GEOPHYSICS, VOL. 65, NO. 6 (NOVEMBER-DECEMBER 2000); P. 19311945, 16 FIGS., 2 TABLES.

3-D inversion of induced polarization data

Yaoguo Li and Douglas W. Oldenburg
In application, the technique has matured sufciently that it is
now routinely applied to data sets acquired in mineral exploration projects and in environmental problems.
The 2-D IP data are commonly inverted using a linearized
approach (LaBrecque, 1991; Oldenburg and Li, 1994), in which
the chargeability is assumed to be relatively small and the apparent chargeability data are expressed as a linear functional of
the intrinsic chargeability. A linear inverse problem is solved to
obtain the chargeability model. In addition to the linearized approach, Oldenburg and Li (1994) also propose two other methods. The second obtains the chargeability by performing two
separate dc resistivity inversions and then taking the relative
difference of the recovered conductivities. The third method
makes no assumption about the magnitude of the chargeability
and performs a full nonlinear inversion to construct its distribution.
The effectiveness of IP inversions has been documented in
several case histories (e.g., Oldenburg et al., 1997; Kowalczyk
et al., 1997; Mutton, 1997). When the data set is acquired in a
truly 2-D environment, the inversion algorithm has performed
well. However, 2-D inversions face difculties when the basic
2-D assumption is violated because of the use of 3-D acquisition
geometry or the presence of a 3-D geoelectrical structure such
as severe 3-D topography or 3-D variation of conductivity and
chargeability. Under these circumstances, a 3-D algorithm is
required.
The methods developed in 2-D are general and applicable to
3-D problems. For instance, recovering chargeability by computing the difference between two conductivity inversions is
demonstrated by Ellis and Oldenburg (1994) using polepole
data. The implementation of the linearized approach is also
straightforward in principle; however, numerical and computational challenges require specic treatment. The foremost
challenge is the computational complexity related to generating background conductivity in three dimensions and the solution of the large-scale constrained minimization problem to
construct the 3-D chargeability model. This paper concentrates
on these associated computational issues. We assume that the

ABSTRACT

We present an algorithm for inverting induced polarization (IP) data acquired in a 3-D environment. The
algorithm is based upon the linearized equation for the
IP response, and the inverse problem is solved by minimizing an objective function of the chargeability model
subject to data and bound constraints. The minimization
is carried out using an interior-point method in which the
bounds are incorporated by using a logarithmic barrier
and the solution of the linear equations is accelerated
using wavelet transforms. Inversion of IP data requires
knowledge of the background conductivity. We study
the effect of different approximations to the background
conductivity by comparing IP inversions performed using different conductivity models, including a uniform
half-space and conductivities recovered from one-pass
3-D inversions, composite 2-D inversions, limited AIM
updates, and full 3-D nonlinear inversions of the dc resistivity data. We demonstrate that, when the background
conductivity is simple, reasonable IP results are obtainable without using the best conductivity estimate derived
from full 3-D inversion of the dc resistivity data. As a nal area of investigation, we study the joint use of surface
and borehole data to improve the resolution of the recovered chargeability models. We demonstrate that the
joint inversion of surface and crosshole data produces
chargeability models superior to those obtained from
inversions of individual data sets.

INTRODUCTION

In recent years, there has been much progress in rigorous inversion of induced polarization (IP) data assuming a 2-D earth
structure. Published work on 2-D inversions has demonstrated
that inversion can help extract information that is otherwise
unavailable from direct interpretation of the pseudosections.

Manuscript received by the Editor February 23, 1999; revised manuscript received June 2, 2000.

Formerly University of British Columbia, Department of Earth and Ocean Sciences; presently Colorado School of Mines, Department of Geophysics,1500 Illinois St., Golden, Colorado 80401. E-mail: ygli@mines.edu.
University of British Columbia, Department of Earth and Ocean Sciences, 2219 Main Mall, Vancouver, B.C. V6T1Z4, Canada. E-mail: doug@eos.
ubc.ca.

c 2000 Society of Exploration Geophysicists. All rights reserved.
1931

1932

Li and Oldenburg

chargeability is small and that the data are not affected by EM

coupling effect. Therefore, we adopt the linearized representation of the IP response and develop the inversion methodology
applicable for general electrode congurations, including surface arrays, downhole arrays, and crosshole electrode congurations. We present a detailed algorithm that solves large-scale
problems.
Our paper begins with a summary of the basics of IP inversion and the formulation of the inverse solution. The use
of approximate conductivity models in the 3-D IP inversion
is discussed next to demonstrate how an efcient IP solution
can be obtained in practice. We then study the joint inversion
of surface and crosshole data and its improvement in model
resolution. We conclude with an application to a eld data set
and a discussion.
BACKGROUND

The commonly used electrode congurations in most exploration work include the polepole, poledipole, dipoledipole,
and gradient arrays. These arrays are usually arranged in a colinear conguration, and the source and potential electrodes
are generally aligned parallel to the traverse direction. However, to image a 3-D structure, truly 3-D data are often needed.
This requires that off-line or cross-line data be acquired and
that the orientation of the current electrodes be varied. In addition, high-resolution surveys carried out in ore delineation and
geotechnical investigations often acquire surface-to-borehole
and crosshole data in three dimensions. Thus, a generally applicable inversion algorithm must be able to work with arbitrary electrode congurations. In this paper, we assume that the
time-domain IP measurements are acquired using an arbitrary
electrode geometry over a 3-D structure. The current source
can be a single pole, dipole, or widely separated bipole either
on the earths surface or in boreholes. The resulting potential
or potential difference can be measured as data anywhere on
the surface or in the borehole. The commonly used polepole,
poledipole, and dipoledipole arrays on the surface or in the
borehole constitute only a small number of possible congurations.
Let (r) be the conductivity as a function of position in three
dimensions beneath the earths surface and (r) be the chargeability as dened by Seigel (1959). The dc potential produced
by a current of unit strength placed at rs is governed by the
partial differential equation

( ) = (r rs ),

(1)

where denotes the potential in the absence of IP effect.

