Lecture Notes in Earth Sciences

Edited by Gerald M. Friedman and Adolf Seilacher

2 UIf Bayer

Pattern Recognition Problems in Geology and Paleontology

Springer-Verlag Berlin Heidelberg New York Tokyo

Author Dr. UIf Bayer Instltut f(3r Geologie und Pal~ontologie der Unlversit~t T0bingen S~gwartstr. 10, D-7400 TfJbmgen, FRG

ISBN 3-540-13983-4 Spnnger-Verlag Berlin Heidelberg New York Tokyo ISBN 0-387-13983-4 Sprmger-Verlag New York Heidelberg Berlin Tokyo
This work is subject to copyright All rights are reserved, whether the whole or part of the material ~s concerned, specifically those of translation, repnntmg, re-use of illustrations, broadcasting, reproduction by photocopying machme or similar means, and storage in data banks Under 54 of the German Copyright Law where cop~es are made for other than prtvate use, a fee ~s payable to "Verwertungsgesellschaft Wort", Munich by Sprmger-Verlag Berlin Heidelberg 1985 Printed in Germany Printing and binding' Beltz Offsetdruck, Hemsbach/Bergstr. 2132/3140-543210

To

Dorothee

Julia and Vincent

Preface

The

research

on

mathematical

methods

and

computer

applications in geology since 1977 was supported by the "Sonderforschungsbereich Seilacher. volved: During 53, the PalOkologie" years, T{ibingen, directed by A. in-

several

"Teilprojekte" During the

were last

"Konstruktionsmorphologie,

Fossildiagenese,

Fossilverperiod

gesellschaftungen,

Fossil-Lagerstatten".

of t h e "Sonderforscbungsbereich" a special project " Q u a n t i t a t i v e Methoden serve as der a PalOkologie" final report of was the established: scientific Chapters activities. 1 to 3

Further

i n f o r m a t i o n is available in the r e p o r t s of t h e "Sonderforschungsb e r e i c h 53".

The ideas on the seismic r e c o r d in c h a p t e r 4 arose during a c t i v i t i e s on Leg 71 of the DSDP-program indebted for valuable in 1980, and I am

discussions to W. Gtlttinger, G. Dangel-

mayr, D. A r m b r u s t e r , H. Eikenmeier of the "Institut far Inform a t i o n s v e r a r b e i t u n g " , Tt~bingen. During engaged which years. Ttlbingen Ulf Bayer the years, in in a considerable the research number activities. problems of people was Here during I want several

somewhere were active

to express my special thanks to E. A l t h e i m e r and W, Deutschle, programming

CONTENT

1. INTRODUCTION 1.1 M a t h e m a t i c a l Geology and A l g o r i t h m i z a t i o n 1.2 Syntax and S e m a n t i c s 1.3 Stability

2. NOISY SYSTEMS AND FOLDED MAPS 2.1 R e c o n s t r u c t i o n of S e d i m e n t - A c c u m u l a t i o n 2.1.1 A c c u m u l a t i o n R a t e s and D e f o r m a t i o n s of the Time-Scale 2.1.2 E s t i m a t i o n of Original S e d i m e n t Thickness 2.1.3 Underconsolidation of S e d i m e n t s - - a History E f f e c t 2.2 I n t r a s p e c i f i c Variability of Paleontological Species 2.2.1 A l l o m e t r i c Relationships 2.2.2 The ~Ontogenetic Morphospace ~ 2.2.3 Discontinuities in the Observed Morphospace 2.3 Analysis of D i r e c t i o n a l D a t a 2.3.1 The Smoothing Error in Two Dimensions 2.3.2 Stability of Local E x t r e m a 2.3.3 Approximation and Averaging of D a t a 2.3.4 A Topological Excursus 2.3.5 Densities, Folds and the Gauss Map 2.4 R e c o n s t r u c t i o n of Surfaces from S c a t t e r e d D a t a 2.4.1 The Regular Grid 2.4.2 Global and Local E x t r a p o l a t i o n s 2.4.3 Linear Interpolation by Minimal Convex Polygons 2.4.4 Stability Problems with Minimal Convex Polygons 2.4.5 C o n t i n u a t i o n of a Local A p p r o x i m a t i o n A) A local continuous approximation B) C o n t i n u a t i o n of a local s u r f a c e approximation 3, NEARLY CHAOTIC BEHAVIOR ON FINITE POINT SETS 3.1 I t e r a t e d Maps 3,1,1 The Logistic D i f f e r e n c e Equation 3,1.2 The Numerical Approximation of a P a r t i a l D i f f e r e n t i a l Equation 3.1.3 Infinite Series of Caustics 3.2 Chi2-Testing of D i r e c t i o n a l D a t a

10 i1 12 16 19 21 23 26 29 30 35 40 45 46 51 51 54 56 57 62 62 65

70 72 73 76 79 82

Vt

3.3 P r o b l e m s with Sampling S t r a t e g i e s in Sedimentology 3.3.1 Markov Chains in Sedimentology A) D i s c r e t e Signals B) Equal Interval Sampling

86 86 88 89 92 92 95 98 99 t00 103 104 t06 106 112 115 120 120 123 127 127 129 131 134 135 138 141 144 146 147 151 153 155

3.3.2 Artificial P a t t e r n F o r m a t i o n in S t r a t i g r a p h i c Pseudo-Time Series A) Sampling of periodic functions B) The analysis of 'bed thickness' by equal d i s t a n c e samples
3.4 C e n t r o i d C l u s t e r S t r a t e g i e s - - Chaos on F i n i t e Point Sets 3.4.1 Binary Trees 3.4.2 Image C o n c e p t s 3.4.3 Stability Problems with C e n t r o i d Clustering Centroid cluster strategies Instabilities b e t w e e n c l u s t e r s Instabilities within clusters 3.5 Tree P a t t e r n s b e t w e e n Chaos and Order 3.5.1 Topological P r o p e r t i e s of Open Network P a t t e r n s 3.5.2 P a t t e r n G e n e r a t o r s for Open Networks A) Algebraic models -- prototypes of branching p a t t e r n s B) A m e t r i c model -- the Honda t r e e 3.5.3 Morphology of Branches in Honda T r e e s A) Length of b r a n c h e s B) Branching angles -- similarity and s e l f - s i m i l a r i t y C) Branches and b i f u r c a t i o n s - - a quasi-continuous approximation 3.5.4 Evolution of Shape A) Trees, P e a n o and J o r d a n c u r v e s B) The outline of Honda t r e e s C) C h a n c e and d e t e r m i n i s m 4. STRUCTURAL STABLE PATTERNS AND ELEMENTARY CATASTROPHES 4.1 Image R e c o g n i t i o n of T h r e e - D i m e n s i o n a l O b j e c t s 4,1,1 The Two-Dimensional Image of T h r e e - D i m e n s i o n a l Objects 4.1.2 The Skeleton of P l a n e Figures 4.1.3 T h e o r e t i c a l Morphology of Worm-Like Objects 4.1.4 Continuous T r a n s f o r m a t i o n s of Form 4.2 S u r f a c e Inversions in the Seismic Record -- the Cusp and Swallowtail Catastrophes 4.2.1 C o m p u t e r Simulations of Rays, Wave Fronts and T r a v e l t i m e Records Linear rays Successive wave fronts T r a v e l t i m e record 4.2.2 Local Surface Approximation 4.2.3 Linear Rays, Caustics and the Cusp C a t a s t r o p h e 4.2.4 Wave Fronts and t h e Swallowtail C a t a s t r o p h e 4.2.5 Wave F r o n t Evolution and the T r a v e l t i m e Record 4.2.6 The T r a v e l t i m e Record as a Plane Map

157 160 160 161 163 165 167 172 174 176

VII

4.2.7 Singularities on the R e f l e c t o r Line 4.2.8 G e n e r a l i z e d R e f l e c t i o n P a t t e r n s in Two and T h r e e Dimensions A) The d e f o r m e d c i r c l e and the dual cusp B) T h r e e - d i m e n s i o n a l p a t t e r n s -- t h e double cusp 4.2.9 D i s t r i b u t e d R e c e i v e r s 4.3 "Parallel Systems" in Geology 4.3.1 Some Examples of Parallel Systems 4.3.2 Similar and Parallel Folds 4.3.3 Bending a t Fold Hinges - - t h e Hyperbolic Umbilic 4.3.4 N o t a t i o n of S t r a i n 4.3.5 G e n e r a l i z e d P l a n e Strain in Layered Media 4.4 SUMMARY

179 183 183 189 191 198 199 201 206 210 211 214

REFERENCES

217 226

INDEX

1.

INTRODUCTION

Theoretical modelling and the use of mathematical in importance ical, their and, since progress

methods are presently gaining

in both geology and mathematics offers new possibilities to a classification of forms from a "Gestalt point of stability in order to preserve Otherwise, we could hardly conceive

to combine both fields. Most geological problems are inherently geometrical and morphologtherefore, amenable view". Geometrical essential objects have to possess an inherent

quality under slight deformations.

of them or describe them, and today's observation would not reproduce yesterday's result ( D A N G E L M A Y R & GOTTINGER, 1982). This principle has become known as 'structural stability' (THOM, 1975), i.e. the persistence of a phenomenon under all allowed perturbations. Stability is also, of course, an assumption of classical Newtonian physics, which is essentially the theory of various kinds of smooth behavior (POSTON &STEWART, 1978). However, suddenly things sometimes "jump". A new species with a different morphology appears in the paleontological record (EI.DREDGE & GOULD, 1972), a fault develops,

a landslide moves, a computer program becomes unstable with a certain data configuration, etc. It is, surprisingly, the topological approach which permits the study of a broad range of such phenomena STEWART, in a coherent manner (POSTON &STEWART, 1978; LU, 1976; 1982). The universal singularities and bifurcation processes derived from the structures in systems of various geneses exhibiting critical behavior

concept of structural stabiIity determine the spontaneous formation of qualitatively similar spatio-temporal ( DANGELMAYR & GI~TTINGER, tion of p h e n o m e n a " - examples, how the after 1982; THOM, 1975; POSTON & STEWART, 1978; GI21T 'geometrizaby comes much closer to the

TINGER & EIKEMEIER, t979; STEWART, 1981). In addition, this return to a decades of a l g o r i t h m i z a t i o n - It is the approach geologist's intuitive geometric reasoning.

aim of this study to elucidate,

qualitative geometrical

allows one to classify forms and

to control the behavior of complex computer algorithms.

