Uncertainty-aware Frequency-domain Acoustic Full Waveform Inversion Using Gaussian Random Fields and Ensemble Kalman Inversion

Abstract: In recent years, uncertainty-aware full waveform inversion (FWI) has received increasing attention, with a growing emphasis on producing informative uncertainty estimates alongside inversion results. Bayesian inference methods--particularly Monte Carlo-based approaches--have been widely employed to quantify uncertainty. However, these techniques often require extensive posterior sampling, resulting in high computational costs. To address this challenge and enable efficient uncertainty quantification in FWI, we introduce an uncertainty-aware FWI framework--EKI-GRFs-FWI--that integrates Gaussian random fields (GRFs) with the ensemble Kalman inversion (EKI) algorithm. This approach jointly infers subsurface velocity fields and provides reliable uncertainty estimates in a computationally efficient manner. The EKI algorithm leverages a derivative-free update mechanism and employs effective stopping criteria to ensure rapid convergence, making it suitable for large-scale inverse problems. Meanwhile, GRFs incorporate prior knowledge of spatial smoothness and correlation length scales, enabling the generation of physically plausible initial ensembles for EKI. Numerical results demonstrate that EKI-GRFs-FWI yields reasonably accurate velocity reconstructions while delivering informative uncertainty estimates.