Weidelt 1985 JGeophys
Weidelt 1985 JGeophys
Weidelt 1985 JGeophys
I l •
J Geophys (1985) 57:191-206 . ,.Journ•• of.
· Ge~physlcs
'
Abstract. Whereas any finite set of impedance data class of conductivity models consistent with the data.
does not constrain the electrical conductivity o-(z) at a In principle, the latter problem can be approached
fixed level z in a 1D-model, the conductance function, either by exploring the whole space of feasible models
S(z 2 ) as the depth-integrated conductivity from the sur- by Monte Carlo techniques or by explicitly construct-
face to the depth z 2 will be constrained. Assuming pnly ing the model, which extremizes the geophysically in-
the non-negativity of o-(z), it is shown that for a given teresting property. Firm foundations for the use of the
( depth z 2 the models generating the lower and upper
bound of S (z 2 ) consist of a sequence of thin sheets'. The
Monte Carlo method as a tool for geophysical in-
verstion were laid by Anderssen and Seneta (1971,
\ determination of the positions of the thin sheets and 1972) and the method of parameter extremization in
\ their conductances leads to a system of nonlinear equa- geophysical inverse problems was pioneered by Parker
tions. As a limitation the present approach requires the (1972, 1974, 1975).
existence of a model, which exactly fits the dat'I. The Any set of magnetotelluric impedances for a finite
structure of the extermal models as a function 0£ z 2 is number of frequencies does not impose bounds on the
discussed in examples with a small number of frequen- conductivity o-(z) at any fixed depth z. At this depth,
cies. Moreover, it is shown that any set of complex ID either a thin insulating sheet or a sheet of unbounded
impedances for M frequencies can be represented by a conductivity, but of finite conductance (conductivity
partial fraction expansion involving not more than 2M thickness product), may exist. However, conductivity
(positive) constants. For exactly 2M constants there are averages over a finite depth range will, in general, be
two complementary representations related to the lower constrained by the data, provided the field penetrates
and upper bound of S(z 2 ). down to this depth. This has been exemplified in detail
For the simple one-frequency case, a more general by Oldenburg (1983), who constructed bounds on con-
extremal problem is briefly considered, where the ad- ductivity averages by linearizing the nonlinear problem.
mitted conductivities are constrained by a priori The existence of bounds for conductivity averages or
bounds o-_(z) and o-+(z) such that o-_(z);';o-(z);';o-+(z). for the simpler conductance function
In this case, the extremal models for S{z 2 ) consist of a
sequence of sections with alternating conductivities ,,
er_ (z) and er+ (z). The sharpening of conductance S(z 2 ) ~ Jo-(z)dz (1.l)
bounds by incorporating a priori information is illus- 0
trated by an example.
reflects the fact that the inverse problem for S(z 2 ) is
Key words: Electromagnetic induction - Inverse prob- well-posed (VJ. Dmitriev, private communication).
lem - Extremal models The present study is centered on the computation of
bounds for S(z 2 ), imposing apart from the non-nega-
tivity condition o-(z)~O no further constraints on the
conductivity. Any model consistent with the data must
I. Introduction lie within these bounds. The problem under consider-
ation resembles the problem of discovering extremal
The lD-magnetotelluric inverse problem is known to models of linear functionals of the density from a trun-
be ill-posed and thus allows the construction of a cated set of eigenfrequencies of an elastic string, as
whole set of satisfactory conductivity models from a treated by Barcilon (1979), Barcilon and Turchetti
given real data set. The COPROD study of Jones (1979), and Sabatier (1979). Briefly addressed is also the
(1980) provides a good illustration of this fact. At pres- more general problem of computing bounds for con-
ent there are two attempts to overcome the problem: ductivity averages rather than for S(z 2 ).
either the inversion is stabilized by incorporating We shall consider only for the simple one-frequency
known or assumed properties of the conductivity struc- case the construction of bounds for S(z 2 ) when o-(z) is
ture as a priori constraints, or one may try to extract constrained by a priori bounds o- _(z) and er +(z) such
geophysically useful properties pertaining to the whole · that er_ (z) ;<; o-(z) ;<;er+ (z).
I
~ - -'
192
·,
Contrary to the pragmatic approach of Oldenburg or simpler for a given z 2 >0 the conductance function (
(1983), who applies his approximate method to a large ,, L
number of frequencies, attention is confined in this very
preliminary study to the exact extremal models for a
S(z 2 ) = Ja(z)dz. (2.4b)
0
small number of impedances. We also have to assume
that there is a model that fits the data exactly. This These four cases are equivalent to the problem of mi- / '·
restriction, however, may be dropped in subsequent nimizing the objective function
work, thus extending the range of applicability to real 00
inconsistent data sets. Only in connection with the
COPROD study are approximate extremal models for
Q[a] = Jw(z)O'(z)dz (2.5)
0
many real data considered.