1.1 MATHEMATICAL GEOLOGY AND ALGORITHMIZATION The geometrical approach dominated the "mathematization" of geology until recently the computer "changed the world". As VISTELIUS (1976) summarized in his discussion of mathematical geology:
"the restoration (or 18th century) of axiomatic ideas is due to maturation

of @eoloEical sciences . . . . are, the more

The more mature the geological ideas in the problem tool is determined by the Ecological meanin E

the mathematical

of the problem.

Less mature geological problems make it necessary to introduce

more routine mathematical means with restricted foundation to form geology".

Here, lead can to the

two

types

of " m a t h e m a t i c a l object-of physical

application" occur: and "routine

The

mathematical

attempt

to "model" a specific mostly be

the classical laws--

method of t h e o r e t i c a l

physics which can means" which are

formulation translated as the

mathematical

as " s t a t i s t i c a l

methods".

And, case studies by c o m p u t e r descriptive statistical

widely are

viewed

"mathematical laws",

methods".

Usually,

results He

treated

like

"physical

a situation

strongly

criticized

by THOM

(1979).

gave the following reasons why the tool of m a t h e m a t i c s looses its s t r e n g t h as one goes down the scale of sciences:
"... the first is that laws those sciences would like which do not have as efficient tools

at hand as physical

to be like p h y s i c s and try to appear in Every science wants to become

the eyes of other people as precise as physics. mathematized because it believes as fundamental physics . . . .

that way it would be put on the same footin E internal reason now works in the re-

The second,

verse sense: Inasmuch as a given science does not allow for precise mathematization it opens practically indefinite workin E possibilities to scientists

in that field, because they statistical possibility specific, hypotheses,

can

make models of all kinds, with approximations, on, and there is practically which actually the third no limit to the

and so

of buildin E models quantitative

in situations models . . . . And

do not allow for of course,

exact

reason,

is the computer industry's lobby: Every laboratory wants puter workin E even in situations that you can extract any kind

to have its own com-

where a priori there is no reason to believe of useful information out of the things you

have put into the computer. "

It was not Thom's aim to b l a m e those sciences which are not as precise as physics. R a t h e r this was d i r e c t e d against the d e g r a d a t i o n of t h e m a t h e m a t i c a l topologists like Thom "want q u a l i t i e s - argument, the tool-may be t h e r e a s o n is t h a t Of special interest though t h e s e s o m e t i m e s It

acquire a f e a r s o m e l y algebraic, even numerical, expression" (POSTON & STEWART, 1978). is Thorn's second indefinite working possibilities. of the same data-is always a very striking e x p e r i e n c e in applying " c o m p u t e r methods" t h a t some of these methods data. allow for various some and c o n t r a d i c t o r y interpretations and, furthermore, that methods can even be influenced by t h e ordering of the input analyze the q u a l i t a t i v e behavior of

Such observations were

the s t a r t i n g point to

p r o p a g a t e d algorithms in geology. In used as sample, profiles geology a surface are and paleontology statistical from and approximation data methods are generally from a

strategies

of p a t t e r n

recognition. A density distribution scattered time of statistical series

is e s t i m a t e d etc.

is r e c o n s t r u c t e d means

points, periodicity p a t t e r n s of analysis, Alternatively,

analyzed by

data are sorted, grouped and classified by using factor analysis, cluster or discriminant analysis, and so forth. These are the fields where "routine m a t h e m a t i c a l methods" dominate, regard and it is the field where the computer allows one to analyze everything without to any a priori scientific meaning and without the formulation of a scientific

hypothesis. During several years of work with the computer, and implementing c o m p u t e r programs at the 'Sonderforschungsbereich 53, that PalOkologie -University Tt~bingen', it

was a challenge to a c c e p t become r a t h e r

r a t h e r sophisticated p a t t e r n - r e c o g n i t i o n programs may the input data, do not satisfy

unstable if some initial conditions, e.g.

the proper conditions, and that it is, in general, not known what the "proper conditions" are. On the other hand, such computer work allowed me to collect and to analyze e x a m ples of instable procedures and problems of i n t e r p r e t a t i o n . A collection of such examples is p r e s e n t e d h e r e t o g e t h e r with the 'qualitative' analysis of instabilities.

1.2 SYNTAX AND SEMANTICS

After

decades

of

algorithmization

in

science

the

computer

provides a

valuable

and indispensable tool. Much work has been invested in c o m p u t e r science to find rules for the verification of program c o r r e c t n e s s . The idea is to solve the programming problem "by decomposing and and then the then if the overall verifying solutions problem that are if into each precisely subproblem together be solved in specified is solved

subproblems correctly, fied way,

fitted will

a speci-

the

original

problem

correctly"

(ALAGACIC & ARBIB, 1978}.

Thus, it s e e m s not very difficuIt to construct "correct" programs - - as far as the syntax is concerned (WIRTH, 1972). The other problem, however, is a s e m a n t i c one:

The meaning of a c o m p u t e r output is not defined -- no m a t t e r how c o r r e c t the syntax may be -- until the meaning of the input is defined and until the input is consistent with the operations within the algorithm. In the same sense, the formulation of a program is usually not only a s y n t a c t i c problem, as in most cases semantics is initially involved to some e x t e n t . The problem, however, is not r e s t r i c t e d to c o m p u t e r applications in a narrow sense: It occurs whenever "formulas" are applied to data. In addition to the "correctness" of algorithms, t h e r e f o r e , the problem of the c o r r e c t application of algorithms arises furthermore, and,

the question of how to "control" the computations. These are qualitative

problems because semantics itself is qualitative.

The problem and the necessity of algorithm-control in the field of geological applications will be elucidated by a collection of examples. The material is ordered in t h r e e chapters. These a t t e m p t to r e l a t e the observed instabilities with current areas of r e s e a r c h in topological, i.eo geometrical, areas. S o m e t i m e s the examples are only weakly c o n n e c t e d

with the t h e o r e t i c a l introduction to each chapter, as a t h e o r e t i c a l classification is not yet available for finite point sets from which most of the examples arose. However, it will be e l u c i d a t e d that it is commonly a question of the viewpoint - - the question what we assume as variables and what as p a r a m e t e r s - - if we classify a problem as a d i s c r e t e or a d i f f e r e n t i a b l e system. Such systems are commonly accounted whenever ~stability v

problems arise: Branching solutions, i.e. bifurcations, can be d e t e c t e d in many classical procedures: like Chi2-testing of directional data, s u r f a c e r e c o n s t r u c t i o n from s c a t t e r e d data points and equal distance sampling in sedimentology. The widely used centroid clustering methods turn out to provide an excellent example of chaotic behavior on finite point sets, Their s t a t i s t i c a l value is strongly questioned because they lack structural stability. Smoothing of directional data on a sphere and the classical C h i 2 - t e s t for orientation data further provide e x a m p l e s of a d e g e n e r a t e d bifurcation problem. A b r i e f discussion of i t e r a t e d maps gives a connection to present areas of research. The application of the c o n c e p t s of structural stability and of c a t a s t r o p h e theory

to r e f l e c t i o n seismics provides a classification of structurally stable singularities in two dimensions. The analysis of image inversions in t e r m s of the local curvature of the ref l e c t o r and its depth produces a catalogue of images which allows a detailed, semiquantitative on-site survey of the t r a v e l t i m e record. For the geologist it can provide a f r a m e -

work for his qualitative s t r u c t u r a l i n t e r p r e t a t i o n . The and concept of structural e.g. stability the also provides new of the insights in paleontological paleontological in the

evolutionary the

problems,

analysis

"morphospace" of models are

species or

"bifurcation" of

species.

However~

such

qualitative

narrow sense of this term

and provide r a t h e r a framework for further analyses which

may t e r m i n a t e in models which can be t e s t e d e x p e r i m e n t a l l y or statistically. M a t h e m a t i c a l details are ignored as far as possible: The object is to convey the

Vspirit~ of structural stability and r e l a t e d fields, and its application to geological p a t t e r n recognition problems. As far as m a t h e m a t i c s is required, it is kept to a minimal l e v e l examples of various fields are thought to be of more i n t e r e s t theory which has been summarized in various textbooks. than the m a t h e m a t i c a l

1.3 STABILITY ~Pattern recognition problems v as used here, cover a wide field of ~deformations t and VinstabilitiesL Various types of p a t t e r n recognition problems -which are usually

solved by c o m p u t e r methods - - are analyzed in t e r m s of ttopological stability v. The t e r m ttopological stability ~ or ~structural stability t means that the p a t t e r n does n o t drastically change under PRIGOGINE; a small disturbance (ANDRONOV et 1977). aL, 1966; THOM, 1974; NICOLtS &

However, p a t t e r n recognition problems may result even if the disturb-

t
i m

0 0

~--

migration

[..) ~

"--~

Fig, 1.1: The phylogenetic history of horses: (a) the classical gradual phylogeny a f t e r SIMPSON {1951); (b) the same phylogeny redrawn along a modern time scale. In t e r m s of evolutionary velocities two quite d i f f e r e n t "modes of evolution" are r e p r e s e n t e d by the two figures. However, in t e r m s of p h y l o g e n y the relationship b e t w e e n s p e c i e s - - the t r a n s f o r m a t i o n is s t r u c t u r a l l y stable as all pathways remain the same.

ance,

the t r a n s f o r m a t i o n , is s t r u c t u r a l l y stable. Such an example is given in Fig. 1.1. The

phylogeny -- the evolutionary history -- of horses is one of the most c e l e b r a t e d examples of gradual Darwinian evolution, and to some e x t e n t of directional selection {Fig. 1.1 a). However, if the time scale used by SIMPSON (1951 and others) is replaced by the absolute t i m e scale under c u r r e n t use, the phylogenetic p a t t e r n changes d r a m a t i c a l l y with r e s p e c t to mode and velocity of evolution (Fig, pal structure of the phytogenetic 1.1 b). All significant "evolutionary events" are i.e. the 1.1 b ancestor-descendant relationships now c o n c e n t r a t e d within very narrow t i m e intervals. What does not chang% is the princilineages, are s t r u c t u r a l l y stable. The ttime~ axis in Fig. is d e f o r m e d like a rubber strip

which is d i f f e r e n t i a l l y s t r e t c h e d without folding - - a purely topological deformation. Although this d e f o r m a t i o n the slow 'semantic' gradual interpretation evolution under of is purely topological and s t r u c t u r a l l y stable, it changes the evolutionary mode. While Fig. 1.1 a 1.1 b indicates a indicates a long-term changing e n v i r o n m e n t , Fig.

