L is for Lambda

Hooke's law says that the force F exerted by a spring depends only on its displacement x from equilibrium, and the spring constant k of the spring:

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We can think of k—and experience it—as stiffness. The spring constant is a property of the spring. In a sense, it is the spring. Rocks are like springs, in that they have some elasticity. We'd like to know the spring constant of our rocks, because it can help us predict useful things like porosity. 

Hooke's law is the basis for elasticity theory, in which we express the law as

stress [force per unit area] is equal to strain [deformation] times a constant

This time the constant of proportionality is called the elastic modulus. And there isn't just one of them. Why more complicated? Well, rocks are like springs, but they are three dimensional.

In three dimensions, assuming isotropy, the shear modulus μ plays the role of the spring constant for shear waves. But for compressional waves we need λ+2μ, a quantity called the P-wave modulus. So λ is one part of the term that tells us how rocks get squished by P-waves.

These mysterious quantities λ and µ are Lamé's first and second parameters. They are intrinsic properties of all materials, including rocks. Like all elastic moduli, they have units of force per unit area, or pascals [Pa].

So what is λ?

Matt and I have spent several hours discussing how to describe lambda. Unlike Young's modulus E, or Poisson's ratio ν, our friend λ does not have a simple physical description. Young's modulus just determines how much longer something gets when I stretch it. Poisson's ratio tells how much fatter something gets if I squeeze it. But lambda... what is lambda?

• λ is sometimes called incompressibility, a name best avoided because it's sometimes also used for the bulk modulus, K.  
• If we apply stress σ₁ along the 1 direction to this linearly elastic isotropic cube (right), then λ represents the 'spring constant' that scales the strain ε along the directions perpendicular to the applied stress.
• The derivation of Hooke's law in 3D requires tensors, which we're not getting into here. The point is that λ and μ help give the simplest form of the equations (right, shown for one dimension).

The significance of elastic properties is that they determine how a material is temporarily deformed by a passing seismic wave. Shear waves propagate by orthogonal displacements relative to the propagation direction—this deformation is determined by µ. In contrast, P-waves propagate by displacements parallel to the propagation direction, and this deformation is inversely proportional to M, which is 2µ + λ. 

Lambda rears its head in seismic petrophysics, AVO inversion, and is the first letter in the acronym of Bill Goodway's popular LMR inversion method (Goodway, 2001). Even though it is fundamental to seismic, there's no doubt that λ is not intuitively understood by most geoscientists. Have you ever tried to explain lambda to someone? What description of λ do you find useful? I'm open to suggestions. 

Goodway, B., 2001, AVO and Lame' constants for rock parameterization and fluid detection: CSEG Recorder, 26, no. 6, 39-60.

Cross plots: a non-answer

On Monday I asked whether we should make crossplots according to statistical rules or natural rules. There was some fun discussion, and some awesome computation from Henry Herrera, and a couple of gems:

Physics likes math, but math doesn't care about physics — @jeffersonite

But... when I consider the intercept point I cannot possibly imagine a rock that has high porosity and zero impedance — Matteo Niccoli, aka @My_Carta

I tried asking on Stack Overflow once, but didn’t really get to the bottom of it, or perhaps I just wasn't convinced. The consensus seems to be that the statistical answer is to put porosity on y-axis, because that way you minimize the prediction error on porosity. But I feel—and this is just my flaky intuition talking—like this fails to represent nature (whatever that means) and so maybe that error reduction is spurious somehow.

Reversing the plot to what I think of as the natural, causation-respecting plot may not be that unreasonable. It's effectively the same as reducing the error on what was x (that is, impedance), instead of y. Since impedance is our measured data, we could say this regression respects the measured data more than the statistical, non-causation-respecting plot.

So must we choose? Minimize the error on the prediction, or minimize the error on the predictor. Let's see. In the plot on the right, I used the two methods to predict porosity at the red points from the blue. That is, I did the regression on the blue points; the red points are my blind data (new wells, perhaps). Surprisingly, the statistical method gives an RMS error of 0.034, the natural method 0.023. So my intuition is vindicated! 