Although the present problem is one of the simplest with the weights
extremal pro bl ems in electromagnetic induction, the
nonlinearity introduces a great deal of complexity and 0, O~z<z 1
leaves the treatment still in an experimental stage. An- 1
, z1 ~Z~Zz for Q =O'mi"
other relatively simple extremal problem in electromag- · w(z)= Z2 - Z1 (2.6a)
netic induction can be solved for two-dimensional per- -1
fect conductors (Weidelt, 1981). , z 1 ~z~z 2 for Q =-a=max
The main part of the paper consists of three. sec- Z2-Z1
l
derived in Sect. 2. Then a detailed discussion and illus- 1, O°"z°"z 2 for Q=Smin
tration of unconstrained extremal models is give,n in w(z)= -1, O°"z°"z 2 for Q=-Smax (2.6b)
Sect. 3, and the concluding Sect. 4 is devo.ted to simple Q, z>Z2
extremal 1nodels with a priori constraints on conduc-
tivity. The paper has two appendices, where in particu- Assuming that a(z) is only constrained by the non-
lar Appendix B contains the proof of an impedance negativity condition, we are faced with the nonlinear
representation theorem, to which we have to appeal in programming problem of minimizing Q [a] subject to
Sect. 3. the constraints
C;[<r]=C;, j=l,. .. ,M (2.7a)
2. Necessary conditions for extremal models
Assuming SJ units, a time factor eiroi, a lD-conduc- and
tivity structure cr(z), and neglecting displacement currents, a(z);;;O. (2.7b)
Maxwell's equations reduce for a quasi-uniform incident
magnetic field in the y-direction to The equality constraints (2.7 a) render the problem non-
linear. The Lagrange function is
E~(z, w)= -iwµ 0 H,(z, w), H;(z, w)= -u(z)E.«z, w),
(2.1) M oo
implying L[a]=Q[a]+Re I .<,{c;[<r]-c;J-J µ(z)O'(z)dz, (2.8)
i= 1 0
f"(z, w)=iwµ 0 u(z)f(z, w), (2.2)
where the M complex Lagrangian multipliers .l; enforce
where f (z)' = E_,(z, w). In the sequel we use the transfer the equality constraints, whereas the non-negative func-
function c introduced by Schmucker (1970). Its theoreti- tion µ(z) takes the inequality constraint into account
cal value for given cr(z) at a set of M frequencies m;, and satisfies
j = 1, .. ., M is defined as
µ(z)=O, a(z)>O; µ(z);;;O, a(z)=O (2.9)
f (0, w;)
(2.3) (e.g., Pearson, 1974, p. 1113). The formally introduced
f'(-0, w/ Lagrangian multipliers A; can be interpreted as the
where f(z) is a solution of Eq. (2.2), with f'(z)-->0 for sensitivity of the minimum value Q 0 of the objective
z--> oo. In Eq. (2.3), provision is made for a possible functional Q [a] to changes in the constraining data
discontinuity of H, or f' at z=O due to the presence of c;=g;-ih; (e.g., Pearson, 1974, p.1118):
a thin conducting sheet. The M complex data ci' which
arc assumed for the present to be exact, correspond to (2.10)
the functionals c;[cr]. Then the problem of interpre-
tation consists in finding at least one model a(z) such
that c;[a]=c;, j=l,. . .,M. When there is no risk of Hence, the .l; allow immediately a rough estimate of
confusmg functionals and data, [a] is omitted. the influence of data errors. Also Jt(z) can be inter-
Within the class of models fitting the finite data set preted as the sensitivity of Q0 by changing the lower
we are interested in those two models, which minimize bound of cr(z) in the neighborhood of z to a positive
and max1m1ze either for a given depth range value: let a(();;;iT_(() in z-Llz/2°"(°"z+Llz/2 and let
z 1 ~z~z 2 the conductivity average
1 ,, z+ LJz/2
iJ(z 1 , z 2 ) = - - J a(z)dz (2.4a) LI<= J a_(()d(.
Zz-Zt zi z- LJz/2
r:
)
('
Then we obtain in the limit LI z-> 0
oQo
models consist of a sequence of insulating layers (cr=O)
and thin conducting sheets, where cr(z) is positive only
at an isolated point.
193
µ(z)=fh, (2.11)
The problem of model construction consists in find-
) i.e. Q 0 is not affected, if the constraint is not binding
ing for a given impedance set a sequence of thin sheets
and a set of complex Lagrangian multipliers such that
) (cr(z)>O, µ(z)=O) and Q 0 will not decrease for a bind-
ing constraint (cr(z) = 0, µ(z);;; 0). These results, of
the model fits the data and the function D(z) is non-
course, were expected.
negative everywhere and in particular vanishes at the
(\ As a necessary condition for an extremum of Q, the
positions of the thin sheets, i.e.,
first variation of L with respect to er has to vanish. This D(z);;;O; D(z)=O for cr(z)>O. (2.18)
/ \
yields
M This is clearly a nonlinear problem, since both the data
w(z)+Re L A;F;(z)-µ(z)=O, (2.12) functionals and the Frechet derivatives depend non-
linearly on the positions and conductances of the thin
i= 1 , sheets. Also, it is not yet clear from the outset how
where F;(z) is the Frechet derivative of the functional many sheets have to be considered. (Semi-empirical ru-
,i cJcr], defined by les' derived from experience with a small number of
w frequencies are listed in Sect. 3.6.) Concerning the non-
lic;[crJ = J F;(z)ilcr(z)dz (2.13) negativity of D(z), closer examination in Sect. 3.3 shows
0
that for z<z 2 we have D(z)>O, for cr(z)=O, and D(z)
with =0 for cr(z)>O, whereas D(z) vanishes identically below
F;(z)= -iwµ 0 Jj 2 (z) (2.14) the first sheet occurring in z > z 2 .