periods of 'stasis' with little morphological evolution which are i n t e r r u p t e d by short t e r m

intervals of rapid evolutionary change and associated speciation events. A simple, however not trivial, t r a n s f o r m a t i o n of the scale, thus, may t r a n s f o r m a gradualistic picture into a p u n c t u a t e d one (cf. STANLEY, 1979). S t r u c t u r a l stability in a more precise sense can be r e l a t e d to the topological similarity of the " t r a j e c t o r i e s " of a process in this p h a s e - s p a c e (NICOLIS & PRIGOGINE, 1977; HAKEN, equations 1977). The "internal dynamic" of a process is usually described by d i f f e r e n t i a l which usually depend on some parameters. In many physical interpretations

these p a r a m e t e r s can be identified with some s t a t e of the e n v i r o n m e n t of the system, i.e. they depend on various kinds of d i s t u r b a n c e acting continuously on the system (HAKEN, 1977). As the system and/or its e n v i r o n m e n t evolves, some of these p a r a m e t e r s a change t h e principal behavior of

can c h a n g e s m o o t h l y or suddenly, and during such the system c a n change.

homogeneous ~

~"

ed

A
strain

B
stra/n

Fig. 1.2: Stress-strain diagrams of deep-sea sediments: a) homogeneous sediments; b) s t r a t i f i e d sediments. Within each sequence c o m p a c t i o n and overload
i n c r e a s e ( m o d i f i e d from BAYER, 1983). In physical systems not uncommonly a threshold occurs which, when passed, causes a sudden change of the behavior of the system. The most d r a m a t i c change in a dynamic system is t h a t its t r a j e c t o r i e s in the phase-space change t h e i r topological configuration. By a small p e r t u r b a t i o n of a p a r a m e t e r , the system then d e v i a t e s widely from the initial situation. Fig. t.2 i l l u s t r a t e s this situation roughly by the " t r a j e c t o r i e s " of a s t r e s s - s t r a i n diagram. The e x p e r i m e n t s were p e r f o r m e d with a r o t a t i n g vane (with the vanes i n s e r t e d parallel ent to the bedding planes observed of sediments; cf. BOYCE, 1977; BAYER, 1983). In the s t r e s s - s t r a i n diagram -- the 'phase plane' of the process -- two qualitatively very d i f f e r patterns were (Fig. 1.2; BAYER, 1983) depending on the " s t r a t i f i c a t i o n " of the sediments. In homogeneous sediments the s t r e s s - s t r a i n curves are smooth while

in s t r a t i f i e d two every types set

sediments

a sudden break of the

occurs.

Within the (preloading)

range of the

of m e a s u r e m e n t s sediments, with

these

are the

independent trajectories

compaction

i.e. w i t h i n

evolve

s m o o t h l y and s t r u c t u r a l l y parameter, in t h e the

stable

increasing comof the point of

paction.

However, causes

the other

observed

lamination

or s t r a t i f i c a t i o n A very distinct

sediments,

an essential change

mode of failure:

f a i l u r e a p p e a r s in w e l l - s t r a t i f i e d s e d i m e n t s w i t h a " s u d d e n j u m p " in t h e s t r e s s v a l u e s . T h e r e is no c o m m o n S T A D T (1964} n o t e s :

"Often to a it. is not but necessary it ... that is In a to determine to be the able explicit to one say is solution something motivated of the

s e n s e w i t h r e g a r d to t h e t e r m

' s t a b i I i t y ' . As HOCH-

problem, the

important many small

about by

solution

physical change

problems in the

the

feeling

conditions

problem tion . . . .
nition

should
The

result
word

in

comparably
is for a all very

small
tricky

change
word.

in
No

the
one

soludefi-

stability adequate

seems

to

be

purposes."

".%

..~

,A "~'~"

~'"

.~.:--...
- . 4"t

2. Many

NOISY geological and

SYSTEMS paleontological

AND problems

FOLDED are related to

MAPS the reconstruction

of some a n c i e n t s t a t e

from the present remains. The present state, however, is usually

noisy as various f a c t o r s may have influenced the system during its history. This situation comes very close to the r e c o n s t r u c t i o n of d e f o r m e d signals in information theory. In the theory of i n f o r m a t i o n important role (YOUNG, the d i s t u r b a n c e of signals by random 1975). The stability (white) noise pIays an can be

problems of such noisy systems

NOISE

Fig. 2.1: D i s t u r b a n c e of signals by random, white noise. The initial signals are well s e p a r a t e d points or sufficiently small circles on the {x,y)-plane at t i m e t=0. With increasing time, w h i t e noise is added, and the area increases w h e r e the signals are found with some probability. Where these areas i n t e r s e c t , two signals are in Competition for the r e c o n s t r u c t i o n process.

visualized in a t h r e e - d i m e n s i o n a l

model like Fig. 2.1. An initial signal is c h a r a c t e r i z e d

as a point (or as a sufficiently small circle) on a space plane (x,y). On its way to the r e c e i v e r w h i t e noise is added. As a result, t h e signal is driven out of its original position. When t h e random noise sums up during time, probability within a certain area which A serious r e c o g n i t i o n problem signals s t a r t t o overlap. r e c o n s t r u c t e d with c e r t a i n t y . the signal will be found with a specific the original position of the signal. surrounds

occurs when the probabilistic neighborhoods of d i f f e r e n t a signal found within an i n t e r s e c t i o n area c a n n o t be

Indeed,

The signals, discussed so far, disjunct areas. their initial

are

isolated points which are originally located in

Now, if we cover parts of the (x,y)-plane densely with signals so that of definition are c o n n e c t e d along boundary lines, then another way

areas

to formulate the recognition problem is more appropriate. The evolution of the signal-space along the time axis can be described as a map

source

--->

receiver.

The overlapping of the probability areas, in which a signal will be found {Fig. 2.1}, can then be described as local folding of the original definition space. Fig. 2.2 illustrates the local folding of the (x,y)-plane. Within the folded areas it is not possible to solve

"

::.'..

a
Fig. 2.2: A folded sheet as a model of a locally folded map (a). A continuous curve on a sheet may develop s e l f - i n t e r s e c t i o n s in the projective plane of a folded sheet (b).

uniquely the inverse problem, the reconstruction of the 'original signal'. Fig. 2.2b

illus -

t r a t e s the distortion which can be caused by a local fold. A regular curve on the original plane develops a s e l f i n t e r s e c t i o n on the projection of the local fold. However, tions of this type will be discussed in more detail in the last chapter. deforma-

In an i n f o r m a t i o n - t h e o r e t i c approach the disturbance of signals is due to random forces, and the reconstruction process is mainly a s t o c h a s t i c problem. The possible drift of signals or particles is governed by a probability d i s t r i b u t i o n - - the classical example is the Brownian m o v e m e n t of particles in a fluid. In geology and paleontology problems of this type arise mainly if global properties of distributions are r e c o n s t r u c t e d from

s t o c h a s t i c samples by local e s t i m a t i o n methods. In this first chapter, p a t t e r n recognition problems will be elucidated by examples which are related to the superposition of density functions and to double- (multiple-) valued local solutions of r e c o n s t r u c t i o n processes.

In the first example s t a t i s t i c a l problems are discussed in t e r m s of the r e c o n s t r u c t i o n of original sediment volumes and sediment accumulation rates. The system bears three

10

types of disturbances: U n c e r t a i n t y about

the datum points; s t o c h a s t i c components, and

a s y s t e m a t i c trend to under-consolidation of s e d i m e n t s with low overburden.

Then the analysis of ' i n t r a s p e c i f i c variability of paleontological species ~ is discussed in t e r m s of a probabilistic o n t o g e n e t i c morphospace. It will turn out that the covarianee s t r u c t u r e b e t w e e n (measurable) features within the o n t o g e n e t i c morphospace can be helpful for the taxonomist. But, we will see further t h a t one cannot e x p e c t linear relationships between the features-a nonlinear theory seems appropriate rather than just

an analysis by the s o - c a l l e d higher s t a t i s t i c a l methods.

In a qualitative discussion of the analysis of directional data the problem will be to find an optimal weighting function for the r e c o n s t r u c t i o n of a smooth density distribution from s c a t t e r e d data. It will b e c o m e c l e a r that the critical areas of the tion are i n t e r s e c t i o n s of the areas~ on which the weighting function is defined, reconstruc-

In the next example the r e c o n s t r u c t i o n of s u r f a c e s from sparse point p a t t e r n s by c o m p u t e r methods is discussed. It will be shown t h a t the problems which arise in this c o n t e x t are mainly of a g e o m e t r i c a l nature. Therefore, the algorithmization of the reconstruction process is not trivial. The local e s t i m a t i o n methods in use provide no unique solution, i.e. they are very sensitive to the small changes of the initial conditions. The

example, t h e r e f o r e , leads over to discussed in more detail.

next c h a p t e r

where this type of instabilities is

2.1 RECONSTRUCTION OF SEDIMENT-ACCUMULATION

The problem to r e c o n s t r u c t accumulation- and s e d i m e n t a t i o n r a t e s arises in sedimentology in order to gather information about sea-level changes, c l i m a t i c changes, and and s e d i m e n t a t i o n r a t e s clearly indi-

the evolution of basins. F u r t h e r m o r e , accumulation

c a t e hiatuses in the s e d i m e n t a r y sequence on the base of which local and global e v e n t s of the past are recognized (e.g. VAIL e t aI., t977). However, several processes and assumptions are involved in the r e c o n s t r u c t i o n of which the most important ones are ** the dating of the sediment sequence ** the e s t i m a t i o n of the original sediment thickness without compaction. Both r e c o n s t r u c t i o n s are biased and usually involve specific assumptions about the datum points, the initial porosities and the consolidation s t a t e of the sediments.

11

2.1.1 Accumulation R a t e s and Deformations of the Time-Scale

The

computation

of

accumulation

rates

requires

e s t i m a t e s of

the

absolute

time

scale, i.e. a sufficient number of datum points along the sediment column. As soon as the datum points are given, the computation of the accumulation r a t e s is rather simple,

age

stages 0

accumulation rate cm/kyr I 2 3 4

stages

accumul, r a t e cm/kyr

t 14o [ K I M M E R I D GIAN

_1
OXFORDIAN
15o
__J

r-

-.J

KIMMERID GIAN !
L ........ .,, '

t
I

OXFORD,

I. . . . . . . . . . . . . .

m
CALLOVIAN
CALLOV0

[]

m
160

HI
BATHON.

BATIqONIAN

l___
BAJ OCIAN
I70

I----

BAJOCIAN

tl.,.

AALENIAN TOARCIAN -- 180 PLIENSBACHIAN

AALENIAN

TOARCIAb

PLIENSBACHIAN

S1NEMURIAN

--

190

HETTANGIAN

t-

SINEMUR.

HETTANG.

