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Geophysical Journal International
, Volume 212 (3) – Mar 1, 2018

15 pages

/lp/ou_press/electrical-resistivity-tomography-using-a-finite-element-based-bfgs-5Ak7oFvuV1

- Publisher
- The Royal Astronomical Society
- Copyright
- © The Author(s) 2017. Published by Oxford University Press on behalf of The Royal Astronomical Society.
- ISSN
- 0956-540X
- eISSN
- 1365-246X
- D.O.I.
- 10.1093/gji/ggx511
- Publisher site
- See Article on Publisher Site

Summary We present a new inversion method for Electrical Resistivity Tomography which, in contrast to established approaches, minimizes the cost function prior to finite element discretization for the unknown electric conductivity and electric potential. Minimization is performed with the Broyden–Fletcher–Goldfarb–Shanno method (BFGS) in an appropriate function space. BFGS is self-preconditioning and avoids construction of the dense Hessian which is the major obstacle to solving large 3-D problems using parallel computers. In addition to the forward problem predicting the measurement from the injected current, the so-called adjoint problem also needs to be solved. For this problem a virtual current is injected through the measurement electrodes and an adjoint electric potential is obtained. The magnitude of the injected virtual current is equal to the misfit at the measurement electrodes. This new approach has the advantage that the solution process of the optimization problem remains independent to the meshes used for discretization and allows for mesh adaptation during inversion. Computation time is reduced by using superposition of pole loads for the forward and adjoint problems. A smoothed aggregation algebraic multigrid (AMG) preconditioned conjugate gradient is applied to construct the potentials for a given electric conductivity estimate and for constructing a first level BFGS preconditioner. Through the additional reuse of AMG operators and coarse grid solvers inversion time for large 3-D problems can be reduced further. We apply our new inversion method to synthetic survey data created by the resistivity profile representing the characteristics of subsurface fluid injection. We further test it on data obtained from a 2-D surface electrode survey on Heron Island, a small tropical island off the east coast of central Queensland, Australia. Electrical resistivity Tomography (ERT), Inverse theory, Numerical modelling, Numerical solutions 1 INTRODUCTION Electrical resistivity surveys have long been used to estimate electric conductivity (or resistivity) profiles of a subsurface region. In these experiments, electrodes are placed on the ground surface or in boreholes and current load is applied to one (pole load) or two electrodes (dipole load). Electric potentials are recorded at some or all of the non-loading electrodes. Inversion methods convert measured potential data from many different applied loads into subsurface maps of conductivity. Traditional resistivity methods use standard loading and measuring arrays (e.g. Schlumberger, Wenner or dipole–dipole (Telford 1990)) with only a limited number of load dipoles and data measurements used to estimate apparent resistivity values based on the geometry of loading and measuring electrodes. Modern resistivity imaging devices have large numbers of electrodes and data collection is automated with measurements recorded at all non-loading electrodes. Data can be collected for every possible dipole or pole loading configuration at all measuring electrodes. For a known conductivity profile, electric potential in the subsurface is modelled using a partial differential equation (PDE; Daily et al. 2012); in the following referred to as the forward model. Data misfit is defined as a measure of the defects between potentials computed from this forward model with an assumed conductivity and measured potentials. The misfit can also be defined using apparent resistivity values (or their logarithmic value), which can be seen as potential value misfit data scaled with some geometric factors. Inversion methods minimize a measure of the defects to compute possible conductivity distributions. The information obtained may be used further to guess at underground behaviour including water table location or movement (LaBrecque et al. 2004), location of anomalies (Rücker et al. 2006a) or influx of salt water (Pidlisecky et al. 2016). The computed conductivity distribution and the speed with which it is computed are impacted by a number of design choices. Initial decisions are made with the definition of the domain (2.5-D (Zhou et al. 2009) or 3-D (Rücker et al. 2006a)), boundary condition (Dirichlet, Neumann or mixed (Dey & Morrison 1979b; Li & Spitzer 2002)) and conductivity characteristics (isotropic or anisotropic (Zhou et al. 2009)) used to model electric potential in the subsurface. For the algorithm outlined here, we are using a large 3-D domain, Dirichlet and Neumann boundary conditions and isotropic conductivity. A cost function is defined that has a sum of data misfit contributions and an appropriately scaled regularization term to ensure a unique solution. Since we are not restricted to the traditional loading or measuring arrays, scaling the data misfit terms relative to each other is important (Loke et al. 2010, 2015). Regularization can take many different forms and depends on the additional assumption and expectation of the conductivity profile (Zhdanov 2002). We simply choose the H1 norm of the log of the conductivity. The smoothness of the solution is then dependent on the scaling between the regularization and misfit contributions to the cost function. The next step is to decide the order of discretization and minimization. The forward PDE can be discretized first so that misfit becomes a function of discrete values representing the electric conductivity at cells (Pidlisecky et al. 2007). Minimization, using an inexact Gauss–Newton scheme, requires computation of the gradient of the discrete cost function as well as an approximation to its Hessian, both a function of the large dense sensitivity matrix, the partial derivative of the defects with respect to changes in value of electric conductivity at each cell. To compute each Newton step, either the Hessian needs to be inverted or an iterative solver used. In this paper we follow the approach used by Gross et al. (2015) for inversion of potential field data. We choose to minimize the cost function first, using a function space version of the Broyden–Fletcher–Goldfarb–Shanno (BFGS) method (Nocedal & Wright (2006)), prior to discretization. For our case, the unknown, conductivity, is a part of the differential operator not the right hand side of the PDE and the measurements taken are potential measurements not derivatives of potential measurements. An adjoint problem is defined for each forward problem with virtual currents applied at each measuring electrode proportional to the forward problem defects. We avoid computation of a sensitivity matrix by using the product of the forward and adjoint potential gradients in the calculation of the cost function gradient. After each minimization step is taken, the resulting equation is discretized using finite elements, see Zienkiewicz et al. (2013). There are two major advantages of this approach: the optimization process is independent to the discretization mesh, potentially allowing adaptive mesh refinement during inversion, and adding more misfit measurements to the arrays does not increase the number of PDEs to be solved. Consequently, using a comprehensive measurement array with a large number of measuring and loading dipoles does not increase the computation time from simply using a Wenner or Schlumberger array with minimal number of loading and measuring dipoles. Solving the discretized equations, whether derived prior to minimization or after, dominates computation time. Both the finite difference method (Dey & Morrison 1979a; Pidlisecky et al. 2007) and finite element method (Li & Spitzer 2002; Zhou et al. 2009; Rucker et al. 2011) have been used. Existing finite element method parallel algorithms (or other discretization methods) that have already been optimized can be directly applied as solvers for the inversion problem. Our method is implemented using esys–escript (Schaa et al. 2016). To solve the matrix equations it uses the TRILINOS C++ library (Heroux et al. 2005) with MueLu (Prokopenko et al. 2014) algebraic multigrid (AMG) implementation. For each iteration of the property function, the time intensive part of AMG (defining coarse grids and their interpolation and restriction operators and setting up the coarsest grid direct solver) need only be done once for each conductivity profile, consequently, there are significant time savings over standard preconditioned conjugate gradient (PCG) as demonstrated later in the paper. While versions of multigrid (MG) have been used to solve the forward problem, including conductivity coarsening used by (Moucha & Bailey 2004) for a 2-D problem and (Pan & Tang 2014) used a cascading MG algorithm with no coarse grid correction), AMG is more versatile than both these approaches. Singularity removal, where the potential is split into two components, a primary homogeneous conductivity part and a variable secondary potential part, is a feature of many inversion algorithms (Lowry et al. 1989; Dey & Morrison 1979a; Li & Spitzer 2002; Pidlisecky et al. 2007). It is essential that the homogeneous conductivity used in the primary potential computations, for a particular electrode, is the value at that electrode. Otherwise, the singularity is still a part of the secondary PDE. Conductivity at electrodes is unknown, varies between electrodes and will not remain constant throughout the inversion. Also, unless the earth is flat it will need to be solved numerically. For these reasons we have not included it in our approach but use mesh refinement near the electrodes instead. The forward problem is discussed in Section 2.1. Cost function terms, data misfit and regularization, are discussed in Sections 2.2 and 2.3, respectively. Section 2.4 contains the Gateaux derivative of the cost function and details of the adjoint equations. Implementation of the iterative method BFGS is explained in Section 3. A brief description of AMG PCG is in Section 4. Results from a structured mesh synthetic test case are in Section 5.1. A reduction in the total number of forward and adjoint solves can be made by taking advantage of the superposition principle. Each dipole is the superposition of two poles (Rücker et al. 2006a). We only need to solve pole loads for all electrodes with dipole potentials computed by adding scaled pole potentials. This leads to significant time advantages especially if electrodes always act as either source or recorder for each current load. (Details of the simplifications can be found in Appendix A.) We take advantage of this feature of the PDE in Section 5.2 where we use our inversion method on data obtained from Heron Island using an unstructured grid with refinement around the electrodes. Section 6 contains some concluding remarks and future plans. 