When the chargeability is nonzero, it effectively decreases the
electrical conductivity of the media by a factor of (1)(Seigel,
1959). The corresponding total potential is given by

( (1 ) ) = (r rs ).

(2)

Thus, the secondary potential measured in an IP survey is given

by the difference

s = ,

(3)

while the apparent chargeability is dened

a =

(4)

The apparent chargeability is the preferred form of IP data,

and it is well dened in some surface and downhole surveys.

However, in crosshole experiments using dipole sources or

receivers, the electric eld often reverses direction along the
borehole, and the measured total potential differences can approach zero in the vicinity of the zero crossing. The zero crossing can also occur with noncolinear arrays on the surface. These
near-zero potentials cause the apparent chargeability to be undened. It is therefore necessary to use the secondary potential
as data when these conditions occur.
When the magnitude of the chargeability is moderate, the
secondary potential s measured in an IP experiment is well
approximated by a linear relationship with the intrinsic chargeability. Applying a Taylor expansion to equation (3), neglecting higher order terms, and discretizing the earth into cells
of constant conductivity j and chargeability j results in
the following equation (e.g., Seigel, 1959; Oldenburg and Li,
1994):

si =

M

j=1

M


i

j Ji j ,
ln j
j=1

(5)

where Jij is the sensitivity of the secondary potential si and

i is the corresponding total potential. If the total potentials
do not approach zero, the linearized equation for apparent
chargeability a is given by

ai =

M


j=1

M


ln i

j Ji j ,
ln j
j=1

(6)

where Jij is the corresponding sensitivity. Note that Jij is undened when i approaches zero.
Given a set of measured IP data, inversion of either equation (5) or (6) allows the recovery of the intrinsic chargeability model. Since the true conductivity structure is unknown in
practical applications, an approximation to it is substituted in
calculating the sensitivities. This approximation is usually obtained by inverting the accompanying dc potential data. Thus,
the IP inverse problem is a two-stage process. In the rst stage,
an inverse problem is solved to recover a background conductivity from the dc resistivity data. This conductivity is then used
to generate the sensitivity for the IP inversion, and a linear inverse problem is solved to obtain the chargeability.
FORMULATING THE INVERSION

Assume we have a set of N IP data, which can be apparent

chargeabilities or secondary potentials. Further assume that a
dc resistivity inversion has been performed (see next section)
to obtain a reasonable approximation to the true conductivity;
the IP sensitivity is calculated from it. To invert these IP data
for a 3-D model of chargeability, we rst use the same mesh as
in the dc resistivity inversion to divide the model region into
M cells and assume a constant chargeability value in each cell.
The data are formally related to the chargeabilities in the cells
by the relation in equations (5) and (6),

d = J ,

(7)

where the data vector d = (d1 , . . . , d N )T and the model vector

= (1 , . . . , M )T . J is the sensitivity matrix corresponding to
the data, whose elements Ji j are calculated from the assumed
approximation to the background conductivity by using an
adjoint equation approach (McGillivary and Oldenburg, 1990).
For this calculation and all the numerical simulations in this

3-D Inversion of IP Data

paper, we use the nite-volume method (Dey and Morrison,

1979) to solve equation (1) to obtain the electrical potentials.
The number of model cells is generally far greater than the
number of data available; thus, an underdetermined problem
is solved. To obtain a particular solution, we minimize a model
objective function, subject to the data constraints in equation (7). We used a model objective function that is similar
to that for the 2-D case but that has an extra derivative term in
the third dimension. Let m = generically denote the model.
The objective function is given by


(m m 0 ) 2
dv
x
V
V


 
 
(m m 0 ) 2
(m m 0 ) 2
dv + z
dv,
+ y
y
z
V
V
(8)
 

m = s

(m m 0 )2 dv + x

where m 0 is a reference model. The positive scalars s , x , y ,

and z are coefcients that affect the relative importance of the
different components. We usually choose s to be much smaller
than the other three coefcients, so the recovered model becomes smoother as the ratios x /s , y /s , and z /s increase.
For numerical solutions, equation (8) is discretized using the
nite-difference approximation. The resulting matrix equation
has the following form;


m = (m m0 )T s WsT Ws + x WTx Wx + y WTy W y

+ z WzT Wz m m0 )
Wm (m m0 )2 .