In a more general approach, the incorporation of a
(e.g., Parker, 1977), where f;(z)•= f(z, w;) is the solution priori bounds er_ (z) and er+ (z) such that
of Eq. (2.2) with Ji'(-0)=1 and fj(z)->0 for z'-+w. cr_(z);;:;cr(z);;:;cr+(z) can be achieved by replacing the
The lowest-order differential equations satisfied by F;(z) last term in the Lagrange function Eq. (2.8) by
are w
(2.15a) -J [µ+(z){cr+(z)-cr(z)}+µ_(z){cr(z)-cr_(z)}]dz,
, 0
(2.15b) where µ+(z);;;O. Then the definition of D(z) in analogy
On using Eq. (2.12), a function D(z) is defined as to Eq. (2~16) is
M D(z)=µ_(z)-µ+(z). (2.19)
D(z)•=w(z)+Re L A;F;(z)=µ(z). (2.16) D(z) vanishes, if cr(z) attains neither its lower nor its
i= 1
upper bound. For the one-frequency case it was shown
Now assume that in some interval a<z<b, completely above that D(z) cannot vanish in a finite interval.
inside an interval where w(z) is constant, the conduc- Therefore, in this case the extremal models consist of a
tivity cr(z) is positive, i.e., cr(z)>O for zE(a,b). Then stack of sections with alternating conductivities er_ (z)
from Eq. (2.9) µ(z)=O for zE(a, b) and Eq. (2.12) reads and er+ (z), satisfying
D(z) =0, zE(a, b). (2.17)
cr(z) =er+ (z)} :s:o
for D(z) { - .
In Appendix A it is shown that for downward diffusing (2.20)
cr(z)= er_ (z) ;;;o
fields F;(z) this equation has no solution, except for the
trivial solution A;=O if w(z)=O for z>a. For M=l this Jumps between er_ and er+ occur, where D(z) changes
can be verified easily: since Eq. (2.17) holds in a whole sign. The generalization to M frequencies must still be
interval, it can be differentiated an arbitrary number of done, but it can be anticipated from the approximate
times. In particular, the first two derivatives at zE(a, b) extremal models presented by Oldenburg (1983) in his
read (skipping the subscript 1) Fig. 7 that also in this case only the conductivities er_
and O" + will occur.
D'= -2Re{2F/c}=0,
D" =" +Re {AF(iW/loCT + 1/c 2 )} =0
3. Extremal models for the unconstrained
with c=c(z)= -f(z)/f'(z)=g-ih, g>O, h>O for a conductance function
downward diffusing field. The above equations can be
considered as two linear homogeneous equations for 3.1 Formulas for a series of thin sheets
Re (J.F) and Im (J.F), admitting a nontrivial solution
only for a vanishing system determinant LI. However, The discussion is started with the unconstrained ex-
tremal models requiring only the assumption cr(z);;;O,
ILI I= 4(h + W !lo erg lcl 2 )/lcl 4 > 0. and attention is confined to the conductance function
The linear independence of the Frechet derivatives has in Eq. (1.1)
the important consequence that the extremal models
cannot comprise conductivity sections, where a(z) is S(z 2 ) = "Jcr(z)dz (3.1)
positive over a finite interval. Therefore, the extremal 0
'.,,,. i~' ~; ' ] ·, ·-
194
~
rather than considering conductivity averages. In the ro a(Jc)d?c (
unconstrained case the extremal models reduce to a c[rr] =a 0 + J-,-.-,
0 A+l(l)
a0 ;o=O, a(J.);o=O, (3.8) \ '
""Hence Eq. (3.12a) implies that I is the model with the The above considerations refer to theoretical or syn-
shallowest perfect conductor consistent with the data. thetic data, for which the existence of representations
~
Its position marks "the limiting depth below which (3.8) or (3.10) is granted. As mentioned above, real data
nothing can be learnt about the conductivity" (Parker, can be approximated by an expansion (3.10) by qua-
1982). dratic programming. However, the construction of ex-
b) The conductance of a surface sheet, the presence tremal models for the "cleaned" data is meaningful
of which requires a 0 = 0, is given by only for N"?, M, since for N < M those modified data
can be interpreted by only one model.
1
<
I
)
I
S( +0)= Jim
w-w iwµ 0 c(w)
.
c[er]=c, (3126a)
+ lcl 2(lcl 2 -4g 2)z, -lcl 4 g = 0. (3.28)
\.
2
Of interest is the solution z,~g with z,--+ lcl /(2g) for
R e {'A 8c[er]}= 1, (3.26b) Z;--+ w. For z 2> z, the system (3.27 a-c) is augmented by
8<1
8
8
~~:]}=1,
Re{,l c[er]}=O
Re{,\ (5.26c) 8(1
and the unknowns T1, t 2 , and ( 1 are determined from
Re{,\ 8c[er]}=O (3.26d) Eq. (3.27 a) and
ac, ·
In practice, first t 1 , -r 2 , and ( 3 are computed from rm{8c[er] /8c[er]}=o.
(3.26a) and the compatibility condition 8r 2 8( 1
The surface sheet, starting movi~g for z 2 =z 1, ap-
Im{[oc[er] _ ac[er]] ;ac[er]}=o, proaches z=g for z 2 ~oo and attains the conductance
a, 2 a, 1 8(, <1 = lcl er,,/sin ijJ. In this limit the lower sheet disappears
and ,\ is obtained in turn from two of the three equa- at infinity, and we return to the starting one-sheet
tions (3.26b-d). model.
With the emergence of the third sheet, the perfectly Figure 1 shows z,,(1/1), z,(1/1), and z 00 (ijJ). It also ske-
conducting ultimate sheet, which was first moving tches the type of extremal models for the various ran-
downwards, is moving upwards again and merges for ges of z 2 . The depth z* = g =-lei cos ijt is the "center of
z2--+z 00 =lclsecijJ with the sheet at z 2 -0, which is get- gravity" of the induced currents. Unless there is only
ting increasingly conductive. The conductance of the one sheet, conductors must be present both above and
surface sheet has meantime increased to Icier,, sin ijJ, and ?elow z*. The extremal models are not unique for Smax
we return for z 2 = z to the conductivity model for z 2 = Ill the range z 2 >zco (Smax=OO) and for Smin in the range
00
1
198
/
,,- ~z
\
l._. lcl ''° ¢
- 1.6
1.4
2
t'
..._ -..,,
o~
1
-·--··Z •
Zr~~-
..
