Dey 1979
Dey 1979
BY
ABSTRACT
DEY, A., and MORRISON, H. F., 1979, Resistivity Modelling for Arbitrarily Shaped
Two-Dimensional Structures, Geophysical Prospecting 27, 106-136.
INTRODUCTION
due to a point current source was made by Jepsen (1969) and due to a uniform
field by Aiken et al. (1973). These techniques solved the problem by using the
classical successive-point over-relaxation method due to Southwell (1946).
Madden (1967) used a network solution technique to evaluate the potential
distribution near a two-dimensional conductivity excited by a point current
source. The same problem was solved by Coggon (1971) using a finite element
formulation.
In this paper, a direct and explicit finite difference technique is employed
to solve for the potential distribution in or on the surface of a half-space with
arbitrary two-dimensional distribution of conductivity, due to a point source
of excitation. Two dimensional structures defined here are geologic bodies of
arbitrary cross-secion with infinite extent along strike. The finite difference
scheme is chosen because of the inherent simplicity of the approximation forms
which are also easily amenable to Dirichlet, Neumann, or mixed boundary
conditions. In contrast to the relaxation techniques, a matrix method is
employed to obtain a direct stable solution of the difference equations obtained
by approximating Poisson’s equation over an irregularly spaced, rectangular
grid. The matrix technique has the inherent advantage that the potential
distribution in the entire half space under consideration can be found simul-
taneously for multiple source injection points with attendant computational
costs that can be 10-50 times less than some of the relaxation techniques
hitherto used. As is indicated later, the algorithm developed in this work is
also considerably more efficient than finite element and network solution
techniques for comparable scales of model simulation in terms of central
processor time and core-space required.
FUNDAMENTAL RELATIONS
Ohm’s law relates the current density J to electric field intensity E and an
isotropic conductivity G by
J = GE.
Since stationary electric fields are conservative,
E=-V#.
Hence,
J = - oVc$.
Applying the principle of conservation of charge over a volume, we obtain,
using the equation of continuity,
where p is the charge density specified at a point in the Cartesian x-y-z space
by the Dirac delta function.
where
and
(4c)
RESISTIVITY MODELLING FOR TWO-DIMENSIONAL STRUCTURES 109
In equations (4a) and (4c), the potential4 and the source term 2 6 (x8) 8 (ys)
6(z,) are functions of x, y, and z and the conductivity cr is a function of x and z.
For computational ease, it is preferable to solve these equations in Fourier
transformed space (x, K,, z) by transforming y into the K, domain. This
transformation is performed in the forward and backward direction by the
equations
and
The current density 4 can be related to the current I injected at (x,, z,) by
a=’
zAA ’
where AA is a representative area in x-z plane about the injection point (x,, z,).
The object of this paper is to obtain numerical solutions to equations (6a)
and (6b) subject to proper boundary conditions. These boundary conditions
are :
(I) 4(x, y, z) must be continuous across each boundary of the physical
property distribution of a(x, z), and
110 A. DEY AND H. F. MORRISON
each boundary.
of J
(
G B-
a? ) must also be continuous across
I>
The solution of 4(x, K,, z) is obtained by deriving the “difference equations”
of (6a) or (6b), by proper discretization of the (x, K,, z) space over which the
problem is to be solved. Equation (6a) is amenable to a volume discretization
(equivalent to area discretization in x-z space) and equation (6b) is well suited
for a point discretization formulation.
34
a(% 2) i + P(% 2) r = f2(% 2) ; (x, 2) E I‘. (8)
We also have the functions P and f that are at least piecewise continuous
in % and its closure and which satisfy
P(x,z) >oandcr(x,z) >o; (x,z)E%
and
4% 2) 2 0, P(% 2) 2 0;
cc+@ >o; (x,z)Er.
i= I 2 3 4 N-l N
AX
j= I AXI Ax2 A*3 N- I
2
3
4
5
M-l
where K, is the spatial wave number, I is the radial distance from the source,
A a constant and KO is the modified Bessel function of order zero.
RESISTIVITY MODELLING FORTWO-DIMENSIONAL STRUCTURES 113
Hence,
= - AKyK1(Ky . I) . cos 8,
where 0 is the angle between the radius vector e, and the outward normal q.