2 PROBLEM FORMULATION Consider a bounded domain $$\Omega \subset \mathbb {R}^3$$, with boundary ∂Ω that includes air/ground interface, Γs⊂∂Ω. Our objective is to reconstruct the electric conductivity profile, σ, on domain Ω, given potential measurements recorded at a number of locations for different applied electric current density loads. To find σ, we minimize a cost function F, defined for all admissible conductivity profiles, that includes both a term for data misfit between measured and computed potentials Fd, as well as a regularization term FR, \begin{equation} F= F_{d} + \mu F_{R}, \end{equation} (1)where μ is an appropriately chosen Tikhonov regularization factor. The regularization term is included to ensure a unique solution (Tikhonov & Arsenin 1977). Functions Fd and FR are discussed in more detail later. In order to maintain appropriate characteristics of the conductivity, like positivity, a property function m, a parametrization of σ = σ(m) is introduced. The minimum of cost function F in equation (1) is characterized by vanishing Gateaux derivative \begin{equation} \left\langle F^{{\prime }}(m), \delta m \right\rangle = \left. \frac{\partial F(m+\xi \cdot \delta m)}{\partial \xi } \right|_{\xi =0}=0, \end{equation} (2)for $$\xi \in \mathbb {R}$$ and all admissible increments δm of the unknown minimizing property function m. In contrast to conventional Electrical Resistivity Tomography (ERT) inversion approaches, for instance (Rücker et al. 2006b), we do not choose to minimize for a discretized version of property function m. Following the approach by Gross et al. (2015) we leave the discretization to a later stage in the inversion approach. We minimize first, solving the resulting problem using the BFGS algorithm formulated for a continuous function space, not the usual discrete Euclidean space formulation as developed in Nocedal & Wright (2006). After discretization using the finite element method (FEM), we solve the resulting matrix equations with the AMG method (Briggs et al. 2000; Vaněk et al. 1996). In the following we present more details of this approach. 2.1 Forward problem For a given conductivity, σ (or property function m), the forward problem models for electric potentials due to various electric loading experiments need to be solved in Ω. For each applied load represented by the current density source term q(i), total electric potential, ϕ(i), is the solution of PDE \begin{equation} - \nabla \cdot ( \sigma \nabla \phi ^{(i)}) = q^{(i)}, \qquad \mbox{ in }\Omega . \end{equation} (3)Symbols ∇ and ∇ · refer to the gradient and divergence operators respectively and index i is used to differentiate between different applied load cases. For a dipole with applied electric current I(i), positive electrode at $$\mathbf {x}_{a^{(i)}}$$ and negative electrode at $$\mathbf {x}_{b^{(i)}}$$, load is applied with the 3-D form of Dirac’s delta function δ (Dey & Morrison 1979a), \begin{equation} q^{(i)}=I^{(i)}\left(\delta (\mathbf {x}-\mathbf {x}_{a^{(i)}})-\delta (\mathbf {x}-\mathbf {x}_{b^{(i)}})\right). \end{equation} (4)To complete the problem we set boundary conditions on ∂Ω. There is no flux across the air/ground interface, \begin{equation} \sigma \mathbf {n} \cdot \nabla \phi ^{(i)}= 0,\quad \mbox{ on } \Gamma _s, \end{equation} (5)with outer normal field n. There are several possibilities for the boundary conditions on the remaining boundaries, see Rücker et al. (2006a). In order to simplify the discussion we use Dirichlet boundary conditions of the form \begin{equation} \phi ^{(i)}= 0,\quad \mbox{ on } \partial \Omega \backslash \Gamma _s. \end{equation} (6)This condition is justifiable if the domain is sufficiently large so that boundary conditions have no significant impact on the small region where σ is to be recovered. The weak form of (3) (Brenner & Scott 1994), with boundary conditions (5) and (6) and dipole source given by (4) is \begin{eqnarray} \int _{\Omega } \!\sigma \nabla \psi \cdot \nabla \phi ^{(i)}\text{d}x {} &=& I^{(i)}\!\int _{\Omega } (\delta (\mathbf {x} - \mathbf {x}_{a^{(i)}}) - \delta (\mathbf {x} -\mathbf {x}_{b^{(i)}})) {\, } \psi {\, } \text{d}x\nonumber\\ &=&\,I^{(i)}\left(\psi (\mathbf {x}_{a^{(i)}}) - \psi (\mathbf {x}_{b^{(i)}})\right), \end{eqnarray} (7) for all admissible potential functions ψ. The solution space for ϕ(i) consists of all sufficiently smooth functions, ψ, for which equation (7) is well defined and boundary conditions (6) are satisfied. Note that in (7) the first gradient operator on the left above only acts on ψ as there are no brackets. 2.2 Data misfit To quantify the defect of predicted potentials ϕ(i) at recorder locations $$\lbrace \mathbf {x}_{r^{(i)}}\rbrace$$ for a given electric conductivity σ, we introduce a misfit function using the Euclidean norm \begin{equation} F_{d} = \frac{1}{2} \sum _{i} \sum _{r} w_{r}^{(i)}{\, } \left(\phi ^{(i)}(\mathbf {x}_{r}^{(i)}) - V_{r}^{(i)}\right)^2, \end{equation} (8)where $$V_{r}^{(i)}$$ is the measured potential at recorder $$\mathbf {x}_{r}^{(i)}$$ from source configuration q(i). Summation is taken over all measurement points $$\mathbf {x}_{r}^{(i)}$$ for each current density load q(i). Coefficients $$w_{r}^{(i)}\ge 0$$ are used to weight measurements according to confidence or using some geometric factor. The value of misfit Fd is a function of the electric conductivity σ (and therefore property function m) via (3) for potentials ϕ(i). In field experiments it is more likely that dipole potential measurements are taken with data misfit defined \begin{equation} F_{dc} = \frac{1}{2} \sum _{i} \sum _{r,c} w_{rc}^{(i)}\left(\phi ^{(i)}\left(\mathbf {x}_{r}^{(i)}\right) - \phi ^{(i)}\left(\mathbf {x}_{c}^{(i)}\right) - V_{r}^{(i)}+ V_{c}^{(i)}\right)^2, \end{equation} (9)where weighting factor $$w_{rc}^{(i)}$$ is determined by both the load current source term q(i) and position of nodes xr and xc. Summation is taken over all load cases (i) and all receiver pairs (xr, xc). Classical electrode configurations such as Wenner and Schlumberger can be defined using appropriate values for the weighting factors. The following derivations are presented for the pole configuration (8) but are easily generalized for dipole recorder configuration (9). With modern multichannel loggers, say one with 64 electrodes that can act as either source or recorder, there are $$\frac{64 \times 63}{2}=2016$$ possible loading dipoles and for each loading dipole there are $$\frac{62 \times 61}{2}=1891$$ possible dipole recorder combinations (not all independent (Noel & Xu 1991)). For field data using all possible dipole loads and dipole recorders could possibly reduce the impact of data noise. In our method we need to solve PDE (3) (and the corresponding adjoint PDE as introduced later) for each loading dipole. All 4032 PDEs need to be solved for each iteration of the property function. However, forward problem (3) (and its corresponding adjoint problem) are second order linear PDEs and the superposition principle can be used to reduce computation time. Instead of solving 4032 PDEs, with superposition only 64 need be solved. 2.3 Property function and regularization Data misfit functions (8) and (9) do not have unique minimums. In order to pick the ‘simplest’ answer a regularization term FR is added to the cost function F (see Tikhonov & Arsenin 1977; Li & Oldenburg 1996). For simplicity we use the H1 norm with a Tikhonov factor μ, however the method presented can easily be extended to other regularization approaches. Regularization could also reduce the impact on computed property functions of measurement errors in real data. To ensure positive conductivity we introduce the property function m, with σ = σ(m) such that σ(m) > 0 in Ω. Here we choose \begin{equation*} \sigma =\sigma _{0} e^m \end{equation*} with an estimated σ0, for instance as the outcome of previous inversion in time-lapse ERT. We assume that throughout the inversion σ remains constant on the boundary of the domain except surface Γs. This is enforced by keeping m = 0 on ∂Ω\Γs. Again we assume that domain Ω is chosen sufficiently large so that errors in σ0 on ∂Ω\Γs have very little impact on the computed value of the potential near the electrodes where we need to recover the distribution of σ. We use scaled H1 regularization of the property function in the form \begin{equation} \mu F_{R} = \frac{1}{2} \left(\mu _0\Vert m \Vert ^2_{L^2(\Omega )}+ \mu _1\Vert \nabla m \Vert ^2_{L^2(\Omega )}\right), \end{equation} (10)where μ0 and μ1 are non-negative trade-off factors which need to be chosen appropriately, and $$\Vert . \Vert _{L^2(\Omega )}$$ is the L2 norm over domain Ω, \begin{equation*} \Vert a\Vert _{L^2(\Omega )}=\int _\Omega |a|^2 \text{d}x. \end{equation*} Factor μ0 is usually chosen to be small or zero (we will choose zero in our example) and factor μ1 needs to be chosen small enough so that regularization does not dominate the cost function but also large enough to provide sufficient smoothing to the property function. It is pointed out here that it is a common approach in geophysics to apply smoothing to the already discrete version of m across a chosen grid or mesh, for example, Rücker et al. (2006b), but in this paper the continuous, integral form (10) is used to implement the minimization method. 