic examples, we see that IDWT is able to robustly recover time-lapse velocity changes, with acquisition limitations, such as narrow offsets and survey nonrepeatability. As with most tomography methods, IDWT smears velocity changes along wave-paths. However, the smearing effect is clearly bounded by reflectors above and below the changes. This effect is important for leakage monitoring when the ambiguity between the smearing and real leakage must be removed. Smaller differences between the boundary of the changes and the reflector boundaries lead to more reliable estimates of velocity changes. Better estimates of the velocity changes lead to more reliable interpretations of the changes. In time-lapse inversions, we are interested in the relative changes between the surveys at different times. However, the data residuals due to the uncertainty in the baseline inversion are likely to contaminate the final result of time-lapse FWI. Tailored FWI schemes have been developed to suppress these sources of noise [24, 110]. In 181 IDWT, errors in the baseline model affect both the baseline and monitor images. As the monitor images match the baseline ones, any perturbation in the velocity model is caused by the kinematic difference between monitor and baseline datasets. Even with large baseline velocity errors, IDWT recovers the correct magnitude and position of velocity changes. Another concern for time-lapse monitoring is the repeatability of surveys. In practice, shot and receiver locations are not identical between surveys, even for highquality ocean bottom cables [12, 112]. In some cases, after the initial large survey for exploration, specialized local surveys for monitoring are more economical and efficient [43]. Deviations between survey geometries cause problems in time-lapse FWI methods that require data subtractions [24, 107]. In contrast, IDWT depends only weakly on the survey geometry. With a good baseline model, IDWT delivers accurate results, as long as the monitor survey illuminates an area of interest that is also well-imaged with the baseline survey. When large errors (e.g., 800 m/s) exist in the baseline model, IDWT still produces reasonable results when differences in survey geometries are considerable (e.g., 50 m). From a computational point of view, IDWT requires two wavefield extrapolations for each migration. With the same wave equation solver, it takes twice as much time as FWI for each iteration. However, it is not necessary to simulate the full wavefield to form the images. The image warping cost function is sensitive only to misalignments, and is robust to inaccuracy in simulated waveform amplitudes. In contrast, traditional FWI needs accurate amplitudes so that differences between waveforms are reliable. We could potentially use a faster traveltime solver like ray-tracing to speed up IDWT. Another possible concern is the memory requirement for IDWT. While RTM or FWI need to store two wavefields for calculating the gradient, IDWT needs to store four wavefields, which could be too demanding in a 3D application. [92] presented an optimal checkpointing method that trades floating point operations for most of the storage in general adjoint computations. Although the memory requirement is still going to be twice that of FWI, it should be manageable in practice. Although the time per iteration is twice that of FWI, IDWT appears to converge 182 more quickly. Therefore, when using IDWT before FWI to resolve velocity anomalies with high resolution, the actual computation of IDWT does not dominate the cost of the overall process. As in the first synthetic example in this study, IDWT takes only 50% of the total cpu runtime of the process. When large velocity changes exist, the cycle skipping effect makes the regular FWI cost function insensitive to velocity updates. IDWT using image warping helps to find a good starting model with correct large-scale kinematics for FWI. For initial velocity model building, ideas similar to image-warping can be implemented in the data domain to avoid cycleskipping. However, with reflection geometries, FWI fails to invert for volumetric changes in velocity, and the result tends to be like that of a least-squares migration. [58] have successfully overcome this problem. However, to extend their method to time-lapse applications requires further study. Beyond the theory and numerical studies presented here, we have applied IDWT to field datasets (time-lapse walkaway Vertical Seismic Profiles) that were collected from a CO 2 sequestration testing site, and successfully recovered P-wave velocity changes that can not be resolved by full waveform inversion [115]. With very limited survey apertures and the presence of strong noise in real data, stacking images of neighboring shots would increase the signal-noise ratio and mitigate imaging artifacts without losing much angle information if the source distribution is dense. Studies with more field datasets of different acquisition conditions and different time-lapse mechanisms (e.g. water flood, gas leakage) are planned for the near future. 6.5 Conclusion We have proposed a time-lapse wavefield tomography method in the image domain for reflection data. The warping between baseline and monitor images is used as a cost function that is sensitive to smooth velocity perturbations, and robust to cycleskipping errors. The method is accurate and wave-equation based, and requires no linearization or assumptions about the smoothness of the model. It is computationally efficient with fast convergence, and does not require the computation of angle gathers. 183 Even with limited acquisitions, such as narrow offsets and small numbers of sources, and for complex subsurface structures, IDWT delivers reliable time-lapse inversion results. It is also robust with respect to baseline velocity errors and survey geometry discrepancies between surveys. With IDWT, kinematic effects are distinguished from other time-lapse effects, thereby providing a good foundation for subsequent analysis of amplitudes and reservoir characterization. 6.6 Acknowledgments This work was supported by the MIT Earth Resources Laboratory Founding Members Consortium. The authors would like to especially thank Yong Ma from Conoco Philips for in-depth discussions and constructive suggestions. We also thank the associate editor of Geophysics, Dave Hale, Denis Kiyashchenko, and an anonymous reviewer for their insightful comments and suggestions to help improve this chapter. 184 i Dens4 0.4 0.6 0.8 Vdloidtygs) 0 800 202 400 lw0.4 D 1700 1.6 0.6 0.8 0 1.2 -400 -2100 1.4 0.5 .81500 1.5 Goimd OW=in (Iam) 2 3 2.5 0.5 1.5 2 1 Grouad Diatanc (kum) (a) 2.5 3 -000 (b) 0.2 0.4 S0.6 0.2 0.4 0.6 } 0.8 0.8 1 1 1.4 1.4 1.6 1.6 0.5 2 1 1.5 Ground Ditance (kim) 2.5 0. 3 (c) i Grond Olaaie (kin) 1 2.5 3 (d) Figure 6-1: (a) The three-layer density model for both baseline and monitor surveys. Red Stars denote the locations of the shots, and blue triangles denote the receiver locations. (b) Differences in the P-wave velocities between baseline and monitor surveys. Maximum velocity change is 800m/s. (c) The baseline image 1 obtained using one shot gather and the constant velocity model. (d) The monitor image I, obtained using one shot gather and the constant velocity model. The center part of the second reflector is vertically shifted due to the absence of the velocity anomaly in (b). 185 Shift (m) 40 0 0.2 20 0.4 E S0.6 -0 l.0.8 1 1.2 -20 1.6 0.5 1 1.5 2 Ground Distance (kin) 2.5 3 -40 Figure 6-2: The image warping function w(x, z) calculated from Figure 6-1c and 61d. Units on the color scale are image points. Positive values indicate upwards shifts. The maximum warping is 4 grid points (i.e. 40 meters). 186 400 0 300 0.2 2200 0.2 - 100 0.4 1.2 -100 14 1.6 -400 0.5 1 1.5 2 Ground Dialun (kml) 2.5 1.6 3 0.5 1 1s 2 Ground Dislance (kill) (a) 2.5 (b) elodty(m/s)VeocIty 00 0.4 200 0 '.6 0. 0f 1 -M m) 150 ~400 02 0 0 A50 0.6 0.8 i 1 -50 -150 1 0.5 1 1.5 3 2 2.5 3 0.6 Ground Disuirc (kin) (c) 1.5 2 Ground Dsance (km) 1 2.5 -2 (d) Figure 6-3: (a) The velocity changes found by IDWT with 5 sources. The anomaly is correctly positioned. However, the limited aperture of the acquisition makes the waves travel primarily in the vertical direction, so the recovered velocity anomaly is smeared vertically. (b) The monitor migration image obtained using one shot gather and the velocity model inverted by IDWT. The second reflector is correctly positioned. (c) The velocity changes refined by FWI after IDWT. The amplitude differences and subtle phase shifts between data and simulation are minimized to resolve the fine details in the velocity model. FWI has significantly reduced the vertical smearing observed in Figure 6-3a. (d) The velocity changes obtained with standard FWI applied to the monitor data, starting from the baseline constant background velocity model. The Gaussian anomaly is barely visible. An artificial reflector is erroneously created to account for data differences. This failure is due to the combined effects of cycle skipping and limited survey geometry. 