(9)

The data constraints are satised by requiring that the total

mist between the observed and predicted data be equal to a
target value. We measure the data mist using the function

 
2
d = Wd d pr e dobs  ,

(10)

where d pr e and dobs are, respectively, predicted and observed

data and where Wd is a diagonal matrix whose elements are
the inverse of the standard deviation of the estimated error of
each datum: Wd = diag{1/1 , . . . , 1/ N }. If we assume that the
contaminating noise is independent Gaussian noise with zero
mean, then d has X 2 distribution with N degrees of freedom,
and its expected value is equal to N . Thus, a reasonable target
value is d = N .
In addition to the data constraints, we also need to impose a
lower and an upper bound on the recovered chargeability. The
bounds are required because the chargeability is dened in the
range [0,1). The bound constraints ensure that the recovered
model is physically plausible. For numerical implementation,
the lower bound must be zero since the chargeability of the
general background is zero. The upper bound, denoted by u,
can take on the theoretical value of unity or can be smaller if
a better estimate of the upper bound is known.
Having dened the model objective function, the data mist
and its expected value, and the appropriate bounds, we now
solve the inverse problem of constructing the 3-D chargeability
model by the Tikhonov regularization method (Tikhonov and
Arsenin, 1977) with additional bound constraints:

minimize = d + m
subject to 0 m < u,

1933

where is the regularization parameter that controls the tradeoff between the model norm and mist. Ultimately, we want
to choose such that the data mist function is equal to a prescribed target value d . The minimization is solved when a minimizer m is found whose elements are all within the bounds.
This is a quadratic programming problem, and the main difculties arise from the presence of the bound constraints. We
use an interior-point method to perform the minimization. The
original problem in equation (11) is solved by a sequence of
nonlinear minimizations in which the bound constraints are
implemented by including a logarithmic barrier term in the
objective function (e.g., Gill et al., 1991; Saunders, 1995):

mj
B(m, ) = d + m 2
ln
u
j=1
M

mj
ln 1
+
u
j=1

(12)

where is the barrier parameter and the regularization parameter is xed during the minimization. The minimization
starts with a large and an initial model whose elements are
well within the lower and upper bounds. It then iterates to the
nal solution as is decreased toward zero. As approaches
zero, the sequence of solutions approaches the model that minimizes the original total objective function in equation (11).
Since we are only interested in the nal solution, we do not
carry out the minimization completely for each value of in
the decreasing sequence. Instead, we take only one Newton
step and limit the step length during the model update to keep
the model within the bounds throughout the minimization. The
steps of the algorithm are as follows:
1) Set the initial model m and the , and calculate the starting value of the barrier parameter by

=
2

M 


j=1

d + m

mj
mj
+ ln 1
ln
u
u

(13)

2) Take one Newton step for each value of by solving the

following equation for a model perturbation m:


JT WdT Wd J + WmT Wm + X2 + Y2 m

= JT WdT Wd (d dobs ) WmT Wm (m m0 )

+ (X1 Y1 )e,

(14)

where X = diag{m 1 , . . . , m M }, Y = uI X, and

e = (1, . . . , 1)T .
3) Determine the maximum step length of the model update
that satises the bounds:

mj
,
m j <0 |m j |

= min
+ = min

m j >0

(11)

M

u mj
,
m j

= min( , + ).

(15)

1934

Li and Oldenburg

4) Update the model and barrier parameter by the limited

step length:

m m + m,
[1 min( , )].

(16)

5) Return to step 2 and iterate until convergence according

to the criteria that d + m has reached a plateau and
the barrier term is much smaller than this quantity. The
parameter is usually prescribed to be a value close to
unity. Its role is to prevent model elements from reaching the bounds exactly so that the logarithmic barrier
iteration can continue. Values between (0.99, 0.999) have
been commonly used in literature (e.g., Gill et al., 1991).
Our experience with IP inversions suggests that a slightly
smaller value works better, so we have typically used
0.925 in our algorithm.
The central task of the algorithm is solving the linear system in equation (14). We obtain the solution by using the conjugate gradient (CG) technique. The reasons for using a CG
solver are twofold. First, any practical application will require a
large number of cells (at least on the order of 104 ) to represent
the geology reasonably. As a result, the linear system in equation (14) is large, and explicit formation of JT WdT Wd J is impractical. This precludes the use of any direct solver. The CG
technique is the obvious choice for an iterative solver since the
matrix (JT WdT Wd J + WmT Wm ) is symmetric. Also, each subproblem at a given value of barrier parameter only generates
one step among a sequence that leads to the nal solution. It is
unnecessary to solve equation (14) precisely. Instead, it is common to solve the central equation approximately to produce
a partial solution. The resulting update is called a truncated
Newton step. This is designed to reduce the required amount
of computation without compromising the quality of the nal
solution. The CG technique can be terminated at an early stage
by supplying it with a relaxed stopping criterion. We have typically used a criterion that the ratio of the norm of the residual
and the norm of the right-hand side in equation (14) be less
than 102 . This has led to large computational savings.
CG iterations require the repeated multiplication of the matrix JT WdT Wd J and WmT Wm to vectors. The matrix WmT Wm is
extremely sparse, and the matrixvector multiplication is easily obtained. However, applying JT WdT Wd J is computationally
intensive since J is dense. We perform a fast matrixvector
multiplication by using wavelet transforms (Li and Oldenburg,
1999a), in which a sparse representation of the dense matrix is
formed in the wavelet domain and matrixvector multiplication is carried out by sparse multiplications.
The remaining issue is how to determine the optimal value
so that the data constraint d = d is satised. There are
two situations that require different treatments. In the rst,
a reliable estimate is available for the standard deviation of
the errors that have contaminated the data and, therefore, the
value ofd is known. We then need to nd the value of that
yields this target mist. This is achieved by an efcient linesearch technique that uses a number of approximate solutions
to the minimization problem. In the second case, the standard
deviations of errors are unknown; hence, the optimal value
of must be estimated independently. We achieve this with
the generalized cross-validation technique (Golub et al., 1979;