2.4 Cost function and Gateaux derivative The cost function to be minimized is \begin{eqnarray} F &=& \frac{1}{2} \sum _{i} \sum _{r} w_{ir} {\, } (\phi ^{(i)}(\mathbf {x}_r) - V_{ir})^2\nonumber\\ &&+\, \frac{1}{2} \left(\mu _0\Vert m \Vert ^2_{L^2(\Omega )}+ \mu _1\Vert \nabla m \Vert ^2_{L^2(\Omega )}\right). \end{eqnarray} (11)To minimize this cost function, we need to find function m for which the Gateaux derivative with respect to any incremental change in δm is zero as stated in equation (2). We express this in the form \begin{eqnarray*} \left\langle F^{{\prime }}(m), \delta m \right\rangle =0. \end{eqnarray*} We will establish the representation for the derivative in the weak form \begin{equation} \left\langle F^{{\prime }}(m), \delta m \right\rangle = \int _{\Omega } \left( \mathbf {X} \cdot \nabla \delta m + Y {\, } \delta m \right) {\, } \text{d}x, \end{equation} (12)with suitable functions X and Y which depend on m but are independent of δm. The scaled H1 inner product corresponding to norm (10) is defined as \begin{equation} ( p , v )_1= \mu _0 \int _{\Omega } p {\, }v {\, } \text{d}x +\mu _1\int _{\Omega } \nabla p \cdot \nabla v {\, } \text{d}x, \end{equation} (13)for all admissible property functions p, v. By admissible property functions we mean those functions for which norm (10) is well defined and that satisfy boundary conditions m = 0 on ∂Ω\Γs. For the regularization term in cost function (11), the Gateaux derivative is just the scaled H1 inner product \begin{eqnarray*} \left\langle F^{{\prime }}_R (m), \delta m \right\rangle = (m , \delta m)_1 \end{eqnarray*} which can easily be linked with representation (12). Computation of the data misfit component of the derivative is more complicated. To simplify notation, we define the weighted defect for pole load i for electrode located at xr to be \begin{equation} D_{r}^{(i)}=w_{r}^{(i)}\left(\phi ^{(i)}\left(\mathbf {x}_{r}^{(i)}\right) - V_{r}^{(i)}\right). \end{equation} (14)Using this definition, the data misfit contribution to the cost function gradient is \begin{equation} \left\langle F^{\prime }_{d}(m), \delta m\right\rangle = \sum _{i} \sum _{r} D_{r}^{(i)}\delta \phi ^{(i)}\left(\mathbf {x}_{r}^{(i)}\right), \end{equation} (15)where δϕ(i) is the change in potential ϕ(i) corresponding to the change in property function δm. While Fd is easily computed (it is just the Euclidean norm of the defects), it is more difficult to obtain estimates for $$\left\langle F^{\prime }_d(m),\delta m\right\rangle$$. Our approach is to establish a relationship between a change in property function δm and a corresponding change in potential δϕ(i). We first consider the incremented potential forward PDE. Misfit is a function of electric conductivity σ(m) via PDE (3) for potentials ϕ(i), so change in property function δm corresponds to change in potential and PDE (3) becomes (with no change to the right hand side) \begin{equation} \nabla \cdot \left(\sigma (m+\xi \delta m)\nabla (\phi ^{(i)}+\xi \delta \phi ^{(i)})\right) = q^{(i)}, \end{equation} (16)with ξ from (2). Clearly, ϕ(i) + ξδϕ(i) will be in the same solution space as ϕ(i), satisfying the same requirements and boundary conditions. Using a first order approximation σ(m + ξδm) ≈ σ(m) + ξσ΄δm, where σ΄ denotes the derivative of the conductivity σ with respect to property function m, (16) becomes \begin{equation} \nabla \cdot \left((\sigma +\xi \sigma ^{\prime }\delta m)\nabla (\phi ^{(i)}+\xi \delta \phi ^{(i)})\right) = q^{(i)}. \end{equation} (17)Expanding (17) \begin{eqnarray*} \nabla \cdot (\sigma \nabla \phi ^{(i)}) &+& \xi \nabla \cdot (\sigma \nabla \delta \phi ^{(i)}) + \xi \nabla \cdot \sigma ^{\prime }\delta m\nabla \phi ^{(i)})\nonumber\\ &+&\, \xi ^2 \nabla \cdot (\sigma ^{\prime }\delta m\nabla \delta \phi ^{(i)}) = q^{(i)}, \end{eqnarray*} then simplifying, by cancelling the zero order terms and ignoring second-order terms in ξ as ξ → 0, reduces it to \begin{eqnarray*} \nabla \cdot (\sigma \nabla \delta \phi ^{(i)}) =-\nabla \cdot (\sigma ^{\prime }\delta m\nabla \phi ^{(i)}). \end{eqnarray*} In weak form this is given as \begin{equation} \int _{\Omega }\sigma \nabla \psi \cdot \nabla \delta \phi ^{(i)}\text{d}x = -\int _{\Omega }\sigma ^{\prime } \delta m \nabla \psi \cdot \nabla \phi ^{(i)}\text{d}x, \end{equation} (18)for any admissible potential ψ in the potential solution space. For each forward PDE (3), we solve for an adjoint potential, $$\phi ^{(i)}_*$$, induced by a load applied at each measuring electrode equal to the weighted defect $$D_{r}^{(i)}$$ at that electrode, with conductivity σ the same as the forward PDE, \begin{equation} - \nabla \cdot ( \sigma \nabla {\phi _*}^{(i)}) = \sum _r {D_r}^{(i)}\delta (\mathbf {x}-\mathbf {x}_r) , \qquad \mbox{ in }\Omega , \end{equation} (19)where r is summed over all recorders. Just as superposition can be used to reduce the number of forward problems, superposition can also be used to reduce the number of adjoint PDE’s that need to be solved. For pole or dipole measurements, the number of adjoint equations to be solved would be the minimum of the number of load cases and the number of recorder positions. (If the loading electrodes and recorder electrodes are the same and the boundary conditions for the forward and adjoint PDE’s are the same then no new PDEs need be solved.) For a fixed number of electrodes, adding more measurements only increases the complexity of the right hand side of the adjoint PDE (19). As a consequence, minimizing the use of recording locations, driving the use of Schlumberger and Wenner configurations, is not a requirement, allowing the use of comprehensive arrays. In weak form, adjoint PDE (19) is given as \begin{equation} \int _{\Omega } \sigma \nabla \phi _*^{(i)}\cdot \nabla \psi {\, }\text{d}x= \sum _{r} D_{r}^{(i)}{\, }\psi (\mathbf {x}_{r^{(i)}}), \end{equation} (20)for any admissible potential ψ in the potential solution space. By setting ψ = δϕ(i), we obtain \begin{equation} \int _{\Omega } \sigma \nabla \phi _*^{(i)}\cdot \nabla \delta \phi ^{(i)}{\, }\text{d}x= \sum _{r} D_{r}^{(i)}\delta \phi ^{(i)}(\mathbf {x}_{r^{(i)}}). \end{equation} (21)The summation of (21) over all load cases i is the value of the data misfit derivative (15), so \begin{equation} \left\langle F^{\prime }_{d}(m), \delta m\right\rangle =\sum _{i} \int _{\Omega } \sigma \nabla \phi _*^{(i)}\cdot \nabla \delta \phi ^{(i)}. \end{equation} (22)Returning to (18) and choosing $$\psi =\phi _*^{(i)}$$, we obtain \begin{equation} \int _{\Omega }\sigma \nabla \phi _*^{(i)}\cdot \nabla \delta \phi ^{(i)}\text{d}x = -\int _{\Omega }\sigma ^{\prime } \delta m \nabla \phi _*^{(i)}\cdot \nabla \phi ^{(i)}\text{d}x. \end{equation} (23)Combining (22) with the summation over the dipoles i in (23), we obtain \begin{equation*} \left\langle F^{\prime }_{d}(m), \delta m\right\rangle = - \int _{\Omega } \sigma ^{\prime } \sum _i{\, } \left(\nabla \phi ^{(i)}_{*} \cdot \nabla \phi ^{(i)}\right) \delta m{\, } \text{d}x, \end{equation*} for all property function increments δm. With this result and the gradient representation (12) for the regularization component, we can now establish coefficient functions for gradient F ΄ of the cost function as \begin{eqnarray} \mathbf {X} &=& \mu _{1} \nabla m\nonumber\\ Y &=& \mu _0 m - \left(\sigma ^{\prime } \sum _i \nabla \phi ^{(i)}_{*} \cdot \nabla \phi ^{(i)}\right). \end{eqnarray} (24)It is emphasized that calculation of the gradient requires the solution of adjoint PDE (20) for each input source where the forward PDE and the adjoint PDE are solved independently. For dipole measurements using the dipole defect function (9) the process is the same except with adjoint dipole applied loads, \begin{equation} - \nabla \cdot ( \sigma \nabla \phi _*^{(i)}) = \sum _{r,c} D_{rc}^{(i)}(\delta (\mathbf {x}-\mathbf {x}_{r^{(i)}})-\delta (\mathbf {x}-\mathbf {x}_{c^{(i)}})), \end{equation} (25)where \begin{equation*} D_{rc}^{(i)}=w_{rc}^{(i)}{\, } \left(\phi ^{(i)}(\mathbf {x}_{r^{(i)}}) - \phi ^{(i)}(\mathbf {x}_{c^{(i)}}) - (V_{ir}- V_{ic})\right), \end{equation*} and $$w_{rc}^{(i)}$$ is the weighting for measuring dipole for load case (i), with electrodes at xr and xc. 3 SOLUTION METHOD We need to find property function m, such that \begin{equation*} \left\langle F^{\prime }(m), \delta m \right\rangle =\int _{\Omega } \left( \mathbf {X} \cdot \nabla \delta m + Y {\, } \delta m \right) {\, } \text{d}x=0, \end{equation*} for all admissible property increments δm. We use the BFGS method to iteratively find an acceptable approximation for m. This method is generally formulated for solving nonlinear, unconstrained optimization problems in the Euclidean space $$\mathbb {R}$$n, see Nocedal & Wright (2006). For our implementation, we apply it directly to the property function m and gradient F ΄(m) where the usual dot product is replaced by an integral. In the k + 1 BFGS iteration step, property function mk, is updated by first finding search direction pk, then step size αk. The update is \begin{equation} m_{k+1}=m_k+\alpha _k p_k. \end{equation} (26)This is a quasi-Newton method so −pk is an approximation to the product of the inverse Hessian of F at mk and the gradient at mk. To orthogonalize search directions the dual product (12) is used instead of standard Euclidean dot product which will be discussed later in more details. Typically, the iteration is started from σ0, that is, m0 = 0. Each weak form of the forward PDE (7) is solved and weighted defects (14) are computed for each measuring electrode. An update to m is found in two parts—first search direction pk (section 3.1) then step size αk (Section 3.2). The calculation of the search direction requires the solutions of the adjoint PDEs (20) and an approximation to the Hessian which is modified within BFGS using the two step algorithm discussed below. Step size αk is found via a line search method and satisfies the strong Wolfe conditions (Nocedal & Wright 2006). The property function is updated using (26). This process is repeated until convergence is detected. Convergence criteria for iteration termination is \begin{equation*} \Vert m_k-m_{k-1}\Vert _{\infty }\le m_{\text{tol}}\Vert m_k\Vert _{\infty }, \end{equation*} where mtol is the relative tolerance and ‖.‖∞ is the L-infinity norm (the maximum absolute value over the domain). 