3&x> K,, 2)
+ ai&, K,, 4 = 0
3T
with
K,KI(K, . I)
a = Ko(Ky . r) ’
v2 z ($ + 2)
is applied on I+, z), F(x, K,, z) and {cr(x, z) . 4(x, K,, z)}.
Geophysical Prospecting 27
114 A. DEY AND H. F. MORRISON
AX$-1
Ptj) + (Pt+1,1 --P&j)
Axi 1
The application of the difference operator in equation (9) to equation (6b)
for any interior node (i, j) of the grid results in the discretized form given
below.
- z(m-1,j + %,i)
&‘J 1
[ (Axz + Axr-l) . Axz-1
- Z(Q,j-1
+Oi,i)
+ hj-’ 1
(Aq + AZ,-1) . A+1
+
qqj-1 + O&i)
(Azj + Az~-~) . Az~-~ +
2(qj+1
(AZ, + A+r)
+ %,j)
. AZ, + 2Kiai~j 1
= 2Q8(Xs)
kqz,). (10)
In notational form, equation (IO) can be written as
-
2(%-l,i + O&j)
(11.1)
where c2 = (Axz + Axz -1) . Axz _ 1’
is the coupling coefficient between the nodes (i, j) and (i - I, j),
- 2(%+1,j + Q,j)
(11.2)
cg= (Axz+Axz-1) . Axz
is the coupling coefficient between the nodes (i, j) and (i + I, j),
- z(m,j-1 + O&j)
is the coupling coefficient between the nodes (i, j) and (i, j - I),
RESISTIVITY MODELLING PORTWO-DIMENSIONAL STRUCTURES 115
2(0i,3+1 + Q,j)
@ = -I
B (AZ, + A.+i) . AZ,’ (11.4)
is the coupling coefficient between the nodes (i, i) and (i, j + I),
and
The difference equation (II) thus obtained indicates that the solution of 3
at node (i, j) is dependentonly on the values of $ at the adjacent nodes (i - I,
i), (i + I,j), and (i, i + I). The coupling coefficients C are func-
6, j - I),
tions of the geometry of the discretization grid and the physical property
values O~J, and hence known at all nodes in the set 3.
It should be noted that in the finite difference approximation to the operator
V2 it is implicitly assumed that the functional distribution of $, o $/3x and
0 &#/&z are at least piecewise continuous. Equation (II) is valid for any distribu-
tion of O~,J(O< 0 < CO)and so, for any interior point in the grid the required
boundary conditions on the continuity of 4 and 0 $/JYJ are satisfied across
any of the rectangular element boundaries.
While the coefficients and the self-adjoint form of equation (II) are valid
for any interior node, the corresponding equations are somewhat altered for
the nodes located at the top surface, and left, right, and bottom edges of the
grid. The difference equations (ra)-(Sa) for these nodes, with appropriate
mixed boundary conditions based on the asymptotic behavior of potentials,
are formulated in the appendix A.
B. Discretization by Area
At any node in the set 3, the constitutive relation for the unknown potential
&x, K,, z) is given by the self-adjoint eliptic partial differential equation (6a)
as
The physical property distribution ai,5 at any node (i, j) of the rectangular
grid, described in the previous section, could be discretized in the sense that
or,g now indicates the conductivity in a region bounded by the nodes (i, j) and
(i + I, j) in the x-dr‘rection and the nodes (i, j + I) and (i + I, j + I) in the
z-direction. The numerical solution of (6a) that consists of a discretized set
of &J at each node, is to be evaluated. As in the previous section, the node
(i, j) is assumed to represent the closed mesh region AAr,j about the node, as
illustrated in figure I. It is seen that for a nodal point in the interior one has
AA _ (Axi + h-1) (AZ, + b-1)
w -
4
and the limit z + o, - a nodal point on the ground surface -
AA _ (A& + Axz- 1) . Azj
u -
4
For each node (i, j) for which &J is unknown, we now integrate equation
(6a) over the corresponding mesh region AAr,j to obtain
I
Using the relation 0 = -
zAAa,j
(13)
ss
we obtain
a$-
A*c,i V . (c$) da =
%f
G -3~ dl, (14)
RESISTIVITY MODELLING FOR TWO-DIMENSIONAL STRUCTURES 117
where q is the outward normal direction and L~,J is the contour line enclosing
the mesh region AA r,j. It is seen from equation (14) that over every element
of % and on the boundary I’ the boundary conditions given by equation (12)
could be directly implemented in the first term of the discretized equation (13).