Cyclic accumulation rates of sediments in the South German Jurassic. on the time scale of VAN HINTE (1976); b) based on an a l t e r e d Jurassic time scale {see t e x t for explanation). On both scales a cyclieity is obvious, however, in (b) the cycles are much more regular (about 4 Ma), and a superimposed megatrend appears.

12

i.e. it is the quotient s e d i m e n t thickness time interval of d e p o s i t i o n . Fig. how 2.3 gives such a c c u m u l a t i o n they subdivide the Jurassic rates for the South G e r m a n Jurassic and i l l u s t r a t e s into generic depositional cycles. However,

sequence

the p a t t e r n is not i n v a r i a n t against d e f o r m a t i o n s of the t i m e scale. Essentially the same situation arises as was discussed for the revolution of horses v if the t i m e scale is a l t e r e d (Fig. 2,a A,B). The accumulation rates in Fig. 2.3A have been c a l c u l a t e d using the time scale

of VAN HINTE (1976). However, A deformation of this t i m e

for t h e t i m e - i n t e r p o l a t i o n within stages a more r e c e n t (Fig.

b i o s t r a t i g r a p h i c subdivision (COPE e t al., 1980) was used (McGHEE & BAYER, in press}. scale

2.aB) a l t e r s the cyclicity drastically, and the

p a t t e r n b e c o m e s much more regular. In addition, a well pronounced m e g a c y c l e b e c o m e s visible (Fig. 2.3 B). Van H i n t e ' s Jurassic t i m e scale is based on e s t i m a t e s of the upper and lower boundary of the Jurassic and of one additional ' c a l i b r a t i o n point v at the middle of the Jurassic (base of the Bathonian). Between t h e s e points he divided the t i m e scale linearly by the n u m b e r of a m m o n i t e Z o n e s - has been altered, original assumption cyclic (cf. with the result of an a v e r a g e duration t i m e of IMy for

e a c h a m m o n i t e Zone. Now, since he published his t i m e scale, the b i o s t r a t i g r a p h i c s c h e m e and t h e r e f o r e t h e duration t i m e varies from Zone to Zone. However, of 1My/ammonite Zone can be r e s t o r e d which agrees with otherwise for the Lower and Middle cycles of similar eds., in by shifting the additional -- middle Jurassic -- c a l i b r a t i o n point into the Callovian the Jurassic. This has been done in Fig. 2.3B, and this simple t r a n s f o r m a t i o n g e n e r a t e s the exceptional phase press}. As discussed earlier for the evolution of horses, the cyclicity per se is a s t r u c t u r al stable p a t t e r n which is preserved under topological t r a n s f o r m a t i o n s of the t i m e scale (even if o t h e r proposed scales are used, e.g. HARLAND e t al., 1978), while the regularity of the cycles, can gather changed. t h e i r phase length about the and magnitude-of the i.e. all p r o p e r t i e s process-change from which we as the scale is information velocity length pattern established EINSELE or McGHEE & BAYER in BAYER & SEILACHER,

2.1.2 E s t i m a t i o n of Original S e d i m e n t Thickness One i m p o r t a n t process ~which a l t e r s the physical properties of sediments~ is compac-

13

Sediment Coml~sition
{%)

WaterContent(w) andPorosity(p)
(%)

Bulk Density
(g/cm3)

Computed Grain Density

(g/cm3}

Sonic Velocity (m/s)

0 20 40 60 80 100 20 40 60 80 1.4 1.8 2.2 2.4 2.7 3.0 1.4 2.0 2.6 I I ] I I r"

c~ 4OO 5 0 0 ~ ~ 1

Fig. 2.4: Depth-logs for sediment composition and physical properties for DSDP-site 511 (adapted from BAYER, 1983). D a t a are m e a n values for cores (D: diatoms, N: nannofossils, c: clay c o n t e n t , O: o t h e r components).

fi

tion under the overburden of l a t e r deposits. Especially in clays the physico-chemical evolution is dominated by compaction. Fig. 2.4 illustrates how the physical properties in a and within this column the physical the s e d i m e n t becomes

s e d i m e n t column change with depth {i.e. overburden). In the example given, the s e d i m e n t column below 200 m depth is dominated by clay, parameters porosity and w a t e r - c o n t e n t decrease continuousIy as

increasingly c o m p a c t e d .

In the same course the density of the sediment

increases and

tends slowly towards the m e a n grain density of the sediment. tf one assumes t h a t the void volume of the s e d i m e n t s is in equilibrium with t h e for the equilibrium c u r v e of c o m p a c t i o n can be

overburden, then a first approximation given by t h e equation dn

dp

cn

(2.1)

{where n: porosity

= r e l a t i v e void space;

p: pressure or overburden). The c o n s t a n t

'c'

c a n be i n t e r p r e t e d as a c o e f f i c i e n t of volume change (TERZAGHI, 1943), which is specific for p a r t i c u l a r materials. I n t e g r a t i o n gives a simple declining exponential function
n = no exp (-cp). (2.2)

14
n

1.o

0.8

0.5

0.,~

02
m

0.0 0 100 200 300 ZOO 500 500 200 800

Fig. 2.5: Porosity data from Fig. 2.4 with least square f i t t e d trend lines (see t e x t for explanation).

This model has been used in Fig. 2.5 to e s t i m a t e t h e the data are well approximated. Besides the mean

decline in porosity with r e s p e c t line some more trajectories

to depth (i.e. t h e c h a n g e in bulk density has been neglected, cf. Fig. 2.4). Empirically trend

are given in Fig. 2.5~ which have been c o n s t r u c t e d under the assumption t h a t the coeffic i e n t of volume change is c o n s t a n t while the initial porosity of the s e d i m e n t s may have been variable and, thus, cause the s c a t t e r i n g of the d a t a points.

If we assume without compaction

that (e.g.

the s e d i m e n t MAGARA,

is e v e r y w h e r e HAMILTON,

in equilibrium with 1976). Fig, 2.6

the overload,

it is no problem to e s t i m a t e

the thickness of the s e d i m e n t column which would result 1968; illustrates how

t h e two principal c o m p o n e n t s of a s e d i m e n t change under pure compaction: The volume

vn vs
Fig, 2.6: The two c o m p o n e n t s of a s e d i m e n t - - voids and s o l i d s - - during compaction. Vn: volume of voids, Vs: volume of solids, p: pressure = overload.

15

of solids remains constant while the volume of voids decreases. The porosity is defined as the r e l a t i v e volume of the voids so that

V n = nV

and

Vs= ( 1 - n ) V .

(2.3)

where n: porosity,

Vn: volume of voids, and Vs: Volume of solids. Because the volume

o f the solids is not changed by compaction, one has

Vs(t=O ) = Vs(t )
and, t h e r e f o r e ,

(l-no)Vo

= (l-n)V

from which we i m m e d i a t e l y have the compaction number C =

V
Vo -

1-no
1,n (2.4)

and the decompaction number

D = Vo V

l-n
1-no -

1
' (2.5)

The

decompaction

number

allows to compute

the

original

thickness of

any

sediment

layer if we know its original porosity no, i.e.

V o

Dr.

(2.6}

The thickness of the entire sediment column then can be c o m p u t e d by summing up all sediment layers or, if regression curves are used as in Fig. 2.5 by evaluation of the integral !-n V f zl-n(z) dz (2.7)

i=l l-no

or

zo 1-no

Both techniques have been used in Fig. 2.7 whereby the original porosities of the samples
have been e s t i m a t e d from the intersection of their associated t r a j e c t o r y (from Fig. 2.5) with the z e r o - d e p t h line. In a s t a t i s t i c a l sense the t r a j e c t o r i e s of Fig. 2.5 are error

bounds to the mean regression line (probabilities can be a t t a c h e d to them by standard s t a t i s t i c a l techniques}, and so the curves in Fig. 2.7 can be interpreted. Thus, the reconstruction of the original sediment amount is simply a s t a t i s t i c a l process. However, it

closely r e s e m b l e s the situation of Fig. 2.1. The data are biased by the sampling t e c h nique as well as by the laboratory technique. Now, if we add a small error to a data point, it will not a f f e c t the results much if the overburden (or depth) is small. However, as the overburden increases, the t r a j e c t o r i e s in Fig. 2.5 c o m e closer and closer. An error of the same magnitude, t h e r e f o r e , biases the results increasingly.

16

15

thickness

km
t4 1.2 1.0
n= 09

085

0.8

075
0.8 0.6 0.4 02 0.0
o 1oo 20o 3oo 4oo 500

depth
6o0 zoo m

Fig. 2.7: D e c o m p a c t e d s e d i m e n t thickness based on the data of Fig. 2.5 (m: mean trend, n=0.9 etc.: integrals of the trend lines in Fig. 2.5.

While the r e c o n s t r u c t i o n of the initial s t a t e of the s e d i m e n t s depends on how far t h e " c o m p a c t i o n machine was run", we can, on the o t h e r hand, atways find the output if the " m a c h i n e would work until infinity". This stable limit, of course, volume of solids, and the "dry s e d i m e n t a t i o n r a t e s " (of. S W I F T , is simply the of course, 1977) are,

only biased by t h e t i m e scale and the laboratory technique.

2.1.3 Underconsolidation of S e d i m e n t s -- a History E f f e c t Estimations that of t h e original s e d i m e n t volume are usuatly based on the assumption of the s e d i m e n t is in equilibrium with the overburden. In

the consolidation s t a t e

this case, as was pointed out, the e r r o r of the e s t i m a t i o n should increase with increasing overburden. However, if burial depth is small, then the t i m e - d e p e n d e n t flow of the porew a t e r c a n n o t be neglected; it bears on our understanding of the widespread underconsolidation of r e c e n t sediments, which is observed even under slow s e d i m e n t a t i o n r a t e s (MARSAL & PHILIPP, 1970; EINSELE, 1977). The consolidation of s e d i m e n t s is described by T e r z a g h i ' s model (e.g. TERZAGHI, 1943; CHILINGARIAN & WOLF, column eds., and 1975, under 1976; the DESAI & CHRISTIAN, of a constant 1977). In a coefficient one-dimensional sediment assumption

of consolidation T e r z a g h i ' s model takes the form

17 3p =
- m -

a2p

(2.8)
3x 2 '

at

where p: the excess pore w a t e r pressure due to overload, m: the consolidation c o e f f i cient, and t: time. If this model is discretisized in space, i.e. if the sediment column is divided into small d i s c r e t e e l e m e n t s , then the partial formed into a set of ordinary differential equations: dP x differential equation is trans-

d--~

= m(Px-Ax-

2Px + Px+fXx)"

(2.9)

Now, if one reduces the system to a single e l e m e n t -- a situation which occurs in laboratory e x p e r i m e n t s - - then we can rewrite equation {2.9) as dp --+
cp = i(t), (2.10)

dt
where the right side describes the " i n p u t " - - i.e. the f l u x e s - - at the boundaries of the e l e m e n t as a function of time, and with free boundary conditions (I(t)=O) a suddenly

imposed pressure declines exponentially with time.