3.1 Search direction Each new search direction pk is constructed with a sequence of inner products and additions using the current gradient, stored gradient differences and stored property function differences as well as an initial approximation for the Hessian operator. Note that the BFGS algorithm does not require an approximation of the inverse Hessian at mk and the gradient at mk separately. Instead, an approximation to the product of the inverse Hessian and the gradient at mk is used. The two loop algorithm from Nocedal & Wright (2006) returns step direction pk. It is a outlined in Algorithm 1. Algorithm 1 Two loop recursion in the BFGS method View largeDownload slide Algorithm 1 Two loop recursion in the BFGS method View largeDownload slide To simplify the notation, instead of F ΄(mk) we use $$F^{\prime }_k$$ with corresponding terms Xk = X(mk) and Yk = Y(mk). We define notation \begin{equation*} \left\langle F^{\prime }_k, \circ \right\rangle =\int _{\Omega } \left( \mathbf {X}_k \cdot \nabla \circ + Y_k {\, } \circ \right) {\, } \text{d}x, \end{equation*} to indicate that this integral is not evaluated but its components Xk and Yk are simply stored. Similarly, we store gradient differences as \begin{eqnarray*} \left\langle G_k, \circ \right\rangle &=& \left\langle F^{\prime }_{k+1}-F^{\prime }_{k}, \circ \right\rangle\nonumber\\ &=&\,\int _{\Omega } \left( \mathbf {X}_{k+1}- \mathbf {X}_{k}\right) \cdot \nabla \circ + (Y_{k+1}-Y_{k}){\, } \circ {\, } \text{d}x. \end{eqnarray*} The limited-memory BFGS (L-BFGS) version keeps gradient differences and search directions for only a fixed number of previous iterates, a. Property function differences are also stored, \begin{equation*} s_j= m_{j+1}-m_j=\alpha _j p_j, \end{equation*} for all j ∈ [k − a, k − 1]. The inner product of the gradient difference and the step is defined \begin{equation*} \left\langle G_j, s_j \right\rangle =\int _{\Omega } \left( \mathbf {X}_j- \mathbf {X}_{j-1}\right) \cdot \nabla s_j + (Y_j-Y_{j-1}){\, } s_j {\, } \text{d}x. \end{equation*} Temporary variable T is initialized with $$F^{\prime }_k$$ and then orthogonalized against previous stored gradient differences. We denote the combinations of Xj and Yj used in the computation of T as $$\hat{\mathbf {X}}$$ and $$\hat{Y}$$, \begin{equation*} \left\langle T, \circ \right\rangle =\int _{\Omega } ( \hat{\mathbf {X}} \cdot \nabla \circ + \hat{Y} {\, } \circ ) {\, } \text{d}x. \end{equation*} Stored T is updated at every iterate in the first part of the two loop recursion algorithm. We define and store \begin{eqnarray*} \rho _j = \frac{1}{\left\langle G_j, s_j \right\rangle }, \end{eqnarray*} for all j ∈ [k − a, k − 1]. In the first part of the two loop recursion we compute and temporarily store terms γj. For these terms we evaluate T at sj, \begin{equation*} \left\langle T, s_j \right\rangle =\int _{\Omega } \hat{\mathbf {X}} \cdot \nabla s_j + \hat{Y}{\, } s_j {\, } \text{d}x. \end{equation*} The BFGS algorithm requires an initial approximation to the Hessian which is updated in the second loop of Algorithm 1. In our case, as in many practical cases, it is difficult or expensive to construct the Hessian operator exactly but the BFGS method is able to deal with an initial approximation to the Hessian operator which then plays the role of a preconditioner. Here we use the Hessian operator of the regularization term only, the scaled H1 inner product (13). Search direction p is found by solving \begin{equation} (p, \delta m )_1 = \left\langle T,\delta m\right\rangle \end{equation} (27)for every admissible property function increment δm with T from the first loop of Algorithm 1. It is important to note that it is not necessary to use the same high tolerance in the computation for the initial Hessian guess as was used to solve the forward and adjoint PDE’s making a significant saving in computation time. 3.2 Step size Once the search direction is known, the step size is computed using a line search method. Full details for this method can be found in Nocedal & Wright (2006). Optimal step length is given by \begin{equation*} \alpha _{k} = \mathop{\rm arg{\, }min}_{\alpha } {\, } F(m_{k} + \alpha \cdot p_{k}). \end{equation*} Solving this minimization problem is computationally expensive as every step size guess requires a new solution of forward PDEs (7) and cost function evaluation (11). Instead, we find an αk that satisfies the strong Wolfe conditions (Nocedal & Wright 2006). The first Wolfe condition or Armijo condition for α ensures that the next iterate has sufficient decrease \begin{equation} F(m_k+\alpha p_k)\le F_k + c_1 \alpha \left\langle F^{\prime }_k, p_k\right\rangle , \end{equation} (28)with c1 ∈ (0, 1). (We use c1 = 10−4). The second condition for α is a curvature condition and ensures that the step size is not too small \begin{equation} |\left\langle F^{\prime }(m_k+\alpha p_k), p_k\right\rangle | \le c_2 | \left\langle F^{\prime }_k, p_k\right\rangle |, \end{equation} (29)with c2 ∈ (c1, 1). (We use c2 = 0.9.) The search strategy has two parts. The first part searches for a bracketing interval (αa, αb), that contains a step length that satisfies the strong Wolfe conditions (28) and (29). Let $$\hat{\alpha }_i$$ denote the ith guess for a bound in step length. For the first BFGS iterate we use $$(\hat{\alpha }_0, \hat{\alpha }_1)=(0,1)$$ and for the kth BFGS iterate we use $$(\hat{\alpha }_0, \hat{\alpha }_1)=(0,\alpha _{k-1})$$ The value of each successive $$\hat{\alpha }_i$$ is increased until one of the following three conditions is met: $${\hat{\alpha }}_i$$ violates the first Wolfe condition (28), $$F(m_k+{\hat{\alpha }}_i p_k)\ge F(m_k+{\hat{\alpha }}_{i-1} p_k)$$ or $$\left\langle F^{\prime }(m_k+{\hat{\alpha }}_i p_k), p_k\right\rangle \ge 0$$. If $$\hat{\alpha }_i$$ satisfies either of the first two conditions, then bracketing interval $$({\alpha }_a,{\alpha }_b)=({\hat{\alpha }}_{i-1}, {\hat{\alpha }}_i)$$ is used for the second part of the step size algorithm. If the third condition is satisfied then the roles of $${\hat{\alpha }}_{i-1}$$, and $${\hat{\alpha }}_i$$ are reversed and the interval $$({\alpha }_a,{\alpha }_b)=({\hat{\alpha }}_{i}, {\hat{\alpha }}_{i-1})$$ is used instead. Once an appropriate interval is found, the second part of the line search algorithm is called. It uses a bisection method on interval (αa, αb) to find a step length that satisfies the strong Wolfe conditions (28) and (29). At each step, the interval is reduced such that it still brackets an appropriate step length (using the same three conditions above). Once a step length is found that satisfies both strong Wolfe conditions then it is returned as the step length αk and the line search terminates. 4 FINITE ELEMENTS AND ALGEBRAIC MULTIGRID PRECONDITIONED CONJUGATE GRADIENT We discretize the PDEs using conforming first-order tetrahedral finite elements on structured and unstructured grids, see Fig. 1. The finite element method is well established so we do not present it here (see for instance Zienkiewicz et al. (2013) for details). As shown in Lamichhane & Gross (2017) well-posedness of the overall problem requires the same finite element mesh for the forward PDEs (7) and adjoint PDEs (20) while the mesh for the property function m can be chosen more or less independently. To simplify the discussion in this paper we use the same finite element mesh for all three PDEs involved. Potentials ϕ(i), adjoint potentials $$\phi _*^{(i)}$$ and the property function m, are represented through the values at the vertices of the tetrahedrons. The cost function gradient and all the functions derived from this during the BFGS iteration are stored by their values at the quadrature points within each tetrahedron of the mesh. In our implementation, we also use this mesh to represent the conductivity (through the property function) although the resolution for the property function may then be much higher than necessary (Lamichhane & Gross 2017). Lower resolution meshes for the property function could be used and would improve efficiency of the inversion but would require a careful design of the inter-mesh interpolation, in particular when building the right-hand side of the preconditioner step (27) in the middle of the two loop recursion Algorithm 1. Figure 1. View largeDownload slide Example 5.2: Finite Element Mesh for Rectangular Surface 8 × 8 electrode survey on Heron Island with a close up of the mesh at the ground surface and electrodes. It has 40 209 nodes and 248 521 elements. Figure 1. View largeDownload slide Example 5.2: Finite Element Mesh for Rectangular Surface 8 × 8 electrode survey on Heron Island with a close up of the mesh at the ground surface and electrodes. It has 40 209 nodes and 248 521 elements. After FEM discretization, each PDE reduces to a matrix equation of type \begin{equation} \mathbf {A}^h\mathbf {u}^h=\mathbf {f}^h, \end{equation} (30)where Ah is the operator matrix, uh is the vector of unknowns at the element vertices, fh represents the right hand side. The upper index h indicates the mesh size. For the PDEs to be solved the operator matrix is sparse, symmetric and positive definite and therefore the system of equations (30) can be solved iteratively using the PCG method (Golub & Van Loan 1996). To reduce computation time we use smoothed aggregation AMG (Vaněk et al. 1996) as a preconditioner for conjugate gradient. We give a brief outline of the method. Iterative methods initially converge rapidly as the oscillatory error is reduced and stall when only smooth error is left. At this stage further iterations are ineffective at removing error. Geometric Multigrid (GMG) methods were developed to reduce computation time in iterative matrix solvers for structured grids, with the object to bound the number of iteration steps even for an increasing number of unknowns (Briggs et al. 2000). GMG uses a sequence of structured grids with each successive coarse grid usually doubling grid size in each direction. The following description is for two level GMG, with fine grid h and coarse grid H. For multiple levels, this algorithm is just applied recursively. We iterate on the fine grid solving eq. (30) to get an approximate fine grid solution vh. Fine grid residual rh is defined as \begin{equation} \mathbf {r}^h=\mathbf {f}^h-\mathbf {A}^h\mathbf {v}^h. \end{equation} (31)Iteration error on the fine grid, eh, can be written \begin{equation} \mathbf {e}^h=\mathbf {u}^h-\mathbf {v}^h. \end{equation} (32)Combining (30), (31) and (32) leads to the residual equation on the fine grid \begin{equation*} \mathbf {A}^h\mathbf {e}^h=\mathbf {r}^h. \end{equation*} After iteration on the fine grid, the error is smooth on this grid and it can be represented well on the coarse grid, where it will appear more oscillatory. It