The detailed description of the distribution of oa,j, the representative mesh
area AAz,j, and the line contour Li,* about a node (i, j) in the interior of the
grid is illustrated in figure 2. The first term on the left hand node of equation
(12) is given by
(15)
i-. I,j-I
. i+l , j-l
..*
VIII i
/
,d / ii
. .
i-l, j i,j b
I i+l, j
c AAi,j
. L
V iv
. . .
i-l,j+ I i,j+l itl, jtl
Fig. 2. Discretized area element AAt,,.
The contour integration along the line LQ is subdivided into eight sub-
sections as indicated in figure 2. Integrating along the entire path Lgj we get
by approximating i$/~r by central difference
A.zj . or,j
--.-
+ 2
118 A. DEY AND H. F. MORRISON
A.q-I . oi-l,j-1
AXz-1 1 -+
2
(16)
Similarly, the second term on the left hand side of equation (12) can be
expanded as
where Cz = -
AZ,-,
. o~-I,~-I + Aqoi-l,j
2Aq-1 1
is the coupling coefficient between nodes (i, j) and (i - I, j),
(18.1)
c"a' = -
[
AZ,-, . qj-I
and
(18.5)
is the’ self coupling coefficient at node (i, J).
Matrix Formulation
In the matrix formulation, equations (II) and (ra)-(Ba) or the set of equa-
tions (18) and (rb)-(Bb) applied to all nodes (i, j), i = I, 2, . . . , N and j = I,
2, . ..) M may be solved simultaneously. For an example, a 4 x 4 grid is shown
in figure 3.
I 13
6 IO 14
2
7 II
3 I5
4 - .- I6
8 I2
Fig. 3. Sample node numbering convention for rectangular grid.
The individual nodes are numbered I through 16 starting from the left
topcorner and periodically increasing along each column. The set of simul-
taneous equations for all the nodes in the ‘grid can be written in matrix form
(see table I) or, symbolically, as
c$L s. (19)
The MN x MN matrix C is called the Capacitance Matrix and is a function
of the geometry and the physical property distribution in the grid. It is to be
noted that for multiple source locations, the matrix C remains unaltered.
122 A. DEY AND H. F. MORRISON
Hence, only one inversion of C provides the solution to different sets of vectors
4 for the different. source locations that constitute the vector S, through back
substitution. This is an inherent advantage in the direct matrix solution
method over the semi-explicit iterative methods mentioned previously.
The structure of the matrix C is blocktridiagonal, sparse, and banded. The
choice of sequential numbering of nodes along columns or rows dictates the
bandwidth required. In resistivity surveying with large surface coverage a
grid with N > M is usually required. The numbering of nodes along rows
causes the number of co-diagonals to be 2N; if the nodes were to be numbered
along columns, as shown in figure 3, the number of co-diagonals would be ZM
resulting in considerable saving of the core space required in the solution
technique.
The coefficients in the matrix C as indicated in equation (19) are derived
by using the mixed boundary condition along the “infinitely distant” edges of
the mesh in x- and z-directions. If, however, for nodes lying on the left, right,
and bottom edges (i.e., 1-4, 13-16, and 8 and 12, respectively) known potential
values (e.g. primary model potentials) are to be assigned (Dirichlet condition),
this could be simply achieved by making the corresponding row C~J = 6~
and by adding to the corresponding element in the vector S the known Dirichlet
potential for the node.
The capacitance matrix C has the following properties.
(i) C&i > o,i = 1,2, . . . . MN;
MN
(4 ci,i 2 c I C&j 1, i = I, 2, . . .) MN,
i=1
;*i
i.e. C is diagonally dominant;
(iii) C is irreducible and has a strongly connected directed graph (Varga
1962); and
It is shown by Varga (1962) that the explicit difference equations that give
rise to the matrix C with properties described above are inherently stable for
arbitrary grid spacings.