Wahba, 1990; Haber and Oldenburg, 2000). The use of these

techniques in large-scale 3-D inversions is detailed in Li and
Oldenburg (1999a).
We now illustrate our algorithm using a test model composed of ve anomalous rectangular prisms embedded in a uniform half-space (Figure 1). Three surface prisms simulate nearsurface distortions, and two buried prisms simulate deeper targets. The conductivity and chargeability of the prisms are listed
in Table 1. The dc resistivity and IP data from both surface and
crosshole experiments have been computed.
The surface experiment is carried out using a poledipole
array with a = 50 m and n = 1 to 6. There are seven traverses
spaced 100 m apart in both eastwest and northsouth directions. There are 1384 observations, and these have been contaminated with uncorrelated Gaussian noise whose standard
deviation is equal to 2% of the datum value. Figures 2 and 3
show apparent conductivity pseudosections and apparent
chargeability pseudosections at three selected eastwest traverses. The pseudosections are dominated by the responses to
the near-surface prisms, and there are only subtle indications
of the buried conductive prism.
We rst inverted the dc resistivity data using a Gauss-Newton
approach that constructs a minimum structure model using a
model objective function similar to that in equation (8) but
applied to the logarithmic conductivity as the model. We set
the coefcients to s = 0.0001 and x = y = z = 1 and used a
reference conductivity model of 1 mS/m. The recovered conductivity model is shown by two plan sections and one cross
section in Figure 4. It is a reasonably good representation of
the true conductivity model. All three surface prisms and the
buried conductive prism are clearly imaged, and there is indication of a resistive prism at depth. This conductivity model is
then used to calculate the sensitivity for the subsequent IP inversion. The inverted chargeability model is shown in Figure 5
in the same plan and cross-sections. The surface prisms are
clearly imaged, and the chargeability at depth is concentrated
at the location of the two buried targets. The separation of these
bodies is not clearly dened, but this decrease of anomaly definition with increasing depth is expected when surface data
are inverted. Overall, the model is a good representation of
the true anomalous chargeability zone. The contrast between
the pseudosections shown in Figure 3 and the cross-section of
the recovered model in Figure 5 illustrates the improvement
gained by performing the 3-D inversion.
CONSTRUCTION OF APPROXIMATE CONDUCTIVITIES

As discussed in the preceding section, the inversion of IP

data requires a background conductivity model for calculating
the sensitivity. IP inversion is therefore a two-stage process,
and its success depends upon the availability of a conductivity
model that is a reasonable approximation to the true conductivity. The usual approach to generating such a conductivity
model is to invert the dc resistivity data that accompany the
IP data. Numerous papers have been published on 3-D dc resistivity inversions, and different approaches have been proposed. For example, Park and Van (1991), Ellis and Oldenburg
(1994a), Sasaki (1994), Zhang et al. (1995), and LaBrecque and
Morelli (1996) all perform linearized inversion to construct a
conductivity model from the dc resistivity data, although details of their algorithms and implementations may vary greatly.

3-D Inversion of IP Data

Li and Oldenburg (1994), on the other hand, apply approximate inverse mapping (AIM) formalism to construct a model
that reproduces the data. For the current study, we implement
a regularized inversion and use Gauss-Newton minimization
to accomplish this (Li and Oldenburg, 1999b). The basics of
that algorithm are summarized here.
Let m = ln dene the model used in the conductivity inversion, and let dobs be the dc potential data. As in the IP inver-

1935

sion, we minimize the model objective function in equation (8)

subject to tting the data to the degree determined by the estimated error. Thus, the desired conductivity model solves the
following minimization problem:

minimize = d + m
subject to d = d ,

(17)

where d and m are the same as those dened in equations (8)

and (10), is the regularization parameter, and d is the target
mist value for the dc resistivity problem.
The potential data depend nonlinearly upon the conductivity; hence, minimization (17) must be solved iteratively. Let m
be the current model, d its predicted data, and m a model perturbation. Performing a rst-order Taylor series expansion of
the predicted data as a functional of the new model m+m and
substituting into the total objective function in equation (17),
we obtain


2
(m + m) Wd (d + Jm dobs )

+ Wm (m + m m0 )2 .

(18)

Table 1. Conductivity and chargeability of the prisms. The

half-space has a conductivity of 1 mS/m and zero chargeability.
Prism
FIG. 1. Perspective view of the ve-prism model. Seven surface
traverses in the eastwest direction and four boreholes are also
shown. For clarity, seven traverses in the northsouth direction
are not shown. The physical property values of the prisms are
listed in Table 1.

FIG. 2. Examples of the apparent conductivity pseudosections

at three eastwest traverses. The data are simulated for a
poledipole array, and they have been contaminated by independent Gaussian noise with a standard deviation equal to
2% of the accurate datum magnitude. The pseudosections are
dominated by the surface responses. The grayscale shows the
apparent conductivity in mS/m.

S1
S2
S3
B1
B2

Conductivity (mS/m)

Chargeability (%)

10
5
0.5
0.5
10

5
5
5
15
15

FIG. 3. Examples of the apparent chargeability pseudosections

along three eastwest traverses. The data have been contaminated by independent Gaussian noise with a standard deviation
equal to 2% of the accurate datum magnitude plus a minimum
of 0.001. The same masking effect of near-surface prisms observed in apparent-conductivity pseudosections is also present
here. The grayscale shows the apparent chargeability multiplied by 100.

1936

Li and Oldenburg

The value J is the sensitivity matrix of the potential data. Its

elements are given by

= JT WdT Wd (d dobs ) WmT Wm (m m0 ). (20)

This is the basic equation solved for a Gauss-Newton step.

