Physics-Driven Deep-Learning PDF
Physics-Driven Deep-Learning PDF
Physics-Driven Deep-Learning PDF
30632/PJV61N1-2020a3
ABSTRACT
Geosteering inversion, which can be viewed as a providing a fast, accurate surrogate to solve the inverse
nonlinear inverse problem, is an important technique problem. Particularly, leveraged by the forward physical
used by directional drilling. Traditional methods that rely model and 1D convolutional neural network (1D-CNN),
on iterative procedures and regularization are sensitive the proposed method provides more reliable solutions
to the selection of initial values and can be slow due to to the inverse problem with improved performance. In
convergence issues. In industrial applications, a lookup addition, a new physics-driven loss function is introduced
table is used to produce fast predictions. However, to accommodate both the model mis¿t and the data mis¿t.
performance is not guaranteed by this approach due to Our experiments demonstrate the effectiveness of our
the limitation of the hardware. In this paper, we propose method.
a novel physics-driven deep-learning framework for
Manuscript received by the Editor August 19, 2019; revised manuscript received November 11, 2019; manuscript accepted November 24, 2019.
2
University of Houston, N308 Engineering Bldg 1, 4726 Calhoun Rd, Houston, TX 77204-4005; yjin4@uh.edu; qshen4@uh.edu;
xwu8@central.uh.edu; jchen84@uh.edu
3
Cyentech Consulting LLC, General Services Building (GSB), 4211 Elgin St., #140, Houston, TX, 77204-1002; yueqinhuang@cyentech.com
Fig. 1— Schematic of an azimuthal resistivity tool. T1, T2, T3 and T4 are z-direction transmitting antennas, T5 and T6 are x-direction transmitting
antennas. R1 and R2 are z-direction receiving antennas, and R3 and R4 are x-direction receiving antennas
the difference between the observed measurements and inversion (Ramuhalli et al., 2002), eddy current inversion
synthesized responses obtained via a forward model (Behun et al., 2018), radar backscattering model inversion
built upon rigorous physics. A variety of iterative algorithms (Farah et al., 2006), spectral optical model inversion (Malkiel
is available, including the gradient descent method, et al., 2018) and geosteering earth model inversion (Xu et
Gauss-Newton method, and the Levenberg-Marquardt al., 2018). Instead of ¿nding a numerical solution through
algorithm (LMA) (Levenberg, 1944; Marquardt, 1963). the physical modeling, these implementations try to learn an
The deterministic methods are usually gradient-based and inverse mapping driven by the historical data. The feasibility
searching for the best earth model is ef¿cient. However, due of learning a physical model via the data-driven approach
to the high nonlinearity of the forward model, deterministic has been supported by Lerer et al. (2016), who propose a
methods suffer from the local minima problem and are segmentation network to predict the movement of block
very sensitive to the initial values. In addition, additional towers. In Fragkiadaki et al. (2016), the visualization of a
regularizing terms are required since inverse problems are billboard game and the agent’s applied forces are input to a
typically ill-posed (Key, 2009; Thiel et al., 2018). recurrent neural network for predicting the movement of the
Stochastic inversion is another popular approach objects.
for solving inverse problems. The stochastic global Different from the aforementioned approaches, the
optimization is governed by the Bayesian theorem. Under inverse mapping can be learned by combining the deep-
the Bayesian framework, the observation model or the so- learning framework with conventional iterative algorithms.
