Causal Integration

This example shows how to use the pylops.CausalIntegration operator to integrate an input signal (in forward mode) and to apply a smooth, regularized derivative (in inverse mode). This is a very interesting by-product of this operator which may result very useful when the data to which you want to apply a numerical derivative is noisy.

import numpy as np
import matplotlib.pyplot as plt

import pylops

plt.close('all')

Let’s start with a 1D example. Define the input parameters: number of samples of input signal (nt), sampling step (dt) as well as the input signal which will be equal to \(x(t)=sin(t)\):

nt = 81
dt = .3
t = np.arange(nt)*dt
x = np.sin(t)

We can now create our causal integration operator and apply it to the input signal. We can also compute the analytical integral \(y(t)=\int sin(t)dt=-cos(t)\) and compare the results. We can also invert the integration operator and by remembering that this is equivalent to a first order derivative, we will compare our inverted model with the result obtained by simply applying the pylops.FirstDerivative forward operator to the same data.

Note that, as explained in details in pylops.CausalIntegration, integration has no unique solution, as any constant \(c\) can be added to the integrated signal \(y\), for example if \(x(t)=t^2\) the \(y(t) = \int t^2 dt = \frac{t^3}{3} + c\). We thus subtract first sample from the analytical integral to obtain the same result as the numerical one.

Cop = pylops.CausalIntegration(nt, sampling=dt, halfcurrent=True)

yana = -np.cos(t) + np.cos(t[0])
y = Cop*x
xinv = Cop / y

# Numerical derivative
Dop = pylops.FirstDerivative(nt, sampling=dt)
xder = Dop*y

# Visualize data and inversion
fig, axs = plt.subplots(1, 2, figsize=(18, 5))
axs[0].plot(t, yana, 'r', lw=5, label='analytic integration')
axs[0].plot(t, y, '--g', lw=3, label='numerical integration')
axs[0].legend()
axs[0].set_title('Causal integration')

axs[1].plot(t, x, 'k', lw=8, label='original')
axs[1].plot(t[1:-1], xder[1:-1], 'r', lw=5, label='numerical')
axs[1].plot(t, xinv, '--g', lw=3, label='inverted')
axs[1].legend()
axs[1].set_title('Inverse causal integration = Derivative')
Causal integration, Inverse causal integration = Derivative

Out:

Text(0.5, 1.0, 'Inverse causal integration = Derivative')

As expected we obtain the same result. Let’s see what happens if we now add some random noise to our data.

# Add noise
yn = y + np.random.normal(0, 4e-1, y.shape)

# Numerical derivative
Dop = pylops.FirstDerivative(nt, sampling=dt)
xder = Dop*yn

# Regularized derivative
Rop = pylops.SecondDerivative(nt)
xreg = pylops.RegularizedInversion(Cop, [Rop], yn, epsRs=[1e0],
                                   **dict(iter_lim=100, atol=1e-5))

# Preconditioned derivative
Sop = pylops.Smoothing1D(41, nt)
xp = pylops.PreconditionedInversion(Cop, Sop, yn,
                                    **dict(iter_lim=10, atol=1e-3))

# Visualize data and inversion
fig, axs = plt.subplots(1, 2, figsize=(18, 5))
axs[0].plot(t, y, 'k', LineWidth=3, label='data')
axs[0].plot(t, yn, '--g', LineWidth=3, label='noisy data')
axs[0].legend()
axs[0].set_title('Causal integration')
axs[1].plot(t, x, 'k', LineWidth=8, label='original')
axs[1].plot(t[1:-1], xder[1:-1], 'r', LineWidth=3, label='numerical derivative')
axs[1].plot(t, xreg, 'g', LineWidth=3, label='regularized')
axs[1].plot(t, xp, 'm', LineWidth=3, label='preconditioned')
axs[1].legend()
axs[1].set_title('Inverse causal integration')
Causal integration, Inverse causal integration

Out:

Text(0.5, 1.0, 'Inverse causal integration')

We can see here the great advantage of framing our numerical derivative as an inverse problem, and more specifically as the inverse of the causal integration operator.