I.'
1.0
o~
l Z2
TCior~~~~~~~~
2 3
3
0 2 3
'1
I
0
' ~
1"·30° "'·60'
. 0.8
o-1 '\\ 0-
''-=,.
2
\\ l
OA
I
\
''i:~ 0.2
3
1.
0
0° 30° 60° - t/i 90~ 0° 30° 60° - ; ¢ 90°
1"·45°
Fig. 1. The different types of extremal 1nodels in the uncon-
strained one-frequency case as function of the phase i/J. In I
Smax a surface sheet emerges for z 2 = za(t/t) (Lower solid curve at '
left) and in Smln the surface sheet is detached for z 2 =z;(l/t)
(upper curve at right)
2
I
1cpd : c c ( 5 7 5 - i 260 l km
200
4cpd: c - (290 - i 275) km
400
600
4c d
1cpd
- -· Fig. 4. Bounds for S(z 2 ) in the
unconstrained two-frequency
' '
''
... problem. All models fitting these
data must fall into the shaded
'' area. The joint consideration of 1
800 • and 4 cpd considerably improves
km the bound for smln and shows that
1 &4 cpd
all models must have a good
i 4cpd 1cpd
conductor not deeper than 700-
'2 800km
0 20 40 60 80 -s 100 kS
200
~
rangian multipliers J. 1 and A2 are also discontinuous, ing z2 ) can be determined from the 2M data. However,
meaning that near these levels the relation (2.10) for an the multipliers Ai remain undefined, since Eqs. (3.16a, b)
estimate of the influence of data errors has to be ap- yield only 2M -1 real equations (z 2 fixed!) for the M
plied with caution (cf. also case Cl in Sect. 3.6). complex Ai. In fact, the Ai are discontinuous for these
special values of z,, yielding different sets for slightly
smaller and greater z 2 (examples: A, D, F, K).
3.6 Extremal models for many fi'equencies
C2: M sheets of finite conductance (=canonical
As a basic limitation of this study, it is assumed that model II), z2 coincides with one of the sheets (cf. Cl for
there is a 1D model, which exactly fits the data set. further discussion; examples: B, I, L).
This restriction may be dropped in subsequent work, The models Al and A2, Bl and B2, Cl and C2 are
where the equality constraints (2. 7 a) are replaced by dual in the sense of Sect. 3.2.
inequality constraints that demand only a fit of the The model type for varying z2 may have to be
data within a suitable multiple of the standard de- changed for the following reasons:
viation. With the present tools, however, there are two a) The system of nonlinear equations no longer has
approximate ways to handle inconsistent data: a solution (e.g., because the deepest perfectly conduct-
a) The ID information (3.10) is extracted by. qua- iµg sheet disappears or reappears at infinite depth or
dratic programming; the cleaned data allow a reason- merges with another sheet, or the conductance of the
able construction of extremal models only if the num- deepest sheet increases from finite values to infinity).
ber M of frequencies does not exceed the numb~r N of
terms, since for M > N only one model exists. b) A surface sheet emerges. According to Eqs.
(3.14a), (2.14), and (2.3), the condition is
b) Extremal models are constructed for different
M
consistent subsets of the data; and the bounds on S(z 2 )
for the whole set are estimated by taking the greatest of D(O)= w(O)-Re L iwiµ 0 JcicJ =0,
i= 1
the lower bounds for each z 2 and the smallest of the
upper bounds. In the simplest case a consistent' subset whereas D(O)>O in the absence of a surface sheet.
comprises the data for just one frequency, requiring c) The surface sheet becomes detached and moves
only Rec;;:o, Imc;;:;O. downwards. This happens when ( 1 becomes a freely
Generalizing the experience gained from a small varying parameter, implying according to (3.14b), (2.14),
number of frequencies, it appears that in the' M-fre- (2.3), and (3.2) that
quency case the extremal models belong to one of the M
six categories: D'(-O)+D'( +0)= Re L 2iwi11 0 ciJc/2-iwiµ 0 t 1 cj)=O.
A 1: The model consists of M + 1 thin sheets with i= l
t M + 1 = oo and with one sheet fixed at depth z 2 . There This section concludes with an example for approxi-
remain 2M free model parameters, which can be de- mate extremal models from an inconsistent data set.
termined from the 2M real data. If required, the M- We choose the COPROD data of Jones (1980), which
complex multipliers A. are obtained by solving the lin- have been inverted by different authors using a variety
ear system of order 2M resulting from the necessary of techniques. The shaded area in Fig. 5 was deter-
conditions (3.16a, b) for the 2M free model parameters mined by the approximate method b) from 11 con-
----
(examples in Fig. 3: AB, DE, KL). sistent subsets comprising a single frequency. The figure
A2: This case differs from Al only in preassigning also displays as S(z 2 )-curves the various results of in-
---- version. These models freely use the space allotted them
(, =0 rather than <M+i = oo (examples: BC, IK, LM). and occasionally even transgress it because of the ap-
Bl: M+2 sheets with preassigned ( 1 =0, <M+z=oo, proximate nature of bounds and models. This example
and one sheet at fixed depth z,. There remain 2M + 1 shows that the approximate method b), which for con-
free model parameters, for which there are 2 M +I sistent data tends to produce conservative bounds (cf.
equations of type (3.!6a, b), linear in the 2M real quan- Smin in Fig. 4), can even yield too narrow bounds for
tities Rdi and ImJci. As a compatibility condition, the inconsistent data, where the range of acceptable models
determinant of order 2M + 1 formed by the matrix of is broader because in fitting the data different frequen-
the linear system and the right-hand side of (3.16a, b) as cies (or frequency bands) can be emphasized. Also, in-
(2M +!)st column has to vanish. This equation in con- consistencies in the data may lead to unreasonable
nection with the 2M data furnishes 2M + 1 nonlinear restrictions in the feasible (shaded) area. For this reason
equations for the 2M + 1 free-model parameters. If re- the four longest periods contained in the COPROD
quired, the multipliers Ai can finally be obtained by 2M data have been omitted when constructing the bounds.
of the linear equations (omitting an equation--"'.ith the
right-hand side vanishing). Examples are CD, EF.