187 1 --0.8- IDWT FWI after IDWT ra 0.2S0.4 0 0 0 5 10 Iteration Number 15 20 Figure 6-4: Cost function curves for IDWT, FWI after IDWT, and FWI only. The cost functions are normalized by their values before the 1st iterations. IDWT converged within 10 iterations. FWI after IDWT converged much slower. The cost function of FWI starting from the constant velocity plateaued after 10 iterations. 188 1 Source Veoiy(MIS) 600 0 400 02 02 lawO200 .0.4 O's 0A 17000. 02 1 -200 1 12 12 _4W .4 im1 1.4 1.6 1.8- 05 1 1.5 Ground Distance 2 (kM) 2.5 3 5 1500 1 1.5 2 Ground Distance (km) (a) (b) 10 Sources 20 sourc65 0 400 2.5 3 -6 VelociWrnws) 0400 02 02 2W0 O.4 0.4 200 0.8 S0.8 1I -2DO 000 -2DO 1.4 -400 1.4 -400 1.6 1.6 05 1 1.5 2 Ground Distance (kM) 2.5 3 0.5 1 1.5 2 Ground Distance (km) 2.5 ~ (d) (c) Figure 6-5: (a) The six-layer baseline and time-lapse density model. Layers in the center are smaller in thickness than the size of time-lapse velocity anomaly (white circle). (b), (c) and (d) show the IDWT results with 1 shot, 10 shots and 20 shots, respectively. As we include more shots, the amplitude distribution within the anomaly is corrected. The vertical smearing is well constrained by the reflector. The maximum velocity change is closer to the true value as the changes are confined to a smaller area. 189 (/) Veloc 0 3150 02 3100 0. 0.6 3050 Velochlms) 150 02 100 5OA0 0.A O.S 0.8 2 50 1 2950 1 290 12 -100 -150 S2850 1.6 1.6 0.5 1 1.5 2 (3rjad Disanc (kin) 2.5 3 05 1 1.5 2 Gmund Distamce (kin) (a) 2.5 3 (b) M) OW Velocty (mM) 150 3200 3150 100 0.2 310D 0.2 0.4 0 OA 50 0.6 3DOO 0.0 0 0.6 0.2 1 21 .2 2DO0 1A'4 12 -100 2 1.6 1.6 0.5 1 1.5 2 Gmotad Distanc (kin) 2.5 3 0.5 .5 Gaotmd Distanc 2 (kin) 2.5 3 -150 (d) (c) vhoc3=) Vebfcty (M) 150 0 0 3000 100 0.2 20 0 2400 -100 1.6 1.6 0. s 1 1.5 2.5 3 22 0 0.5 1.5 2 2.5 3 Oromd Disance (kin) -150 &"Wai (e) Distnc (kin) (f) Figure 6-6: (a) True baseline velocity model with a Gaussian anomaly with peak velocity change of 200 m/s. We assume the anomaly is not known, and use a constant velocity model for the baseline migrations. (b) True time-lapse velocity changes with peak value of 200 m/s. (c) True time-lapse velocity model I with two Gaussian anomalies ((a) plus (b)). (d) The time-lapse velocity changes found using IDWT. (e) True time-lapse velocity model IL We increase the peak amplitude of the Gaussian anomaly in the baseline velocity model to 800 m/s, and use the same time-lapse velocity changes as in (b). (f) The time-lapse velocity changes inverted by IDWT. The shape of the anomaly is distorted because of the large error in the baseline velocity model, but the basic location and amplitude is preserved. 190 Baseline Velocity Error:0 m/s 0 'E 800 m/s 200 m/s Velocity (m/s) 0 0.5 100 0.5 0. 1 0 1 1.5 1 2 3 -100 1.5 1.5 1 2 3 Ground Distance (kin) 1 2 3 Figure 6-7: This figure shows robustness tests of IDWT to random source positioning errors and baseline velocity errors. The sources in the monitor survey are randomly shifted +10 meters from their baseline positions. The baseline velocity error for each case has maximum value of 0 (a), 200 (b) and 800 m/s (c). Compared to the case where there is no mispositioning in Figures 6-5d, 6-6d, and 6-6f, the random source positioning error has little effect on the performance of IDWT. 191 Position Error 21b.- 20 m 10in (a) (b) (c) 0 0.5 1 1.5 0.5 0 0.5 1 1 1.5 1 2 1 0 -100II 3 1 0 0 -0 0.5 1 0.5 0.5 1 1 1 1.5 1.5 2 3 1 2 3 (0 (D CD CD 0 %Z 3 1 (h) 2 3 2 3 (i) 0 0 0.5 0.5 0.5 1 1 1 1.5 1.5 1.5 Velocity (m/s) 2 (1) 0 1 100 2 (e) (g) 0 1.5 3 (d) W 50 m 1 2 3 1 2 3 Ground Distance (kn) Figure 6-8: Robustness tests of IDWT against source positioning error plus baseline velocity error. In the 3x3 plot, the monitor survey sources are systematically shifted 10, 20 and 50 meters from their correct positions for each column, respectively. The baseline velocity error for each row has maximum value of 0, 200 and 800 m/s. Black dotted circles mark the areas where false velocity changes are resolved due to the baseline velocity error, which is at the same location as shown in Figure 6-6e. 192 Baseline Shot Time-lapse Shot Wave Path Unconstrained Image Figure 6-9: Migrated images for one baseline shot and one shifted monitor shot. Dotted lines show the wave paths along which velocities are updated. Portions of the monitor migrated image marked as unconstrained image (dashed circles), have no corresponding image points from the baseline image. 193 VeOdy Vlocly (O/") 0.2 0.2 0.4 O.4 0.6 0.6 0.8 0.8 R12 1.2 (m/s) 5500 5000 40 4500 3500 2 3000 2 3Mo 2,2 2.2 0.2 0.4 0.6 08 1 2 1.4 GrowS Obtan0 (lul) 1.6 1.0 P50 02 2 (a) 04 0.6 0. 1 1 .2 14 Gocon D~sWol Qcm) 1.6 1.8 2 (b) Figure 6-10: (a) The center part of the original Marmousi model is used as the true baseline velocity model. The maximum source-receiver offset is 2 km. Five shots (red stars) are used to generated synthetic data. (b) True time-lapse velocity model with a negative velocity change marked with a black dashed line. The black arrow points to the area where the boundary of the changes is located in the middle of the layer. We designed this half-layer velocity change intentionally to show how IDWT would smear the changes within a layer. 194 V.Iol0 (m's) 5000 0.2 0.2 0.4 0. 4500 0. 048 1.2 1.2 3600 14 1 1e Is 1.8 3000 1 2.2 0.2 04 06 1 12 1.4 0.8 Growd Owc Qokm) 1.6 1.8 2 602.2 0.2 200 0.4 0.6 &W .O 1.2 1 mDsar."cm 14 1.6 1.6 2 (b) (a) Figure 6-11: (a) A smoothed version of the Marmousi model is used as the baseline model for migration. (b) Migrated image for one shot (red star). Areas pointed to by arrows are poorly imaged due to the limited receiver aperture. Dashed lines mark the boundary of the velocity changes. The interfaces above and below the anomaly are well-imaged. 195 m/s) 10) Velocity2 0.2 0.2 150 0,4 0.4 0.A 100 0.8 100 500.s 010.8 1A 14 -50 16 1. 1001 IS -- -150 02 04 06 0.8 1 1 .2 4 Orool Obtane (On) 1.6 1.8 2 0.2 (a) OA 0.6 0. 1 1.2 1A Ocomd DWuiw (km) 1.6 1.8 2 -150 (b) Figure 6-12: (a) The true time-lapse velocity changes. The anomaly is smooth at its boundary (dashed lines). (b) The inverted time-lapse changes using IDWT with 5 shots. The black arrow points to the area where the inverted velocity changes diffuse across the boundary of the true changes (dashed lines), and are both smeared towards and bounded by the lower interface of this layer. 196 Chapter 7 Image Registration Guided Shear Wave Velocity Model Building Summary Multi-component acquisitions offer the opportunity to form elastic migration images and to estimate elastic parameters of the subsurface. However, the S-wave velocity is difficult to obtain because the converted shear waves induce strong nonlinearities in inversions. In contrast, P-wave velocity inversions are better constrained. In this study, we propose an image registration guided S-wave velocity inversion method based on the knowledge of the P-wave velocities. The PS depth migration image is registered to the PP image with a shift function obtained by dynamic image warping. In each step, a target image is generated by warping the PS image by a fraction of the shift function to avoid cycle-skipping. Elastic image domain wavefield tomography (EIDWT), extended from the IDWT method in Chapter 6, is used to minimize the image differences between the PS image and the target image to update the S-wave velocities iteratively. The method works well with high-frequency reflection data. Starting from a constant S-wave velocity model, the inversion delivers a high quality PS image and a smooth velocity model, which serves as a good starting model for full waveform inversion. We use synthetic examples to demonstrate the efficiency of the method in simple and complex geologies. 