From the SelectedWorks of Michael Broadhead

January 2011
A directional Laplacian with application to
anisotropic convection-difusion fltering
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73
rd
EAGE Conference & Exhibition incorporating SPE EUROPEC 2011
Vienna, Austria, 23-26 May 2011

F036
A Directional Laplacian with Application to
Anisotropic Convection-diffusion Filtering
M.K. Broadhead* (EXPEC Advanced Research Center / Saudi Aramco)
SUMMARY
Edge preserving smoothing of seismic data can be approached using anisotropic diffusion. One approach
to this uses a spectral decomposition of the structure tensor to define a diffusion tensor. The resulting
partial differential equation is solved numerically. We approach the problem by a structural decomposition
of the isotropic diffusion equation itself by separating the Laplacian into directional (parallel- and
perpendicular-to-structure) components. Retaining only the parallel term gives a convection-diffusion
equation suitable for use in edge preserving filtering of seismic data.


73
rd
EAGE Conference & Exhibition incorporating SPE EUROPEC 2011
Vienna, Austria, 23-26 May 2011
Introduction
Edge preserving smoothing to remove noise from seismic data is useful as a pre-conditioner for
horizon auto-pickers, as well as other data applications. Liu, et al., (2010) review several approaches
to this problem. The particular approach considered in this paper is called anisotropic diffusion
filtering, which was introduced to the seismic community by Fehmers and Hcker (2003). There are a
variety of anisotropic diffusion methods. The particular one that Fehmers and Hcker based their
work on was due to Weickert (e.g., 1998). The Weickert approach involves numerically solving a
diffusion equation where the diffusion coefficient is replaced by D, a tensor. The diffusion tensor can
be directional and hence, accomplishes anisotropic diffusion. One approach to defining D is in terms
of the eigenvectors of the structure tensor. These eigenvectors are locally parallel and perpendicular to
structure. Adjusting how much of each eigenvector contributes to the diffusion tensor allows one to
smooth more in the parallel (to the edge) direction, thereby preserving edges.

Since we are filtering seismic data, we do not need to limit ourselves to the actual physics of diffusion
processes. Therefore, we pursue a largely geometrical construction and arrive at an anisotropic
equation in which the structure tensor elements directly appear in the final equation to be solved
without being explicitly introduced. This is accomplished by decomposing the isotropic diffusion
equation into directional components. Then, by omitting the perpendicular-to-structure part of the
Laplacian we obtain an anisotropic equation which can be physically interpreted as a convection-
diffusion equation. Results of application of this filter to post-stack seismic data are shown.

Background

For convenience, we will consider the 2D case. The Laplacian for Euclidean coordinates is
2 2
2
2 2
u u
u
x y

= +


where u is the seismic amplitude. Note that y can be a spatial dimension or time. The isotropic
diffusion equation can then be written
2
u
u

where is a diffusion constant and

is a dummy evolution variable. Using a simple first order finite
difference scheme for the time stepping gives
( )
1 2
, ,
,
n
n n
i j i j
i j
u u u
+
= +
where is a time step chosen for stability and the number of iterations controls how much diffusion
(filtering) takes place. The initial data
0
, i j
u are the input seismic data to be filtered. In the isotropic
case, the analytical solution is given by convolution with a 2D Gaussian. Hence, it acts as a filter. For
edge preserving smoothing (i.e., follows structure), we need an anisotropic diffusion equation. The
Weickert-Fehmers-Hcker method considers the anisotropic diffusion equation
( ) div .
u
u

D

which arises from combining Ficks law
u = j D
with the continuity equation

( ) div
u
=

where j is the flux vector. They construct the diffusion tensor D from the spectral decomposition
(parallel-to-structure) of the structure tensor S, which in turn is given for 2D by
2
2
x x y
y x y
u u u
u u
u u u

= =



S

The elements of S are often spatially smoothed before use.

Direction
A structur
namely,

To derive
rotate the
. Note th

so that, fin
u

Figure 1
perpendicu

It then on
respect to
along that
case, the
orthogona
so that n
the two ve
Figure 1 w
si
giving

This term
in a diffu
(Weickert
label this
manner, if

73
rd
E
nal Decompo
ral decompos
2 2
u u

= +
2
2 x xx
u u
u

+
=
e this, we pro
x-axis so tha
hat cos x x =
u u x
x x x

= +

nally,
2
cos
cos
x x
xx
x
u


=

=
Triangle lab
ular-to-structur
nly remains t
o structure an
t desired direc
direction of
al to u

is ne
T
[ , ]
y x
u u =
ector in order
we then have
2
in
x
x
u
u u
=
+
2
2
2
2
y xx
u u
u
x

=

m describes a c
usion equatio
t gives an exp
term the par
f we label the

EAGE Confere
sition of the
sition of the L
2
u

where
2 2
2
x y xy
x y
u u u u
u u
+ +
+
oceed by firs
t it becomes
s and

y x =
c
u y u
y x x

=

sin
2cos sin
x
x y

+

+
beled for det
re case (right).
to relate the
nd also to ob
ction (i.e., ou
u

provides
eeded. Recall
. In each case
r that theta re
2
y
u
and
cos =
2
2 2
2
x y xy x
x y
u u u u u
u u
+
+
component o
on, diffusion
pression like
rallel-to-struct
e axes for the

ence & Exhibit
Laplacian
Laplacian ope
2
y yy
u u

and

2

st developing
x (see Figur
sin x . Then
os sin
u
y

2
cos sin
sin
xy
u
x
u u

+

+
terminingsin
.
angle to t
bserve that th
ur anisotropic
s the needed
l that [
x
u u =
e, we then lab
efers to the de
2 2
y
x y
u
u u