The idea of Terzaghi's model is that a sudden imposed load increases initially the p o r e - w a t e r pressure (excess hydrostatic pressure) and that this pressure d e c r e a s e s a f t e r ward due to a loss of p o r e - w a t e r from the e l e m e n t whereby the excess hydrostatic pressure is t r a n s f o r m e d into a pressure at grain c o n t a c t s . Associated with the loss of pore-w a t e r is an increase in the number of grain c o n t a c t s . Therefore, the sediment approaches a new equilibrium state a f t e r compression which, of course, is usually not reversible.

The reduction of volume is r e s t r i c t e d to the volume of voids, and the change in pore volume is simply proportional to the decline in the excess hydrostatic pressure:

~n ap __dz = m - - d z at ~t

(2.11)

Thus, we can solve equation (2.10) in terms of the pore volume, which in case of free boundary conditions takes the form: V(t) = Ve+ (Vo- V e) e -ct (2.12)

for a load which is suddenly applied. The load is here r e p r e s e n t e d by the equilibrium volume Ve (cf. equation 2.2), and the excess hydrostatic pressure is proportional to the reducible void volume (Vo-Ve). Now, if at time t=t 1 an additional load is applied, then equation (2.12} takes the form

V(t)

= Ve2+

(V(t I) - Ve2)

e-C(t-tl)

(2.13)

18

which c a n be r e w r i t t e n if V(tl) is i n s e r t e d from e q u a t i o n (2.t2): (2.14) from the first

V(t) = Ve2+ (Vel- Ve2)eCt2 e-at+ (Vo-Vel)e -ct "

As this equation shows, there is some remaining reducible porevolume

loading e v e n t , which has to be t a k e n into consideration. If f u r t h e r load is added in disc r e t e steps, we arrive finally at
I"I

V(t)

= Vi +

( [
=1

(Vi_l-Vi)eCti)e

-ct

(2.15)

which i l l u s t r a t e s how t h e e a r l i e r loading s t a t e s c o n t r i b u t e to l a t e r s t a t e s . The equilibrium can only be approached if t h e t i m e intervals b e t w e e n Ioading are sufficiently long, o t h e r wise the s e d i m e n t layer will be underconsolidated. This history e f f e c t of loading is illust r a t e d in Fig. 2.8 for various t i m e intervals b e t w e e n loading events. The excess h y d r o s t a t ic pressure {p in Fig. 3) develops clearly a maximum which d e g e n e r a t e s to a simple declining exponential function for a single loading e v e n t and to a sequence of such single events, as t h e t i m e intervals b e t w e e n loading b e c o m e large.

10ad. ~ t
V

i,

j iiiiliiiii

\
m,..
i

t t 1 t

Fig. 2.8: Responce of a single s e d i m e n t layer under stepwise loading when loads are apptied a t d i f f e r e n t t i m e intervals: t i m e i n t e r v a l d e c r e a s e from left to right; right: a single load. V: void volume; P: m o m e n t a r y reducible void volume which will vanish even if no additional load is applied; C:equilibrium void volume for e v e r y loading e v e n t . A t the top the loading i n t e r v a l s are marked, the t o t a l applied load is c o n s t a n t for all ' e x p e r i m e n t s ' .

With r e s p e c t to the previous discussion we have, t h e r e f o r e , to e x p e c t t h a t e s t i m a t e s of original s e d i m e n t volume are biased by the t i m e - d e l a y s in the consolidation process, the p a r a m e t e r s t i in equations (2.13) and (2.14) have, of course, the s t r u c t u r e of a t i m e delay. Furthermore, if the pressures at t h e boundaries of t h e s e d i m e n t layer are not zero, i.e. if t h e s e d i m e n t layer is a s e g m e n t within a s e d i m e n t column, then the t i m e -

19

delay e f f e c t

increases further.

In case,

the permeability of the s e d i m e n t is low, the

excess h y d r o s t a t i c pressure will stay for r a t h e r long t i m e near the values of the o v e r burden, and the time lack b e t w e e n loading and equilibrium consolidation causes a continuation consider of p o r e - w a t e r flow when sedimentation has stopped. On the other hand, if we a twoor three-dimensional system of strongly underconsolidated sediments,

any spatial disturbance like unequal loading can initialize an instable flow of pore-water, which may lead to fluidization or Iiquidization of the upper sediment layers.

2.2

INTRASPECIFIC VARIABILITY OF PALEONTOLOGICAL SPECIES

~n 1966,

WESTERMANN observed that

in several a m m o n i t e stocks -- a group of

cephalopods (Fig. 2 . 9 ) - - a specific intercorrelation of morphological f e a t u r e s occurs:

~Of particular interest and is the inter-correlation which and has been between observed he costain dif-

tion, whorl ferent,

section,

coiling

unrelated

ammonoid

stocks

cannot

satisfactorily

explained"

(WESTERMANN,

1966).

Fig. 2.9: E c t o c o c h l i a t e cephalopods, left r e c e n t Nautflus and two ammonites with well marked o n t o g e n e t i c changes in morphology.

Because BUCKMAN (1892) observed, probably for the first time, this particular type of covariation (intercorrelation) b e t w e e n the ornament and the whorl section in ammonites, Westermann a n c e'.
"in

named

this

relationship

'B u c k m a n' s

1 a w

o f

c o v a r i -

In some cases, the 'covariance' extends to other features:

general the complexity of the suture-line increases in pro-

portion

to the d e c r e a s e

of o r n a m e n t "

This caused in this way, would

Westermann

to establish 'Buckman's second law of covariance'. Proceeding features, which cannot be satisfactorily explained, stocks would soon

any correlation between

lead to a new

'law', and 'experiments' with other ammonite

disprove the specific correlation sufficiently 'to be a law'.

20

1 D 1-8

,I
o e e e , ee,~ e e e e , o e j

1.0
Ib
' ~---~ ' 50

DSP.
100
mm 26o

~-~-~-~

Fig. 2.10: C o v a r i a t i o n of o r n a m e n t and c r o s s - s e c t i o n of Sonninia (Euhoploceras) adicra (Waagen), modified from WESTERMANN (1966). The s c a t t e r g r a m shows t h a t the morphotypes cover a continuous area in t h e p a r a m e t e r space; D: Raup's morphological p a r a m e t e r "ratio of whorl height to whorl width", DSP: end d i a m e t e r of the spinous stage. On the o t h e r hand, W e s t e r m a n n was able to show, by means of the e o v a r i a t i o n structure, t h a t 80 described species of the subgenus species and that His b i o m e t r i c a l study {cf. Fig. '2.10) shows in t h e p a r a m e t e r
Sonninia (Euhoploceras)

belong

to

single

the observed v a r i a b i l i t y must that

be viewed the I/D)

as an i n t r a s p e c i f i c and t h a t

property. types

specimens

of this lumped species the c o s t a t i o n

fill a continuous area

space (DSP,

or ' f o r m a ' are regularly a r r a n g e d within this p a r a m e t e r space (of. Fig. 2.10 for explanation of p a r a m e t e r s ) . The c o v a r i a t i o n p a t t e r n described by WBuckman's law w is not unique within t h e a m m o nites, but it is also not universal. Additional studies (e.g. BAYER, t977) show t h a t in some cases Wage e f f e c t s w may play some role and t h a t t h e r e are some special conditions which m a k e ' B u c k m a n ' s law' easily visible. One of t h e s e conditions is t h a t t h e morphology changes strongly during ontogeny (cf. Fig. 2.9 for cases of rather strong ontogenetic changes). The available i n f o r m a t i o n m a k e s it likely t h a t t h e observed c o r r e l a t i o n is due to oblique s e c t i o n s through the o n t o g e n e t i c morphospaee because t i m e is not accessible. The problem t h a t age is not available in paleontology is well known; GOULD (1977} discusses in detail the problems, which arise, if equal sizes but d i f f e r e n t ages of specimens (and species) are c o m p a r e d by the a l l o m e t r i c relationship.

21

Evidence for an age control of 'Buckman's law' comes from additional f e a t u r e s of the s h e l l s - the spacing of growth lines and s e p t a - which both are likely formed in ana-

r a t h e r regular time intervals. Especially the spacing of septa (which is more easily lyzed) shows a (BAYER, 1972, close 1977). relationship Fig. 2.11 to cross-section and sculpture in certain

ammonites

illustrates such a relationship b e t w e e n spacing of septa

and shell morphology.

70

:g
r

5o

3o

to

0:2

oL5

"t

lo

20 m m

Fig. 2.11: Relationship b e t w e e n spacing of septa and morphology in a m m o n i t e s (modified from BAYER, 1972). s: angular distance of septa; r: radius of the shell.

2.2.1 Allometric Relationships

If one a c c e p t s the hypothesis that 'Buckman's law' describes a phenomenon of intraspecific variation, we should be able to deduce it from more basic biological principles. Everyday e x p e r i e n c e on living organisms shows that with age and that most morphological features change (which can be

the relationship b e t w e e n two morphological f e a t u r e s

quantified) leads usualiy to an allometric relationship, i.e. a relationship of the form:

y = ax b or log(y) = log(a) + bx.

{2.16)

Actually, 'f i r s t

the

allometric

relationship o f

can

be

traced

further

down

to

the,

say,

p r i n c i p 1e s

g r o w t h'

(HUXLEY, 1932), The term 'first

22

principle' is here used in t h e sense t h a t it is very likely to observe such an a l l o m e t r i c relationship. As HUXLEY noticed, two measurements (organs etc.) are in an a l l o m e t r i c relationship when they both grow exponentially, i.e. let Yl' Y2 be the two m e a s u r e m e n t s , which grow exponentially Yl = a l e e l t ; y2 = a 2 e C 2 t , (2.17}

then by e l i m i n a t i n g t i m e we find the a l l o m e t r i e relationship = Yl Now, strictly allometric growth al results (Y2) cl/c2 ~'2 also

" sophisticated growth models

(2.18) like

in more

the " O o m p e r t z model". In this model one assumes t h a t the p a r a m e t e r ' c ' is not c o n s t a n t but d e c r e a s e s with age. Growth then can be described by a pair of d i f f e r e n t i a l equations dy d--'t + c ( t ) y dc d--t = -c .