197 7.1 Introduction Multicomponent data have potential advantages over single component because converted waves are easier to record and identify. With advanced acquisition technologies like ocean bottom cables or ocean bottom nodes, multicomponent data can be collected in marine environments as well as on land. Imaging with converted-waves complements compressional wave imaging at locations where higher resolution is required. More importantly, converted-waves provide additional information for lithology estimations and reservoir characterization, which are invaluable in hydrocarbon explorations [89]. Multicomponent imaging methods have been proposed in the literature in both time and depth domains. [44] investigated and compared several converted-wave imaging approaches with real data applications, which showed that prestack time migration provides interpretable results when lateral velocity variations are not significant. As with any imaging, prestack depth migration is preferred for complex velocity models. [49] first proposed Kirchhoff elastic wave migration based on Kirchhoff-Helmholtz type integrals. [46] presented multicomponent Kirchhoff migration using the surveysinking concept. Similar to acoustic Kirchhoff migration, these methods would likely fail when ray-theory breaks down in complex media [35]. One-way migration methods can also be extended for elastic applications. [105] propose separating wave modes on the surface before one-way migration. [108] advocate an alternative procedure that uses the vector wavefields during propagation for reconstructing scalar and vector potentials and imaging using reverse time migration (RTM). Although depth migration produces better images, a reliable velocity model is necessary. A converted-wave migration velocity model is often obtained in the time domain by tuning the V,/V, ratio [32, 37]. For example, shear wave velocities can be estimated by registering corresponding PP and PS reflections in time-migrated sections. Assuming the P wave velocity is correct, the time shifts between PP and PS events can be transformed into V/V, ratio corrections. However, this method still suffers from the limitations of time migration, and does not provide a final shear 198 wave velocity model with which to migrate the data. [26] propose a joint migration velocity analysis in the angle domain for both PP and PS depth images. However, Kirchoff based migration is used, which is likely to break down in complex structures. [109] present a wave-equation migration velocity (WEMVA) analysis method for shear wave velocity inversion based on elastic reverse time migration (ERTM) [108]. It finds the S-wave velocities and PS depth migration images simultaneously, but this requires heavy computation, for calculating elastic extended images and angle decomposition, and loses the constraints from PP images. [114] proposed an image domain wavefield tomography (IDWT) method for timelapse velocity inversion based on the assumption that corresponding reflectors in time-lapse images should be at the same locations. A similar matching principle can be used for shear wave velocity inversion. We assume that reflectors in PS depth migrated images should be at the same depth as corresponding reflectors in PP depth migrated images. When the shear wave velocities are incorrect, we can measure and minimize the depth shifts between PS and PP images to recover the shear wave velocity model. The calculation of depth shifts can be achieved by image registration. [30] introduce a least-squares optimization method for multicomponent data registration, but this method requires a good initial guess. The local similarity attribute is used for registering time-lapse images in [31]. [37] improves a dynamic programming method developed for speech recognition that computes time shifts in a robust and efficient manner, and applies it to registering PP and PS time migration images. [7] present a robust piecewise polynomial dynamic time warping method with low-frequency augmented signals, and successfully combine it with full waveform inversion to mitigate cycle-skipping effects. All theses methods can potentially be applied for the registration of depth migrated images. In this study, we propose a methodology for inverting S-wave velocities based on P-wave velocities by integrating image domain wavefield tomography (IDWT) [114], dynamic image warping (DIW) [37] and registration guided least-squares (RGLS) method [7]. The chapter is organized as follows. We first briefly describe the ERTM and DIW algorithms that are used in this study to form and register PS images, 199 respectively. We then introduce the theory of elastic IDWT, and describe how we modify it using a RGLS framework. A simple and intuitive three layer model is used to show how the method works, and a modified elastic Marmousi model is used to show how robust the method is to complex structures. In the discussion, we cover the advantages, limitations and practical issues of the method. 7.2 7.2.1 Theory Elastic Reverse Time Migration Reverse Time Migration (RTM) [11, 61] is robust for imaging in complex geology. Because RTM images are formed by reconstructing source and receiver wavefields, it is straightforward to link the algorithm with image domain wavefield tomography [114]. However, the imaging condition for ERTM is more complex than acoustic RTM because the wavefields are vector fields. To form PP and PS images separately, the wave-modes should be separated during migration [108]. [23] propose separating the extrapolated wavefield into P and S potentials. We follow this approach. Any vector field u(x, t) can be written as u = V<D + V x I, (7.1) where <k is the scalar potential, T is the vector potential, and V - I& = 0 [1]. The potentials can be obtained separately, but indirectly, by applying the divergence and curl operators to the field u(x, t) P = V u= V 2 <, S = V x u =-V 2 Xp. (7.2) (7.3) For isotropic elastic media, the P mode is the compressional component of the wavefield propagating at speed V, and the S mode is the transverse component propagating at speed V,. 200 With the separated potentials, we can form PP, PS, SP and SS images by permuting source and receiver wavemode components [108]. Because the S mode is a vector field, the imaging conditions for PS and SS images vary in how the vectors are treated. For example, a PS image can be obtained by applying T IPS= J(VP) - (V x S)dt, 0 or (7.4) T P(Is - S)dt, IPs = (7.5) 0 where 13 = [1 1 1]. Other imaging conditions (e.g., cross-correlating component by component [108]) can also be applied. The choice of imaging condition does not harm the generality of our framework. To simplify the discussion, we use Equation 7.5 for the following sections, and present derivations with both Equation 7.4 and 7.5 in Appendix B. 7.2.2 Dynamic Image Warping for Elastic Images As described in [114] and [37], a migration image I made with an incorrect velocity can be considered a warped version of the true image I made with the correct velocity. In Equation 7.6, w(x) is a vector warping function that specifies how much the image point at x in f(x) is shifted from the same image point in I(x) I(x) = I(x + w(x)). Given I(x) and f(x), (7.6) we can pose the optimization problem to solve for w(x) as: w(x) = arg min D(l(x)), (7.7) 1(x) where D(l(x)) = I(x) - f(x + 1(x)) I2 dx. 201 (7.8) Recent developments in [7] and [37] provide efficient algorithms to solve similar problems for time warping with smooth constraints. The application of these methods for image warping is straightforward. To be the consistent with our previous work in [114], we choose to use the dynamic time/image warping in [37] to find the depth shifts between PS and PP images. When the S-wave velocity is incorrect, the PS image will be shifted in space relative to the PP image. However, the differences are more than just mis-alignments. The noise in PS and PP images is also likely to be different. Wavelengths, amplitudes and phases of the reflectors may differ due to differences in velocities and reflection coefficients. [37] presents a field data example in which PP and PS events are well aligned by registration despite the differences. The robustness of the DIW algorithm is important to the success of our framework. We do not further discuss this for conciseness, but demonstrate it below with synthetic examples. One issue that does require discussion, however, is that in PS RTM images, the events with flipped polarity in the PS image will be mis-registered with the PP events. To mitigate this, we modify Equation 7.8 into D(l(x)) = J E[Ipp(x)] - E[Ips(x + I(x))] I2dx, (7.9) x where E is an operator that fixes the polarity issues of the PS images. There are several ways to correct the polarities in PS images. One efficient way is to use poynting vectors [27]. In this case; E is a mask that reverses all the flipped polarities in a PS image, and has no effect on the PP image. One can also choose to register the envelopes or magnitudes of the images for which the corresponding E is the Hilbert transform or absolute value function. In our experience, DIW functions well with all three choices. In our synthetic examples, we choose to correct the polarities because this is also necessary to visualize the final imaging results. 