The matrix C when obtained through discretization by point representation
is found to be nonsymmetric, for unequal grid spacings in + x- and Jc z-direc-
tion and for arbitrary distribution of a(%, z). Discretization by area over an
inequally spaced rectangular grid with arbitrary distribution of B(X, Z) as
indicated by equations (12) and (rb)-(8b), h owever, makes the capacitance
matrix C a positive definite, symmetric matrix.
RESISTIVITY MODELLING FOR TWO-DIMENSIONAL STRUCTURES 123
then there exists a real, nonsingular lower triangular matrix L such that
LLT = A where LQ = o(i --j > m). (20)
pa-G? (22)
G=25i
Cl
+
Fig. 4. Electrode configuration for an arbitrary geometric factor.
Results
To estimate the accuracy of the two-dimensional resistivity technique
described in the previous sections, a two-layered earth model was simulated.
RESISTIVITY MODELLING FOR TWO-DIMENSIONAL STRUCTURES 12.5
The resistivity of the top layer of thickness IOOO m was assumed to be IOO Qm
and that of the bottom layer to be IO Qm. A collinear dipole-dipole array was
deployed in a sounding mode with a dipole length of IOOO m and with dipole
separations N = I, 2, . . ., 15. The results of such a numerical simulation are
indicated in figure 5 with circles, and the analytically computed response for
the two layered model is shown by the curve with solid line. It can be seen
that the numerical results approach the analytic solution with an accuracy
of better than 5%.
ANALYTIC
000 0 NUMERICAL
DIPOLE - SEPPRATION , N -
Fig. 5. Comparison of numerical and analytic results for a dipole dipole sounding over a
two-layer model.
The lrectangular grid used in’the simulation of the above model consisted of
113 nodes in the x-direction and 16 nodes in thez-direction. The central 103 nodes
were equally spaced and finely described. The node spacing approaching the left
and the right edge were rapidly coarsened to simulate the infinitely distant
edges. The vertical resolution of the node distribution was similarly fine near
the ground surface and coarsened considerably to approach the “infinite depth”
boundary. In the result presented, the discretization by area method was em-
ployed with the empirical mixed-boundary condition applied at the edges.
In another example, illustrated in figure 6, a routine interpretation over a
complex structure is done by obtaining a “best fit” to the apparent resistivity
data observed in field survey, using the collinear dipole-dipole array, dis-
played in a standard pseudo-section plot.
126 A. DEY AND H. F. MORRISON
GRASS VALLEY
LINE A-A’
NORTH LEACH HOT SPRlNGS SOUTH
5.5 50 45 40 35 I 30 25 20 15 IO 05 KM
I I I I 1, 1 I I I I I I, 1 I
OBSERVED DATA
APPARENT RESISTIVITY IN fi m
INTERPRETED DATA
APPARENT RESISTIVITY IN i-l m
NOW” SOUTH
55 50 45 40 35 3.0 25 20 1.5 IO 05
1 I I I I I I I I, I I I I I I I I I I I IKL
30RM I2O.Q M 20Rb.4 w
3oi-h
_ IOn
4&Q-M
05- 05
Zs2M KM
“O 1 I 20Cl-M 10
1.51
INTERPRETED SECTION
LkC’l,LSSiO~
solution obtained for five optimally chosen K, values. The CP-times required
to solve for an arbitrary z-dimensional structure are 41 seconds and 24 seconds
for discretization by point and discretization by area methods, respectively,
on a CDC 7600 machine. An identical problem when solved using a network
solution technique to the same accuracy requires about 35 seconds of CP-time
using comparable core storage. A finite element algorithm available to us
could not be compared for an equivalent extent of the pseudo section evalua-
tion, due to lack of core space to fit the problem. However, from comparison
of problems of smaller dimensions, the new technique is estimated to be
considerably faster and more economic in terms of cost and storage require-
ments than the finite element algorithm (Coggon 1971).
ACKNOWLEDGEMENTS
The authors are indebted to Mike Hoversten for computational assistance.
Support for this work has been provided by the United States Energy Research
and Development Administration through Lawrence Berkeley Laboratory.