called likelihood is usually built upon the forward model Adler and Oktem (2017) proposed that gradients produced
and some knowledge about the errors (e.g. measurement by the gradient descent algorithm could be adjusted by a
noise). The Markov chain Monte Carlo (MCMC) sampling well-trained arti¿cial neural network. Huang et al. (2018)
method is used to sample the posterior distribution of model proposed a similar workÀow for full waveform inversion
parameters given the measurements. Stochastic inversion (FWI). In this work, the DNN predicts the update step for
is computationally expensive. Although some efforts have the seismic velocity model from the gradient calculated
been made to improve the sampling ef¿ciency through the from the forward modeling. This work aims at improving
multichain sampling (Shen et al., 2017), hybrid MCMC the updating direction and avoiding the local minima during
(Shen et al., 2018b), and nonparametric sampling (Shen the inversion. Multiple works also explored the idea of
et al., 2018a), the overall ef¿ciency is much lower than applying physical constraints to the DNN by using analytical
deterministic methods. and differential models. For example, the inverse discrete
cosine transform is used to construct the loss function by
Deep-Learning Approaches Johnston et al. (2017). Jaderberg et al. (2015) formulated the
In recent years, deep-learning approaches have been af¿ne transform as an analytical function and constructed a
used to solve inverse problems. The basic idea is to train spatial transformer network. Whitening and coloring feature
a deep neural network (DNN) to map measurements into transforms are used to transfer the style features extracted
the model parameters. In this case, the network serves as by the auto-encoder in Li et al. (2017. Wu et al. (2017)
a surrogate for the inverse mapping . Examples of proposed a novel data mis¿t function for training an image
applications include geoacoustic model inversion (Benson segmentation network by including a differential physical
et al., 1998), EM nondestructive evaluation (NDE) signal model. Zhang et al. (2019) built a physics-constrained CNN
for predicting seismic responses. In this work, the network is
guided by a data loss and a physical loss simultaneously. The model at every single logging station. Figure 2 presents a
physical loss is formulated by the physical constraints of a schematic diagram of a 1D layered earth model, which
dynamic system. The introduction of the physical constraint assumes that the formation property remains constant within
mitigates the over¿tting problem and reduces the dependency each horizontal layer and all layers are stacked vertically.
on a large training set. Jiang and Fan (2019) constructed a
generative network for con¿guring metasurfaces, which are The 1D layered model is de¿ned by the electrical
subwavelength-structured arti¿cial media that can shape and resistivity, , of each layer, and the true vertical depth (TVD),
localize EM waves in unique ways. The network is trained , of the boundary between adjacent and layers.
to learn the relationship between device geometry and We hereby parameterize the earth model of layers by a
optical response. The training process is driven by the data vector as follows:
mis¿t, which measures the difference between the ground-
truth and the synthetic output obtained through the forward (1)
simulation. The back-propagation of the forward simulated
is estimated by the adjoint state method. Given a forward model, the synthetic measurements can
Similarly, we have included the data mis¿t as a part be obtained by:
of the loss function. Our forward model is differentiable
but requires numerical estimation of the Jacobian matrix. (2)
The technique developed in this work can be applied to an
arbitrary differentiable forward model. Where indicates the forward model. The inverse
modeling can be written as:
METHODOLOGY
(3)
Geosteering modeling and inversion requires a time-
sensitive workÀow to satisfy the real-time data interpretation Where de¿nes the inverse mapping and is the
and decision-making. Since 3D modeling is computationally observed measurements.
expensive, the formation structure is parameterized as a 1D
In this article, the azimuthal resistivity LWD tool we
synthesize adopts the design shown in Fig. 1. The receivers
capture the induced EM ¿eld and record the voltage change.
A full mutual inductance tensor with nine components
can be calculated. Hence, different types of measurements
can be further derived through the captured response. We
simulate the EM response in 1D layered space by using
multiple pairs of triaxial antennas. In detail, the channels
are divided by different frequencies and T-R spacings. The
lowest frequency is 1 kHz with the longest spacing of 160
ft. Given a 1D formation model, in our synthetic case, 92
measurements are generated.
The relationship among the measurement, the source,
and the medium is essentially governed by physics. An
analytical inversion process relies on the forward model to
guide its search for solutions. However, the solution could be
suboptimal due to local minima problems, noise, and other
unknown interference. In this paper, we propose a novel
physics-driven DNN (PhyDNN) framework for solving
Fig. 2—An illustration of the underground formation. Divided by several the geosteering inverse problem. The notations used in the
homogeneous layers, the underground formation could be described by
resistivities of each layer and boundary depth between each two layers. following part are outlined in Table 1. Figure 3 demonstrates
the framework diagram of the PhyDNN.