202 7.2.3 Elastic Image Domain Wavefield Tomography Data domain inversion methods like full waveform inversion [93, 101], are designed to estimate model parameters by fitting observed data with simulated data. If we assume an observed image Iob,(x) is available, a similar least-squares fitting cost function can be written E(m) = I(x,x,, m) - Iob,(x,x8 )j 2 dx, (7.10) where I is the image we want to construct, x is the spatial vector, x, is the source index and m is the velocity model to be recovered. Such methods are not commonly used for initial model building (e.g., WEMVA) because there are no observed images. Instead, velocity errors are characterized by the features of the events in image gathers, for example mis-focusing in time-lag gathers [80, 117] or flatness in angle gathers [79, 108]. In time-lapse situations, the observed image is available: the baseline image. The time-lapse velocity changes are estimated by fitting baseline images with monitor images [115]. In the context of S-wave velocity model building, the observed image is also available, if we have a reasonable P-wave velocity model. However, the PP image cannot be directly substituted into Equation 7.10 for several reasons. First, the PP and PS images generally have different wavelengths and amplitudes. Second, the PS image has zero values at normal incidence locations. Third, the PS and PP images, from the same shot profile, often have different migration apertures. We thus require a way of estimating a modeled PS image from the PP image. This can be achieved by using the reflector locations in the PP image to synthesize a target PS image IPs. For this to work, we need to be able to match the reflectors in the two images so that we know which reflectors we need to synthesize the response from. This can be achieved efficiently by using image registration [37]. Assuming that we obtain a spatial warping function w(x) from image registration which warps Ips to Ipp, the cost function for S-wave velocity inversion can be written as: E() = |JIps(x, x,, 1) 203 - Ips(x, x,)I2 dx, (7.11) where Ips(x, x,) = Ips(x + w(x), x,)), and 3 is the S-wave velocity model. As we minimize the image differences in Equation 7.11, the PS images will have the same reflector locations as the PP image, and the S-wave velocity will be recovered. We call this least-square optimization problem in Equation 7.11 elastic image domain wavefield tomography (EIDWT). Similar to derivations for FWI and acoustic IDWT [114], the formula for the gradient of E(3) can be derived using the adjointstate method [68]. In full waveform inversion, the gradient is calculated by crosscorrelating the forward propagated source wavefield and the back propagated residual wavefield (the adjoint wavefield). In EIDWT, the gradient of E(3) with respect to the Lame parameters can be similarly written as a correlation between wavefields: 8Er (7.12) (V - A.)(V - u.) + (V - Ar)(V - Ur)dt - 0 f{[VA.+( A [V7,+ (Vu)T] + [VAr + (VAr)T] T [VUr + (VUr)TIdt 0 (7.13) where - is the dot product and: is the Frobenius inner product. We denote by u, and u, the forward propagated source wavefield and back propagated receiver wavefield, respectively; A, and A, are the associated adjoint wavefields. These are obtained by solving the elastic wave equation pA = V - (c: VA) +A, p( 6 jl6 km + 6smokI) Cjktm = AjjkjIm + where p is density and the elasticity tensor c can be noted by (7.14) for elastic isotropic medium, and A is the adjoint source, which varies with different elastic imaging conditions. To make the following derivation concise and consistent with our numerical examples, we consider an ERTM algorithm that uses a scalar imaging condition: T (V - us(t))I 3 - (V X Ur(T - t))dt, I's = 0 204 (7.15) where 13 = [1 1 1]. In this case, the adjoint sources are As = -V(OI 3 (7.16) . (V X Ur)), and Ar = V x (qu13 (V - us)), for A, and Ar respectively, where Or = Ips - (7.17) PS- Based on the relationship between the shear wave velocity 3 and the Lamd parameters [64], we have 19EE = 2p - - 4po (7.18) . Since we assume the P-wave velocity is known, and the source side wavefield V - Ur used to form Ips is controlled by only the P-wave velocity, the actual contribution to O 013 from the source side is negligible. Therefore, a more economical formula for the gradient can be formed by combining Equation 7.12, 7.13 and 7.18 and dropping all the source side term resulting in: [VAr +(VAr)T] : [Vr + (VUr)T]}dt +4p -p,3J 0 (V - Ar)(V -Ur)dt. (7.19) 0 From this we see that only Ar needs to be calculated with A, (Equation 7.17). Many shortcuts are made to simplify the above derivation. More details for EIDWT with different imaging conditions are presented in Appendix B. 7.2.4 Multi-level Optimization This cost function in Equation 7.11 has the same drawback as the traditional FWI cost function. When reflector shifts are too large (> half wavelength, measured normal to the reflector), cycle skipping makes the cost function insensitive to local velocity perturbations. This is very likely to happen in S-wave velocity model building, especially when little prior information is available. Starting from an empirical V/V ratio might help, however, the convergence is still not guaranteed. 205 [7] propose an RGLS method that uses a data domain cost function where the real data are substituted by fractionally warped data to make sure the synthetic waveforms are less than half a wavelength away from the true ones. Here we borrow this idea, and use a fractionally warped image If,re to substitute the fully warped image fps in Equation 7.11 to avoid cycle-skipping. The fractionally warped image is defined as: frac (7.20) = IPs(x + aw(x)), where 0 < a < 1, and w(x) is the original warping function. A sufficiently small a should be chosen to ensure that Ifac is close enough to Ips. Now we can write the registration guided EIDWT (RG-EIDWT) method as the following multi-level optimization problem. Given the current S-wave velocity model 13 k after iteration k, (i) We use DIW to solve Equation 7.7 for the warping function w(x) that registers the current Ips to Ipp; (ii) We fractionally warp IPs to Ifrac with aw(x), and use EIDWT to minimize E(3k 1) = 1 EjjJ IIps(X, X., 3 k 1) - Ifrac(X, XG)I X, (7.21) to recover /3 +1 iteratively; (iii) We go back to step (i), adjust a, and repeat step (ii). In the process above, the overall image shift between the original Ips and Ipp is minimized fraction by fraction. The parameter a determines the size of each fraction; this choice could also be optimized to expedite the overall convergence. To avoid cycle-skipping, the safest choice for a should satisfy max(aw(x)) = d/2, where d is the normal spatial wavelength of the reflectors in Ips. Because d varies with the S-wave velocity, further optimization can be achieved by using an a(x) that is a function of space. In this chapter, we use a single-valued a to simply the process. 206 7.3 Synthetic Examples Synthetic examples are used to show how the steps in our method are executed. A simple three-layer model is used to demonstrate how RG-IDWT recovers the interval S-wave velocities when image resolution is high with respect to the layer thickness. A modified Marmousi model is used to show the robustness of RG-IDWT when subsurface structures are complex. It also shows the potential of the resulting S-wave velocity model as a starting model for FWI. The derivations of our method in the theory section and Appendix B are applicable in two or three dimensions. Our synthetic models are 2D, which is sufficient for the proof of concept. DIW is only executed in the depth direction which is also sufficient in our tests with reflection data. For near vertical reflectors, DIW in the horizontal directions will add more constraints. 