4. Extremal models
B 2: M + 1 sheets of finite conductance with one for the constrained conductance function
sheet fixed at z = z,. There are again 2M + 1 free-model
parameters, which are determined in analogy to B 1 Section 3 was devoted to the unconstrained extremal
(example: MN). models with er_ (z)"' 0, er+ (z)"' oo. In this section we
Cl: M+l sheets with ( 1 =0, <M+• =OO (=canoni- shall consider as a simple example for constrained ex-
cal model I), z2 happens to coincide with the position tremal models the one-frequency problem of Sect. 3.4,
of one of the sheets. The 2M-model parameters (includ- where now the range of admitted conductivities is
201
100
200
g
a 16 s
300 21 s
/
b
c 52 s
d 70 s
e 95 s
400 f 236 s
g 585 s
h 792 s
j 1449 s
k 2653 s
500~~~~~~~~"--'-~~~~~~~~~~~"-~~'-L-----"~~~"--'-~~
=
bounded by "+ (z) "+' where "+ is a positive constant.
In particular, the structure of the extremal models is
D(z)=w(z), which is non-negative for Sm;,, and non-
positive for Smax· The other exception occurs for Smax in
studied when assigning to "+
a varying multiple a of a certain range below the point, where the two con-
the apparent conductivity u, [cf. (3.21)], i.e., "+=au,. ducting layers merge into a thick conductor having
In this particular case, the extremal models consist of a z=z 2 as interior point. In this case D(z 2 -0)< -1 and
sequence of uniform layers with u(z) = "+and insu- D(z 2 +0)=D(z 2 -0)+1<0, i.e., D(z) does not change
lators with u(z)=O. According to Eq. (2.20), the neces- sign at z=z 2 •
sary extremal conditions are D(z)~O for u(z)=O and For smal1cr values of a, the conducting layers nec-
D(z);";O for u(z)=u~,, with layer boundaries at po- essarily become thicker, and for IX= I the extremal
sitions where D(z) changes sign. models for smax are just uniform half-space models.
Before considering more details, it might be useful Therefore, the case of a=l.l, for which narrow non-
to discuss first the structure of the extremal models as conductive channels still occur, is considered. Due to
displayed in Fig. 6 for i/J = 45° and various values of a. the overshot phenomenon of'·the apparent resistivity
The position of the thin sheets (abscissa) as a function curve, it is possible to construct extremal models even
of z 2 (ordinate) in the unconstrained case a=co is for a< 1, meaning that the true conductivity is smaller
shown at the left. The ticks mark again perfect con- everywhere than the apparent conductivity. It is easily
ductors. The main structural units of these models are verified that for the considered phase i/J = 45° the smal-
clearly discernible in the following models of con- lest value of IX is am,.,=tanh 2 (n/2)=0.8412, which corre-
strained conductivity, where the layers with cr= a+ arc sponds to a surface layer of conductivity a 111 i 11 a(I, thick-
shaded. As expected from experience with the uncon- ness (n lcl/V'2l coth (n/2) = 2.4221 lei, and an insulator
strained case, smin generally shows a conducting layer below. For the smallest possible conductivity the mod-
starting at z = z,, which is just excluded from the range els for smin and smax coincide and are independent of
of integration, whereas smax in general has a conducting z,.
layer, which ends at z 2 and is just included. There are The resulting bounding curves of S(z 2 ) for selected
two notable exceptions (dashed diagonal). For suf- values of a (curve parameter) are shown in Fig. 7. A
ficiently small z,, the extremal models demand only bounded value of (J. mostly affects smax' whereas smin is
that a=O for Smin and a=a+ for Smax in O~z;'£z 2 , only influenced for relatively small IX. The dashed lines
which can be reached in different ways. When z 2 ex- refer to the smallest possible value of IX, for which only
ceeds a certain limit, however, there will only be one one model exists. For 0;";1/1<45° it consists of a slab at
model. This first unique model is then also shown for finite depth, and for 45°;";1/1;";90° it is a surface slab.
smaller z 2 . This situation is comprised in the extremal The actual construction of the extremal models is
condition (2.20) since, fn this range Of Z2, Smin and Smax similar to that in the unconstrained case. If "_ (z) and
do not depend on the data, i.e., 2=0 [Eq. (2.10)] and "+ (z) are independent of z, the conductivity models
1
202
I~
Smai<
. ~+•u O'a
(
"
i
];.2 B
ICI ICI
~-~~~~-~-~-~3~~~~~~-~-~-~JLL-'-"~-'-'--'-'_1_~-~--"'
Fig.6. Structure of the unconstrained (left) and constrained (center and right) one-frequency extremal models for 1/1=45°. For a
given z 2 (ordinate) the unconstrained models are presented only by the position of the conducting thin sheets (without specifying
their conductance), whereas the constrained models (a+ <co) are completely characterized by specifing the position of the
··~
1
conducting layers (shaded)
consist of a sequence of uniform layers. The pertinent will be up to four unknown levels for the one-frequency
formulae are briefly summarized. Let K uniform layers case. The dimension of the resulting nonlinear system
exist, with the top at z=(, (( 1=0), and layer con- can again be reduced to four by eliminating .A. on re-
ductivities <J,, k=l,. . .,K. With y;,=iwµ 0 <J, and placing the four equations (4.3), which are linear in .A.,
d,,=(,+ 1-(, as thickness of layer k, k=l,. . .,K-1, by two compatibility conditions. These conditions de-
the theoretical response c [<J] = c1 is recursively deter- mand that any two of the four (3 x 3) subdeterminants
mined from of the augmented (4 x 3) matrix, i.e., w((,) as third col-
umn, have to vanish.
