Augmented Slepians: Bandlimited Functions that Counterbalance Energy in Selected Intervals

Slepian functions provide a solution to the optimization problem of joint time-frequency localization. Here, this concept is extended by using a generalized optimization criterion that favors energy concentration in one interval while penalizing energy in another interval, leading to the "augmented" Slepian functions. Mathematical foundations together with examples are presented in order to illustrate the most interesting properties that these generalized Slepian functions show. Also the relevance of this novel energy-concentration criterion is discussed along with some of its applications

Full waveform inversion with extrapolated low frequency data

The availability of low frequency data is an important factor in the success of full waveform inversion (FWI) in the acoustic regime. The low frequencies help determine the kinematically relevant, low-wavenumber components of the velocity model, which are in turn needed to avoid convergence of FWI to spurious local minima. However, acquiring data below 2 or 3 Hz from the field is a challenging and expensive task. In this paper we explore the possibility of synthesizing the low frequencies computationally from high-frequency data, and use the resulting prediction of the missing data to seed the frequency sweep of FWI. As a signal processing problem, bandwidth extension is a very nonlinear and delicate operation. It requires a high-level interpretation of bandlimited seismic records into individual events, each of which is extrapolable to a lower (or higher) frequency band from the non-dispersive nature of the wave propagation model. We propose to use the phase tracking method for the event separation task. The fidelity of the resulting extrapolation method is typically higher in phase than in amplitude. To demonstrate the reliability of bandwidth extension in the context of FWI, we first use the low frequencies in the extrapolated band as data substitute, in order to create the low-wavenumber background velocity model, and then switch to recorded data in the available band for the rest of the iterations. The resulting method, EFWI for short, demonstrates surprising robustness to the inaccuracies in the extrapolated low frequency data. With two synthetic examples calibrated so that regular FWI needs to be initialized at 1 Hz to avoid local minima, we demonstrate that FWI based on an extrapolated [1, 5] Hz band, itself generated from data available in the [5, 15] Hz band, can produce reasonable estimations of the low wavenumber velocity models

Fast Algorithms for the computation of Fourier Extensions of arbitrary length

Fourier series of smooth, non-periodic functions on $[-1,1]$ are known to exhibit the Gibbs phenomenon, and exhibit overall slow convergence. One way of overcoming these problems is by using a Fourier series on a larger domain, say $[-T,T]$ with $T>1$, a technique called Fourier extension or Fourier continuation. When constructed as the discrete least squares minimizer in equidistant points, the Fourier extension has been shown shown to converge geometrically in the truncation parameter $N$. A fast ${\mathcal O}(N \log^2 N)$ algorithm has been described to compute Fourier extensions for the case where $T=2$, compared to ${\mathcal O}(N^3)$ for solving the dense discrete least squares problem. We present two ${\mathcal O}(N\log^2 N )$ algorithms for the computation of these approximations for the case of general $T$, made possible by exploiting the connection between Fourier extensions and Prolate Spheroidal Wave theory. The first algorithm is based on the explicit computation of so-called periodic discrete prolate spheroidal sequences, while the second algorithm is purely algebraic and only implicitly based on the theory