A path-integral approach to depth migration

Thomas A. Dickens* and Dennis E. Willen, ExxonMobil Upstream Research Company

Summary
Seismic depth migration can be cast as a weighted sum over forward paths connecting data measured on the surface to image
locations in the subsurface. The integral forms of conventional downward-continuation operators have a sum-over-paths or path-
integral interpretation. These path integrals are related to, but distinct from other path integrals that have appeared in the
geophysical literature. Kirchhoff migration approximates the path sum by the contributions from a few, special raypaths. This
connection to Kirchhoff migration may permit the computational domain to be trimmed sufficiently to apply path integrals to
target-oriented, 3-D prestack depth migration. The effective use of path integrals for depth migration will require an appropriate
Monte Carlo integration method, presumably developed around stationary or near-stationary points in the travel time field.

Introduction
The geophysical community has invested considerable effort and ingenuity in developing stable, efficient depth extrapolators for
seismic data. For post-stack imaging, accuracy is an important issue at the large dips. For prestack imaging, it is valuable to
remove the infinite-frequency and isolated-raypath restrictions of Kirchhoff methods. There are a variety of depth extrapolators
available: the Dirac-equation method, the non-reflecting wave equation, the phase-screen method, explicit differential operators,
and the classical, implicit methods both with and without error correction. While these techniques have been applied to 2-D and
3-D post-stack problems, they are impractical for 3-D prestack depth migration. Furthermore, these methods have only a formal,
mathematical connection to Kirchhoff migration, making it difficult to develop new approximations around the familiar concepts
of first-arrival and maximum-energy traveltimes.

Integral propagators
The exact, integral solution to the one-way wave equation (Fishman and McCoy, 1984) is often overlooked in these
developments. The expressions for pressure are, in two dimensions,
) 1 (
) (
) ) ( (
) , , (
2
) , , (
2 2
0
2 2
0
) 1 (
1
0 0
+
+

x x
x x H
z x P dx
v
i
z x P
v

and, in three dimensions,

[ ]
) 2 ( . 1
) ( ) (
) ( ) (
) ( ) (
) , , , (
2
) , , , (
2 2
0
2
0
2 2
0
2
0
2 2
0
2
0
0 0 0 0
]
]
]
]
,
,

+ +
+ +
(
,
\
,
(
j
+ +

y y x x
iv
y y x x
y y x x
v
i xp e
z y x P dy dx
v
i
z y x P

Here, v is the seismic velocity and H is a first-order Hankel function.

Equations (1) and (2) can be incorporated into the usual migration formula based on summing over temporal frequencies. By
way of example, Figure 1 shows a zero-offset time section over a simple, three-layered model. A high-velocity wedge, perhaps
representing a salt sheet, has intruded into the middle layer from the right. The bottom reflector is pulled up in time below the
wedge and there is a shadow zone beneath the wedge.

The corresponding depth section is shown in Figure 2. The time data were downward continued layer by layer by applying
Simpsons rule to Equation (1). The bottom reflector has been restored to its proper position, the relative amplitudes of the
reflections are apparent, and the shadow beneath the leading edge remains. It is also clear that the lower corner of the wedge has
not been illuminated because data were not acquired sufficiently far to the right.

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Depth migration by path integrals




Figure 1. Zero-offset time section used for the migration
test. A high-velocity wedge has been intruded into the
layers from the right.



Figure 2. Depth section obtained from the time section in
Figure 1 by integrating equation (1). At zero offset, a
shadow zone is present on the lower reflector.

Downward continuation by path integral
Equations (1) and (2) may be applied repeatedly to downward continue the wavefield to any depth desired. Defining

v x x
j j j
/ ) (
2 2
1
+


and

v y y x x
j j j j j
/ ) ( ) (
2 2
1
2
1
+ +



we have

) 3 ( ) , , , (
) (
2
) , , (
0 0
2
2
) 1 (
1
1
1

z y x P
v
H
dx
i
N z x P
j
j
N
j
j N

+
and,
) 4 ( ). , , , ( 1
) (
2
) , , , (
0 0
2 3
3
1
1 1

z y x P
i
v
i xp e
dy dx
i
N z y x P
j j
j
N
j
j j N N
]
]
]
]
,
,

Following prevailing practice, we have ignored gradients of the velocity and assumed that the spatial dependence of velocity can
be restored when (3) and (4) are discretized

A brief examination of (3) and (4) reveals that they are numerically equivalent to weighted sums over all forward paths
connecting
0
x to x . Figure 3a depicts the explicit solution of (3) by a numerical integration rule. By simply rearranging the
terms, we get the integration rule depicted in Figure 3b. That is, the field is propagated over all forward paths connecting the
initial position to the final position, with an oscillating weight factor. Thus, equations (3) and (4) qualify as path integrals,
although they lack the elegant exponential form discovered by Feynman for the Schrodinger equation (Feynman, 1948).

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Depth migration by path integrals

The reasoning that leads to path integrals is somewhat subtle and worth restating. In a uniform earth, equations (1) and (2) are
valid for finite values of and tell us that the pressure field propagates along straight-line ray paths. Of course, in a uniform

earth, straight rays are equivalent to first-arrival and maximum energy rays. In a non-uniform earth, (1) and (2) remain valid for
small enough and the reasoning in Figures 3a and 3b comes into play. That is, waves propagate along all possible paths
connecting the initial and final locations, not just the classical ray path. In a uniform earth, the oscillatory integrands in (3) and
(4) must cancel each other for all paths except the classical ray path so that (1) and (2) can hold true for finite . Based on
experience with first-arrival and maximum-energy Kirchhoff migrations, we expect (3) and (4) to be dominated by stationary or
near-stationary paths corresponding to first-arrival rays, maximum-energy rays, reflected diffractions, etc.