Unfortunately if I reverse the datasets and instead model the red points, then predict the blue, the effect is also reversed: the statistical method does better with 0.029 instead of 0.034. So my intuition is wounded once more, and limps off for an early bath.

Irreducible error?

Here's what I think: there's an irreducible error of prediction. We can beg, borrow or steal error from one variable, but then it goes on the other. It's reminiscent of Heisenberg's uncertainty principle, but in this case, we can't have arbitrarily precise forecasts from imperfectly correlated data. So what can we do? Pick a method, justify it to yourself, test your assumptions, and then be consistent. And report your errors at every step. 

I'm reminded of the adage 'Correlation does not equal causation.' Indeed. And, to borrow @jeffersonite's phrase, it seems correlation also does not care about causation.

Cross plot or plot cross?

I am stumped. About once a year, for the last nine years or so, I have failed to figure this out.

What could be simpler than predicting porosity from acoustic impedance? Well, lots of things, but let’s pretend for a minute that it’s easy. Here’s what you do:

1.   Measure impedance at a bunch of wells
2.   Measure the porosity — at seismic scale of course — at those wells
3.   Make a crossplot with porosity on the y-axis and amplitude on the x-axis
4.   Plot the data points and plot the regression line (let’s keep it linear)
5.   Find the equation of the line, which is of the form y = ax + b, or porosity = gradient × impedance + constant
6.   Apply the equation to a map (or volume, if you like) of amplitude, and Bob's your uncle.

Easy!

But, wait a minute. Is Bob your uncle after all? The parameter on the y-axis is also called the dependent variable, and that on the x-axis the independent. In other words, the crossplot represents a relationship of dependency, or causation. Well, porosity certainly does not depend on impedance — it’s the other way around. To put it another way, impedance is not the cause of porosity. So the natural relationship should put impedance, not porosity, on the y-axis. Right?

Therefore we should change some steps:

3.   Make a crossplot with impedance on the y-axis and porosity on the x-axis
4.   Plot the data points and plot the regression line
5a. Find the equation of the line, which is of the form y = ax + b, or impedance = gradient × porosity + constant
5b. Rearrange the equation for what we really want:
porosity = (impedance – constant)/gradient

Not quite as easy! But still easy.

More importantly, this gives a different answer. Bob is not your uncle after all. Bob is your aunt. To be clear: you will compute different porosities with these two approaches. So then we have to ask: which is correct? Or rather, since neither going to give us the ‘correct’ porosity, which is better? Which is more physical? Do we care about physicality?

I genuinely do not know the answer to this question. Do you?

If you're interested in playing with this problem, the data I used are from Imaging reservoir quality seismic signatures of geologic effects, report number DE-FC26-04NT15506 for the US Department of Energy by Gary Mavko et al. at Stanford University. I digitized their figure D-8; you can download the data as a CSV here. I have only plotted half of the data points, so I can use the rest as a blind test. 

Update on Wednesday, September 19, 2012 at 9:23 PM by Matt Hall

Don't miss my follow up to this post... a non-answer. More input and discussion always welcome! 

Fabric clusters

There are many reasons we might want to use cluster analysis in our work. Geologists might want to sort hundreds of rock samples into a handful of rock types, a petrophysicist might want to group data points from well logs (as shown here), or a curious kitchen dweller may want to digitally classify patterns found in his (or her) linen collection.

Two algorithms worth knowing about when faced with any clustering problem are called k-means and fuzzy c-means clustering. They aren't the right solution for all clustering problems, but they are a good place to start.

k-means clustering — each data point gets assigned to one of k centroids (or centres) according to the centroid it is closest to. In the image shown here, the number of clusters is 2. The pink dots are closest to the left centroid, and the black dots are closest to the right centroid. To see how the classification is done, watch this short step-by-step video. The main disadvantage with this method is that if the clusters are poorly defined, the result seems rather arbitrary.