7.3.1 Three-layer Model Figure 7-1 shows the true P- and S-wave velocity models used in this test. Eight sources are placed on the surface, evenly spaced at an interval of 300 m. We use 300 receivers with a 10 m spacing, also on the surface, to cover the entire model. Synthetic datasets are generated by an elastic finite difference solver. The source wavelet is a standard Ricker wavelet centered at 15 Hz. Both x-components and z-components of the waves are collected. We assume that through velocity model building, a smooth version of the P-wave velocity model is available, sufficient for migration. Instead of assigning an empirical V,/V ratio, we use a constant 1900 m/s S-wave velocity model as the starting model. We perform ERTM beginning from the smooth P and constant S velocity models. In Figure 7-2b, we piece the P-P and P-S images together to show the depth mismatch of the reflectors. The left half is the P-P image, and the right half is the P-S image. Both are formed by stacking the RTM images of all the shots. Because the constant S-wave velocity is higher than the true velocity in the first layer (1767 m/s), the first reflector in the P-S image is shifted downwards by about half wavelength. The S-wave 207 velocity of the second layer is higher than 1900 m/s, so the second reflector is shifted a little less. Figure 7-3a shows the PS image produced with one shot gather. The black star marks the location of the shot. To register with the PP image, the polarity of the reflectors to the left of the shot is corrected. DIW calculates the warping function in Figure 7-3b that shows the maximum depth shift of the PS image to be 70 m. To form If,,, in Equation 7.20, we need to use the original PS image without polarity correction as shown in Figure 7-4a. We multiply the warping function by a = 0.5, and use it to warp Figure 7-4a towards the reflectors in the PP image. Figure 7-4b presents a zoom of the reflectors (dashed line in Figure 7-4a). The blue wiggles, that are the warped reflectors, are shifted upwards from the red ones (original image). The subtraction between the red and blue images generates the 01 in Equation 7.16 and 7.17 to form the adjoint sources. Figure 7-5a shows the gradient calculated with the adjoint sources. The dominant energy is on the wave-paths from the adjoint sources to the receivers. This is because only the shear wavefield from the receivers is used to form the PS image. As a result, the perturbation of the PS image is only sensitive to the S-wave velocities along the S-wave propagation paths in the receiver field. Since the P-wave velocity is correct, there is no energy on the source-side wave-path. By summing the gradients from all of the shots, we obtain the total gradient in Figure 7-4b used to update the velocity model. The positive values in the gradient indicate that the current velocity is generally too high. After 20 iterations, we obtain the final S-wave velocity model as shown in Figure 76a. Both the low velocity (1757 m/s) in the first layer and the high velocity (2060 m/s) in the second layer are recovered. The third layer still has the starting velocity because there is no reflection from below. On the edges of the model, the recovery is poorer particularly for deeper parts, due to illumination limits. We compare the final PS image with the PP image in Figure 7-6b. It is obvious that the reflectors in the P-S image (right half) are aligned with those in the P-P image (left half). The alignment is also not as 'good on the edges due to the same illumination limits. We 208 expect the recovery to be improved with a wider acquisition surface. 7.3.2 Modified Marmousi The three-layer model example is a good showcase for interval velocity recovery when the imaging resolution is much higher than the layer thickness. However, the layering of the real subsurface can be very detailed and complicated, and the resolution of the seismic images are limited by the frequency content of the data. In this example, we use a modified Marmousi model to show the behavior of RG-EIDWT in realistic geology, when the layer thickness is lower than, or comparable to the image resolution. Figure 7-7 shows the true P-wave and S-wave velocity models. To facilitate numerical experiments, we reduce both velocity ranges, as compared to standard Marmousi, to allow for a larger grid size and time step in the finite difference modeling. We use 18 sources, evenly distributed with a 480 m spacing on the surface, and 750 receivers also placed on the surface, covering the entire model, with a spacing of 12 m. We simulate a land acquisition so the top layer of the model is solid. We collect both xcomponent and z-component data. The source wavelet is a standard Ricker centered at 20 Hz. We assume a smooth P-wave velocity model, as shown in Figure 7-8a, is obtained with initial model building tools. The S-wave velocity is unknown, so we use a constant velocity model (V, = 2500 m/s) as the starting model for ERTM. Figure 78b is the PP image produced with all 18 sources using the model in Figure 7-8a. In ERTM, the wavemodes are separated into P and S potentials, and the propagation of the P mode is dependent only on the P-wave velocities. As a result, even without the correct S-wave velocities, the PP image still shows the reflectors at the correct locations. This image is used as the reference image for registering the PS images. Figure 7-9a is the PS image generated with one shot gather with the polarities corrected. The shot location is marked by the black star. Due to the low S-wave velocities, the entire image is shifted upwards from the PP image. DIW is used to calculate the warping function as shown in Figure 7-9b, which describes the depth shift of each image point in the PS image from the corresponding image point in the 209 PP image. As described in [37], DIW is robust to the differences between PS and PP images. A close scrutiny finds that the amplitudes of the reflectors in the PP and PS images are different. The PS image also has some imaging artifacts that do not exist in the PP image. The incorrect S-wave velocities and the limited acquisition aperture could cause the spurious patterns seen in the PS image. Another source of error is the separation of the modes since the model clearly violates the homogeneous P-wave velocity assumption. Nonetheless, DIW is robust to these artifacts because it looks for a global solution for the entire image volume. The real PS events are more coherent with those in the PP image and have relatively higher amplitudes. Mis-registration might happen to individual events, but DIW mitigates these errors by forcing the smoothness of the warping function along the events. For locations that are outside of the illumination, for example, the right end in Figure 7-9a, DIW assigns zeros since no registration can be achieved in these areas shown with white in Figure 7-9b. The success of image registration is the foundation of the -RG-EIDWT process. We warp the original PS image (without polarity correction) by a fraction of the warping function, and form the adjoint sources to calculate the gradient as shown in Figure 7-10a. The adjoint sources are distributed sources in the entire image volume. By comparing Figure 7-10a and Figure 7-9a, we see that the amplitudes in the gradient are proportional to the amplitudes in the image, because the magnitude of the adjoint sources are scaled by the magnitude of the image differences (Equations 7.16 and 7.17). By stacking the gradients from all 18 sources, we obtain the total gradient shown in Figure 7-10b. It only has negative values, indicating that the current S-wave velocities are too low. After 50 iterations, we obtain the final S-wave velocity model in Figure 7-11. The macro velocity distribution is consistent with the true S-wave velocity model. However, the interval velocities of each layers are not individually resolved because the image resolution is not high enough. Here the maximum image resolution is 62.5 m, whereas the typical layer thickness is 60 m. The salt bodies on the sides are also not recovered because of illumination limitations. The structures beneath the salt 210 layers are not recovered because the converted S-waves are outside the acquisition aperture due to the reflector dips. We expect this region to improve with a wider acquisition surface. Although the model in Figure 7-11 has low resolution, it contains the correct kinematics to place the PS events at the correct locations. Figure 7-12 shows the PS image before and after the inversion. We divide the entire image into 7 sections, and PP and PS image sections are shown in an alternating pattern (i.e., odd sections are PP images and even sections are PS images). In Figure 7-12a, the mis-match between the images is obvious, and it gets larger deeper in the model because the kinematic errors accumulate with depth. Particularly, for the reservoir location outlined by the dashed circle, the image is severely shifted from the correct location. The coherency of the reflectors is poor, and the polarity of the strong reflector is wrong. Interpretations would likely be unreliable based on this image. Figure 7-12b shows the same alternating PP/PS image generated with the inverted S-wave velocity model in Figure 7-11. The PP and'PS events are well-aligned, even for the deep reflectors that are shifted by more than one wavelength in Figure 7-12a. For the reservoir area (black dashed circle), the strong reflector is at the correct location, and the polarity is also corrected. The interfaces that are blurry before the inversion are coherent and well imaged. With the corrected background velocities, we can apply FWI to further improve the resolution of the models. We use the same data but only the reflection part with a maximum offset of 3.6 km to perform FWI starting from the models in Figure 7-8a (for P) and Figure 7-11 (for S). Figure 7-13 shows the P- and S-wave reflectivity models after the inversion. The image resolution is remarkably improved, and the