Relaxing the physics: a penalty method for full-waveform inversion

Computationally efficient method of solving partial differential equation (PDE)-constrained optimization problems that occur in (geophysical) inversion problems. The method takes measured data from a physical system as input and minimizes an objective function that depends on an unknown model for the physical parameters, fields, and additional nuisance parameters such as the source function. The invention consists of a minimization procedure involving a cost functional comprising of a data-misfit term and a penalty term that measures how accurately the fields satisfy the PDE. The method is composed of two alternating steps, namely the solution of a system of equations forming the discretization of the data-augmented PDE, and the solution of physical model parameters from the PDE itself given the field that solves the data-augmented system and an estimate for the sources. Compared to all-at-once approaches to PDE-constrained optimization, there is no need to update and store the fields for all sources leading to significant memory savings. As in the all-at-once approach, the proposed method explores a larger search space and is therefore less sensitive to initial estimates for the physical model parameters. Contrary to the reduced formulation, the proposed method does not require the solution of an adjoint PDE, effectively halving the number of PDE solves and memory requirement. As in the reduced formulation, fields can be computed independently and aggregated, possibly in parallel.