Let’s conclude with a 2d example where again the integration/derivative will be performed along the first axis

nt, nx = 41, 11
dt = .3
ot = 0
t = np.arange(nt)*dt+ot
x = np.outer(np.sin(t), np.ones(nx))

Cop = pylops.CausalIntegration(nt*nx, dims=(nt, nx),
                               sampling=dt, dir=0, halfcurrent=True)

y = Cop*x.flatten()
y = y.reshape(nt, nx)
yn = y + np.random.normal(0, 4e-1, y.shape)

# Numerical derivative
Dop = pylops.FirstDerivative(nt*nx, dims=(nt, nx), dir=0, sampling=dt)
xder = Dop*yn.flatten()
xder = xder.reshape(nt, nx)

# Regularized derivative
Rop = pylops.Laplacian(dims=(nt, nx))
xreg = pylops.RegularizedInversion(Cop, [Rop], yn.flatten(), epsRs=[1e0],
                                   **dict(iter_lim=100, atol=1e-5))
xreg = xreg.reshape(nt, nx)

# Preconditioned derivative
Sop = pylops.Smoothing2D((11, 21), dims=(nt, nx))
xp = pylops.PreconditionedInversion(Cop, Sop, yn.flatten(),
                                    **dict(iter_lim=10, atol=1e-2))
xp = xp.reshape(nt, nx)

# Visualize data and inversion
vmax = 2*np.max(np.abs(x))
fig, axs = plt.subplots(2, 3, figsize=(18, 12))
axs[0][0].imshow(x, cmap='seismic', vmin=-vmax, vmax=vmax)
axs[0][0].set_title('Model')
axs[0][0].axis('tight')
axs[0][1].imshow(y, cmap='seismic', vmin=-vmax, vmax=vmax)
axs[0][1].set_title('Data')
axs[0][1].axis('tight')
axs[0][2].imshow(yn, cmap='seismic', vmin=-vmax, vmax=vmax)
axs[0][2].set_title('Noisy data')
axs[0][2].axis('tight')
axs[1][0].imshow(xder, cmap='seismic', vmin=-vmax, vmax=vmax)
axs[1][0].set_title('Numerical derivative')
axs[1][0].axis('tight')
axs[1][1].imshow(xreg, cmap='seismic', vmin=-vmax, vmax=vmax)
axs[1][1].set_title('Regularized')
axs[1][1].axis('tight')
axs[1][2].imshow(xp, cmap='seismic', vmin=-vmax, vmax=vmax)
axs[1][2].set_title('Preconditioned')
axs[1][2].axis('tight')

# Visualize data and inversion at a chosen xlocation
fig, axs = plt.subplots(1, 2, figsize=(18, 5))
axs[0].plot(t, y[:, nx//2], 'k', LineWidth=3, label='data')
axs[0].plot(t, yn[:, nx//2], '--g', LineWidth=3, label='noisy data')
axs[0].legend()
axs[0].set_title('Causal integration')
axs[1].plot(t, x[:, nx//2], 'k', LineWidth=8, label='original')
axs[1].plot(t, xder[:, nx//2], 'r', LineWidth=3, label='numerical derivative')
axs[1].plot(t, xreg[:, nx//2], 'g', LineWidth=3, label='regularized')
axs[1].plot(t, xp[:, nx//2], 'm', LineWidth=3, label='preconditioned')
axs[1].legend()
axs[1].set_title('Inverse causal integration')
  • Model, Data, Noisy data, Numerical derivative, Regularized, Preconditioned
  • Causal integration, Inverse causal integration

Out:

Text(0.5, 1.0, 'Inverse causal integration')

Total running time of the script: ( 0 minutes 1.317 seconds)

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