c,=1 y,c,+1+tanh~,ad,)' k=K-1, .. .,1 (4.1) All extremal models (except the half-space for Sm,,,
y, 1+r.c,+ 1 tan (r.d,) o/=45°, a=l) terminate with an insulator after a finite
starting with CK= 1/yK. [Note again that in this context number of layers. This pattern changes, when the a
the subscript k on c refers to the level (., whereas in priori bound <J _ >0 is imposed, because w(z) vanishes
other applications the subscript specifies the frequency.] for z>z 2 , and in this range D(z)=Re{.A.F(z)} will show
The Frechet derivative F(z)= -iwµ 0 f 2 (z) at z=(, is a kind of damped oscillations rather than tend to a
determined from constant. As a consequence, there will be an infinite
number of layers, which below a certain level, however,
'1•• f(( 1)=f(0)= -c[<J], will have an insignificant influence on the actual
bounds.
f((,)=f((i) 'ff y,.+l/c,. r'"""
11=1Yu+1/c11+1 '
(4.2)
5. Conclusion
The necessary conditions (2.20) require that at a discon-
tinuity z=(,, different from 0 and z 2 , D(z) changes The explicit examples in Sects. 3 and 4 have demon-
sign, i.e., strated the possibility of constructing rigorous bounds
D((,)= w((,) +Re {AF((,)} =0, (, *0, z 2, (4.3) for S(z 2 ). But the examples have also shown that the
consideration of only a few frequencies yields pessimis-
D'((,)*O. At z=z 2 , the conductivity is only discon- tic bounds, which might not be very useful in the
tinuous if D(z 2 -0)-D(z 2 +0) <0. The condition (4.3) for geophysical application. The situation will even be
each unknown discontinuity level, together with the data worse if bounds for spatial averages of the conductivity
c [<J] = c, obviously provide the correct number of equa- are constructed rather than for the conductance. There-
tions to compute the positions of the unknown discon- fore, the joint interpretatio·n of a larger number of
tinuities and .A.. The examples in Fig. 6 show that there frequencies appears to be mandatory. The handling of
203
- S/Clcla8 ) exists "".here (2.17) is satisfied and that a< z < b is the deepest.
Then (2.17) reads
0
M
D(z)=w(z)+ Re L: ¢ 1(z)=O, zE(a, b) (A-1)
:1=1
K=O
Let the possible perfect conductor be at z=b+H. Differenti-
ate (A-1) 2M (p+2) times and evaluate the derivatives at
z=b-0 on using </>/(b)= -(2/H) <f>;(b) and the differential
equflJions (2.15a, b). The result is a set of 2M homogeneous
linear equations for Re¢1(b) and Im<f>;(b)
t
' ) M
Re L: (iw)"</>1(b)=O, n=l, ... ,2M, (A-2)
I i=l
<f>;(b) L: y,,,(iw)"'
111=0
Appendix A:
Lmear independence of the Frechet kernels
The simple structure of the extremal models is a result of the which implies that y=O. Dividing (A-4) by Vu
and applying
assertion that there is no set of M complex constants Ai, not the same operations another (2M -1) times, we end up again
all equal zero, so that (2.17) is satisfied in any interval where with the system (A-2), <f>;(b) being replaced by ¢ 1(z). Hence,
¢i(z)=:O in z~a. This shows that for K =0, no solution
w(z) is constant and a(z) is positive. The functions
Fi(z)-f,.2(z) have to present a downward diffusing field with
¢ 1(z) $0 of (A-1) can be found.
FJ(z)-'>' 6 for Z-'>' zmax• where zmax is either infinity or the depth
K>O
to a perfect conductor. This qualification will eliminate the
nontrivial solutions of (2.17), which may exist for a particular Below z = b let there exist K thin sheets of finite conductance
choice of a(z). r, at z=(,, k=l, ... ,K and define d,•=(,-b;;;O, d,•=(,
At the beginning it is assumed that at least one interval -(k_ 1>0, k=2, ... ,K. In addition, there may be a perfect
·,:.,'
204
a) w(z)=O in z;;;b Let for M distinct frequencies wi the theoretical transfer func-
tion ci[o] of a layered ground be represented by
In this case the necessary conditions (3.15a, b) have to be N
satisfied at all K sheets and lead to the 2K equations (B-1)
ci[a]=a 0 + L -a,,.b , j=l, ... ,M,
11=1 ,,+iwi = (3.10) I
M
Re I e 2 K_,,(w;)<P;((K)=O, n=O, ... ,2K-l. (A-5) where the b11 arc distinct (otherwise N can be reduced). As- r
i= 1 sume the ordering b11 >b1J+t· Then a0 and bN have to be non-
Working from z=(K upwards and starting with e 2 K=1, the negative, all other constants are strictly positive. The follow-
functions e2 K_ 11 (w) are, on account of Sect. 3.1 [in particular ing statement will be proved:
Eqs. (3.2), (3.4), and (3.5)], recursively defined as a) For N~M exist two (condensed) representations
with k=K, ... , 1 and the ck are obtained by the recu·rrencc (B-3)
relation (3.3), starting with cK=H/(l +iwµ 0 -cKH). Examining =(3.llb)
the structure of e2 K_ 11 (w), it is easily found that
j= 1, .. ., M. ExcludiI_!g only the identity M = N with a 0 =bN
"
e 2 K_,Jw)= L Y.,,(iw)"', n=O, ... , 2K-1 (A-7)
=0, implying also A 0 =BN=O, the representations (B-2) and
111=0
(B-3) consist each of 2M positive constants corresponding to
the 2M data. There is no representation with less than 2M
where f 111 is again real and frequency independent with y11 =t= 0. constants, i.e., B 111 and .B"' are distinct.