Modern Deep Neural Network (DNN) Structure nine 1D convolutional layers, ¿ve average pooling layers,
In deep-learning approaches, a DNN serves as a and one fully-connected layer. The observed measurements
surrogate for the whole iterative optimization. Generally, a are normalized before fed into the convolutional layers. The
DNN could be viewed as a stack of no-linear feed-forward output of the fully connected layer is sliced into two parts
operators , i.e. “layers”. A DNN with layers could be and scaled into the resistivity domain and the TVD boundary
formulated as: domain respectively. The whole network contains 1.83 × 106
trainable parameters. Each network layer is a composition
(4) of convolution, normalization, and activation and can be
formulated as:
In our work, the DNN is adapted from the VGG16
network (Simonyan and Zisserman, 2015). The detailed (5)
network layout is shown in Fig. 4. Our network consists of
Fig. 4—Illustration of the architecture details of the DNN adapted from the VGG16.
where is a learnable 1D convolutional kernel. are where is a sample that is randomly selected from the
mean and standard deviation estimated from . In the training set. The “model mis¿t” in Eq. 7 measures the
following, all learnable network parameters are represented difference between the predicted earth model and the true
by . Unique features included earth model . Once the model is well trained, we can use
in this network design include: the feed-forward network prediction to estimate
x 1D convolutional layers for 1D inputs (Van Den Oord the unknown earth model for a new group of measurements
et al., 2016; Ince et al., 2016). .
x Instance normalization (Ulyanov et al., 2016; He et In a data-driven DNN, the convergence of the network
al. 2016; Zhang et al.,2018). is guided by the distribution of the parameter of the earth
x PReLU (He et al., 2015) as the activation function. model alone. Due to the randomness in selecting the data
batch and the nonlinearity of the governing physics, the
The last layer of this network is a scaling layer, which descending path will be long and Àuctuate. Therefore, a data-
is de¿ned as driven DNN could either oversmooth or over¿t the inverse
mapping function between the measurement and the earth
model. A differentiable forward model, on the other hand,
(6) can be used to regulate the back-propagation process.
and synthetic tool responses obtained via a forward function Earth Model Description and Dataset
for a given earth model. Unlike a data-driven DNN, In the experiment, we assume that the underground
whose convergence is guided by the model mis¿t alone, a formation can be represented by a three-layer model of
differentiable forward model is used by PhyDNN to regulate ¿ve parameters, three resistivity values (R1, R2, R3) and the
the back-propagation process by minimizing the data mis¿t. distance to the upper and lower boundaries (Dup and Ddn). To
A weighting factor, , is added to balance the two simplify the problem, the relative dip angle of the logging
mis¿t terms. Compared to the data-driven DNN and iterative tool is assumed to be ¿xed. Figure 5 shows the schematic
optimization, PhyDNN will deliver an accurate inversion graph of the three-layer model.
result with high measurement compliance and more success
in avoiding local minima problems.
The implementation for PhyDNN requires
backpropagating the gradients from the data mis¿t. Similar
to deterministic methods, we could formulate the ¿rst-order
gradient of data mis¿t by using the chain rule:
for training the model. The GPU has 5,120 CUDA cores, is needed for inversion. The end-to-end pretrained feed-
640 tensor cores, 32 GB GPU RAM and 900 GB/s RAM forward network takes measurements as the input and outputs
bandwidth. the predicted model parameters as the inversion result. In
The network is trained for a total of 5 epochs (Goodfellow order to validate the ef¿ciency of the proposed approach,
et al., 2016). At each step, we randomly select 64 pairs of (m, we compare the inversion performance by using PhyDNN,
d) from the training set as a minibatch during the batchwise data-driven DNN, and the lookup-table methods. We use
optimization. We train the network with ADAM optimizer the same lookup table as the training and no interpolation is
(Kingma and Ba, 2015). During the ¿rst 2 epochs, the DNN performed for the table search.