reflectivities are true physical parameters rather than image points. Except for the areas with poor illumination, the S-wave reflectivity model is of similar quality as the P-wave reflectivity model. Without the S-wave velocity inversion with RG-EIDWT, it is difficult to achieve the image in Figure 7-13b. 211 7.4 Discussion We have shown that both DIW and RG-EIDWT are robust to imaging artifacts. However, since the method is based on single shot migration images, random noise in the image might be a cause for concern. To mitigate this, we could stack images from adjacent shots, relying on the robustness of both RTM and DIW to random noise to reduce the artifacts. RG-EIDWT could use the stacked image to do registration and form adjoint sources. The two synthetic examples we use to explain the process of RG-EIDWT are also showcases of two different field data applications we have in mind. The Marmousi example is meant to highlight the problem encountered in seismic exploration, that the image resolution is often not high enough the discriminate thin layers in the subsurface. RG-EIDWT can be used to build a smooth background velocity model for S-waves, without requiring long-offset and low-frequency acquisitions. FWI or least-squares migration can improve the resolution of the model based on the RGEIDWT results. With the layered model we mimic the global seismology problem in which, reflections are often sparse in depth. RG-EIDWT can resolve the interval S-wave velocities by registering the PP and PS images of deep earth discontinuities, and provide an average estimate of Poisson's ratio for the layers in the crust and mantle. In the derivation and numerical tests in this chapter, we show only the S-wave velocity inversion with registration between P-P and P-S images. However, within the same framework, RG-EIDWT can be modified to invert for P-wave velocities in situations where the S-wave velocity model is known. In addition, SP and SS images can also be integrated into the method if the source has strong shear components. It is also a natural extension to apply a similar methodology on 4D inversion, where the baseline image serves as the target image, and the time-lapse P- and S-wave velocity changes are inverted by matching monitor images with the baseline images. 212 7.5 Conclusion We have proposed an image registration guided wavefield tomography method in the image domain for S-wave velocity model building with the knowledge of P-wave velocities. The shifts of the PS images with respect to the PP image are minimized fraction by fraction to recover the S-wave velocities iteratively. The method is waveequation based and has no assumptions about the smoothness of the subsurface. It works well with high-frequency reflection data, and can start with an arbitrary constant S-wave velocity model. It is computationally efficient without the calculation of angle gathers or extended images. The resulting model is smooth and serves as a good starting model for FWI or least-squares migration. 7.6 Acknowledgment This work was supported by the MIT Earth Resources Laboratory Founding Members Consortium. We would like to thank Hyoungsu Baek from Saudi Aramco, and Xuefeng Shang from Shell International for helpful discussions. 213 Velocity (km/s) 0 4 0.2 3.8 0.4 3.6 E0.6 N 0.8 1 3.2 1.2 1.4 0.5 1 1.5 3 2 X (km) (a) Velocity (km/s) .2.15 0 N 0.2 2.1 0.4 2.05 0.6 2 0.8 1.95 1.9 1 1.85 1.2 1.4 0.5 1 1.5 2 U 1.8 X (km) (b) Figure 7-1: (a) True P-wave velocity model. (b) True S-wave velocity model. The S-wave velocities in three layers are 1767, 2060 and 2150 m/s respectively. 214 Velocity (km/s) 2.15 M 0 0.2 2.1 0.4 2.05 2 - 0.6 N 1.95 0.8 1.9 1 1.85 1.2 1.4 1.8 0.5 1 2 1.5 X (km) (a) 0 0.2 0.4 0.6 N 0.8 1 1.2 1.4 0.5 1 1.5 2 X (km) (b) Figure 7-2: (a) Starting model with constant S-wave velocity 1900 m/s. (b) Comparison between PP (left half) and PS (right half) images. Both images are formed with all 8 sources. The first reflector in the PS image is shifted downwards for about half of the wavelength. 215 0 0.2 0.4 - 0.6 N 0.8 1 1.2 1.4 0.5 1 1.5 2 X (km) (a) Depth Shift (m) 70 0 0.2 1 60 0.4 50 40 -0.6 N 30 0.8 20 1 10 1.2 1.4 0 0.5 1 1.5 2 X (km) (b) Figure 7-3: (a) Polarity-corrected PS image formed with one shot gather. Black star marks the location of the source. (b) The warping function calculated by DIW. It describes how much the depth shift is for each image point in the PS image in (a). 216 0 0.2 0.4 -0.6 N 0.8 1 1.2 1.4 0.5 1 1.5 2 X (km) (a) 0.80.91 I E 1.1 N 1.2 1.3 F 1.4 0.5 1 1.5 2 X (km) (b) Figure 7-4: (a) Original PS image without polarity correction. The same source is used as in Figure 7-3a. (b) The zoom-in view of the reflectors marked by black dashed line in (a). The original image (red wiggles) and the fractionally warped image (blue wiggles) are shown together. The differences between them are used to generate the adjoint sources. 217 1 0.2 0.5 0.4 0.4 0 N0.8 1 -0.5 1.2 1.4 0.5 1 1.5 2 X (km) (a) 01 0.2 0.40. E- 0.6 0 N0.8 1 -0.5 1.2 0.5 1 1.5 2 X (km) (b) Figure 7-5: (a) The gradient for the source marked by the black star. Dominant energy is along the receiver wave-path. (b) Total gradient by stacking partial gradients from each source. Positive value indicates the current velocity is too high. 218 Vel Ocit y (km/s) 0 I 0.2 2.1 2.05 0.4 2 -0.6 N 2.15 1.95 0.8 1.9 1 1.85 1.2 1.4 1.8 0.5 1 2 1.5 X (km) (a) 0 0.2 0.4 0.6 N 0.8 1 1.2 1.4 0.5 1.5 1 2 X (km) (b) Figure 7-6: (a) The recovered S-wave velocity model after 20 iterations. Both the low and high velocity layers are resolved. The recovery is limited by the illumination of the survey. (b) The PS image formed with the recovered S-wave velocity model in (a) is compared with the PP image. Both reflectors are aligned. The alignment is poor on the edges due to the same illumination limits. 219 Velocity (km/s) 4.5 0 4 E 3.5 N 3 1 2 3 4 5 X (km) 6 7 8 2.5 (a) Velocity (km/s) 3.5 0 E1 3 N 1 2 3 4 5 X (km) 6 7 8 2.5 (b) Figure 7-7: The modified elastic Marmousi model. (a) True P-wave velocity model. (b) True S-wave velocity model. Velocity ranges are modified to be smaller to allow larger grid size and time step in finite difference. The top layer is solid instead of water. 220 Velocity (km/s) 4.5 0 4 1 3.5 N 2 3 1 2 3 4 5 X (km) 6 7 8 2.5 (a) 0.5 0 E N 1 0 2 0 2 4 X (km) 6 8 -0.5 (b) Figure 7-8: (a) Smooth P-wave velocity model. It is assumed to be obtained with P-wave velocity model building. (b) The PP RTM image produced with all 18 sources. 221 0 0.5 1 0 N 2 0 2 4 X (km) 6 8 0.5 (a) Depth Shift (km) 0 -0.2 1b -0.4 N 2 -0.6 -0.8 0 2 4 X (km) 6 8 (b) Figure 7-9: (a) The PS image produced with one shot gather. The polarities are corrected. The black star marks the location of the source. (b) The warping function that registers the PS image in (a) to the PP image in Figure 7-8b. The shifts are all negative (upwards) because the current S-wave velocity is lower than all velocities in the true S-wave velocity model. 222 0 1 0.5 0 N -0.5 0 2 4 X (km) 6 8 (a) 01 0.5 E0 0 N -0.5 0 2 4 X (km) 6 8 (b) Figure 7-10: (a) The normalized gradient calculated with the same source. The black star marks the source location. (b) The normalized total gradient by summing the gradients from all 18 sources. Negative values indicate that the current velocities need to be increased. 223 Velocity (km/s) -3.5 0 E1 N 3 2 1 2 3 4 5 X (km) 6 7 8 2.5 Figure 7-11: The final S-wave velocity model after 50 iterations. The bottom part of the model is poorly resolved because the converted S-waves are outside of the acquisition surface due to the tilted reflectors. 224 0 0.5 1 -15.5--N 2 2.5 1 2 3 4 5 6 ow8 5 6 0?8 X (km) (a) 0 0.5 1 N 2 - 2.51 2 3 4 X (km) (b) Figure 7-12: (a) The comparison between PP and PS images before the inversion. The image is divided into seven sections in the horizontal direction. Odd sections are PP images, and even sections are PS images. The mismatch is clear on the section interfaces. In the circled area, the reflectors are not well imaged due to the incorrect velocity. (b) The PS image based on the inverted S-wave velocity model is compare to the PP image in the same setup as in (a). The coherency at the section interfaces is markedly improved. The reflectors in the circled area are all well resolved and aligned with those in the PP image. 225 0 1 N 2 0 1 2 3 4 X (km) 5 6 7 8 5 6 7 8 (a) 0 1 N 2 0 1 2 3 4 X (km) (b) Figure 7-13: (a) The P-wave reflectivity model resolved by FWI starting from the smooth model in Figure 7-8a. (b) The S-wave reflectivity model resolved by FWI starting from the smooth model in Figure 7-11. Except the areas outside of illumination, the recovery of the S-wave model is of a similar quality to that of the P-wave model in (a). It also proves the success of the S-wave velocity model building with RG-EIDWT. 