The new model is then formed by updating the current model:
m m + m. This process is repeated iteratively until the
minimization converges and an optimal value of is found to
produce the desired data mist in equation (17).
The nonlinear inversion of 3-D dc resistivity data provides
the best approximation to the actual conductivity distribution,
but it is a costly undertaking. One may not always want to
expend that amount of computation, especially when the recovery of the conductivity model is but an intermediate step toward the end goal of constructing a chargeability model. More
importantly, good IP inversion results are often obtained by
using less rigorous approximations to the conductivity. Our

FIG. 4. The conductivity model recovered from inversion of

surface data using a Gauss-Newton method. The model is
shown in one cross-section and two plan sections. The positions of the true prisms are indicated by the white lines.

FIG. 5. The chargeability model recovered from inversion of

surface data. The conductivity from full 3-D dc inversion is
used to calculate sensitivities. The positions of the true prisms
are indicated by the white lines.

Ji j =

i
ln j

(19)

and are evaluated at the current model. Differentiating with

respect to m and setting the derivative to zero yields the
equation for the model perturbation:


JT WdT Wd J + Wm Wm m

3-D Inversion of IP Data

experience with 2-D inversions (Oldenburg and Li, 1994) has

shown that good rst-order results concerning the chargeability
distribution can often be obtained by approximating the earth
using a homogeneous conductive half-space. This suggests that
a reasonable recovery of a 3-D chargeability model might be
achieved by using intermediate approximations between the
two end members corresponding to a uniform half-space and
the conductivity model recovered from a full nonlinear 3-D dc
inversion.
To explore this, we compare ve options for generating a
conductivity model to be used in the IP inversion. The rst
four require much less computation than does the full 3-D inversion:
1) A uniform half-space: This is the simplest approximation,
and no inversion of dc data is involved. When inverting apparent chargeability data, the actual value of the
half-space conductivity is arbitrary since the sensitivity is
independent of it. However, when the secondary potentials are inverted, the best tting half-space from the dc
resistivity data should be used.
2) One-pass approximate 3-D inversion: This conductivity
model is obtained from a linear inversion of the dc
data assuming that the actual conductivity consists of
weak perturbations of a uniform half-space (e.g., Li and
Oldenburg, 1994; M/ller et al., 1996). Such a model
captures the gross features in the conductivity structure
and demands the least amount of computation. We have
implemented the approximate inversion in the spatial
domain, in which the model objective function in equation (8) is minimized explicitly so that a minimum structure model is obtained. This is identical to performing the
rst iteration of the Gauss-Newton inversion with both
the initial and reference model being equal to the chosen
background, mb . The equation to be solved is


JT WdT Wd J + Wm Wm m
= JT WdT Wd (d dobs ),

(21)

where d is the predicted data. The approximate conductivity is given by m = mb + m.

3) Composite 2-D inversions: When surface data along parallel traverses are available, independent 2-D inversions
can be carried out along each line so that a 2-D model that
reproduces the observations is generated (Oldenburg
et al., 1993; Loke and Barker, 1996). The series of 2-D
models are then combined to form a 3-D representation
of the true conductivity structure. Such a model should
perform well when there are strong 2-D features in the
data.
4) Limited 3-D AIM updates: Using the one-pass 3-D inversion as an AIM, we can iteratively update the conductivity
model by the AIM algorithm (Oldenburg and Ellis, 1991)

1937

such that a nal model reproducing the 3-D observations

is constructed. The greatest mist reduction is achieved
within the rst two or three iterations (Li and Oldenburg,
1994). Thus, by performing only a limited number of AIM
updates, we can obtain a conductivity model for the IP
inversion. Let F 1 denote the one-pass approximate inversion and m be the current model. The model perturbation is dened by the difference between models generated by applying the approximate inverse mapping to
the observed and predicted data, respectively:

m m + F 1 [dobs ] F 1 [d],

(22)

where d is the predicted data from the current model.

The iteration starts with an initial model which can be
supplied by m = F 1 [dobs ].
5) Full 3-D nonlinear inversion: We use the Gauss-Newton
inversion discussed at the beginning of this section. This
approach provides the best approximation to the conductivity, but it is the most computationally intensive. Each
iteration requires calculation of the sensitivity and several additional forward modelings.
The relative merits of these ve methods will probably depend upon the complexity of the actual conductivity distribution. A general statement may therefore be difcult to make,
but insight can be obtained from applications to specic data
sets. We have applied these ve methods to the inversion of
our synthetic test data set shown in Figures 2 and 3.
We rst focus upon generating the approximate conductivities. The composite 2-D conductivity was obtained by inverting the data from the seven eastwest lines using a 2-D algorithm and stitching together the resulting 2-D conductivities to
form a 3-D model. The one-pass approximate 3-D inversion
was carried out using a uniform background of 1 mS/m and a
model objective function with s = 0.0001 and x = y = z = 1;
we chose an optimal regularization parameter by the L-curve
criterion (Hansen, 1992) to account for both the linearization
error and the added random errors. The selected regularization
parameter, together with the objective function, also dened
the approximate inverse mapping. We performed two iterations of AIM updates to produce the AIM approximation of
the conductivity. Last, we had the conductivity model from a
full 3-D inversion (Figure 4). For comparison, we have listed
in Table 2 the data mist between the observed dc potential
data and the predicted data obtained by applying 3-D forward
modeling to each of the ve approximate conductivity models. A comparison of these models with the true conductivity
model is shown in Figure 6. We selected the cross-section at
northing = 475 m, which passes through four of the ve prisms
in the model. The four models from different inversions show
different levels of detail about the conductivity anomaly, and
they present a general progression toward better representations of the true model. However, the improvement diminishes