Figure 3a. Portions of paths contributing to the brute-force
solution of Equation (3). The pressure at each depth level
is a function of the pressure throughout the previous depth.

Figure 3b. The terms in Equation (3) expressed as a path
integral. The pressure at any point is a weighted sum over
paths connecting that point to the pressure at the surface.

While the interpretation of a familiar formula as a path integral is elegant, it is only useful if effective approximations can be
developed from the sum-over-paths concept. Bevc (1997) has already introduced one such approximation by implementing (3) as
a semi-recursive Kirchhoff procedure. Bevcs method iterates the sequence of traveltime computation, migration, and downward
continuation to build the migrated image depth panel by depth panel. The results compare favorably to the more costly shot-
profile migration by finite differences. By way of explanation, Bevc pointed out that his cascaded downward continuations
effectively sample multiple ray paths between the surface and image locations (Figure 4) an argument that is clearly correct in
light of the path integral interpretation of (3) and (4).



Figure 4. Bevc's method of semi-recursive migration. Each downward continuation step involves a restricted range of paths but
the migration effectively samples a large number of raypaths.

Other path integrals for the wave equation
Path integrals have already appeared in the geophysical literature in work directed primarily at the forward modeling problem.
Frazier (1987) based his frequency-domain path integral on the elastic versions of (1) and (2) and further introduced reflection
and transmission coefficients to explicitly model seismic reflections from selected boundaries. His numerical method involves

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Depth migration by path integrals

direct integration over the reflecting and transmitting surfaces. Lomax (1999) posed his path integral in the time domain. His
computational technique is based on Monte Carlo sampling of a subset of all possible rays. Emphasizing the two-way wave
equation, Schlottmann (1999) has given an interesting time domain path integral involving multiple time derivatives of the source
waveform. A number of authors, primarily in the ocean acoustics literature, have developed path integrals for the parabolic form
of the wave equation by exploiting its similarity to the Schrodinger equation.

Depth migration using path integrals
Clearly, the downward continuation operators in (3) and (4) could be applied to either post-stack or prestack depth migration. As
with any other wave-equation operators, we can expect these expressions to handle not just first- or maximum-energy arrivals,
but all forward-propagating energy, including reflected diffractions. Relative to Kirchhoff migration, we could expect to improve
the illumination of partial shadow zones and to convert some noises into useful signal.

At first glance, the computational burden associated with path-integral migration would seem to preclude its use for 3-D prestack
depth migration. Standard, finite-difference methods for shot-gather migration have a computational workload proportional to
the volume of the image and to the migration aperture, which includes both the source-receiver distance and the volume of earth
between the source and receivers to the image. Despite their huge computational cost, these methods enjoy two particular
strengths. First, additional traces can be added to a shot gather with almost no increase in cost because the size of the migration
aperture increases very slowly as consecutive receivers are added. In addition, since the entire measured wavefield is downard
continued at once, most of the internal computations are done only once for all of the traces in the shot gather and for all of the
image points. That is, the wavefield is only computed once at intermediate points between the surface and the image. By
contrast, path-integral migration is more closely analogous to Kirchhoff migration, where every shot-receiver pair is downward
continued individually to every point in the image. Like Kirchhoff methods, the work done in path-integral migration is
multiplicative in the number of traces. Furthermore, since the integrands in (3) and (4) must be compounded along multiple paths
connecting each trace to each image point, the wavefield at intermediate locations will be computed many times as they are
crisscrossed by paths from different traces on the way to different image points. This extra effort disappears in Kirchhoff
migration where the traveltime tables are rigged to transport the wavefield from surface to image in one, low-cost step.

Therefore, path integrals will be an attractive integration method only under special circumstances. In particular, common-offset
migrations must be performed on a trace-by-trace basis, dramatically increasing the cost of conventional shot-gather migrations
and forcing the recalculation of the wavefield at intermediate points. The combination of common-offset and target-oriented 3-D
migration further reduces the advantage of finite-difference methods because it is difficult to see how domain trimming can be
implemented without an extra step of ray tracing. By making the integration paths explicit, path-integral methods may offer a
more direct way to restrict the computational domain.

The final hurdle to path-integral migration is the development of integration methods that will sample an appropriate
distribution of paths. Appropriate means, of course, a distribution that will give the correct answer. Lomax (1999) recognizes
the problem of obtaining a uniform distribution of path lengths, although that feature of the distribution may not be required. In
the broader literature on path integrals, the integration is frequently carried out by a Monte Carlo process that seeks out the
stationary points in the oscillating integrals leading to first-arrival Fermat traveltimes in the geophysical problem. Presumably,
much of the energy in (3) and (4) is carried along paths that are nearly stationary. Such paths could be found with standard, ray-
shooting methods or by a Monte Carlo process that does not stall on stationary values of the traveltime.

References

Bevc, D., 1997, Imaging complex structures with semirecursive Kirchhoff migration, Geophysics, 62 (577-588).
Feynman, R. P., 1948, Space-time approach to non-relativistic quantum mechanics, Reviews of Modern Physics, 20, 367-387.
Fishman, L., and J. J. McCoy, 1984, Derivation of extended parabolic wave theories. II. Path integral representations, J. Math.
Phys, 25, 297-308.
Frazier, N., 1987, Synthetic seismograms using multifold path integrals - I. Theory, Geophys. J. R. astr. Soc., 88, (621-646).
Lomax, A., 1999, Path-summation waveforms, Geophys. J. Int., 138, (702-716)
Schlottmann, R. B., 1999, A path integral formulation of acoustic wave propagation, Geophys. J. Int., 137, 353-363.

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