SUMMARY Seismic data recovery from data with missing traces on otherwise regular acquisition grids forms a crucial step in the seismic processing flow. For instance, unsuccessful recovery leads to imaging artefacts and to erroneous predictions for the multiples, adversely affecting the performance of multiple elimination. A non‐parametric transform‐based recovery method is presented that exploits the compression of seismic data volumes by recently developed curvelet frames. The elements of this transform are multidimensional and directional and locally resemble wave fronts present in the data, which leads to a compressible representation for seismic data. This compression enables us to formulate a new curvelet‐based seismic data recovery algorithm through sparsity‐promoting inversion. The concept of sparsity‐promoting inversion is in itself not new to geophysics. However, the recent insights from the field of ‘compressed sensing’ are new since they clearly identify the three main ingredients that go into a successful formulation of a recovery problem, namely a sparsifying transform, a sampling strategy that subdues coherent aliases and a sparsity‐promoting program that recovers the largest entries of the curvelet‐domain vector while explaining the measurements. These concepts are illustrated with a stylized experiment that stresses the importance of the degree of compression by the sparsifying transform. With these findings, a curvelet‐based recovery algorithms is developed, which recovers seismic wavefields from seismic data volumes with large percentages of traces missing. During this construction, we benefit from the main three ingredients of compressive sampling, namely the curvelet compression of seismic data, the existence of a favourable sampling scheme and the formulation of a large‐scale sparsity‐promoting solver based on a cooling method. The recovery performs well on synthetic as well as real data by virtue of the sparsifying property of curvelets. Our results are applicable to other areas such as global seismology.

Abstract. Often, parameter estimation problems of parameter-dependent PDEs involve multiple right-hand sides. The computational cost and memory requirements of such problems increase linearly with the number of right-hand sides. For many applications this is the main bottleneck of the computation. In this paper we show that problems with multiple right-hand sides can be reformulated as stochastic programming problems by combining the right-hand sides into a few "simultaneous" sources. This effectively reduces the cost of the forward problem and results in problems that are much cheaper to solve. We discuss two solution methodologies: namely sample average approximation and stochastic approximation. To illustrate the effectiveness of our approach we present two model problems, direct current resistivity and seismic tomography.

Wave equation based inversions, such as full-waveform inversion and reverse-time migration, are challenging because of their computational costs, memory requirements and reliance on accurate initial models. To confront these issues, we propose a novel formulation of wave equation based inversion based on a penalty method. In this formulation, the objective function consists of a data-misfit term and a penalty term, which measures how accurately the wavefields satisfy the wave equation. This new approach is a major departure from current formulations where forward and adjoint wavefields, which both satisfy the wave equation, are correlated to compute updates for the unknown model parameters. Instead, we carry out the inversions over two alternating steps during which we first estimate the wavefield everywhere, given the current model parameters, source and observed data, followed by a second step during which we update the model parameters, given the estimate for the wavefield everywhere and the source. Because the inversion involves both the synthetic wavefields and the medium parameters, its search space is enlarged so that it suffers less from local minima. Compared to other formulations that extend the search space of wave equation based inversion, our method differs in several aspects, namely (i) it avoids storage and updates of the synthetic wavefields because we calculate these explicitly by finding solutions that obey the wave equation and fit the observed data and (ii) no adjoint wavefields are required to update the model, instead our updates are calculated from these solutions directly, which leads to significant computational savings. We demonstrate the validity of our approach by carefully selected examples and discuss possible extensions and future research.

In this paper, we present a new discrete undersampling scheme designed to favor wavefield reconstruction by sparsity-promoting inversion with transform elements that are localized in the Fourier domain. Our work is motivated by empirical observations in the seismic community, corroborated by recent results from compressive sampling, which indicate favorable (wavefield) reconstructions from random as opposed to regular undersampling. As predicted by theory, random undersampling renders coherent aliases into harmless incoherent random noise, effectively turning the interpolation problem into a much simpler denoising problem. A practical requirement of wavefield reconstruction with localized sparsifying transforms is the control on the maximum gap size. Unfortunately, random undersampling does not provide such a control and the main purpose of this paper is to introduce a sampling scheme, coined jittered undersampling, that shares the benefits of random sampling, while offering control on the maximum gap size. Our contribution of jittered sub-Nyquist sampling proves to be key in the formulation of a versatile wavefield sparsity-promoting recovery scheme that follows the principles of compressive sampling. After studying the behavior of the jittered undersampling scheme in the Fourier domain, its performance is studied for curvelet recovery by sparsity-promoting inversion (CRSI). Our findings on synthetic and real seismic data indicate an improvement of several decibels over recovery from regularly-undersampled data for the same amount of data collected.

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