is important to remember that even if the residual is small, it does not mean that the error eh is small, only that the error is smooth in the sense of Aheh ≈ 0. A restriction operator, $$\mathbf {I}_h^H$$, is defined to restrict fine grid residual to the coarse grid, \begin{equation*} \mathbf {r}^H=\mathbf {I}_h^H \mathbf {r}^h, \end{equation*} where rH is a representation of the fine grid residual on coarse grid H. Restriction could be injection where the value at each coarse grid point is simply the value at the corresponding fine grid point. More generally the value at a coarse grid point is a combination of values from the corresponding fine grid point and its immediately adjacent neighbours. As well as restriction operators to transfer solutions from level h to level H, there are also interpolation operators, $$\mathbf {I}_H^h$$, that transfers solution from level H to level h. The simplest interpolation operator is linear interpolation, fine grid values at nodes that appear in the coarse grid just take that value and all other fine grid values are linearly interpolated from neighbouring points. The full weighting restriction operator is the transpose of linear interpolation. Using restriction and interpolation operators, the coarse grid matrix is defined \begin{equation*} \mathbf {A}^H=\mathbf {I}_h^{H} \mathbf {A}^h \mathbf {I}_H^h. \end{equation*} The next step of the GMG algorithm is to iterate on the coarse grid residual equation \begin{equation} \mathbf {A}^H\mathbf {e}^H=\mathbf {r}^H. \end{equation} (33)with zero initial guess, where eH is the coarse grid error. If the coarse grid is sufficiently small this equation is solved using a direct solver (based on LU factorization). Alternatively, the coarsening process can be applied again after the equation has been solved iteratively to remove oscillatory components. Once eq. (33) has been solved with sufficient accuracy, eH can be easily interpolated to the fine grid, \begin{equation*} \mathbf {e}^h=\mathbf {I}_H^h \mathbf {e}^H, \end{equation*} where it is used to correct the approximate solution \begin{equation*} \mathbf {v}^h\leftarrow \mathbf {v}^h+\mathbf {e}^h. \end{equation*} Further iteration on the fine grid (30) smooths the error before returning back to the coarse level. The method is outlined in Algorithm 2 for two level case with more details in Briggs et al. (2000). It is important to note that moving errors or residuals between grids only occurs after the error has been smoothed on that grid to minimize loss of information. Algorithm 2 Two grid AMG solver View largeDownload slide Algorithm 2 Two grid AMG solver View largeDownload slide AMG was developed for use in unstructured grids but also to overcome some of the limitations of GMG in the presence of spatially variable conductivity and of anisotropy. Coarse ‘grids’ (they are not grids as such, but this terminology aids understanding), including the restriction and interpolation operators, are determined from the entries in matrix Ah alone, without reference to any mesh information. There are a number of different AMG algorithms, see Stuben (2001). We use smoothed aggregation, see Vaněk et al. (1996), Tuminaro (2000). The first step of this algorithm is to form the coarse grid by using strong connections in the matrix Ah to select disjoint aggregates. Two unknowns i and j are called strongly connected if Ah has a large nonzero entry in the ij position relative to the diagonal entry. A graph of the strong connections is created with each vertex representing an unknown and each strong connection represented by an edge. The idea is to form a new coarse graph with a maximum independent set of vertices, each coarse vertex representing an aggregate of fine grid vertices that defines the set of unknowns for the coarse grid. Any two coarse grid vertices do not share an edge in the fine grid, but each coarse grid vertex shares an edge with a vertex outside the maximum independent set. Such a set can easily be constructed using a greedy search. Once the coarse level is known the next step is to determine the interpolation, $$\mathbf {I}_H^h$$, and restriction, $$\mathbf {I}_h^H=(\mathbf {I}_H^h)^t$$, operators. A piecewise constant initial guess for the interpolation operator is chosen with 1 in position ij only if node i is strongly connected to node j in the fine grid, otherwise the entry is 0. The initial interpolation operator is then smoothed with a few steps of a Jacobi method, see Vaněk et al. (1996)) for more details. Once the interpolation and restriction operators are known and grids chosen, algorithm 2 is followed. The most time critical part of an AMG algorithm is determining coarse grids and corresponding operators. Computation of the direct solver used for the coarsest grid solve can also be computationally intensive. As the operator matrix for the forward and adjoint PDEs are identical, we are able to implement an AMG reuse strategy that constructs the AMG operators for the current electric conductivity once only at the beginning of each BFGS iteration step. All subsequent forward and adjoint PDEs for this property function reuse the AMG data, significantly reducing computational costs. The Hessian computation is considered separately and is also solved using AMG, however it does not need to be solved to the same tolerance as the forward or adjoint PDEs. We have implemented the BFGS inversion method in python using FEM solver environment esys–escript (Schaa et al. 2016). To solve the matrix equations it uses the TRILINOS C++ library (Heroux et al. 2005) with MueLu (Prokopenko et al. 2014) AMG implementation. In the test on parallel computers presented in the next section we use two levels of coarsening. A better parallel repartitioning of the coarse grids would increase the number of levels we could use and potentially reduce computation time further. 5 TEST CASES We tested our algorithm using synthetic data created with a known conductivity distribution to mimic CO2 injection. For this inversion problem we looked at the contribution AMG made to reduction in computation time as well as optimal BFGS parameters and Tikhonov regularization factor. There were two distinct sets of electrodes, the loading electrodes and the measuring electrodes. For this test case, loading electrodes never acted as measuring electrodes. The second inversion test case used data obtained from Heron Island off the east coast of Australia. For this test case, all recorded data (576 dipoles) were used for the inversion and the 64 electrodes acted as either a loading electrode or a receiver electrode for each load case. Superposition was used to compute potentials for both the forward and adjoint problems. Using superposition for this case significantly reduced computation time. Tests were carried out on an Intel (R) Core(TM)i7-4770 CPU@3.4 GHz desktop computer running Debian 8.5 Linux, using Open MP with 8 threads, 1 MPI process and 32GiB of memory and also on Savanna, an Intel Xeon CPU E5-2660 computer running Linux, using 4 nodes, each with 126 GiB of memory and 2 MPI processors and 10 open MP threads per process. 5.1 Synthetic case Our first test case was a cube of edge length 25m similar to a test case from Pidlisecky et al. (2007). The air/ground interface was the top surface of the cube. Input conductivity, σ, is shown in Fig. 2. Sources were set up as a 5 × 5 grid at a depth of 4 m with 2 m spacing. Recorders were located on the surface of a cylinder with radius 7m and vertical central axis in the centre of the horizontal x–y plane. There were 8 recorders at each horizontal level, (equally spaced around the circle) and there were 21 vertical levels of recorders from 2m depth to 20m depth, a total of 168 measuring electrodes, shown in Fig. 3. Data were created using dipole loads and pole measurements over structured meshes. Figure 2. View largeDownload slide Example 5.1: Input conductivity for synthetic test case. The grey area has conductivity 0.01Ωm and the dark blue region has conductivity 0.2 Ωm Figure 2. View largeDownload slide Example 5.1: Input conductivity for synthetic test case. The grey area has conductivity 0.01Ωm and the dark blue region has conductivity 0.2 Ωm Figure 3. View largeDownload slide Example 5.1: Source and receiver placement for synthetic test case. Figure 3. View largeDownload slide Example 5.1: Source and receiver placement for synthetic test case. Inversion computation time is dominated by solving the forward and adjoint PDEs. Using esys–escript default tolerances, we compared computation times for solving forward problem (7) 40 times to mimic one step of BFGS so that solver choices could be optimized, see Table 1. Computation time differences between the PCG esys–escript solvers and TRILINOS PCG were minimal. There was significant reduction in computation time from Jacobi PCG to AMG PCG for solving forward problem (7). For the 513 grid, TRILINOS AMG was about 6 times faster than TRILINOS PCG and for the 1513 grid this had improved even more to about 20 times faster, see Table 1. AMG setup time is only needed for the first forward PDE, see Table 2. Subsequent forward PDE solutions reuse the interpolation and restriction operators as well as the coarse grid direct solver. For this example, compute time for AMG grows linearly with grid size for both the initial solve and subsequent solves. Times are shown only for the smaller grids for Jacobi PCG as computation time for the 993 grid was larger than the time for the AMG PCG on the 2193 grid. Table 1. Example 5.1: Total computation time for 40 forward solves of forward problem (7) with default esys–escript PCG solver, TRILINOS PCG (both with Jacobi preconditioning) and TRILINOS AMG PCG on desktop. Total esys–escript TRILINOS TRILINOS nodes Grid PCG PCG AMG (s) (s) (s) 140 608 513 40 41 7 1 000 000 993 696 616 46 3 511 808 1513 3719 3372 165 8 000 000 1993 366 10 648 000 2193 500 Total esys–escript TRILINOS TRILINOS nodes Grid PCG PCG AMG (s) (s) (s) 140 608 513 40 41 7 1 000 000 993 696 616 46 3 511 808 1513 3719 3372 165 8 000 000 1993 366 10 648 000 2193 500 View Large Instead of solving dipole load forward problems (7), pole load forward PDEs can be solved and dipole potentials computed using superposition. To assess the potential reduction in computation time using superposition, we solved 25 independent pole PDEs and used superposition to compute all