226 Chapter 8 Conclusion and Future Directions 8.1 Conclusion The chapters are organized by method types, but the actual evolution of the work in the past five years was purely driven by data, and it was not done in the order of the chapters. The first datasets we obtained are the time-lapse walkaway VSP data from SACROC. The original idea was to use FWI and DDWI to resolve the velocity changes caused by the CO2 injections. As shown in Chapter 5, FWI was not successful, but it took us some effort to understand that the failure was caused by limitations of the acquisition. Not surprisingly, DDWI cannot improve the situation since the problem is in the acquisition. The research on the SACROC data was coming to a dead end until we found IDWT in Chapter 6, to constrain the velocity inversion by restricting the depths to be unchanged. At the same time, we obtained the Valhall datasets that are long-offset and low-frequency. The applications of FWI and DDWI to the Valhall datasets were successful as shown in Chapter 3, but raised more questions about the credibility of the results. The major concern was that data subtractions between surveys with realistic non-repeatability issues could lead to erroneous results. The initial idea that DDWI would be sensitive to non-repeatable signals motivated the robustness and feasibility study of DDWI in Chapter 2, which actually showed the opposite. However, if non-repeatability is too severe or the surveys are not designed to be repeated at all, DDWI would not be applicable. Therefore we invented another 227 joint inversion method in Chapter 4 to handle time-lapse surveys of different source and receiver geometries. During the DDWI robustness study, we also found shear wave velocity models very difficult to recover even though the inversion for the Pwave velocity model with the same data was successful. That drove the research in Chapter 7, where we inverted for S-wave velocities by matching P-P and P-S images without limitations in acquisition offset and data frequency content. We would like to conclude this thesis from an application point of view, and summarize how the methods presented here can be integrated to recover the P-wave and S-wave velocity changes. We assume that P-wave velocity model building is successful with existing tools like traveltime tomography, MVA and FWI. RG-EIDWT can be used to build an initial S-wave velocity model, and elastic FWI can refine it to higher resolution. If subsequent time-lapse surveys are local (small-offset), IDWT can be used to resolve the low wavenumber P- and S-wave velocity changes. If the surveys are well-repeated, DDWI can refine the velocity changes to higher resolution, and further invert amplitude changes for other parameters. If the survey geometry difference is beyond the robustness region of DDWI, alternating FWI can be used instead. If the subsurface structures are changed significantly (e.g., compacting reservoirs), we need long-offset acquisitions in monitor datasets to remove the depth-velocity ambiguity, and alternating FWI can be used to extract the time-lapse changes which include changes in both the reservoir and the overburden. 8.2 Future Directions The time-lapse velocity inversion methods presented in this thesis can be improved in many aspects. In addition, based on our research, more advanced inversion methodologies can be developed to go beyond velocity or elasticity parameters to engineering measures. Here we list a few possible research directions to extend our thesis work: Computation Efficiency The major drawback of full wavefield inversion methods is the computation demand. The most time-consuming part is solving wave equations to extrapolate wave228 fields. All of our methods are developed in the time domain for shot gathers. It would be beneficial to investigate the effects of parallerization approaches on the time-lapse inversions. For example, randomized shots and phase-encoding are used to reduce the computation of FWI by firing shots together [52, 63]. It is known that crosstalk from simultaneous sources causes artifacts in the inverted models. However, we do not know how much impact the artifacts will have on time-lapse inversions. It would also be interesting to know how alternating FWI can be integrated with shot randomization. For image domain methods, we have the same computational demand. More efficient imaging techniques will directly improve the efficiency of image domain inversions. Similar to FWI, better parallerization can speed up RTM, and the impact of the cross-talk on time-lapse images needs to be examined. In addition, for fields that have simple structures or weaker velocity contrasts, ray-based imaging methods like Gaussian beam methods are sufficient and much faster. The general idea of IDWT can be used with propagation using ray theory. We can substitute RTM with faster imaging methods to speed up the inversion. Both theoretical derivations and implementations of these adaptations are interesting research topics. Target Oriented To monitor the whole subsurface within the illumination of surveys, we should not arbitrarily assign an area of interest. . For example, in CO 2 sequestration, the purpose of time-lapse seismic is to track the fluid and monitor any leakage through all possible paths. However, there are also situations where only local monitoring is required. For example, in a non-compacting reservoir, overburden structures are assumed to be unchanged. To monitor the hydrocarbon depletion or fluid injections, the area of interest is very localized around the reservoir layer. Therefore, a large portion of the wavefield extrapolations is perfectly repeated and so wasted in the inversion process. It will make the inversions much more efficient if we can develop a target oriented time-lapse inversion strategy. The fundamental idea is to propagate the wavefields to a surface close to the target, and synthesize a subsurface acquisition. We have done some preliminary work in [111]. It is an interesting research direction 229 for time-lapse inversion methods in both the data and image domains. Passive Seismic All the methods in this thesis are based on active seismic acquisitions. Monitoring with passive seismic acquisitions could also use these ideas with some modifications. For example, in global seismology, sources are natural earthquakes that cannot be designed and controlled. With source locations well estimated, similar approaches to alternating FWI could be used to monitor changes in regional or global scales like volcano activity and mantle plumes. When the locations of sources are uncertain, EIDWT can be easily modified to invert for P- and S-wave velocity changes by matching P-S images. In this case, P-S images are formed by P and S potentials, both from receiver wavefields, which does not require source information [84]. Similar approaches could be applied to smaller scale problems like micro-seismicity to monitor geothermal reservoirs and unconventional reservoirs. Anisotropy All the work in this thesis is based on the assumption that the Earth is isotropic. Although in the discussion in Chapter 3, we state that anisotropy is a secondary time-lapse effect, rigorous studies about the importance of anisotropy have not been conducted. Within the framework we provide in the thesis, the effect of anisotropy can be included as a natural extension to both time-lapse FWI and IDWT. In some cases, anisotropy is important for understanding the time-lapse effects in the reservoirs during fracturing for example. For unconventional reservoirs, the operationally induced anisotropy in velocities could be a potential indicator of reservoir permeability. For compacting reservoirs, compaction induced anisotropy in the overburden helps to constrain the stress field of the shallow structures, which is very useful for drilling path design. Density Density information is highly valuable in discriminating different time-lapse effects. However, with pressure data, estimates of density with FWI are not reliable due to their similar radiation patterns as we discussed in Chapter 2. This is also why we focus on time-shifts in this thesis. With the kinematic changes correctly estimated, 230 amplitude information is isolated and now can be inverted independently for density changes since the velocity changes are already known. Multi-component seismic data can also help in density inversion. Our preliminary research related to Chapter 2 has shown the potential, but is not included in this thesis. Future research could also investigate the robustness of density inversion strategies since amplitude information is more vulnerable due to noise contamination. Closing the loop The ultimate goal of time-lapse seismic is to provide constraints for geologic models and reservoir models. With well estimated elasticity and density changes, the spatial lithology heterogeneities of the formations are better understood. The uncertainties in porosity, permeability, structure and stratigraphy can be reduced with the dynamic information inferred from the 4D results. Engineering measures like pore pressure changes and fluid saturation changes can also be derived from the 4D seismic results using rock physics models. This information can reduce the uncertainty of the reservoir models substantially because it is not limited to the well locations. Developing quantitative methods to communicate between geologic, geophysical, and reservoir models, is a promising research direction. 