Wavelet finite element method for 2-D wave equation in

fluid-saturated porous media

Xinming Zhang, Kean Liu & Jiaqi Liu

Harbin Institute of Technology, Harbin, HeiLongJiang Province, China

ABSTRACT: In this paper, the wavelet finite element method is applied to the direct simulation of the wave
equation in the fluid-saturated porous media. The 2-D scaling functions of Daubechies wavelet are considered as
the interpolation basis function instead of the polynomial function, then the tensor wavelet element is constructed.
In order to overcome the integral difficulty for lacking of the explicit expression for the Daubechies wavelet, a
kind of character functions is introduced. The recursive expression of calculating the function value of Daubechies
wavelet on the fraction node is deduced, and the quickly wavelet transform between the wavelet coefficient space
and the wave field displacement space is constructed. The results of numerical simulation state the method is
effective.

1 INTRODUCTION the conditions of numerical dissipation will limit the

Compared with the single media theory, fluid-
saturated porous media theory considers the porous
elastic solid filled with compressible viscous fluid
such as water, oil and etc. Moreover, the two-phase
media elastic wave equation can bring more lithology
information than ever. So it can describe the formation
underground more precisely and can be used widely
in geophysics exploration and engineering surveying.
In 1956, a theory is developed for the propaga-
tion of stress waves in a porous elastic solid con-
taining compressible viscous fluid by Biot[1,2] . Biot
describes the Second-Kind P wave in fluid saturated
porous media firstly. After that, many researchers paid
their attentions to the propagation character of elas-
tic wave in saturated porous media and obtained many
achievements[3,4] . Yazdchi[5,6] combined the finite ele-
ment method with the boundary element method and
the infinite element method, constructed the finite-
infinite element method and the finite-boundary ele-
ment method to deal with the two-phase model in
lateral extensive field and obtained the better results
Shao xiumin[7] discussed the wave propagation in the
saturated porous media and developed a new kind of
non-reflecting boundary conditions on the artificial
boundaries.
For the problem of local high gradient, both
finite difference method and finite element method
improve the calculation precision by employing the
higher order polynomial or the denser mesh. However,
the increment of polynomial order and mesh nodes
inevitably need more computational work. Meanwhile,
frequency range that can be obtained.As a new method,
wavelet analysis is developed in recent years. Its desir-
able advantages is the multi-resolution analysis prop-
erties and various basis functions for structure anal-
ysis. According to different requirement, the corre-
sponding scaling functions and wavelet functions can
be adopted to improve the numerical calculation preci-
sion. Especially, those wavelets with compact support
and orthogonality, such as Daubechies wavelet, can
play an important role in many problems. Because of
the compactly supported property, if the Daubechies
wavelet is considered as the interpolation function of
the finite element method, the coefficient matrices
obtained are sparse matrices and their condition num-
bers can be proved independent to the dimension[8] .
Moreover, a new method could be provided because
of existence of various basis functions, which can
increase the resolution without changing mesh.
In Section 2, the mathematical model of two-phase
media we adopted is presented, for which without con-
sidering the fluid viscosity. In Section 3, the wavelet
finite element method of two-phase media elastic wave
equation is constructed and described in detail. In Sec-
tion 4, the integral value of Daubechies wavelet are
obtained by introducing a kind of character functions.
In Section 5, the fast wavelet transform between the
wavelet coefficient space and the wave field displace-
ment space is constructed by the fast wavelet trans-
form, the wave field displacement can be obtained
easily. In Section 6, a numerical simulation example is
presented and proved the method effective. In Section
7, the conclusion is presented.

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Copyright 2005 Taylor & Francis Group plc, London, UK
2 MATHEMATICS MODEL
From the Biot theory, the differential equation govern-
ing wave propagation in the saturated porous media,
without fluid viscosity, can be expressed as:
coefficient; = c + 2 M where is the effective
stress parameter and M is the compressibility of pore
fluid. = 1 Kb /Ks , M = Ks /[ + (Ks /Kf 1)]
where Ks , Kf , Kb are the bulk change modulus of the
solid, fluid, skeleton, respectively. Kb = b + 2/3.

3 WAVELET FINITE ELEMENT METHOD

Multiplying both sides of the two-phase media wave

equation by the 2-D Daubechies scaling wavelet basis
function:

where (2j L + 2N 1) k, l 0.
Integrating and using the Green function, we can
obtain:

Boundary Condition:

Initial Condition:

Where, ux , uy are the solid displacements in the

x- direction and z- direction, respectively; x , y
are the relative displace of the fluid with respect
to the moving solid, respectively. is the porosity;
= (1 )s + f is the bulk density of solid-fluid
mixture, and s and f are the densities of solid and
fluid, respectively. t is time and c , are the Lame

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 M , K are the 4 4 matrices

Where

Set

Putting L = 1, j = 0,  = [0, 1] [0, 1], then

approximate space in the finite element method is
V0 , and the 2-D scaling wavelet basis functions are
jkl (x, y) = (x k) (y l), 1 2N p, q, k, l 0,
N is the order of the vanishing moment.