Table 2. List of the dc and IP mist for different approximations to the background conductivity. The dc mist is calculated between
the observed dc resistivity data and the predicted data obtained from 3-D forward modeling of the approximate conductivities. The
IP mist is the value achieved by the IP inversion when an approximate conductivity is used to calculate the sensitivity.
Mist

Half-space

One-pass 3-D approximation

2-D composite

Limited AIM updates

Nonlinear inversion

DC
IP

2.96 10
2184

6.44 10
1720

1.22 10
1637

6.96 10
1634

1.35 103
1510

1938

Li and Oldenburg

as the approximation approaches the best model that is obtained from the full 3-D inversion. Although the inverted conductivity models are similar, there is a substantial difference
between the true model and any one of these approximations.
Using these ve approximations to calculate the sensitivities,
we performed ve different inversions of the IP data. Since
some of the conductivity models are poorer approximations,
the corresponding IP inversions are not expected to achieve
the expected data mist. Instead, we chose an optimal regularization parameter for each inversion according to a generalized
cross-validation criterion. The result is that different inversions
mist the observed IP data by different amounts (Table 2).
The resulting chargeability models are compared with the true
model in Figure 7. Each panel in that gure is the cross-section
of the recovered chargeability model at northing 475 m. All
ve models recover the essential features of the true model,
and they present a general trend of improvement as the approximation to the background conductivity improves. However, the improvement in the recovered chargeability model is
not proportional to the increased computational cost involved
in constructing a better conductivity approximation. Less rigorous approximations of conductivity which require much less
computation have produced good representations of the true
chargeability model.

JOINT INVERSION OF SURFACE AND CROSSHOLE DATA

Crosshole data have been used to achieve higher resolution

image of the subsurface structure obtained from dc resistivity
and IP experiments (e.g., Spies and Ellis, 1995; LaBrecque and
Morelli, 1996). However, although crosshole data are sensitive
to the vertical variation of conductivity and chargeability, they
have rather poor sensitivity to the lateral variation because the
data have limited spatial distribution and the array separation
is restricted to a small range. Surface data, however, usually
have good areal coverage and therefore possess better resolving power for determining lateral variations in the subsurface
structure. Surface data can provide good complementary information to the crosshole data if the targets are within the
depth of penetration of the surface arrays. Joint inversion of
these two data sets was expected to improve the resolution of
the recovered chargeability model.
We placed four vertical boreholes around the anomalous region in the test model. The locations are shown in Figure 1. We
simulated crosshole data from a poledipole tomographic experiment. Current sources were placed along the source hole
from 0 to 400 m depth at an interval of 25 m. For each current
location, potentials in another borehole (receiver hole) were
measured with a 50-m dipole at an interval of 25 m between
z = 0 and 400 m. Figure 8 illustrates the electrode conguration

FIG. 6. Comparison between the ve approximate conductivity models with the true conductivity. All sections are at
northing = 475 m, which passes through four of the ve prisms. The positions of the true prisms are outlined by the white boxes. As
the approximation improves, the inverted conductivity model is a better representation of the true model.

3-D Inversion of IP Data

between two holes. Only one borehole in any pair of boreholes

was used as the source hole, and the reverse conguration of
switching the source and receiver holes was not used. This resulted in six independent pairs of sourcereceiver holes.
A total of 1530 observations were generated for both dc and
IP experiments using this conguration. Because of the presence of zero crossings in the measured total potentials, we used
the secondary potential, instead of apparent chargeability, as
the IP data. The data were contaminated with independent
Gaussian noise. The standard deviation for dc potentials was
equal to 2% of each accurate datum; for secondary potentials
it was equal to 5% of each accurate datum plus a minimum
of 0.1 mV. (All the potentials were normalized to unit current
strength.) Figure 9 displays the crosshole dc data as the apparent conductivity between two pairs of boreholes. The vertical
axis of the plot indicates the position of the current electrode in
the source hole, and the horizontal axis indicates the midpoint
of the potential dipole in the receiver hole. The data plots are
remarkably featureless, and identication of individual prisms
in the true model is impossible. Figure 10 displays the secondary
potentials in the same two pairs of boreholes. Again, there is
no distinct feature in the secondary potential plots. The lack
of distinct features in the borehole data is a direct indication
of the datas poor sensitivities to the lateral variations in the
conductivity and chargeability distributions.

1939

Next, we compared the chargeability models obtained from

inverting the crosshole data alone with the model obtained
by jointly inverting the surface and crosshole data. For this
study, we inverted the dc resistivity data using the full nonlinear
inversion so that the best conductivity approximation at our
disposal was used for the sensitivity calculation. In both dc and
IP inversions, we chose a model objective function by setting
the coefcients to s = 0.0001 and x = y = z = 1. A uniform
half-space of 1 mS/m was used as the reference model for dc
resistivity inversion, and a zero reference model was used for
the IP inversion. In the inversions, the known values of the error
standard deviations were used, and the target mist value was
set to the number of data points being inverted. All inversions
converged to the expected mist value.
Figure 11 shows the conductivity model obtained from inverting the crosshole dc resistivity data, displayed in two plan
sections and one cross-section. This model is a crude representation of the true conductivity. Only the large surface conductor and the buried conductor are identied, and the recovered
anomaly amplitude is very low. We used this conductivity in the
inversion of crosshole IP data and the recovered chargeability
model (Figure 12). This model is a poor representation of the
true chargeability. Anomalies are recovered near the surface,
but they do not correspond to the locations of the true prisms.
The two deep prisms are marginally identied. The vertical

FIG. 7. Comparison of chargeability models recovered from the 3-D inversion of surface IP data using ve different approximations
to the background conductivity. The process by which each conductivity approximation is obtained is shown in each panel. The
lower-right panel is the true chargeability model.