= 0

and an equation like

(2.t9)

The growth p a r a m e t e r ' c ' can be any function of t i m e , which goes to zero for large t i m e values {ideally as t i m e approaches infinity). Especially, any s t a b l e output of a linear control system (e.g. homogeneous linear d i f f e r e n t i a l equations) provides a possible input for A perfect a l l o m e t r i c relationship results w h e n e v e r the two organs

the growth p a r a m e t e r . take the form: dy dt

under consideration are controlled by the s a m e mechanism, i.e. if t h e i r growth equations

c(t)*ay

= O;

dx d-'t- c ( t ) * b y

= O;

(2.20)

by e l i m i n a t i n g t i m e one finds the p e r f e c t a l l o m e t r i c relationship

dy ay dx - b x

or

y = XoX a / b . be-

In both cases considered so far t h e a l l o m e t r i c relationship describes the relationship

t w e e n two growing organs in the phase-plane, i.e. the t r a j e c t o r i e s of growth without cons i d e r a t i o n of t h e velocity of growth. Indeed, we may still f u r t h e r generalize the r e l a t i o n ship to pairs of linear d i f f e r e n t i a l equations like dy f(t)~-~ = ax + by; dx f ( t ) ~ T = cx + dy,

(2.21)

and the relationship b e t w e e n the two m e a s u r e m e n t s takes the form dy d-x ax + by

= cx + dy

(2.22)

23

-(a + d)

ters
Fig.2.12: Relationship b e t w e e n type of equilibrium a n d c o e f f i c i e n t s of a pair of first order d i f f e r e n t i a l equations {equation 2.21}. The type of equilibrium depends on the eigenvalues of the c o e f f i c i e n t m a t r i x of equation 2.21. The eigenvatues are given by the root ),l,)t2 = { (a+d) -+/((a+d) 2 - 4(ad-cb)) }/2 (e.g. HOCHSTADT, 1964; JACOI3S, 1974; HADELER, 1974). which provides allometric relationships for a wide range of p a r a m e t e r values (cf. Fig.

2.12).
Huxley's approximation allometric of the relationship, therefore, appears as a rather likely first taken order on a

relationship there

between

growing organs

or m e a s u r e m e n t s

growing organism.

However,

are numerous exceptions especially in ontogeny. Such

an example is given in Fig. 2.13 -- the non-linear o n t o g e n e t i c trend in a Paleozoic a m m o nite which, however, c a n be approximated by a l l o m e t r i c relationships in d i f f e r e n t intervals.

2.2.2 The tOntogenetic Morphospace f

If one picks individuals of a c e r t a i n age class from a species~ then the morphological

24

lo

whorl N

Fig. 2.13: Nonlinear o n t o g e n e t i c relationships in a Paleozoic a m m o n i t e which can be stepwise approximated by simple a l l o m e t r i c relationships (modified from KANT & KULLMANN, 1980).

f e a t u r e s show usually a typical intraspecific variability, and in most c a s e s the d i f f e r e n t f e a t u r e s are c o r r e l a t e d within every age class, e.g. size and weight are c o r r e l a t e d and can be described by a two-dimensional Gaussian distribution for every age class. In the most simple c a s e one needs two sources of variation to describe the o n t o g e n e t i c mophospace of a species:

a) for every age class a description of the variability of all f e a t u r e s under consideration and their covariances. As a first approximation one can assume that the

time sections through the o n t o g e n e t i c morphospace are distributions; b} a description how the mean

multi-dimensional Gaussian

of t h e s e distributions moves with

increasing age

through the morphospace. This gives a c h a r a c t e r i s t i c {mean) o n t o g e n e t i c t r a c e for the entire species -for measurements, the mean {multidimensional) allometric

relationship. Fig. 2.14 illustrates this description of the morphospace whereby the ' m e a n o n t o g e n e t ic t r a c e ' is approximated by a straight line {e.g. an ideal allometric relationship in loga-

rithmic coordinates), and the age sections are idealized as ellipsoids {ideal Gaussian distribution). It is obvious that this description cannot be used only for continuous o n t o g e n e t i c d e v e l o p m e n t {as in the a m m o n i t e example), it also holds for growth in finite steps like in c r u s t a c e a . Thus, this kinematic model provides a relatively general description of the

25

l m O

~-~o
m

t,:
@@

'~:" 4 , .

Oj

IU

N'," . -

$
Fig. 2.14: A linear modeI for the ' o n t o g e n e t i c morphospace' of a species. The variables u,v,s are p a r a m e t e r s or m e a s u r e m e n t s which c h a r a c t e r i z e the morphology. The ellipsoids are time sections, i.e. they are the probability distributions for a c e r t a i n age cIass. They are dislocated within the (u,v,s)-space with t i m e t e i t h e r continuously or in d i s c r e t e steps. The hull of t h e s e ellipsoids {in the linear model a cone) is the probabilistie boundary of the o n t o g e n e t i c morphospace. Sections through this morphospace by another variable than time, e.g. size (s), are ellipses which contain various age classes which may appear to be strongly c o r r e l a t e d .

o n t o g e n e t i c development as well as a definition of a probabilistic morphospace for the whole ontogeny.

If this o n t o g e n e t i c morphospace is now sectioned by another variable than by age, e.g. the by constant size which parts is an accessible c o n t r o l - p a r a m e t e r in p a l e o n t o l o g y - - then even if the features under

section

contains

of the o n t o g e n e t i c trend. Thus,

consideration are uneorrelated within an age-section, it is possible to find a strong c o r r e l a tion within the size--sections (Fig. 2.14). l~low strong this correlation will be, depends

on the specific o n t o g e n e t i c trace, on the correlation of f e a t u r e s in the a g e - s e c t i o n s and on the angle between' the principal axis of the age distribution and the o n t o g e n e t i c t r a c e .

26

'Buckmanfs law' was observed in those a m m o n i t e s which show specially strong morphological consists Therefore, the age changes through ontogeny, and the observed variability for a constant size

of morphotypes which are found as o n t o g e n e t i c growth s t a t e s in all specimens. it is likely t h a t this Vlaw' results simply from the oblique sections through between f e a t u r e s on the

dependent

morphospaces; whereby a

high c o r r e l a t i o n

level of the age s e c t i o n s may inforce the strong c o r r e l a t i o n within the size sections.

2.2.3 Discontinuities in t h e Observed Morphospace

So far, the mean o n t o g e n e t i c t r a c e has been assumed to be a straight line or can be t r a n s f o r m e d into a straight line (i.e. if it is ideally allometric). However, even allometry is only an idealized first order approximation. Especially in ontogeny more complex relationships commonly occur,, which only allow an a l l o m e t r i c approximation through c e r t a i n intervals (Fig. 2.13, cf. KANT & KULLMANN; 1980). Non-linear relationships are usually found if morphology is described by some index numbers -- as it is the case in ttheoretical morphology ~ (e.g. RAUP, 1966). Thus, in the general case one has to e x p e c t that the

mean o n t o g e n e t i c t r a c e

is a t h r e e - or more-dimensional curve. This causes complications

if t i m e is not available as the controlling variable; e.g. the size sections will show d e f o r mations as a function of age. A m a t h e m a t i c a l description of the morpho-space without t i m e can, t h e r e f o r e , lead to r a t h e r c o m p l i c a t e d nonlinear equations.

In addition, one has to e x p e c t complications in any projection of the n-dimensional o n t o g e n e t i c morphospace (all possible relationships) onto a subspace, say the two-dimensional subspace of a point plot. Fig. 2.15 gives a sketch of such a curved o n t o g e n e t i c morphospace. In the convex area of its hull a singularity appears due to the projection into

................... :..:.:.:z::,-:::::.::.::

Fig. 2.15: The hull of a curved o n t o g e n e t i c morphospace, a single o n t o g e n e t i c t r a c e and the probabilistic neighborhood of this trace. O t h e r trajectories~ which s t a r t close to the s k e t c h e d trace, will be within this probabilistic neighborhood. In the concave area of the hull a swallowtail singularity appears, which will be discussed in c h a p t e r 4.

27

the plane. Such structurally stable singularities will be discussed in detail in c h a p t e r 4, however, some aspects of the deformations in subspaces can be already discussed here

by the analysis of the o n t o g e n e t i c traces of single specimens.

If one picks a c e r t a i n set of o n t o g e n e t i c traces for single specimens from the probabilistic o n t o g e n e t i c morphospace, then, by experience, one can expect that they evolve

in a regular manner and that they do not depart too much from their original relative position within the age section:
Experience not turn shows into a that a juvenile one 'p y k n i c ' h u m a n during its will, in general,

FleptosomeF

ontogeny.

Now, we can describe the evolution of the o n t o g e n e t i c morphospace as an i t e r a t e d (or continuous) map which describes the change of the age dependent probability distribu-

tion and the dislocation of its mean. And, one can assume that the map, which g e n e r a t e s the probabilistic ontogenetic morphospace of a species from some initial distribution,

also describes the o n t o g e n e t i c traces of single specimens up to some error term. If one neglects the error rather than term, which causes the r e p r e s e n t a t i o n of o n t o g e n e t i c t r a c e s by tubes then a significant regular disturbance within a family

by lines (Fig. 2.15),

of o n t o g e n e t i c t r a c e s can result only from the projection of the multi-dimensional space onto a subspace. What then reasonably can be expected, without further analysis, are local folds of the map (Fig. 2.2).

A simple model of such a fold in two dimensions is the tangent space of a parabola (Fig. 2.16c) whereby the t a n g e n t s are local linear approximations of the o n t o g e n e t i c t r a jectories. The through concave side of the In contrary, fold line, the parabola, is empty, no t a n g e n t s pass

this area.

on the

convex side of the fold line two tangents pass such a fold model can be valid only as a

through every point of the plane. Naturally, local model. in the o n t o g e n e t i c morphospace.