APPENDIX A
DIFFERENCE EQUATIONS FORTHE BOUNDARYNODES USING POINT
DISCRETIZATION SCHEME
a. For modes located 0% the line z = o
For all nodes (i, j) with i = 2, 3, . . . , ii1 - I, j = I, the boundary condition
is of the Neumann type, i.e.
(r.ra)
(r.2a)
(I.34
128 A. DEY AND H. F. MORRISON
and
C$ = - [Cz + C$ + C$ - 2K;a,,,]. (I.44
b&
G + ct$ cos 0 = o with a =
K&l Wd
Ko(Kr’) ,
where 0 is the angle between the radius vector I from the source point and the
outward normal in x-direction. If we assume a set of fictitious column of
nodes in the lower half-space at i = o and i = N + I, then the potential at
these nodes could be expressed entirely in terms of the potential on the boundary
node (i, j) through the mixed boundary condition.
These conditions applied to the equation (6b) result in the difference equa-
tions, for the top left node (I, I) :
where
(y = - (w + az+v)
R > (2.Ia)
(Aa) 2
2=2,j
C$ = - [C$ + Cg - 2K;qr] - cos O), (2.34
(Ax()’ (I
and for the top right node (N, I) :
(3a)
where
(3.14
(3.24
and
c. For the nodes located on the bottom edge of the mesh (z -+ co)
At the nodes (i, M), i = 2, 3, . . . , N - I, that are on the lower “infinite”
boundary, the application of the mixed boundary condition described above
results in the difference equation
(4.14
c”” = - (w-1 + 4
T (4.34
(AZ, _ I) 2
and
(4.44
4
& +4 cos 81 = 0
and
Ji
,+a4 cos e2 = 0,
where 01 and 0~ are the angles between the radial distance Y from the source
to the node (i, j) and the outward normals in the x- and z-directions, respect-
ively.
The application of these boundary conditions results in the difference
equation for the node (I, M) given below:
cg ${ + 1>, + c$ $I >j - 1 + c$! h,, = z@(x,) Q,), (54
where
@j = _ (%-1 + %i)
T (AQ-1)2 ’ (5.24
and
where
pj = _ (Q-U + %I)
L (6.ra)
(Axi-,)2 ’
(6.za)
C$j= (8.za)
- qot,i+1+ G,j)
cg = (8.34
(AZ, + AZ*-I) . AZ, ’
and
APPENDIX B
DIFFERENCE EQUATIONSFORTHE BOUNDARY NODES USING AREA
DISCRETIZATION SCHEME
a. For nodes located on the ground surface (z --f o)
The mesh region AA t,j is enclosed by the coutour L~,J defined by the sub-
sections iii, iv, o, vi, a, b as shown in figure 2. For all nodes (i, I), i = 2, 3, . . . ,
N - I. The finite difference equation is given by
(r.zb)
ai
& + UJ cos e = 0,
where
K&l KP9
u = Ko(K#)
and 0 is the angle between the radial distance I from the source to the node
(i, j) and the outward normal in the x-direction. The finite difference equation
for the top left corner node then becomes
(2b)
where
(z.Ib)
(z.zb)
kib)
and
AZ, . o~,~. u cos 8
c$ = - [Cg + Cg - A(r+ AiJ] + 2
@4b)
(3b)
where
- Azj . GC-I,~
q = W-4
2Axi-1 ’
- Axg-I . 0i-1,~
cg = Cub)
2Azj ’
RESISTIVITY MODELLING FOR TWO-DIMENSIONAL STRUCTURES I33
A$,J= K; b-1,j * 4
Axi-, . AZ,
ACc&*, kid4
and
Az3. . 02m1,, . a cos 0
c$ = -[CZ + P B -A(o ZJJ4,dl + ______ . b-44
2
c. For the nodes located on the bottom edge of the mesh (z -+ co)
The nodes (i, M), i = 2, 3, . . . , N - I, the mesh region AAt,, is bounded
by the contour L~J defined by the subsections i, ii, b, a, vii and viii. The
finite difference equation for any of these nodes is
(4b)
where
- A.zj-l . oz.-l,j-1
cz =
sAxi - I
k.Ib)
- A+, . ai,j-I
cg = (wb)
zhxs ’
where
- AZ,-, . c(,~-I
c$ = Wb)
zaxt ’
134 A. DEY AND H. F. MORRISON
(wb)
(5&J
and
+
A%* O&i-1 cccos01+
A+1
__-____
* q-1
. ucosf32 . (544
2 * 2 )
The difference equation for the bottom right corner node (N, M) is
Pb)
where
- Azi-l . o~-I,~-I
c; = (6.rb)
2Axg _ I
- Axp-I . O$-l,j-1
q = , (6.2b)
2Azj - I
02 and 01 are the angles between the radial distance Y from the source and
the x- and z-directions, respectively.