1940

Li and Oldenburg

FIG. 8. Crosshole electrode conguration for collecting tomographic data. The current source A in hole B moves at an interval of 25 m from z = 0 m to z = 400 m. For each current
location, the potential electrodes M and N , separated by 50 m,
measure the potential differences in hole D. The midpoint of
the potential dipole moves at an interval of 25 m from z = 25 m
to z = 375 m. For a given pair of holes, no data are collected
by interchanging the current and potential holes.

extent is well imaged, as would be expected from borehole

data, but the orientations and horizontal boundaries of the
recovered anomalies differ from those of the true model. In
addition, there is excessive structure in the region immediately
surrounding the boreholes. This is typical when crosshole data
are inverted unless special weighting in the objective function
is included to counter it.
We next jointly inverted the surface data in Figures 2 and 3
and the crosshole data in Figures 8 and 9. Figure 13 displays
the recovered conductivity model from the joint inversion of
surface and borehole data. This model is dominated by the features recovered in the surface data inversion. The minor improvements are the increased amplitude and the slightly better
denition of the depth extent of the conductivity prism. Using
this model we calculated the sensitivity and then performed the
joint inversion of the two IP data sets to recover the chargeability model shown in Figure 14. It shows dramatic improvement
compared with the models from individual inversions in Figures 5 and 12. All ve prisms are well resolved, and artifacts
surrounding the boreholes are minimized. The most noticeable
improvement is the clear image of the two separate buried targets. The recovered amplitudes, positions, and orientations of
the two anomalies all correspond well with the true model.

FIG. 9. The crosshole plot of apparent-conductivity data. The vertical axis is the location of the current source in the source hole,
and the horizontal axis is the midpoint of the potential dipole in the receiver hole. The left panel is for data between holes C and
A, and the right panel is for data between holes B and D, as shown in Figure 1.

FIG. 10. The crosshole plot of secondary potential data in the same format as the crosshole apparent conductivity plots in Figure 8.
The potentials are normalized to unit current strength, and the grayscale indicates the value in millivolts.

3-D Inversion of IP Data

FIELD EXAMPLE

1941

As our last example, we illustrate the 3-D inversion algorithm using a set of poledipole data from the Mt. Milligan
coppergold porphyry deposit in central British Columbia,
Canada. These data were rst analyzed by Oldenburg et al.
(1997) using a 2-D algorithm. We invert them using the 3-D
algorithm, which illustrates the 3-D inversion in a mineral exploration setting and provides a comparison with the result
from a series of 2-D inversions.
The Mt. Milligan deposit lies within the Early Mesozoic
Quesnel terrane, which hosts a number of Cu-Au porphyry deposits, and it occurs within porphyritic monzonite stocks and
adjacent volcanic rocks. The initial deposit model consists of a
vertical monzonitic stock, known as the MBX stock, intruded

into volcanic host rocks. Dykes extend from the stock and
cut through the porous trachytic units in the host. Emplacement of the monzonite intrusive is accompanied by intensive
hydrothermal alteration primarily near the boundaries of the
stock and in and around the porous trachytic units cross-cut
by monzonite dykes. Potassic alteration, which produced chalcopyrite, occurs in a region surrounding the initial stock, and its
intensity decreases away from the boundary. Propylitic alteration, which produces pyrite, exists outward from the potassic
alteration zone. Strong IP effects are produced by these alteration products, and the IP survey is well suited for mapping
the alteration zones. The poledipole dc resistivity and IP surveys over Mt. Milligan were carried out along eastwest lines
spaced 100 m apart. The dipole length was 50 m, and n-spacing
was from 1 to 4. This yielded 946 data points along 11 lines in

FIG. 11. Conductivity model recovered from the crosshole data

alone. This model shows an elongated conductor on the surface and a broad conductor at depth. Both conductors are surrounded by resistive halos, and the amplitude is small.

FIG. 12. Chargeability model recovered from the crosshole

data alone. This model shows little resolution near the surface where the anomalies are conned to small volumes. The
deeper anomalies are identied but not well resolved. As expected, the depth extent of the buried chargeable bodies is well
delineated.

1942

Li and Oldenburg

our study area of 1.2 1.0 km. This area, directly above the
MBX stoc, has a gentle surface topography, and the total relief
is about 100 m. Figure 15 displays the apparent chargeability
data in plan maps of constant n-spacings. For brevity, we have
not shown the dc resistivity data here. The apparent chargeability data show large anomalies toward the western and southern
regions. The north-central region of low apparent chargeability
is related to the intrusive stock that has signicantly less sulde
from the alteration processes.
To invert these data, we used a mesh that consisted of cells
25 m wide in both horizontal directions and 12.5 m thick in
the region of interest. The mesh was extended horizontally and
downward by cells of increasing sizes. The total number of cells
in the inversion was about 72 000. We rst performed the full
nonlinear inversion of the DC resistivity data and then used it to

FIG. 13. Conductivity model recovered from the joint inversion

of surface and crosshole data. This model is similar to that
obtained from surface data alone, but it has a slightly higher
amplitude for the buried conductive anomaly. The depth extent
of the anomaly is also slightly better dened.

carry out the IP inversion. The resulting model is shown in Figure 16. For comparison, we also plotted the chargeability model
created by combining the 2-D sections obtained from inverting
the 11 lines of data separately using a 2-D algorithm. The recovered 3-D chargeability models from these two approaches
were consistent, and they both imaged the large-scale anomalies reasonably well. This was not surprising since the limited
array length meant there was little redundant information in
the data from adjacent lines. The model recovered from the 3D inversion was somewhat smoother and showed less spurious
structure than the composite 2-D model. It also showed a welldened central zone of low chargeability at depth. This was a
clearer image of the monzonite stock than what was imaged in
the 2-D inversions.