=
+

yy
u
u

=

f the Laplacia
would occu
this derived
ture compone
orthogonal d


ion incorporati
erator based o
2
2
2
y xx
u u
u
u

=
a 1D diffusi
re 1). Then u
n, using the ch

n
yy
u
y
u

and cos
the desired d
his second der
diffusion equ
orientation. I
T
, ]
x y
u . The n
bel the triangl
esired structu
u
u

an such that,
ur only in a
from the con
ent of the La
irection, as in


ing SPE EURO
on geometric
2
2 2
2
x x xy x
x y
u u u u u
u u
+
+
ion equation
t x x
u u

= diffu
hain rule we h
in parallel-
irection (para
rivative beco
uation). In th
In the paralle
ormal vector
le from Figur
ural orientatio
if it were use
direction pa
ncept of mean
aplacian, indic
n Figure 1, we

OPEC 2011
al analysis ca
yy
u


in rotated co
uses only alon
have
-to-structure c
allel or perpe
omes the diffu
he perpendicu
l-to-structure
is given by n
re 1 with the
n. In the para
ed in place of
arallel to stru
n curvature, 1
cated by
2
u

e get

an be written
oordinates. W
ng the directio

case (left) an
endicular) wi
fusion equatio
lar-to-structu
e case, a vecto
0 u = n
components o
allel case, fro
f the Laplacia
ructure locall
1998). We wi
u . In a simil

We
on
nd
th
on
ure
or
of
m
an
ly.
ill
ar



73
rd
EAGE Conference & Exhibition incorporating SPE EUROPEC 2011
Vienna, Austria, 23-26 May 2011
2 2
sin
y
x y
u
u u
=
+
and
2 2
cos
x
x y
u
u u
=
+
giving

2 2
2
2 2 2
2
1
x xx x y xy y yy
x y
u u u u u u u
u
u u
x u u u
+ +

= =


+


This component of the Laplacian is consistent with diffusion in a direction perpendicular-to-structure
locally and we shall call it
2
u

. Note that
2 2 2
u u u

= +

.




Figure 2 Input crossection data (left). Result of applying anisotropic diffusion filter (right).

Application to Edge Preserving Smoothing

To obtain the desired anisotropic diffusion equation, we omit
2
u

from the Laplacian and obtain

2 2
2 2 2
2 2
2
1
y xx x y xy x yy
x y
u u u u u u u
u
u u u u u u
u u u
+

= = = + =


+

v

which is a nonlinear convection-diffusion equation (e.g., see Bejan, 1995), where v

is velocity. We
can identify the coefficients with the elements of the (unsmoothed) structure tensor if desired


73
rd
EAGE Conference & Exhibition incorporating SPE EUROPEC 2011
Vienna, Austria, 23-26 May 2011
22 12 11
11 22
2
xx xy yy
S u S u S u
u
S S
+

=
+

For 3D, we have

( ) ( ) ( ) ( )
22 33 11 33 11 22 12 13 23
11 22 33
2
xx yy zz xy xz yz
S S u S S u S S u S u S u S u
u
S S S
+ + + + + + +

=
+ +

In Figure 2 we show application of this filter to two different 2D data sets (y = time). To keep the
denominator from getting too small, a parameter is added. The effect of noise on the derivatives in
the structure tensor components caused a few speckles. We removed this effect by applying Gaussian
smoothing to the structure tensor components. Figure 3 shows application to a timeslice (y = space).


Figure 3 Input timeslice (left). Result of applying anisotropic diffusion filter (right).

Conclusions

We have given a directional decomposition of the Laplacian which was then used to obtain a
convection-diffusion equation. Our final expression can be written directly in terms of the
components of the structure tensor, albeit the coefficients have naturally arisen as a consequence of
geometry and do not need to be explicitly introduced. Fehmers and Hcker can make adjustments in
their approach for fault preservation. We are investigating the possibility of such an option. Another
difference is that we do not need to do a spectral decomposition as the derived equation implicitly
contains it. This can reduce computational effort. We are also exploring other applications of the
directional Laplacian (e.g., interpolation, regularization of inverse problems, etc.).

References

Bejan, A., 1995. Convection Heat Transfer, (2nd ed.), Wiley, New York (1995).

Fehmers, G. C. and C. F. W. Hcker, 2003. Fast structural interpretation with structure-oriented
filtering. Geophysics 68, 12861293.

Liu, Y., S. Fomel, G. Liu, 2010. Nonlinear structure-enhancing filtering using plane-wave prediction,
Geophysical Prospecting, 58, 415-427.

Weickert, J., 1998. Anisotropic Diffusion in Image Processing, ECMI Series, Teubner-Verlag,
Stuttgart, Germany.