In this sense Fig. 2.16 provides a paleontological example of a local fold

The o n t o g e n e t i c traces of several individuals of the a m m o n i t e genus Hyperlioceras are drawn in a two-dimensional parameter space (non-allometric) which includes size (=Dm). The specimens belong to different species of this genus (BAYER, 1970)~ but this should

not be a serious problem because the idea is only to show that local folds can be expected in paleontological 'growth' data-under the aspects of the previous discussion these measured by

species size, an

may well be

lumped into

a single species. During

late

ontogeny,

inversion of the

morphological trend occurs (Fig. 2.16). Specimens with r a t h e r (N) turn into forms with m o d e r a t e values of this p a r a m e t e r

high relative whorl height

and vice versa. This p a t t e r n is very regular with r e s p e c t to the precision of the measure~ ments, and the inversion occurs within a relative small size interval. Thus, the local behav-

28

50"

~0"

r..-..:......:;

/urn

16

2b

mm

Fig. 2.16: O n t o g e n e t i c t r a j e c t o r i e s of a m m o n i t e s of the genus Hyperlioceras (a: H. desori, b: H. subsectum, c: H. d ~ d t e s ) , modified from BAYER (1969). N: relative height of whorl, Dm: d i a m e t e r of the shell. During the late ontogeny, measured by size, an image inversion occurs, which can be i n t e r p r e t e d as a local fold. In the model t h e fold causes local i n t e r s e c t i o n s of the t r a j e c t o ries and an e m p t y area. If age (t) is used as an additional variable, one can e x p e c t that the t r a j e c t o r i e s are well separated, i.e. that the i n t e r s e c t i o n s are due to the projection onto the two-dimensional p a r a m e t e r space.

ior

of

the

morphological t r a j e c t o r i e s can

well be c o m p a r e d with a local fold. If age

could be added as an independent variable, the t r a j e c t o r i e s would be lifted into the third dimension. However, if age is r e l a t e d to the e a r l i e r development in the p a r a m e t e r space (Dm,N), then the t r a j e c t o r i e s will be arranged in a more or less regular manner within

the t h r e e - d i m e n s i o n a l space {Dm,N,t). The local singularity, where the t r a j e c t o r i e s inters e c t , may then appear like a piece of a ruled hyperbolic s u r f a c e (Fig. 2.16). The rulings model locally the o n t o g e n e t i c traces, discussed t a n g e n t space of a parabola. and their projection onto the (Dm,N)-ptane is the

This is not the place to say that this is the way to study and to describe the patt e r n of Fig. 2.16. But it is a way to illustrate and perhaps to o v e r c o m e the difficulties which arise from singular s t r u c t u r e s like the regular i n t e r s e c t i o n of the t r a j e c t o r i e s . In c h a p t e r 4 it will be shown that singularity theory or, more specific, e l e m e n t a r y c a t a s t r o p h e theory provides a very elegant method to analyze such p a t t e r n s . Anyway, it b e c a m e clear t h a t the o n t o g e n e t i c development of morphology cannot always be considered to be linear, neither on the probabilistic level of the o n t o g e n e t i c morphospace nor traces. The celebrated analysis of on the the level of so-called

individual

ontogenetic

morphology by

higher s t a t i s t i c a l methods {like f a c t o r analysis) has, therefor% they cannot be analyzed with

t h e r e f o r e , to be used with caution. other hand, the earlier

P a t t e r n s like in Fig. 2.16 cannot be linearized within the observed p a r a m e t e r space, and, linear models. On the

29

discussion of the o n t o g e n e t i c morphospace shows that, even within the most simple linear model, the o n t o g e n e t i c trend cannot be ruled out for a linear f a c t o r analysis as is s o m e times assumed (BLACKITH & REYMENT, 1971). If the c o v a r i a n c e s t r u c t u r e is a l t e r e d

by age e f f e c t s within the size sections, then we c a n n o t r e c o n s t r u c t the original distribution from this sections without additional information -- in paleontology qualitative information will then be p r e f e r a b l e against any q u a n t i t a t i v e measurement.On the o t h e r hand, the discussed models provide tools for the taxonomist. They give q u a l i t a t i v e a r g u m e n t s for the variability of species and, t h e r e f o r e , for the definition of a species. In addition, they allow to f o r m u l a t e specific q u a n t i t a t i v e models.

2.3 ANALYSIS OF DIRECTIONAL DATA

The analysis of three-dimensional directional data by means of the ' s t e r e o g r a p h i c projection' (Fig. 2.17) is a standard procedure in t e c t o n i c s and sedimentology. The aim

of the procedure is usually to e s t i m a t e a density function of unknown form from data points on the sphere (el. MARSAL, requires a smoothing process, 1970). The r e c o n s t r u c t i o n of the density distribution a moving average. The classical hand method

in general

works with a counting a r e a (circle) of 1% of t h e s u r f a c e of the half sphere (or of its

Fig. 2.17: a) R e p r e s e n t a t i o n of a t a n g e n t plane in t h e unit sphere: by the ' c i r c l e of i n t e r s e c t i o n ' with the sphere, its unit normal and a point on the sphere (intersection of the normal with the sphere), b) a pair of idealized shear planes and a system of real shear plains in the s t e r e o g r a p h i c projection: r e p r e s e n t a t i o n by the 'circles of i n t e r s e c t i o n ' and the normals, c) Two s t e r e o g r a p h i c projections of the same set of joints; above: S c h m i d t ' s grid (equal area); below: Wulf's grid (equal angles).

30

projection into the plane). When the first c o m p u t e r programs for the analysis of directional data appeared (e.g. SPENCER & CLABAUGH, 1967; ADLER et al., 1968; BONYUM

& STEPHENS, 1971; ADLER, 1970), they did not only simplify the analysis of directional data, but they added new ' d e g r e e s of f r e e d o m ' : to choose the size of the counting circle, to use various weighting functions or projections of the sphere (Fig. 2.17), and the c o m puter allows to handle a r a t h e r 1970), was, large number of data. A question, which arose early

{KRAUSE, area

t h e r e f o r e , w h e t h e r t h e r e exists an optimaI size of the counting

with r e s p e c t to the number and to the distribution of data points on the sphere. new 'influence functions' like an exponential decay function have been

Alternatively,

introduced {BONYUM & STEVENS, 1971).

The problems associated with the smoothing process can be divided into more quant i t a t i v e and more qualitative ones. The variation of the influence area (either by changing the d i a m e t e r of the the total this 'counting c i r c l e ' or by d i f f e r e n t 'weighting functions') alters

number of e x p e c t e d values at a grid point. The classical way to s t a n d a r d i z e to a p e r c e n t a g e of all observed data points causes d e f o r m a t i o n s of the

number

distribution in the way that the maxima are s t r e t c h e d - is g r e a t e r than area',

the sum over all grid points

100%. The counted data need to be normalized into 'densities per unit of influence has to be replaced by a weighting function for which 1982), A more qualitative

or the area

the integral over the area of influence equals one (BAYER,

aspect is that the smoothing process a f f e c t s the variance of the distribution (GEBELEIN, 1951). This d e f e c t is mainly a function of the size of the area of influence. These problems are briefly discussed in the first section. However, while they are important in

a s t a t i s t i c a l sense, they are less significant for the geological i n t e r p r e t a t i o n of orientation data. In geology only the position of e x t r e m a may play a role for the structural and the in this case the described d e f o r m a t i o n s of the global distribution

interpretation, do not a f f e c t

local i n t e r p r e t a t i o n . Therefore, most of the following discussion will

focus on the question w h e t h e r the local e x t r e m a are stably e s t i m a t e d by the methods currently in use. In the final section we will return to a more general problem and

analyze under which conditions we can suspect a density distribution at all.

2.3.1

The Smoothing Error in Two Dimensions

The

estimation the

of

a density

function

from s c a t t e r e d data For

on the sphere or its

projection onto

plane

involves a

moving average.

one-dimensional histograms

the resulting e r r o r s and the d e f o r m a t i o n of the m o m e n t s have been discussed in detail by GEBELEIN (1951). Fig. 2.18 illustrates how a one-dimensional histogram is d e f o r m e d and data on the sphere behave in

if a moving average is used. Two-dimensional data

the same way (Fig. 2.19), and what we will do here is to e s t i m a t e the e r r o r of the smoothing process, i.e. the expected difference between the true and the computed density distribution. Technically this requires Taylor expansions and integrations, however,

31

/'7= 3

f = ~Xf i

J
' 1

f = Xf i

~2.18: Smoothing a histogram by a moving average: a to c: normalized averages; d: not normalized histogram of a t h r e e point moving average.

the m a t h e m a t i c remains r a t h e r simple. The way to e s t i m a t e the error is to compare the observed densities with a t h e o r e t i c a l density function f(x,y) which is analytic (i.e. continuous and differentiable) with the values which result from averaging over a small interval. The error is the d i f f e r e n c e b e t w e e n the

true value of the density function and the average. In the plane we choose an interval {Ax,~y) in the way that its c e n t e r - - t h e arithmetic m e a n - has coordinates (0,0). We

can do this for any interval by simply shifting the coordinate system. To find the mean density within the interval we have to sum over all points within the interval and to divide by the area of the interval, i.e.

-Ay <=y__<A~2 2 f(O,O) = _I__ Y'fX; f(x,y)dxdy; AxAy -Ax ~X =<A~2 2

(2.23)

32

Fig. 2.t9: Smoothing a ' h i s t o g r a m ' (a) on t h e sphere, b-d: increasing ' a r e a of influence' (triangular weighting function -- see t e x t for discussion).

We assume f u r t h e r t h a t the density function f(x,y) can locally be developed in a Taylor series:

f(O+h,O+k)

= f(O,O)

+ hf x + kfy + ( h 2 f x x + 2 h k f x y + k 2 f y y ) / 2

+ "'"

(2.24)

If f(x,y) in e q u a t i o n (2.23)is r e p l a c e d by t h e approximation (2.24}, we can e v a l u a t e t h e integral and find

~(0,0)

= f(o,o)

2 ~.~42 + -~{ fxx + fyy + "'"

(2.2a)

whereby it is worth noting t h a t all integrals over odd p o w e r s

in equation (2.24) vanish,

the largest e r r o r term, t h e r e f o r e , depends on the local c u r v a t u r e of the density function

33
f(x,y) and is approximately 2 2 + -~ f y y ) " (2.26)

8f = f(O,O)-f(O,O)

-{ 2~ fxx

The

error

terms

have a negative sign, i.e.

maxima

are

lowered,

minima are

filled--

depending on the local curvature and on the area of influence. Thus, if we have enough information about the curvature of the density function, a good s t r a t e g y would be to

use a small e l e m e n t for averaging where the curvature is strong, and a large one where the function is flat, in order to combine a good approximation with fast computation.

In the empirical problem, however, this will not be possible.

If the normalization by the area of the interval {~x.~y) is ignored, then it makes not even sense to speak about an error {cf. Fig. 2.17d), the averaging process then generates a totally new distribution as defined by equation by (2.25). A safe strategy, which

easily can be used

the computer, is to transform the initial data first into p e r c e n t -

ages (densities} and to normalize them again by the counting area a f t e r averaging.

In the case of a circular counting area the error is of similar form. In this case one has to evaluate the integral

1 f(O,O) .... x2 f ; f(x,y)dydx; ~ XG

or

-/(Ax2-x2)=< G < /(Ax2-x 2)

(2.27)

f(O,O) ....1 2 ~r
0

}~Irf(rcos@,rsin~)rdrd~)
-r

using again a Taylor approximation, the integral can be evaluated, and the error is of order d2

~f = f(O,O)-r(O,O)

(fxx+fyy) (2.28)

where d: the diameter of the 'counting area'.