Hence by linear combination (A-5) is equivalent to 1 b) For N < M the representation (B-1) is unique, i.e., no
M alternative partial fraction expansion exists.
Re L(iw;)"</J;((K)=O, n=0, ... ,2K-l. (A-8) The proof is concentrated on the representation (B-2), and
i= I at the end only the necessary modifications for (B-3) are
For K;,;M (A-8) implies already <fJ.((K)=O; for K<M the stated. At the outset it is assumed that there is an expansion
missing linearly independent equatio~s are obtained from the of type (B-2) with K ~ M complex terms. Then it has to be
higher derivatives of D(z) at z=b-0. First, let d1 =('1 -b>O. shown that the nonlinear systctn of 2M equations
Then the three quantities
~ A,,,
;_, 2
B,,, _ ~ _ci,J>,,__)
2-ao+;_, 2 2 (B-4a)
<P1(bl/<P;(\K), </Jj(b)f<P;(\K), and m=1B.,.+wi "=1b,,+wi '=1 M
(A-9) K N } , .. .,
</J;' (b )/{ </J;(b) </J;(( K)} L ~= L _a_,_,- (B-4b)
m=l B~1 +wJ 11=1 b,7+wJ
are polynomials in iciJ. of exact degree 2K. After evaluating
the derivatives of </>;(z)'of order n(p+2), n = 1, ... , 2M -2K -1 has 2K positive solutions A,,,, Bm, 1n = 1, ... , K. First, we recall
at z = b-0 on, using the preceding result in connection with the elementary partial fraction decomposition
(A-8) and (2.15a, b), the validity of (A-8) is extended up to rx
I
M M
powers 2M-l. As a consequence, </>i((K)=O, implying in fact
<fJ;(z)=O. For d 1 =0 the first two terms of (A-9) are only of
x2k TI (x2+wf)= L ~. k=O, ... ,M-1 (B-5)
i=I j=l X +wj
degree 2K-2 and 2K-1, but the same result is obtained by
considering the derivatives of order -p+n(p+2), 11= with
l, ... ,2M-2K.
PJ w(z)$0 in z;;;b
According to Sect. 3.3 the discontinuity of w(z) coincides with then multiply (B-4a, b) for k =0, ... , M -1 by ";" sum over},
the position of a sheet. If this is the sheet k= 1, then (cf. identify x on the left-hand side with B 111 , on the right-hand
Sect. 3.3) side with b11 , and obtain by (B-5) the new set of 2M equations
K N
D(\ 1 -0)=1, D'(\ 1 )=0 for smin•
However, D(b)=O, D'(b)=O implies D(z)=A(z-b) 2 in where (jik is the Kronecker symbol and
b~z~( 1 , which for d 1 ~O is incompatible with both cases of
M M
(A-10). If the discontinuity occurs at level k> 1, then
G111 ==A 111
Ifl (B,7 +wJ),
}= 1
1
i= 1
g11:=a11
The equations for odd and even I result from (B-4a) and
ITI (b,7+wJ). (B-7)
which again cannot be met by any choice of A for d 1 ~O. (B-4b), respectively. The quantities G111 rather than A,,, inay 110\V
Summarizing the above results, in the unconstrained case be considered as unknowns. In the derivation of the first tern1
no downward diffusing field solution satisfying (2.17) can be on the right-hand side it has been observed that by virtue of
found for a(z)>O in a<z<b. The assumption a(z)>O is es- (B-5)
sential, since for a(z)~O non-trivial diffusing solutions of
(2.17) exist, e.g., D(z)=O for z>z 2 in the case of Smin (cf.
Sect. 3.3) without </J;(z) vanishing identically.