possible dipole potentials. Computing all 300 possible dipole potentials by superposition takes less time than solving the first pole equation or two subsequent pole equations (see Table 3) for each grid size. This will be especially relevant for examples where dipole measuring is used. Table 2. Example 5.1: Average time per forward PDE solve with default esys–escript PCG solver, TRILINOS PCG and AMG PCG on desktop. For AMG PCG time was recorded for the first solve which included the generation of the AMG operators and coarse grid solver and then the average of the subsequent 39 solves. Total Grid esys–escript TRILINOS AMG AMG nodes size PCG PCG first rest (s) (s) (s) (s) 14 068 513 1.0 1.0 0.6 0.17 1 000 000 993 17.4 15.4 3.9 1.1 3 511 808 1513 93.0 84.3 13.9 3.9 8 000 000 1993 33.7 8.5 15 813 251 2193 47.5 12.5 Total Grid esys–escript TRILINOS AMG AMG nodes size PCG PCG first rest (s) (s) (s) (s) 14 068 513 1.0 1.0 0.6 0.17 1 000 000 993 17.4 15.4 3.9 1.1 3 511 808 1513 93.0 84.3 13.9 3.9 8 000 000 1993 33.7 8.5 15 813 251 2193 47.5 12.5 View Large Table 3. Example 5.1: Computation times for solving pole load forward PDEs (7), for the first solve, which included the generation of the AMG operators and coarse grid solver, the average of the subsequent 24 solves, total time for all 25 pole loads and construction time for 300 dipole potentials using superposition with TRILINOS AMG PCG on desktop. Total Grid PDE PDE PDE Construct nodes size first rest all 25 300 dipoles (s) (s) (s) (s) 140 608 513 0.6 0.17 4.6 0.38 1 000 000 993 3.9 1.1 32.0 1.44 3 511 808 1513 13.9 3.9 108.4 4.50 8 000 000 1993 33.7 9.1 259.5 9.98 15 813 251 2513 115.6 18.1 550.1 21.06 Total Grid PDE PDE PDE Construct nodes size first rest all 25 300 dipoles (s) (s) (s) (s) 140 608 513 0.6 0.17 4.6 0.38 1 000 000 993 3.9 1.1 32.0 1.44 3 511 808 1513 13.9 3.9 108.4 4.50 8 000 000 1993 33.7 9.1 259.5 9.98 15 813 251 2513 115.6 18.1 550.1 21.06 View Large There are a number of factors that could impact the computed solution and computation time for the inversion, including stopping criteria for the BFGS iterations mtol, PDE solver tolerance pdetol, Tikhonov regularization factors μ0, μ1, number of dipoles and choice of which dipoles were used for applied loads and for measurements if dipole measurements were being used. We chose mtol = 10−4 for LBFGS stopping criteria. There is no increase in AMG setup time for increasing PDE solver tolerance because computing coarse grids and their operators as well as computing the direct coarse grid solver are independent of solver tolerance. So increasing PDE solver tolerance simply increases computation time uniformly for all solves. We set pdetol = 10−8 for all the tests. For the synthetic case, there were 25 loading electrodes with no measurement errors. To ensure spatial symmetry of the solution, loading dipoles used in the inversion were every adjacent pair in both the x and y directions, 40 dipoles in total (from a possible 300). We assumed pole data measurements on the array of 168 recorder electrodes. Tikhonov factor μ0 was set to 0.0. The PDE tolerance for the Hessian approximation used in the inversion was set at 10−2. Increasing accuracy of the initial Hessian guess added to computation time without reducing the number of BFGS iterations. There are 40 adjoint PDEs, so using superposition for computing solutions to the adjoint PDEs would not reduce computation time. If all 300 load dipoles were used in the inversion then there would be an advantage to using superposition for both the forward and adjoint PDEs. Variation was made to the recursion length a used in search direction computations in the BFGS algorithm, see Table 4. As one expects, increasing the number of stored BFGS iterates, increased the number of inner products used in search direction computations. However, each computed search direction, while potentially taking longer to compute due to the extra costs in the orthogonalization and inverse Hessian update, was improved and there was a significant reduction in the number of BFGS iterations needed. The number of PDE calls was the same as the number of cost function calls and these, along with gradient and norm calls, were reduced. In this test we used a 513 grid with pdetol = 10−8 and μ1 = 10−4. In the following tests recursion length a = 30 is used. Table 4. Example 5.1: Variation in number of stored BFGS iterates used in search direction computations for the 513 grid with pdetol = 10−8 and μ1 = 10−4 with TRILINOS AMG PCG on desktop. Recursion BFGS PDE Gradient Inner Norm Time length steps calls calls Products calls (s) 3 56 122 62 504 114 1480 6 51 112 57 741 104 1364 12 39 90 44 926 80 1108 18 38 87 43 1181 78 1115 24 38 84 42 1390 78 1079 27 37 80 41 1411 76 1067 30 31 71 35 1087 64 926 Recursion BFGS PDE Gradient Inner Norm Time length steps calls calls Products calls (s) 3 56 122 62 504 114 1480 6 51 112 57 741 104 1364 12 39 90 44 926 80 1108 18 38 87 43 1181 78 1115 24 38 84 42 1390 78 1079 27 37 80 41 1411 76 1067 30 31 71 35 1087 64 926 View Large The biggest impact on computation time and computed inversion result came from the choice of μ1 (we set μ0 = 0). Increasing μ1 makes the regularization term more dominant in the cost function value. As expected, the solution is smoother with much smaller variation in computed conductivity values and takes fewer BFGS steps with increasing size of μ1, see Fig.4 and Table 5 for the 513 grid. As μ1 decreases in value, the maximum value of the conductivity in the centre of the plume increases. A similar result was seen for the 993 grid, see Table 6. For this test case, there appeared to be little variation in the number of BFGS iterations with change in grid size compare Tables 5 and 6. There was no notable change if the input potential data was from a finer grid rather than the inversion grid as also reported by (Gross et al. 2015). Figure 4. View largeDownload slide Example 5.1: Varying Tikhonov regularization factor μ1 for the 513 grid with mtol = 10−4 and pdetol = 10−8 on desktop. Figure 4. View largeDownload slide Example 5.1: Varying Tikhonov regularization factor μ1 for the 513 grid with mtol = 10−4 and pdetol = 10−8 on desktop. Table 5. Example 5.1: Varying Tikhonov regularization factor μ1 for the 513 grid with mtol = 10−4 and pdetol = 10−8. μ1 BFGS PDE Gradient Inner Norm μ1FR Fd steps calls calls Products calls value value 10−1 4 6 6 34 10 0.0088 0.0834 10−2 6 10 8 62 14 0.0128 0.0528 10−3 13 24 16 224 28 0.0149 0.0173 10−4 31 71 35 1087 64 0.0058 0.0017 10−5 91 196 98 3940 184 0.0010 0.0002 10−6 273 601 297 12633 548 0.0002 3 e-05 μ1 BFGS PDE Gradient Inner Norm μ1FR Fd steps calls calls Products calls value value 10−1 4 6 6 34 10 0.0088 0.0834 10−2 6 10 8 62 14 0.0128 0.0528 10−3 13 24 16 224 28 0.0149 0.0173 10−4 31 71 35 1087 64 0.0058 0.0017 10−5 91 196 98 3940 184 0.0010 0.0002 10−6 273 601 297 12633 548 0.0002 3 e-05 View Large Table 6. Example 5.1: Varying Tikhonov regularization factor μ1 for the 993 grid with mtol = 10−4 and pdetol = 10−8 on desktop. μ1 BFGS PDE Gradient Inner Norm μ1FR Fd steps calls calls Products calls values values 10−1 4 5 5 23 8 0.0029 0.0450 10−2 6 9 7 47 12 0.0052 0.0331 10−3 15 24 16 254 30 0.0081 0.0144 10−4 30 62 35 963 60 0.0046 0.0018 10−5 92 201 105 3947 184 0.0009 0.0002 μ1 BFGS PDE Gradient Inner Norm μ1FR Fd steps calls calls Products calls values values 10−1 4 5 5 23 8 0.0029 0.0450 10−2 6 9 7 47 12 0.0052 0.0331 10−3 15 24 16 254 30 0.0081 0.0144 10−4 30 62 35 963 60 0.0046 0.0018 10−5 92 201 105 3947 184 0.0009 0.0002 View Large The implementation was also tested on Savanna, an Intel Xeon CPU E5-2660 running Linux, using 4 nodes each with 2 MPI processors and 126 GiB of memory and 10 open MP threads per process. As for the desktop computer, the forward PDE (7) was solved 40 times to mimic one step of BFGS and to assess computation time with grid size. As can be clearly seen in Table 7 and the corresponding graphs in Fig. 5 the total time for the PDE solves is growing almost linearly with number of finite element nodes. Inversion was tested for both the 513 and 993 grids see tables 8 and 9. The results are slightly different to the desktop results because different parallelization of the code occurs. As expected the computed conductivity σ was the same for both the desktop and Savanna. The result for the 993 grid on Savanna was smoother than the 513 grid as expected for similar values of μ1 see Fig. 6. Figure 5. View largeDownload slide Example 5.1: First, average subsequent and total computation times for AMG solves varying grid size with mtol = 10−4 and pdetol = 10−8 using TRILINOS AMG on Savanna using 4 nodes, 2 MPI processors per node, 10 open MP threads per process and 126 GiB of memory. Figure 5. View largeDownload slide Example 5.1: First, average subsequent and total computation times for AMG solves varying grid size with mtol = 10−4 and pdetol = 10−8 using TRILINOS AMG on Savanna using 4 nodes, 2 MPI processors per node, 10 open MP threads per process and 126 GiB of memory. Figure 6. View largeDownload slide Example 5.1: Varying Tikhonov regularization factor μ1 for the 993 grid with mtol = 10−4 and pdetol = 10−8 on Savanna. The original input and legend are the same as for the 513 grid in Figs 4(g) and (h), respectively. Figure 6. View largeDownload slide Example 5.1: Varying Tikhonov regularization factor μ1 for the 993 grid with mtol = 10−4 and pdetol = 10−8 on Savanna. The original input and legend are the same as for the 513 grid in Figs 4(g) and (h), respectively. Table 7. Example 5.1: Total computation time, first solve computation time and average computation time for subsequent 39 solves for solving forward PDE (7) using TRILINOS AMG on Savanna using 4 nodes, 2 MPI processors per node, 10 open MP threads per process and 126 GiB of memory. Total Grid Total First Average nodes size time time time rest (s) (s) (s) 14 068 513 1.7 0.1 0.04 100 000 993 6.3 0.6 0.1 3 511 808 1513 22.1 2.7 0.5 8 000 000 1993 65.8 8.8 1.5 16 003 008 2513 148.0 24.2 3.2 27 000 000 2993 290.7 65.9 5.8 43 614 208 3513 392.1 127.6 6.8 64 000 000 3993 720.5 255.3 11.9 92 345 408 4513 1269.5 589.5 17.4 Total Grid Total First Average nodes size time time time rest (s) (s) (s) 14 068 513 1.7 0.1 0.04 100 000 993 6.3 0.6 0.1 3 511 808 1513 22.1 2.7 0.5 8 000 000 1993 65.8 8.8 1.5 16 003 008 2513 148.0 24.2 3.2 27 000 000 2993 290.7 65.9 