is trained exclusively by minimizing ࣦml alone. Figure 7 shows the inversion result by applying different
The DNN is then further optimized by minimizing both methods to a case where the logging tool locates in a layer
ࣦml and ࣦdl in the next 3 epochs. As a comparison, we also with high resistivity. The green line represents the path of the
trained a data-driven DNN by minimizing the model mis¿t LWD tool. Figure 8 compares the measurement discrepancy
loss ࣦml for 5 epochs. The training loss is measured by the between observed and synthetic values for different
mean squared error (MSE). inversion approaches. Figure 9 shows two more examples
Figure 6a shows that the training losses with regard with different resistivity distributions. In all cases, PhyDNN
to the model mis¿t are statistically the same for both data- delivers the best inversion performance with regard to both
driven DNN and PhyDNN. However, compared to the model accuracy and measurement compliance. Figure 10
data-driven DNN, PhyDNN has a much smaller training compares model mis¿t and data mis¿t by averaging testing
error with regard to the data mis¿t. Figure 6 also compares results for all three approaches and the result shows that
training loss with validation errors, which indicates that our (1) the lookup-table method has the highest model and data
network training has converged. mis¿ts on average, (2) the prediction from the data-driven
network returns small model mis¿t but high data mis¿t, and
Testing (3) PhyDNN has the lowest overall mis¿t.
Once the network is well trained, only the encoder part
(a) (b)
Fig. 6—Training and validation curves for both PhyDNN and data-driven DNN. (a) The curves denoting model mis¿t (ࣦml) for both data-driven DNN and
PhyDNN. Both approaches have similar training and validation errors with regard to the model mis¿t. (b) The curves denoting data mis¿t (ࣦdl) for both
data-driven DNN, and PhyDNN. Compared to data-driven DNN, PhyDNN has much lower training and validation errors with regard to the data mis¿t.
Fig. 7—A three-layer case by using different inversion methods. The x-axis represents the distance along the horizontal direction. z-axis is along the
vertical direction. The green line represents the trajectory of the wellbore, and different resistivities are represented by different colors.
Fig. 8—Comparison between predicted measurements and ground-truth measurements with different methods. In each sub¿gure, the axis represents
the distance along the horizontal direction and we pick ¿ve representative measurements.
(c)
Fig. 9—Two inversion examples using PhyDNN. Numerical tests show that PhyDNN works well for a three-layer model with different resistivity
distributions.
DISCUSSION
Table 4—Comparison of Average Data and Model Mis¿ts for Using Different Inversion Methods
(a) (b)
Fig. 11—Comparison of data mis¿ts and model mis¿ts between networks trained with and without noise augmentation. (a) Model mis¿t vs. noise level
(x-axis). As the noise level increases, NR-PhyDNN and NR-data-driven DNN has much lower model mis¿ts. (b) Data mis¿t vs. noise level (x-axis). As
the noise level increases, both NR-PhyDNN and NR-data-driven DNN deliver lower data mis¿ts than corresponding networks trained without noise
augmentation. A plain PhyDNN shows good resistance to the noise when the noise level is low.
x PhyDNN has the potential to enable downhole ࣠ (.) = a physical forward model
computing for an LWD tool. J= the Jacobian matrix
ࣦml, ࣦdl = the model mis¿t and the data mis¿t
ACKNOWLEDGMENTS m= a parameterized earth model
m= a predicted earth model
This material is based upon work supported by the wj = the kernel parameter of the j th layer
U.S. Department of Energy, Of¿ce of Science, and Of¿ce = a scaling layer
of Advanced Science Computing Research, under Award j, ıj = the average and the standard error of the j th layer
Numbers DE-SC0017033. {Į, ȕ}= a weighting factor for mis¿ts
= an operator for convolution
DISCLAIMER = an operator for function composition
dl
= an operator for the data-based gradient
This report was prepared as an account of work Ȗj , ȕj = the scaling factors for the j th layer
sponsored by an agency of the United States Government.
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the 3rd International Conference on Learning Representations Qiuyang Shen is a Research Scientist with Cyentech
(ICLR 2015). https://arxiv.org/pdf/1409.1556.pdf. Accessed
Consulting LLC. He received his PhD degree in Electrical
January 5, 2020.