---- ~
205
1
The 2M equations (B-6) are linear in the K unknowns G111 • In for this homogeneous linear system, the determinant has to
order for there to be a solution, any K + 1 equations of (B-6) vanish, implying
have to be linearly dependent. Taking, for instance, the K + 1
eqtfations from l=i to l=i+K, i=0, ... ,2M-K-1, then for B, ... BM
B, ... BM-I
I
qr
each i there has to be a set of coefficients 1, k=O, ... , K, not
aoOi,M-1
I
+I
N
glib:, =0,
all equal to zero, such that
11= I BM ... B''IM
K
BM ... s~-1
b,. ... b'\1
L qri n:.-:-k=o, 1n= 1, ... , K, (B-8a) "
k=O i=O, ... , M -1-. The above Vandermonde determinants are
easily evaluated by (B-12) and yield after much cancellation
(B-8b) since the B,,. are distinct
N M
Since we are searching for positive B 111 , (B-8a) may be divided
n:
by 11 to yield
a 0 0i,M-l+ L g,,b;, IT (b, -B 1 111 )=0, i=O, .. .,M-1, (B-13)
11= I m= I
K
'<'
L., qk '''B'm -0
- • 1n=l, ... ,K. (B-8c) or equivalently
U=0
N M
qr 1
is independent of m. Hence, each B111 satisfies the same aoYM-1 +L g,,pM_ 1(b 11 ) IT (b, -B,,,)=O,
1
(B-14)
algebraic K-th order equation, i.e., by the fundamental theo- II=} m= I
rem of algebra the existence of the set qrl implies the exis-
tence of solutions B,,, being the K roots z of ' where PM_ 1 (b,J is an arbitrary polynomial in b11 of degree not
higher than M -1 with YM- l as coefficient of b~1 - 1 . The M
K equations (B-13) form a nonlinear syste1n for B 111 • The exis-
L qr>zk=o. (B-9)
I
tence of a solution set Bm is granted from (B-8c) and (B-9). To
k= 0
show the positivity of the particular element Bk, k=l, ... ,M,
On the other hand, the roots define the coefficients 1 un- qr we take
iquely apart from a scaling factor. Therefore, the qrl al·e in M
fact independent of i, qiil=:qk. Normalizing by qK=l, the PM-l(h..)= IT' (b .. -B~). YM-1 =1,
remaining K coefficients qk have to be determined frotn the m=l
2M -K linear equations (B-8b). First, let K = M. Then the
where prime and asterisk denote, respectively, the omission of
system determinant
the factor 1n = k and the complex conjugate, and obtain from
(B-14)
Ll"=det{J g,.b~+'}.
1 i,k=O, ... ,M-1 (B-10)
a0 + L:
N
g,,(b,,-B,)
M
TI' lb,.-B,,,l'=O. (B-15)
can be expressed for N ~ M as 11= I 111= 1
I
.d.
206 \
,f
The existence of the representation (B-3) is proved similarly. posed problems in differential equations, G. Anger, ed.:
The equivalents of (B-6), (B-13), and (B-14) are pp. 25-34, Berlin: Akademie-Verlag 1979
M-1 Brown, K.M.: Computer oriented algorithms for solving sys- ,
Ill=
L 1
G.,.B:,,+GMt5 10 tems of simultaneous nonlinear algebraic equations, G.D.
Byrne, C.A. Hall, ed.: pp. 281-348. NewYork and Lon-
I
N don: Academic Press 1973 J
=(a 0 -A 0 )0 1, 2 u_ 1 + L g b:,.11
l=0, .. .,2M-1, (B-21) Jones, A.G.: Report on the COPROD study. Paper read at
h
11= 1 the Fifth Workshop on Electromagnetic Induction in the
N M-1
Earth and Moon, Istanbul, August 18-23, 1980 i
(a 0·-A 0 )~ 1 M+ L g,.b;, TI (b,.-B,,,)=0, Lawson, C.L.,. Hanson, R.J.: Solving least squares problems. ).
ll=l m=l
Englewood Cliffs: Prentice-Hall 1974
i=l, ... ,M, (B-22)
Oldenburg, D.W.: Funnel functions in linear and non-linear
(ao-Ao)YM-1 +
N
L g11PM-1(bll)bll
M-1
n (bu-Bm)=O. (B-23)
appraisal. J. Geophys. Res., 88, 7387-7398, 1983 (
Parker, R.L.: Inverse theory with grossly inadequate data. '
11= 1 m= 1
Geophys. J. R. Astron. Soc., 29, 123-138, 1972
The positivity of Bk, k = 1, ... , M -1, is proved by taking Parker, R.L.: Best bounds on density and depth from gravity
M-1
data, Geophysics, 39, 644-649, 1974
PM-1(b11)= IT' (bll-B,;,), YM-1 =0, Parker, R.L.: The theory of ideal bodies for gravity interpre-
111= 1 tations. Geophys. J. R. Astron. Soc., 42, 315-334, 1975
Parker, R.L.: The Frech et derivative for the one-dimensional
implying electromagnetic induction problem. Geophys. J. R. Astron.
N M-1 Soc., 49, 543-547, 1977
L g,.(b,.-B,) TI' lb,.-B,,,1 2 =0 Parker, R.L.: The inverse problem of electromagnetic in-
II= 1 111= 1 duction: existence and construction of solutions based on
and b 1 ~jjk~bN. Choosing incomplete data. J. Geophys. Res., 85, 4421-4428, 1980
Parker, R.L.: The existence of a region inaccessible to magne-
M-t
to tell uric sounding. Geophys. J. R. Astron. Soc., 68, 165-
PM-1(b,,)= TI (b,.-B,,,), YM-1=1 170, 1982
Ill= 1
Parker, R.L., Whaler, K.A.: Numerical methods for establish-
we obtain . ing solutions to the inverse problem of electromagnetic
N Af-1 induction. J. Geophys. Res., 86, 9574-9584, 1981
A0 =a 0 + L: g,.b,. TI (b;,-B,,,) 2 >0. (B-24) Pearson, C.E. [ed.]: Handbook of applied mathematics.
New York: Van Nostrand Reinhold Co. 1974
11-l m=l
Sabaticr, P.C.: On extremal solutions of Sturm-Liouville in-
Finally, G,,, is found by solving the first M equations of (B-21) verse problems. In: Inverse and improperly posed prob-
for G111 and using analogues of the identity (B-17): lems in differential equations, G. Anger, ed.: pp. 223-231.
- - N M-,1 (b,.-B,,,)' Berlin: Akademie-Verlag 1979
G,B,= TI g,.b,. TI B- -B- >0, k'=l, ... ,M-1, (B-25) Schmucker, U.: ·Anomalies of geomagnetic variations in the
1 1 k southwestern United States. Bull. Scripps Inst. Oceanogr.
(b -B111 )' >0.
II= »I= Ill
" '