5.8 43 614 208 3513 392.1 127.6 6.8 64 000 000 3993 720.5 255.3 11.9 92 345 408 4513 1269.5 589.5 17.4 View Large Table 8. Example 5.1: Varying μ1, with mtol = 10−4 and pdetol = 10−8 on the 553 grid using TRILINOS AMG on Savanna using 4 nodes, 2 MPI processors per node, 10 open MP threads per process and 126 GiB of memory per node. μ1 BFGS PDE Gradient Inner Norm FR Fd steps calls calls products calls value value 10−2 6 10 8 62 14 0.0128 0.0528 10−3 15 24 18 288 32 0.0149 0.0173 10−4 36 80 40 1402 74 0.0058 0.0017 10−5 91 199 98 3940 184 0.0010 0.0002 μ1 BFGS PDE Gradient Inner Norm FR Fd steps calls calls products calls value value 10−2 6 10 8 62 14 0.0128 0.0528 10−3 15 24 18 288 32 0.0149 0.0173 10−4 36 80 40 1402 74 0.0058 0.0017 10−5 91 199 98 3940 184 0.0010 0.0002 View Large Table 9. Example 5.1: Varying μ1, with mtol = 10−4 and pdetol = 10−8 on the 993 grid using TRILINOS AMG on Savanna using 4 nodes, 2 MPI processors per node, 10 open MP threads per process and 126 GiB of memory per node. μ1 BFGS PDE Gradient Inner Norm FR Fd steps calls calls Products calls value value 10−2 5 9 7 47 12 0.0052 0.0331 10−3 15 24 17 287 32 0.0081 0.0144 10−4 31 68 36 1088 64 0.0046 0.0018 10−5 91 203 103 3945 184 0.0009 0.0002 10−6 240 537 265 11425 482 0.0001 0.00003 μ1 BFGS PDE Gradient Inner Norm FR Fd steps calls calls Products calls value value 10−2 5 9 7 47 12 0.0052 0.0331 10−3 15 24 17 287 32 0.0081 0.0144 10−4 31 68 36 1088 64 0.0046 0.0018 10−5 91 203 103 3945 184 0.0009 0.0002 10−6 240 537 265 11425 482 0.0001 0.00003 View Large Table 10. Example 5.2: Varying μ1 with mtol = 10−3 and σ0 = 0.006. Initial data misfit is Fd = 0.372. μ1 BFGS PDE grad inner norm FR Fd calls calls prods calls value value 10−1 2 68 3 13 6 0.049 0.244 10−2 4 73 16 44 10 0.034 0.181 10−3 10 92 21 151 22 0.030 0.108 10−4 19 160 50 468 40 0.037 0.074 μ1 BFGS PDE grad inner norm FR Fd calls calls prods calls value value 10−1 2 68 3 13 6 0.049 0.244 10−2 4 73 16 44 10 0.034 0.181 10−3 10 92 21 151 22 0.030 0.108 10−4 19 160 50 468 40 0.037 0.074 View Large 5.2 Heron Island data using unstructured grid Heron Island is small tropical island located at the southern end of the Great Barrier Reef, about 80km off the east coast of Central Queensland, Australia (Jell & Webb 2012). It was formed by coral sand on top of a platform reef and is about 300 m × 800 m with elevation less than 4m. A small 3-D ERT survey was run in the centre of the island in a Pisonia forest with the objective to identify the density and depth of the Pisonia tree roots as they play a key role in the fresh water balance of the island. The area was undermined by abundant nesting burrows of the wedge-tailed shearwater. Data was obtained using a FlashRES-UNIVERSAL System from ZZ Resistivity Imaging Pty Ltd with 64 electrodes. These were placed on the ground surface in an 8 × 8 grid with 2m spacing. Potentials were recorded for 576 applied dipoles (less than the 2016 available). These measured potentials must be used in dipole form because one electrode must be used as a reference voltage. Instead of solving for each of the 576 dipole the forward problems (7) and the corresponding 576 adjoint problems (25) with multiple load dipoles, we solved a unit load at each of the electrodes (64 forward problems for each property function) and then used superposition to obtain both the forward and adjoint potentials for each loading dipole, see Appendix A for details. The mesh was created using gmsh (Geuzaine & Remacle 2009) over the computational domain [ − 40m, 40m]2 × [ − 40m, 0] with FEM nodes located at electrodes. It had 40 209 vertices and 248 521 elements. Attractor nodes in gmsh were used to refine the mesh near the electrodes, see Fig. 1. Every possible dipole measurement was used in the inversion. For σ0 = 0.006 the initial misfit error was 0.372. This reduced to 0.245 for σ0 = 0.005, see Tables 10 and 11. The smaller the regularization factor μ1 the smaller the final data misfit. The conductivity maps of the ground surface are shown in Fig. 7. It is clear that increasing μ1 results in a smoother conductivity, but the general shape of the result remains similar. The high resistivity regions are attributed to the partially collapsed nesting burrows of the wedge-tailed shearwater bird. The variation of conductivity with respect to depth for μ1 = 10−4 is shown in the sequence of depth results in Fig. 8. Figure 7. View largeDownload slide Example 5.2: Heron Island result for conductivity, varying μ1, with mtol = 10−4 and pdetol = 10−8. A different scale was used for μ1 = 10−4. Figure 7. View largeDownload slide Example 5.2: Heron Island result for conductivity, varying μ1, with mtol = 10−4 and pdetol = 10−8. A different scale was used for μ1 = 10−4. Figure 8. View largeDownload slide Example 5.1: Conductivity for varying depth with Tikhonov regularization factor μ1 = 10−4, mtol = 10−3 and pdetol = 10−8. Figure 8. View largeDownload slide Example 5.1: Conductivity for varying depth with Tikhonov regularization factor μ1 = 10−4, mtol = 10−3 and pdetol = 10−8. Table 11. Example 5.2: Varying μ1 with mtol = 10−3 and σ0 = 0.005. Initial data misfit is Fd = 0.245. μ1 BFGS PDE Grad Enner Norm FR Fd calls calls prods calls value value 10−1 1 40 2 6 4 0.008 0.230 10−2 3 47 4 22 8 0.034 0.169 10−3 10 113 38 168 22 0.034 0.104 10−4 20 162 53 513 42 0.026 0.044 μ1 BFGS PDE Grad Enner Norm FR Fd calls calls prods calls value value 10−1 1 40 2 6 4 0.008 0.230 10−2 3 47 4 22 8 0.034 0.169 10−3 10 113 38 168 22 0.034 0.104 10−4 20 162 53 513 42 0.026 0.044 View Large 6 CONCLUSION In the paper we have discussed the application of the quasi-Newton scheme BFGS to solve the ERT inversion problem. The iteration scheme is applied in a function space rather than in Euclidean space. A key advantage of the approach is that it avoids the assemblage of a dense Hessian matrix at the possible cost of additional PDE solves for the adjoint problem. Convergence of the BFGS scheme is accelerated using an AMG-based preconditioner applied to the Hessian of the smoothing term. Taking advantage of the superposition principal we have reduced the number of forward and adjoint PDEs to be solved to the number of loading electrodes when electrodes act as both sources and receivers. As a consequence adding extra measurements per loading array does not increase the number of PDEs to be solved and we can easily treat comprehensive 3-D recording arrays. The precondition for BFGS could potentially be improved by incorporating the Hessian of the misfit term or an approximation thereof. This could be constructed using the all-at-once approach, see (Haber & Ascher 2001). However, computational costs would be significantly increased as additional solutions of the forward and adjoint problems are required in its construction and it is not clear if this really improves overall computing time. As already highlighted the BFGS iteration is independent to the underlying spatial discretization which allows for a change of the mesh during the iteration process as long as values of integrals are preserved. In particular, this allows a coarse mesh to be used initially, adapted or globally refined as integration progresses without the need to restart the iteration. We will investigate this approach in our future work. Acknowledgements This work has been supported by the AuScope National Collaborative Research Infrastructure Strategy of the Australian Commonwealth. The authors would also like to thank Adrien Guyot and Harald Hofmann from The University of Queensland for their support to collect the ERT data on Heron Island. REFERENCES Brenner S.C. Scott L.R., 1994. The Mathematical Theory of Finite Element Methods , Texts in applied mathematics, Springer-Verlag. Google Scholar CrossRef Search ADS Briggs W.L. Henson V.E. McCormick S.F., 2000. A Multigrid Tutorial , Society for Industrial and Applied Mathematics. Google Scholar CrossRef Search ADS Daily W. Ramirez A. Binley A. LaBrecque D., 2012. Electrical Resistance Tomography—theory and practice, in Near-Surface Geophysics , pp. 525– 550, ed. Butler D.K., Society of Exploration Geophysicists. Google Scholar CrossRef Search ADS Dey A., Morrison H.F., 1979a. Resistivity modeling for arbitrarily shaped three-dimensional shaped structures, Geophysics , 44( 4), 753– 780. Google Scholar CrossRef Search ADS Dey A., Morrison H.F., 1979b. Resistivity modelling for arbitrarily shaped two-dimensional structures, Geophys. Prospect. , 27( 1), 106– 136. Google Scholar CrossRef Search ADS Geuzaine C., Remacle J.-F., 2009. Gmsh: a three-dimensional finite element mesh generator with built-in pre- and post-processing facilities, Int. J. Numer. Methods Eng. , 79( 11), 1309– 1331. Google Scholar CrossRef Search ADS Gilbarg D. Trudinger N.S., 2001. 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RESINVM3D: A 3D resistivity inversion package, Geophysics , 72( 2), H1– H10. Google Scholar CrossRef Search ADS Pidlisecky A., Moran T., Hansen B., Knight R., 2016. Electrical Resistivity Imaging of Seawater Intrusion into the Monterey Bay Aquifer System, Ground Water , 54( 2), 255– 261. Google Scholar CrossRef Search ADS PubMed Prokopenko A. Hu J.J. Wiesner T.A. Siefert C.M. Tuminaro R.S., 2014. MueLu User’s Guide 1.0, Tech. Rep. SAND2014-18874 , Sandia National Labs. Rücker C., Günther T., Spitzer K., 2006a. Three-dimensional modelling and inversion of dc resistivity data incorporating topography – I. Modelling, Geophys. J. Int. , 166, 495– 505. Google Scholar CrossRef Search ADS Rucker D.F., Fink J.B., Loke M.H., 2011. Environmental monitoring of leaks using time-lapsed long electrode electrical resistivity, J. Appl. Geophys. , 74( 4), 242– 254. Google Scholar CrossRef Search ADS Rücker T., Gunther C., Spitzer K., 2006b. Three-dimensional modelling and inversion of dc resistivity data incorporating topography – II. Inversion, Geophys. J. Int. , 166, 506– 517. Google Scholar CrossRef Search ADS Schaa R., Gross L., Du Plessis J., 2016. PDE-based geophysical modelling using finite elements: examples from 3D resistivity and 2D magnetotellurics, J. Geophys. Eng. , 13, S59– S73. Google Scholar CrossRef Search ADS Stuben K., 2001. A review of algebraic multigrid, J. Comput. Appl. Math. , 128( 1–2), 281– 309. Google Scholar CrossRef Search ADS Telford W.M., Geldart L.P., Sheriff R.E., 1990. Applied Geophysics , Cambridge Univ. Press, pp. 770. Google Scholar CrossRef Search ADS Tikhonov A.N. Arsenin V.Y., 1977. Methods for Solving Ill-posed Problems , Wiley. Tuminaro R.S., 2000. Parallel smoothed aggregation multigrid: aggregation strategies on massively parallel machines, in Proceedings of the 2000 ACM/IEEE Conference on Supercomputing , SC ’00, IEEE Computer Society, Washington, DC, USA. Vaněk P., Mandel J., Brezina M., 1996. Algebraic multigrid by smoothed aggregation for second and fourth order elliptic problems, Computing , 56( 3), 179– 196. Google Scholar CrossRef Search ADS Zhdanov M.S., 2002. Geophysical Inverse Theory and Regularization Problems , vol. 36 of ods in Geochemistry and Geophysics, Elsevier. Zhou B., Greenhalgh M., Greenhalgh S.A., 2009. 