231 232 Appendix A Adjoint-state Method for Time-lapse IDWT Here we present the mathematical derivation of the adjoint wavefields and the gradient for IDWT using the associate Lagrangian in the time domain. Following the approach of [68], the steps of the derivation are: for model parameter m, and cost function J(m), (i) list all the state equations F = 0; (ii) build the augmented functional L by associating the independent adjoint state variables Ai with the state equations F; (iii) define the adjoint-state equations by L = aui 0; (iiii) compute the gradient by '9L = o. To make the process less complicated, we derive everything based on a single shot in a 2-D space. A more general derivation can be easily achieved by summing over all the shots. The extension to 3-D is straightforward by applying an integral over y. The least-square functional is: J(m) = w(x, z)| 2 dxdz, (A.1) where w(x, z) is the warping function that minimizes L D(w(x, z)) = - Ii(x, z) - Io(x, z + w(x, z))I 2 dxdz, 233 (A.2) where Io(x, z) is the baseline image that stays invariant throughout the process, and 1 (x, z) is the monitor image based on the slowness model m. The first derivative of the function with respect to w(x, z) should be close to zero at the minimum point: 9 D(x, z) = (Ii(x, z) - Io(x, z + w(X, z))) 09I(Xz+ w(xz)) 0. (A.3) I (x, z) is obtained from the imaging condition: T Ii(x, z) = Ju,(x, z, t)u,(x, z, T - t)dt. (A.4) 0 I) u, is the source wavefield obtained by solving the following wave equations: M - Au,(t) = fS u,(x, z, 0) = 0 (A.5) 8u,(x,z,0) = 0 .9t u, is the receiver wavefield obtained by solving the following equations: ma - AUr(t) = d(T - t) ur(x, z, 0) = 0 au(x,z,) = 0. (A.6) For simplicity, the spatial boundary conditions are left unspecified because any condition that guarantees a unique solution is acceptable. In our numerical examples, we use absorbing boundary conditions. Using the Lagrangian formulation, we associate the adjoint states AO, SA, t0, /I with the initial conditions in Equation A.5 and A.6, respectively. Adjoint states A, and Ar are associated with the wave equations in Equation A.5 and A.6. Adjoint states '/ and 0,q are associated with Equation A.4 and A.3. With the operations above, the augmented functional is defined by: L(0,7 0, A,, Ar, 1, /1, ,Ar , A,, Us fi, II, m) = 234 f L v (x, z) 2 dxdz T - a2 Aii,(t) - fs)x,zdt - (A,, ma2i 0 (AS,7 ,s(0))X,Z - (AS 7 t ) '' T J (Ar,,m ~ Aflr(t) - d(T - t))x,zdt ( at (Aiir(0)),,Z - - -2 0 '' T 1 1(x, z) -(Ni, J - us(x, z, t)Ur(X, Z, T - t)dt),, 0 + (X, -(2, -((x, z) - io(x, z + i7(x, Z))AI(x z az (A.7) Z)) ),, with (A,, &i)x, = fx fz A,(x, z)ii,(x, z)dxdz the real scalar product in space. By two integrations over t by parts, we switch the second order time derivative operator from ii, to IS: T I, a2 t),zdt = i 0 T2 S(m , ii,)x,dt + (,(T), m at T at2 at )X,z '' - (A8(0), m 0 aAs (T) a81 (0) -(m at, i,(T))x,z + (m at ,(0)) ,.. T The same operation is applied to similar terms: f (1, m (A.8) 2 T 8 i, (t) &2 0 )x,zdt, f(As, Af,(t))x,,dt 0 T~ and f (Ar, Aiir(t))x,zdt. 0 With Equation A.7 and A.8, we can compute the derivatives with respect to the adjoint states, and evaluate them at (A, Ar, U, r, O, 11, 0., w) to obtain the adjointstate equations. With respect to ft, we have equations: I m- - A A(t) = 0(-u,(T A,(T) =0 aA,(T) 0 at - t)) (A.9) 235 With respect to i,, we have equations: A A,(t) = g(-u.,(T - t)) Ma 2- (A.10) Ar(T) aA, (T) -0 With respect to 4 and iv- we have equations: -{1 - OW( _9IO(xz ~W(XZ))) w (-I)=0 -# = 0 (A.11) _2O (Z+W (XZ)) (I(x, z) - Io(x, z + w(x, z))) j = (aIO(Z+w(XZ)))2 By taking the derivative of L with respect to the model parameter m, we have the gradient of the cost function: 9 J(m) _ - T - -2 0 a A,(x, z, t) 2 + U,(X , Z , t + ) aL 236 2 2 z, t) ur(x,z,t)dt aAr(X, 8t2 (A.12) Appendix B Adjoint-state Method for Elastic IDWT Here we present the mathematical derivation of the adjoint wavefields and the gradient for Elastic IDWT using the associate Lagrangian in the time domain. Following the approach of [68], the steps of the derivation are: for model parameter m, and cost function J(m), (i) list all the state equations F = 0; (ii) build the augmented functional L by associating the independent adjoint state variables vi with the state equations F; (iii) define the adjoint-state equations by 8L = 0; (iiii) compute the gradient by U = J. To simplify the process, we assume a single shot. A more general derivation can be easily achieved by summing over all shots. The least-square functional is: J(c) = LIps(x) - IPs(x)| 2 dx, (B.1) where the model parameter is c which is the elasticity tensor. Ips(x) is the target PS image. Ips(x) is the PS image produced with the current elasticity tensor c, with 237 the imaging condition: T IPs = J(V(V -u5 (t))) - (V x (V x ur(T - t)))dt. (B.2) 0 u. is the source wavefield obtained by solving the following wave equations: ) pus =f +-V.(c: Vu5 us 1t=O = 0 (B.3) nslt=o = 0 ur is the receiver wavefield obtained by solving the following equations: pr = d(T - t) + V - (c: Vur) Urlt=o =0 nr t=0 = (B.4) 0 For simplicity, density is assumed to be constant, and the spatial boundary conditions are left unspecified because any condition that guarantees a unique solution is acceptable. In our numerical examples, we use absorbing boundary conditions. Using the Lagrangian formulation, we associate the adjoint states AO, ii, i, si with the initial conditions in Equation B.3 and B.4, respectively. Adjoint states T, and Flr are associated with the wave equations in Equation B.3 and B.4. Adjoint state q, is associated with Equation B.2. With the operations above, the augmented functional is defined by: L2 IIPs(x) - I S(x)1 2 dx T (E;.,I ii - f - V - (c : V5.)).dt 0 T - {(Aso, ii5 ) + (As-, 8,,)x}6(t)dt 0 238 T fJ(v-, u*-r d(T - t) - V.- (c : Viir))xdt - (B.5) 0 T iir)x + (Ar~ 1Ur)x}6(t)dt -f(ArO7 0 T - -(q, IPS(x) IJ(V (V -f ())-(V x (V X fir(T t) - t (B.6) with (a, b), = f f, fz a - b dxdydz the inner product of vector-valued functions in space. By integration by parts, it is easy to prove that both the second-order time derivative operator and the second-order spatial derivative operator are both self-adjoint, so we have: T 0 JEr Ifis),xdt= T T + (is fi)xdt 0 -(us, 0 iis)6(t - T) + (Ps, 6iI)x6(t)}dt, (B.7) and (FJS, V -(C : Vfis))x + = (V - (c : VjS), ii)x {FS - (c : VWi) - (c : VP,) - i'}|X= 0. For the imaging condition term, we can similarly derive: (01, (V(V -6i)) - (V x (V X iir)))x = (ii,, V((VI) - (V X (V X ir))))x +{(V - ,is) - (4IV X (V X ir)) - (ii - I3 )(VI) - (V = (fir, V X ((VJ) x (V(V -6i))))x 239 X (V X Gir))}1x= o, (B.8) +( i) - (qII x (V X5r)) +(I x ir) - (V I x V(V - 6i))}|x=IO., (B.9) where 13 = [1 111. With Equation B.6, B.7, B.8, and B.9, we can compute the derivatives with respect to the adjoint states, and evaluate them at (V', Vr, Us, Ur, 11, IpS) to obtain the adjoint-state equations. With respect to ii, we have equations: IV = V- (c : Vv.) + A. (B.10) Vslt=T = 0 sIl t=T - 0 in which As = -V((VI) - (V x (V With respect to fir, x ur(T - t)))). (B.11) we have equations: I Vr = V. (c: Vvr) + Ar (B.12) rlt=T = 0 rlt=T = 0 in which Ar = -V X ((VOI) x (V(V -u,(T - t)))). (B.13) With respect to Ips, we have equation: 0I = IPS - IPS (B.14) By taking the derivative of L with respect to the model parameter c, we have the 240 gradient of the cost function: J(Vv.vus + VvrVur)dt o = = (B.15) T 0 - is a fourth-order tensor. If we consider an elastic isotropic medium, the elasticity tensor c can be noted by Cjklm = 09J + Adjkolm J(V - vs)(V ip(Sjkm + Jjmokt). Thus, we have: - u.) + (V - vr)(V - ur)dt (B.16) 0 + S-{[Vvs (Vv.)T] : [Vus + (Vu)T] + [VVr + (Vvr)T] : [VUr + (VUr)T]}dt (B.17) where : is the Frobenius inner product. Based on the relationship between the shear wave velocity 3 and the Lame parameters, we have: 9J (B.18) = 2 pOT Ap The derivation varies subtly with different kinds of imaging conditions. Suppose we use a more naive imaging condition like: T 'PS = (V X Ur (T - t))dt. 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