(7b)
where
q _7 -
Az~ . qg + Azj-1 . q-1
2Axc
(7.Ib)
RESISTIVITY MODELLING FOR TWO-DIMENSIONAL STRUCTURES 135
AXE . oi,j-l
c$ = - (7-2b)
zA.z-I ’
(744
Axe-1 . oi-q-1
c$ = - (kb)
2A.z-1 ’
Axz-1 . oi-l,j
cg=- (@A)
2Aq ’
KEFERENCES
AIKEN, C. L., HASTINGS, D. A., and STURGUL, J. R., 1973, Physical and computer modeling
of induced polarization, Geophysical Prospecting 21, 763.
APPARAO, A., ROY, A., and MALLICK, K., 1969, Resistivity model experiments, Geo-
exploration 7, 45.
136 DEY, MORRISON, TWO-DIMENSIONAL STRUCTURES
COGGON, J. H., 1971. Electromagnetic and electrical modeling by the finite element
method, Geophysics 36, 132.
CONCUS, P., and COLUB, G. H., 1973, Use of fast direct methods for the efficient numerical
solution of non-separable eliptic equations, SIAM J. Numer. Anal. IO, 1103.
DEY, A., 1967, Model studies on electrical profiling over thick conducting veins, M.Sc.
Thesis, Indian Institute of Technology, Kharagpur.
DOUGLAS, J., JR., and RACHFORD, H. H., JR., 1956, On the numerical solution of heat
conduction problems in two or three space variables, Trans. Amer. Math. Sot. 82,
421.
FORSYTHE, G. E., and WASOW, W. R., 1960, Finite difference methods for partial dif-
ferential equations, John Wiley and Sons, Inc., New York.
GUNN, J. E., 1964, The numerical solution of V . aVu = f by a semi-explicit alternating
direction iterative method, Numer. Math. 6, 181.
JEPSEN, A. F., 1969, Numerical modeling in resistivity prospecting, Ph.D. Thesis, Uni-
versity of California, Berkeley.
McPhar Geophysics, 1967, Catalogue of resistivity and IP model data, McPhar Geo-
physics Ltd., Ontario, Canada.
MADDEN, T. R., 1967, Calculations of induced polarization anomalies for arbitrary two-
dimensional resistivity structure, paper presented at Symposium on IP, University
of California, Berkeley.
MADDEN, T. R., 1971, The resolving power of geoelectric measurements for delineating
resistive zones within the crust, Geophys. Monogr. 14, AGU, p. 95.
MARTIN, R. S., and WILKINSON, J. H., 1965, Symmetric decomposition of positive
definite band matrices, Numer. Math. 7, 355.
MITCHELL, A. R., 1969, Computational methods in partial differential equations, John
Wiley and Sons, Inc., New York.
PEACEMANN, D. W., and RACHFORD, H. H., JR., 1955, The numerical solution of parabolic
and elliptic differential equations, Jour. of Sot. Indus. Appl. Math. 3, 28.
SOUTHWELL, R. V., 1946, Relaxation methods in theoretical physics, vol. I, Clarendon
Press, Oxford.
VAN NOSTRAND, R. G., and COOK, K. L., 1966, Interpretation of resistivity data, U.S.G.S.
Prof. paper 499.
VARGA, R. S., 1962, Matrix iterative analysis, Prentice-Hall, Englewood Cliffs, New
Jersey.
YOUNG, D., 1954, Iterative methods for solving partial difference equations of elliptic
type, Trans. Amer. Math. Sot. 76, 92.