Tchakarov, B.J., Wang, T., Guenther, R.S., Cao, T.H., and Tang, C., Engineering from the University of Houston in 2019. His
2016, Downhole Closed-Loop Geosterring Methodology, US current research interests include geophysical inversions,
Patent 9,273,517 granted March 1, 2016. statistical data analysis, and uncertainty quanti¿cations.
Thiel, M., Bower, M., and Omeragic, D., 2018, 2D Reservoir
Imaging Using Deep Directional Resistivity Measurements, Xuqing Wu is an Assistant Professor of the Department
Petrophysics, 59(2), 218–233. DOI: 10.30632/PJV59N2- of Information and Logistics Technology at the University
2018a7. of Houston. Prior to joining the University of Houston in
Ulyanov, D., Vedaldi, A., and Lempitsky, V., 2016, Instance 2015, he was a data scientist and modeling engineer at
Normalization: The Missing Ingredient for Fast Stylization.
Schlumberger. His research interests include machine
https://arxiv.org/pdf/1607.08022.pdf. Accessed January 5,
learning, statistical inference, subsurface sensing, and
2020.
Van Den Oord, A., Dieleman, S., Zen, H., Simonyan, K., Vinyals, computer vision. Dr. Wu received his PhD degree in
O., Graves, A., Kalchbrenner, N., Senior, A., and Kavukcuoglu, Computer Science from the University of Houston in 2011.
K., 2016, WaveNet: A Generative Model for Raw Audio,
presented at the 9th ISCA Speech Synthesis Workshop, 125. Jiefu Chen is an Assistant Professor at the Department
https://arxiv.org/pdf/1609.03499.pdf. Access January 5, 2020. of Electrical and Computer Engineering, the University of
Wang, H., Shen, Q., and Chen, J., 2018, Sensitivity Study and Houston. Previously, he worked for four and a half years as
Uncertainty Quanti¿cation of Azimuthal Propagation a Staff Scientist for Weatherford International. Dr. Chen’s
Resistivity Measurements, Paper R, Transactions, SPWLA research interests include computational electromagnetics,
59th Annual Logging Symposium, London, England, UK, 2–6
multiphysics modeling and inversion, scienti¿c
June.
Wu, J., Lu, E., Kohli, P., Freeman, B., and Tenenbaum, J., 2017, machine learning, underground and underwater wireless
Learning to See Physics Via Visual De-Animation, Advances communication, and well logging. He holds a BS degree in
in Neural Information Processing Systems (NIPS 2017), 30, engineering mechanics and a MS degree in dynamics and
153–164. https://papers.nips.cc/paper/6620-learning-to-see- control, both from Dalian University of Technology, and a
physics-via-visual-de-animation.pdf. Accessed January 5, PhD degree in Electrical Engineering from Duke University.
2020.
Xu, Y., Sun, K., Xie, H., Zhong, X., Mirto, E., Feng, Y., and Hong, Yueqin Huang is the Chief Scientist of Cyentech
X., 2018, Borehole Resistivity Measurement Modeling Using Consulting LLC. Previously she worked as a Geophysicist
Machine-Learning Techniques, Petrophysics, 59(6), 778–785.
for DownUnder GeoSolutions, and as an Assistant Professor
DOI: 10.30632/PJV59N6-2018a3.
for Xiamen University. Dr. Huang’s research interests
Zhang, R., Liu, Y., and Sun, H., 2019, Physics-guided Convolutional
Neural Network (PhyCNN) for Data-Driven Seismic include computational acoustics and seismology, ground
Response Modeling. https://arxiv.org/pdf/1909.08118.pdf. penetrating radar, and well logging. She received her PhD
Accessed January 5, 2020. degree in Electrical Engineering from Xiamen University in
Zhang, X., Zhou, X., Lin, M., and Sun, J., 2018, ShufÀenet: An 2011.
Extremely Ef¿cient Convolutional Neural Network for
Mobile Devices, Proceedings, 2018 IEEE/CVF Conference
on Computer Vision and Pattern Recognition, 6848–6856.
DOI: 10.1109/CVPR.2018.00716.