Substituting the above formula into the equations (8)

(11), changing the twice integral into quadratic inte-
gral, rearranging the coefficients akl (t), bkl (t), ckl (t),
dkl (t) in a definite sequence and form the 1-D vector
R = (A, B, C, D)T .
Where

ij ij
Kpqkl , Mpqkl are the 2N 2N matrices, which line
varies with k, l and the column varies with the p, q.
Using the 2-order center difference to approximate
the two derive in the equation (12), we can obtain;
Then the equations (8)(11) can be changed into the
equation system of the coefficient R:

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 1
Arranging above equation, we have, 4.1 Value of 0 (m) (x k)(n) (x s)dx
1 
For 0 (m) (x k)(n) (x s)dx = R [0,1] (m) (x k)
(n) (x s)dx so the integral can be changed into;

Initial Condition:

Substituting
 (m) (x) = 2m l al (m) (2x k) and (n)
(x) = 2n q aq (n) (2x k) into the equation (17), we
have;
So, we can obtain the wavelet coefficients in every
time level through the above equations (14)(16), and
then substitute the wavelet coefficients into the fol-
lowing formula, the wave field displacements can be
obtained.

4 INTEGRAL VALUE OF DAUBECHIES

WAVLET BASIS FUNCTION That is,

From the Section 3, it is clear that the elements of

the mass matrix, the stiffness matrix and the load vec-
tor are constructed of the integral of the wavelet basis
functions. However, for Daubechies wavelets lacking Additional condition can be obtained from the poly-
the explicit expression, traditional numerical integral nomial reproduce property of Daubechies wavelets.
such as Gauss integral cannot provide desirable preci-
sion. In order to solving the key problem, a character
function is introduced:

Where the coefficients pk pl can be obtained by using

Set = 2x, then the method presented in the article[9] .
Differentiating the equation (20), we have:

and the two-scaling equation of character function can

be obtained: Differentiating the equation (21), we get:

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Multiplying (22) by (23) on both sides, we obtain
Multiplying both sides of equation (24) by character
function [0,1] (x), we have
Integrating above equation, we have
That is
Thus, we determine the unique integral value
5 FAST WAVELET TRANSFORM
In order to obtain the wave field displacements conve-
niently and quickly, the fast wavelet transform between
the wavelet space and the wave field displacement is
constructed as follows:
U is the wave field displacement vector; P is the
wavelet coefficient vector;  is the wavelet transform
matrix.
For the sake of simplicity, take the DB2 wavelet as
Daubechies wavelet on the fraction nodes is deduced
to save the computational cost.
Firstly, calculating the function value of the
Daubechies wavelets on the nodes [1, 2 2N 1].
From the two-scaling equation of the Daubechies
wavelets, the following formula can be obtained:
Where the coefficients Pk are known.
If set  = [(1), (2), (2N 1)]T , then above
equation system can be expressed in matrix form as:
Where bij = p(2ij) B 1 i, j 2N 1.
Thus, the problem can be changed into solving the
character vector of matrix B. However, it is well known
that the character vector of matrix is not unique. So
the following accessional conditions are required to
determine the unique solution of .
Secondly, based on the function values of the
wavelets on the integer nodes, the recursive expres-
sion of calculating the function values of Daubechies
wavelets on the fraction nodes is deduced as
the example. The solution field is  = [0, 1] [0, 1],
the mesh is 4 4, then

in which

n controls the mesh partition.

It is important for constructing fast wavelet trans- NUMERICAL SIMULATION

form to solving the function value of the Daubechies
wavelet on the binary fraction nodes. So, the recur- To verify the accuracy and validity of the wavelet finite
sive expression of calculating the function value of method, an example is presented in this section. In the

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Copyright 2005 Taylor & Francis Group plc, London, UK
example, a two-layer model is selected and the seis- 6 CONCLUSION
mic focus is placed on the center of the model. The
sine wave is selected as the seismic focus function. The In this article, the wavelet finite element method is
amplitude is 0.6 m, the frequency is 80 Hz, the mesh constructed by combining the finite element method
is 10 m and the time interval is 0.002 s. The parame- with wavelet analysis, and is applied to the numeri-
ters of media model are shown in the table 1 and the cal simulation of the saturated porous media elastic
simulated wave fields are shown in the figure 1. Fig- wave equation. For the beautiful and deep mathematic
ure 1-a and figure 1-b show the solid displacement in properties of Daubechies wavelet, such as the com-
the x- direction and z- direction, respectively; figure 1- pact supported property, vanishing moment property
c and figure 1-d give the relative displacement of the and so on, compared with the traditional finite element
solid with respect to the fluid in the x- direction and method, the wavelet finite element method has the fea-
z- direction, respectively. ture of quick iterative rate, high numerical precision
and good stability. Moreover, contrasts to h- or p-based
FEM, a new refine algorithm can be presented because
of the multiresolution property of the wavelet analy-
sis. The algorithm can increase the numerical precision
Table 1. Parameters of media model (two layers). by adopting various wavelet basis functions or vari-
ous wavelet spaces, without refining the mesh. In this
Parameter Upper layer Low layer article, the absorption boundary condition is not con-
sidered, so the reflection phenomena on the boundary
Kf (Pa) 0.25e + 6 0.25e + 6 are obvious.
Ks (Pa) 6.296e + 6 6.296e + 6
s (kg/m3 ) 2.400 240.0
f (kg/m3 ) 1.000 100.0 REFERENCES
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b 3.3568e + 6 3.3568e + 6
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Figure 1. Synthetic seismogram receivers.

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