FIG. 14. Chargeability model recovered from the joint inversion of surface and crosshole data. This model shows the great
improvement achieved by joint inversion of the two complementary data sets. All ve anomalies are well resolved. Especially noticeable is that the boundaries of the two buried
chargeable bodies are well delineated.

3-D Inversion of IP Data

DISCUSSION

We developed a 3-D IP inversion algorithm that applies to

data acquired using arbitrary electrode congurations on a topographically variable earth surface or in boreholes. We assumed that the chargeability is small and formulated the inversion as a two-step process. First, the dc resistivity data are
inverted to generate a background conductivity. That conductivity is used to generate the sensitivity matrix for the IP equations. The 3-D chargeability model is then generated by solving
the system of equations, subject to a restriction that the chargeability is everywhere positive and smaller than an upper bound.
The analysis of large IP data sets often takes place in stages.
The rst goal is to obtain an image that reveals the major subsurface structures, answers questions about the existence of
buried targets, and supplies approximate details about size and
location. Major components affecting this image are the choice
of model objective function, the amount and type of errors on
the data, and the degree to which the data are t. For our twostep process, we must also pay attention to how valid the linearization process is and how close the recovered conductivity
is to the true conductivity.
The question of how close the recovered conductivity needs
to be to the true conductivity so that sensitivity J is a good estimate of the true sensitivities is not addressed quantitatively in
this paper. We have, however, carried out an empirical test in
a single example. Four approximate conductivities were used
to generate the sensitivities. In general, higher quality dc in-

1943

versions yielded better IP results, with the half-space conductivity, a one-pass linearized inversion, a few passes of an AIM
approach, and the Gauss-Newton inversion giving progressive
improvement. However, the differences in the nal IP inversions from these various approximations were fairly subtle (see
Figure 7). In fact, these differences were smaller than changes
in the image obtained by adjusting the degree to which the data
are mist or by slightly altering the model objective function
being minimized. Yet the various approximations to the conductivity can be produced with substantially fewer computations than the full Gauss-Newton solution. This allows the user
to carry out a number of rst-pass inversions with a data set
to achieve insight about the gross distribution of earth chargeability. If the conductivity structure is not overly complicated,
then this result may be satisfactory for nal interpretation. The
question of how well the conductivity must be known is a potential area for further research.
Another approximate conductivity model is that generated
by combining results from 2-D inversions. The prevalence of
2-D inversion algorithms means that this information is generally available when data have been collected along parallel
lines. We know that off-line anomalies and 3-D topography will
cause distortions in the recovered 2-D conductivity models, so
some degree of caution is required. In the synthetic modeling
presented here and in the Mt. Milligan example, the 2-D analysis for conductivity worked satisfactorily. Further research is
required to provide more detailed rules about when 2-D is applicable.

FIG. 15. The IP data from an area above the MBX stock of the Mt. Milligan coppergold porphyry deposit in central British
Columbia. The data were acquired using a poledipole array with a dipole length of 50 m and n-spacing from 1 to 4. The four panels
are plan maps of the data corresponding to different n-spacings.

1944

Li and Oldenburg

An important aspect of our IP inversion is the incorporation

of upper and lower bounds on the chargeability. The lower
bound is physical since chargeability is positive. The upper
bound might be (1) assignable from a priori knowledge about
the nature of the mineralization or (2) assigned to generate a
model consistent with the linearized formulation of the equations. Linearization requires that the chargeability be small.
The positivity and upper bounds are implemented through a
primal logarithmic barrier method. This increases the complexity of the algorithm, but the method is well established in the
literature and we provide an explicit algorithm for its implementation.
Another major component of our algorithm is the introduction of the wavelet transform to perform the matrixvector
multiplications. The sensitivity matrix can be compressed by a
factor of at least 10. This leads to substantial savings in both re-

quired memory and CPU time. This has made the algorithm at
least ten times faster than a direct approach and consequently
has allowed us to routinely handle problems that have a few
thousand data and a hundred thousand cells with relative efciency.
Last, the application of our algorithm to joint surface and
crosshole data has demonstrated that the inversion of these two
complementary data sets can greatly improve the resolution
of the inverted chargeability model. The noticeable gains are
in the enhanced denition of both horizontal boundary and
vertical extent of buried chargeable zones.
ACKNOWLEDGMENTS

We thank Roman Shekhtman for his valuable assistance

in programming the code and in running numerical examples. This work has been supported by an NSERC IOR grant

FIG. 16. Comparison of the chargeability models obtained from 2-D and 3-D inversions of the data from Mt. Milligan shown in
Figure 15. The column on the left shows one cross-section and two plan sections of the 3-D model obtained by combining eleven 2-D
sections recovered from 2-D inversions. The column on the right shows the model obtained by performing a single 3-D inversion
of all the data. The two results are generally consistent. However, less spurious structure is present in the model from the 3-D
inversion, and the central zone of low chargeability corresponding to the MBX stock is imaged better.

3-D Inversion of IP Data

and an industry consortium, 3-D Inversion of DC resistivity

and Induced Polarization Data (INDI). Participating companies are Placer Dome, BHP Minerals, Cominco Exploration,
Falconbridge, INCO Exploration & Technical Services, Newmont Gold Company, and Rio Tinto Exploration.
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