Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty

DOI10.1007/S13137-019-0135-5MaRDI QIDQ2300508zbMATH OpenOpenAlexWikidataFDO

Authors Marco Ballesio, J. Beck, Anamika Pandey, Laura Parisi, Erik von Schwerin, R. Tempone

Publication date 27 February 2020

Published in GEM - International Journal on Geomathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.01710

zbMATH Keywords

multilevel Monte Carlopartial differential equations with random datapropagation of uncertaintyseismic wave propagation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Monte Carlo methods (65C05) Computational methods for problems pertaining to geophysics (86-08) Seismology (including tsunami modeling), earthquakes (86A15)

Abstract: We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected, physically relevant, quantities of interest (QoI) with respect to the random variables. Targeting source inversion problems, where the source of an earthquake is inferred from ground motion recordings on the Earth's surface, we consider two QoI that measure the discrepancies between computed seismic signals and given reference signals: one QoI, $hbox{QoI}_E$, is defined in terms of the $L^2$-misfit, which is directly related to maximum likelihood estimates of the source parameters; the other, $hbox{QoI}_W$, is based on the quadratic Wasserstein distance between probability distributions, and represents one possible choice in a class of such misfit functions that have become increasingly popular to solve seismic inversion in recent years. We simulate seismic wave propagation, including seismic attenuation, using a publicly available code in widespread use, based on the spectral element method. Using random coefficients and deterministic initial and boundary data, we present benchmark numerical experiments with synthetic data in a two-dimensional physical domain and a one-dimensional velocity model where the assumed parameter uncertainty is motivated by realistic Earth models. Here, the computational cost of the standard Monte Carlo method was reduced by up to 97% for $hbox{QoI}_E$, and up to 78% for $hbox{QoI}_W$, using a relevant range of tolerances. Shifting to three-dimensional domains is straight-forward and will further increase the relative computational work reduction.

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Cited in

(4)

• An encoder-decoder deep surrogate for reverse time migration in seismic imaging under uncertainty
• Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
• A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
• Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium

Describes a project that uses

Uses Software

• Decimate
• Specfem2d
• GitHub

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