Fuzzy c-means clustering — each data point belongs to all clusters, but only to a certain degree. Each data point is assigned a probability of belonging to each cluster, and is thus easily assigned the class for which it has a highest probability. If a data point is midway between two clusters, it is still assigned to its closest cluster, but with lower probability. As the bottom image shows, data points on the periphery of cluster groups, such as those shown in grey may be equally likely to belong to both clusters. Fuzzy c-means clustering provides a way of capturing quantitative uncertainty, and even visualizing it.

Some observations fall naturally into clusters. It is just a matter of the observer choosing an adequate combination of attributes to characterize them. In the fabric and seismic examples shown in the previous post, only two of the four Haralick textures are needed to show a diagnostic arrangement of the data for clustering. Does the distribution of these thumbnail sections in the attribute space align with your powers of visual inspection? 

Fabric textures

Beyond the traditional, well-studied attributes that I referred to last time, are a large family of metrics from image processing and robot vision. The idea is to imitate the simple pattern recognition rules our brains intuitively and continuously apply when we look at seismic data: how do the data look? How smooth or irregular are the reflections? If you thought the adjectives I used for my tea towels were ambiguous, I assure you seismic will be much more cryptic.

In three-dimensional data, texture is harder to see, difficult to draw, and impossible to put on a map. So when language fails us, discard words altogether and use numbers instead. While some attributes describe the data at a particular place (as we might describe a photographic pixel as 'red', 'bright', 'saturated'), other attributes describe the character of the data in a small region or kernel ('speckled', 'stripy', 'blurry').

Texture by numbers

I converted the colour image from the previous post to a greyscale image with 256 levels (a bit-depth of 8) to match this notion of scalar seismic data samples in space. The geek speak is that I am computing local grey-level co-occurence matrices (or GLCMs) in a moving window around the image, and then evaluating some statistics of the local GLCM for each point in the image. These statistics are commonly called Haralick textures. Choosing the best kernel size will depend on the scale of the patterns. The Haralick textures are not particularly illustrative when viewed on their own but they can be used for data clustering and classification, which will be the topic of my next post.

• Step 1: Reduce the image to 256 grey-levels
• Step 2: For every pixel, compute a co-occurrence matrix from a p by q kernel (p, q = 15 for my tea towel photo)
• Step 3: For every pixel, compute the Haralick textures (Contrast, Correlation, Energy, Homogeneity) from the GLCM

Textures in seismic data

Here are a few tiles of seismic textures that I have loosely labeled as "high-amplitude continous", "high-amplitude discontinuous", "low-amplitude continuous", etc. You certainly might choose different words to describe them, but each has a unique and objective set of Haralick textures. I have explicitly represented the value of each's texture as a color; using cyan for contrast, magenta for correlation, yellow for energy, and black for homogeneity. Thus, the four Haralick textures span the CMYK color space. Merging these components back together into a single color gives you a sense of the degree of difference across the tiles. For instance, the high-amplitude continuous tile, is characterized by high contrast and high energy, but low correlation, relative to the low-amplitude continuous tile. Their textures are similar, so obviously, they map to similar color values in CMYK color space. Whether or not they are truly discernable is the challenge we offer to data clustering; be it employed by visual inspection or computational force.

Further reading:
Gao, D., 2003, Volume texture extraction for 3D seismic visualization and interpretation, Geophysics, 64, No. 4, 1294-1302
Haralick, R., Shanmugam, K., and Dinstein, I., 1973, Textural features for image classification: IEEE Tran. Systems, Man, and Cybernetics, SMC-3, 610-621.
Mryka Hall-Beyer has a great tutorial at http://www.fp.ucalgary.ca/mhallbey/tutorial.htm for learning more about GLCMs.
Images in this post were made using MATLAB, FIJI and Inkscape.