2.5-D/3-D resistivity modelling in anisotropic media using Gaussian quadrature grids, Geophys. J. Int. , 176( 1), 63– 80. Google Scholar CrossRef Search ADS Zienkiewicz O.C. Taylor R.L. Zhu J.Z., 2013. The Finite Element Method: Its Basis and Fundamentals , 7th edn, Elsevier. APPENDIX A: SUPERPOSITION The superposition principle (Gilbarg & Trudinger 2001) can be applied to second order PDEs. A significant reduction in computation time can be achieved for solving both the forward (3) and adjoint (20) or (25) PDEs by computing potentials for pole loads and using superposition to obtain dipole potentials. To compute the minimum of cost function (11) we need to compute its gradient (12). It is the computation of the product term in (24), one of the terms in (12), that can be simplified using superposition. Consider the case for n electrodes used both as loading and measuring electrodes. Let xp denote the location of electrode p for p ∈ [1, n]. For a given conductivity, σ, define unit pole PDEs for each electrode \begin{equation} -\nabla \cdot \sigma \nabla \phi _p =\delta (\mathbf {x}-\mathbf {x}_p), \quad \forall p \in [1,n]. \end{equation} (A1)There are four different standard arrays: pole–pole, dipole–pole, pole–dipole and dipole–dipole. To improve clarity in the following discussion, we have changed the notation for subscripts. The colon in the subscript is used to separate loading and measuring electrodes. This means that subscripts p : r indicate pole load at xp and measurement at xr, subscripts pq : r indicate dipole load with positive node at xp and negative node at xq and measurement at xr, subscripts p : rs indicate pole load at xp and measurement dipole with positive node at xr and negative node at xs and finally, subscripts pq : rs indicate dipole load with positive node at xp and negative node at xr and dipole measurement with positive node at xr and negative node at xs. These subscripts are used for defects d, weighting factors w and measurements V. A1 Pole–pole In this case the defect at electrode xr for load at xp is defined \begin{equation*} d_{p:r}=\phi _p(\mathbf {x}_r)-V_{p:r} \end{equation*} where ϕp(xr) is the computed potential at xr for load at xp and Vp : r is the corresponding measured potential. The pole–pole adjoint equation is \begin{equation*} -\nabla \cdot \sigma \nabla \phi _p^* = \sum _{\stackrel{r=1}{r \ne p}}^{n} w_{p:r}d_{p:r}\delta (\mathbf {x}-\mathbf {x}_r),\end{equation*} where wp:r is the weighting for the defect measurement dp:r. Clearly, weighting factors are symmetric, wp:r = wr, p. It follows from eq. (A1) that the adjoint potential is \begin{equation*} \phi _p^* = \sum _{\stackrel{r=1}{r \ne p}}^{n} w_{p:r}d_{p:r}\phi _r. \end{equation*} Consequently, the product term in (24) for all possible pole measurements is \begin{equation*} \sum _p \nabla \phi _p^{*} \cdot \nabla \phi _p =\sum _{p=1}^{n} \sum _{\stackrel{r=1}{r\ne p}}^n w_{p:r}d_{p:r}\nabla \phi _r \cdot \nabla \phi _p, \end{equation*} which simplifies to \begin{equation} \sum _p \nabla \phi _p^{*} \cdot \nabla \phi _p =\sum _{p=1}^{n-1} \sum _{r=p+1}^n \alpha _{pr}\nabla \phi _r \cdot \nabla \phi _p, \end{equation} (A2)where \begin{equation} \alpha _{pr}=w_{p:r}(d_{p:r}+d_{r:p}) \end{equation} (A3) Using (A2) simplifies the computation of the product term in (24) for cost function gradient (12). A2 Dipole–pole For dipole loads, with positive pole at xp and negative pole at xq, the potential equation is \begin{equation} -\nabla \cdot \sigma \nabla \phi _{pq} =\delta (\mathbf {x}-\mathbf {x}_p) - \delta (\mathbf {x}-\mathbf {x}_q) \end{equation} (A4)and we immediately obtain \begin{equation} \phi _{pq}=(\phi _{p}-\phi _{q}), \end{equation} (A5)with p ∈ [1, n − 1], q ∈ [p + 1, n]. There are $$\frac{n(n-1)}{2}$$ possible loading dipoles and the dipole-pole defect for dipole (A4) at xr is defined \begin{equation*} d_{pq:r}=\phi _{pq}(\mathbf {x}_r)-V_{pq:r}. \end{equation*} The corresponding adjoint PDE for pole measurements taken at all non-loading electrodes is \begin{equation*} -\nabla \cdot \sigma \nabla \phi _{pq}^* =\sum _{\stackrel{r=1}{r \ne p,q}}^{n}w_{pq:r}d_{pq:r}\delta (\mathbf {x}-\mathbf {x}_r), \end{equation*} where wpq:r is the weighting for defect measurement dpq:r. Hence, the adjoint potential is \begin{equation} \phi _{pq}^*=\sum _{\stackrel{r=1}{r \ne p,q}}^{n}w_{pq:r}d_{pq:r}\phi _r. \end{equation} (A6) The product term in (25) for dipole loading and pole defects using (A5) and (A6) can be written \begin{eqnarray} && \sum _{p=1}^{n-1}\sum _{q=p}^n\nabla \phi ^*_{pq} \cdot \nabla \phi _{pq} \\ && \quad =\sum _{p=1}^{n-1}\sum _{q=p+1}^{n}\sum _{\stackrel{r=1}{r \ne p,q}}^{n}(w_{pq:r}d_{pq:r}) \nabla \phi _{r}\cdot (\nabla \phi _{p}-\nabla \phi _q) . \end{eqnarray} (A7)To simplify the expression for the product term, it is easy to see that the dipole defect is antisymmetric in p and q \begin{equation*} d_{qp:r}=-d_{pq:r}, \end{equation*} and weighting factors are symmetric in p and q, \begin{equation*} w_{qp:r}=w_{pq:r}. \end{equation*} So (A7) simplifies to \begin{equation} \sum _{p=1}^{n-1}\sum _{q=p}^n\nabla \phi ^*_{pq} \cdot \nabla \phi _{pq}=\sum _{p=1}^{n-1}\sum _{r=p+1}^{n}\alpha _{pr}\nabla \phi _{r}\cdot \nabla \phi _{p} \end{equation} (A8)where \begin{equation*} \alpha _{pr}=\sum _{\stackrel{q=1}{q \ne p,r}}^n (w_{pq:r}d_{pq:r} + w_{rq:p} d_{rq:p}). \end{equation*} Using (A8) simplifies the computation of the product term in (24) for cost function gradient (12). A3 Pole–dipole In this case the dipole defect at electrodes xr and xs for load at xp is defined \begin{equation*} d_{p:rs}=\phi _p(\mathbf {x}_r)-\phi _p(\mathbf {x}_s)-(V_{p:r}-V_{p:s})=d_{p:r}-d_{p:s} \end{equation*} where ϕp(xr) is the computed potential at xr for load at xp, ϕp(xs) is the computed potential at xs for load at xp and Vp:r and Vp:s are the corresponding measured potentials. The pole-dipole adjoint equation is \begin{equation*} -\nabla \cdot \sigma \nabla \phi _p^* = \sum _{\stackrel{r=1}{r\ne p}}^{n-1}\sum _{\stackrel{s=r+1}{s\ne p}}^n w_{p:rs}d_{p:rs}(\delta (\mathbf {x}-\mathbf {x}_r)-\delta (\mathbf {x}-\mathbf {x}_s)), \end{equation*} where wp:rs is the weighting factor for load at xp and dipole measurements at xr and xs. Consequently, the adjoint potential is given by \begin{equation*} \phi _p^* = \sum _{\stackrel{r=1}{r\ne p}}^{n-1}\sum _{\stackrel{s=r+1}{s\ne p}}^n w_{p:rs}d_{p:rs} (\phi _r-\phi _s). \end{equation*} It follows that the product term in (24) for all possible pole measurements is \begin{eqnarray} \sum _p \nabla \phi _p^{*} \cdot \nabla \phi _p =\sum _{p=1}^{n} \sum _{\stackrel{r=1}{r\ne p}}^{n-1}\sum _{\stackrel{s=r+1}{s\ne p}}^n w_{p:rs}d_{p:rs} (\nabla \phi _r-\nabla \phi _s) \cdot \nabla \phi _p,\!\!\!\!\!\! \end{eqnarray} (A9)It follows that (A9) simplifies to \begin{equation} \sum _p \nabla \phi _p^{*} \cdot \nabla \phi _p =\sum _{p=1}^{n-1} \sum _{r=p+1}^n \alpha _{pr}\nabla \phi _r \cdot \nabla \phi _p. \end{equation} (A10)where \begin{equation*} \alpha _{pr}=\sum _{\stackrel{s=1}{s\ne p,r}}^{n}\left(w_{p:rs}(d_{p:r}-d_{p:s}) +w_{r:ps}(d_{r:p} - d_{r:s})\right) \end{equation*} Using (A10) simplifies the computation of the product term in (24) for cost function gradient (12). A4 Dipole–dipole The final standard loading and measuring case is dipole–dipole as used for the Heron Island survey. The forward PDE is as for the dipole-pole case (A4) and the adjoint potential equation is \begin{equation*} -\nabla \cdot \sigma \nabla \phi _{pq}^* = \sum _{\stackrel{r=1}{r\ne p}}^{n-1}\sum _{\stackrel{s=r+1}{s\ne p}}^n w_{pq:rs}d_{pq:rs}(\delta (\mathbf {x}-\mathbf {x}_r)-\delta (\mathbf {x}-\mathbf {x}_s)), \end{equation*} with weighting wpq:rs and defect dpq:rs is the dipole defect measured at electrodes xr and xs for dipole load at xp and xq. Clearly, \begin{equation*} w_{pq:rs}d_{pq:rs}=w_{pq:r}d_{pq:r} - w_{pq:s}d_{pq:s} \end{equation*} where wpq:rdpq:r and wpq:sdpq:s are the measured weighted defects at xr and xs respectively. It follows that the adjoint potential is \begin{equation*} \phi ^*_{pq} = \sum _{\stackrel{r=1}{r\ne p}}^{n-1}\sum _{\stackrel{s=r+1}{s\ne p}}^n w_{pq:rs} d_{pq:rs}(\phi _r-\phi _s). \end{equation*} The gradient product term in (24) is \begin{eqnarray*} && \nabla \phi _{pq}^{*} \cdot \nabla \phi _{pq}\nonumber\\ && \quad = \sum _{\stackrel{r=1}{r \ne p,q}}^{n-1} \sum _{\stackrel{s=r+1}{s \ne p,q}}^{n}w_{pq:rs}d_{pq:rs}(\nabla \phi _r - \nabla \phi _s) \cdot (\nabla \phi _p - \nabla \phi _q). \end{eqnarray*} Clearly, dpq:r is antisymmetric in p and q, \begin{equation*} d_{pq:r}=-d_{qp:r}, \end{equation*} and weights have symmetry \begin{equation*} w_{pq:rs}=w_{qp:rs}=w_{pq:sr}=w_{qp:sr}=w_{rs:pq}. \end{equation*} The product term can be reduced to the form \begin{equation} \sum _{p=1}^{n-1}\sum _{q=p}^n\nabla \phi ^*_{pq} \cdot \nabla \phi _{pq}=\sum _{p=1}^{n-1}\sum _{r=p+1}^{n}\alpha _{pr}\nabla \phi _{r}\cdot \nabla \phi _{p}, \end{equation} (A11)where \begin{equation*} \alpha _{pr}=\sum _{\stackrel{q=1}{q \ne p,r}}^n \sum _{\stackrel{s=1}{s \ne p,r,q}}^n \left( w_{pq:rs}d_{pq:rs} + w_{qp:rs}d_{qp:rs} \right) \end{equation*} or in terms of defect measured at the node, this is \begin{equation*} \alpha _{pr}=\sum _{\stackrel{q=1}{q \ne p,r}}^n \sum _{\stackrel{s=1}{s \ne p,r,q}}^n w_{pq:rs}(d_{pq:r}-d_{pq:s}) + w_{rs:qp}(d_{rs:q} - d_{rs:p}). \end{equation*} Using (A11) simplifies the computation of the product term in (24) for cost function gradient (12). © The Author(s) 2017. Published by Oxford University Press on behalf of The Royal Astronomical Society.

Geophysical Journal International – Oxford University Press

**Published: ** Mar 1, 2018

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