Even for averaging on the sphere the error

is of the same magnitude. Averaging on

the sphere is easily evaluated with a computer if the data points are t r e a t e d as vectors. The angular distance (a spherical cap) can be defined by the scalar product of v e c t o r pairs. The computation of the smoothing error proceeds as before, however, it is slightly more tricky to evaluate the integrals. We assume that the density function can be w r i t t e n as f(x,y) = g(x,y,z}, because we are dealing with unit vectors, we have z = (x2+y2) 1/2. Thus, we can again use the Taylor expansion (2.24}, area F (area e l e m e n t dr) can be w r i t t e n and the mean density within the

34

t
Fig. the been (see 2.20: The ' a r e a of influence' on unit sphere a f t e r its c e n t e r has r o t a t e d to coincide with the z-axis t e x t for discussion),

f(O,O) =

F F F I ~ {f(O,O)fdf + fxfhdf + fyfkdf + 2- (fxx h2df + 2fxy

+

(2.29)

yy

T r a n s f o r m i n g the c o o r d i n a t e system to spherical c o o r d i n a t e s yields the integral

i 2Y a

f(0,0) - 2~(l-cosa)

{ f(0,0~]o] sin~d~d~ + + fy~ ~ sin~sin2~d~d~

(2.30)

+ fx ~ ~ cos~sin26d~d~

I + ~ [fxx ~ ~ cos2~sin3~d~d~ + 2fxyl; cos~sin~sin3~d~d~ + fyy] ~ sin2~sin36d6d@

The c o o r d i n a t e system cap' coincides with the

) + ...}

has been chosen so t h a t t h e c e n t r o i d of the spherical 'counting z-axis of the sphere. The angle ' a ' defines a cone with the

z-axis its c e n t r a l line (Fig. 2.20} 7 whereby all integrals containing cos a and sin a vanish. The i n t e r s e c t i o n of this cone with the sphere bounds the averaging area. The e s t i m a t e d density value is of magnitude

~(0,0) = ~ ( 1I c 0 s a ) + fxxlr( 2

f (O,O)2~(l-cosa)
cosa 1 + ~- c o s 3 a ) {2.31)

+ fyy~(~ - rosa + } cos3a) or f(O,O) = f(O,O) + (fxx+fyy)(# - u cosa(l + rosa)). o I

35

The averaging error is approximately 1 1 (Tj - g c o s

~T(0,O)

(1

+ cos

a))(fxx+fyy

),

(2,32)

2.3.2 Stability of Local E x t r e m a

The

major

problem

of a geological analysis of directional data

is not so much

the "statistical stability", but it is the stability of local e x t r e m a . However, in this c o n t e x t it turns out that the classical approach causes problems, i.e. the smoothing process by a s t e p function over an influence area or by a rectangular weighting function. Let the area of the rectangular weighting function increase until it r e a c h e s the surface area of the

of the half sphere, then the whole distribution b e c o m e s equalized, independent

original data p a t t e r n . In other words, the e x t r e m a are smeared out with increasing area of influence. The instability of the local maxima b e c o m e s more obvious if one studies sparse data s t r u c t u r e s . If the area of influence, the counting circle, is varied on such a data set (Fig. 2.21), then new maxima are g e n e r a t e d whenever two areas of influence

........ !

Fig. 2.21: Two stereographic projections for the same sparse data p a t t e r n but with d i f f e r e n t sizes of the 'counting c i r c l e ' or 'rectangular weighting function' (5% and 20% of the area of the half sphere). The location of maxima (dark areas) depends strongly on the size of the counting circle. The lower figures illustrate how the maxima arise over the intersection area of the rectangular weighting functions (Wcounting circles').

36

begin to overlap. Furthermore, the transition to such a new maximum is not a smooth proeess~ but it is a 'sudden jump'. The smoothing process is, therefore, highly instable

with r e s p e c t to the position of the local maxima and to small size changes of the influence area.

However, it is not only the size of the influence area which may cause the sudden o c c u r r e n c e and disappearance of local maxima. The smoothing process is e x e c u t e d on

a finite net e i t h e r on the sphere or on a two-dimensional projection of the sphere. Therefore, the any change of the influence areas, grid s t r u c t u r e will locally change the overlapping p a t t e r n of identical instabilities will arise. Because t h e r e exists no may alter the

and the

'equally spaced grid ~ on the sphere, even a rigid rotation of the data

distribution of maxima. Thus, the position of local maxima is not invariant against (even small) changes of the grid s t r u c t u r e or of the size of the counting circle. Indeed, the classical method has only two stable s t a t e s with r e s p e c t to local e x t r e m a : a) the of situation the half where the counting area is identical with vanish, the surface area and t h e r e f o r e all

sphere, in which case

all e x t r e m a

information is lost, b) the case where the counting area goes to zero and the distribution r e s e m bles a plot of the original data points. This case, however, does not summarize the structural information.

Now, one could go back to the old hand method and hope that all problems can be solved by a ' s t a n d a r d i z e d ' counting area and grid s t r u c t u r e because then the system is forced to be without variations or irregularities. However, this would only cover the problem because any addition or subtraction of a data point (or of a group of data

points} can change the local p a t t e r n o f e x t r e m a

in the same way as discussed above.

The reason is that the method does not p r e s e r v e a data point as the smallest possible maximum, but t h a t the maxima appear in the intersection areas of the counting circles (Fig. 2.21). The equivalence b e t w e e n the grid and the data can be illustrated by two s t r a t e g i e s ~ w h i c h can be used for c o m p u t e r - a l g o r i t h m s (Fig. 2.22):

1) The classical method t r e a t s

a data point as a point and defines a grid on

the sphere (or its projection). To every grid point a counting circle is assigned, and one has to find the number of data which fall within this circular area,

i.e. aIl points are summed up at a grid point which are within a d i s t a n c e limit.

2) Another s t r a t e g y is to assign the counting circle to every data point. Then one has to find all grid points which fall inside the distance limit (which surrounds the data point} and to add the (weighted) value of the d a t a point to the

grid points which satisfy the distance property.

37

Fig. 2.22: Two viewpoints of the smoothing process, a ) A data point belongs to a grid point with a c e r t a i n probability. Several grid points are in 'competition', b} One or several d a t a points have a - c e r t a i n probability to be c o r r e c t ly l o c a t e d - - the spherical cap, which is associated with a data point, is an area of confidence. In the projection the grid points have to be found which belong to the area of confidence.

Both the other; the o t h e r the are data

strategies

are

possible

implementations.

In the

first

case,

one usually

has

to s t o r e all data in the c e n t r a l memory while the grid points can be t r e a t e d one a f t e r in the second case, from some e x t e r n a l points are not by a r e c t a n g u l a r one stores the grid and can call one data point a f t e r memory, as (density) tt is this second method which illustrates t h a t the smallest possible maximum. a finite area. Actually, they function over Variation of the

preserved

replaced

area of the counting circle,

thus, resembles the d i s t u r b a n c e of a signal {Fig. 2.1). The in which the data point will be found with a c e r t a i n therefore, can be i n t e r p r e t e d

counting circle defines the area rectangular weighting

probability, and this probability is everywhere equal (within the area of influence). The function over the counting circle, as a r e c t a n g u l a r probability distribution. A consequence is t h a t one can not e i t h e r assume t h a t a n o t h e r (sparse) sample from the identical universe shows the same e x t r e m a .

It turnes

out

that

the smoothing process

by a r e c t a n g u l a r

weighting function is

very sensitive and locally highly unstable with respect to the position of the e x t r e m a . The striking point is t h a t o t h e r weighting functions give much b e t t e r results with regard to the considered stability problem. Such a family of non-standardized weighting functions, which includes a s y m p t o t i c a l l y the point plot and the r e c t a n g u l a r weighting function, is given by the family of polynomials (Fig. 2.23)
w(r) = (i - r)n; w(r) = 0 0_- r =< I < r>l

(2.33)
r = R/Ro, n = 1,2,3 ..... 1/2, 1/3 ....

38

(l-x) n

Fig. 2.23: The family of functions y=(l-x) n in the interval 0 <x _<1 provides a possible family of weighting functions (not standardized). They include asymptotically the point plot and the r e c t a n g u l a r weighting function.

where Ro is the d i a m e t e r of the counting circle, and R is the distance of a grid point from the data data point. For every grid point one has to form the sum E w(r) over the

points which are

inside the distance R o. In the case of a rectangular weighting within the counting circle and w=0 outside. For the point plot

function one has w=l one has ro=0, w=l at

the data

point, To normalize the e s t i m a t e d distribution one has

to sum over all counts and then to divide the grid point values by this total sum,

Figs. 2.24 and 2.25 illustrate t h a t the major maxima are well preserved, even for large counting areas if one of t h e s e functions is used, especially if the exponent 'n' is chosen small e n o u g h - while for large 'n' the weighting function resembles the r e c -

tangular weighting function. A similar result was found by BONYUM & STEVENS (1970). They used an exponential decay function as a weighting function which was defined

over the e n t i r e grid area,

i.e. every data

point c o n t r i b u t e d to every grid point. Their

c o m p u t e r studies showed that the resulting frequency distributions are as useful as those g e n e r a t e d by the classical ~hand ~ method. The point is that the stability of the locaI

maxima increases if the weighting function has a weII pronounced maximum at the c e n t e r of the counting circle in local coordinates or at the data points in global coordinates. As this maximum of the weighting function vanishes - - like in the case of a rectangular weighting do not function-the estimated extrema become instable in the sense that they

further r e s e m b l e the original data points. Fig. 2.26 illustrated how a triangular

weighting function preserves the local data s t r u c t u r e in c o n t r a s t to the rectangular w e i g h t ing function of Fig. 2.21. In summary, it seems worthwhile to discuss the two technical strategies given

above in more general terms. If the counting circle is associated with the grid points~ then we are working in local coordinates. The question is w h e t h e r a data point belongs with some probability to this grid point. In general, one assumes that this probability

39

Nr
stEP

NORM mx

1.6 1.8
l

Fig. 2.24:_ Estimated frequency distributions on the sphere by use of various weighting functions: point plot (data); std: rectangular weighting function (classical counting circle); sqrt: w=(l-r/ro)l/2; sqr: w=(1-r/ro)2; cub: w=r~r2(3-2r). The size of the counting circle is 1.8% of the surface area of the half sphere for all smoothed distributions.

0~Nrl~
..... 90

1
/

Fig. 2.25: Estimated frequency distribution on the sphere for counting circles of different size and for various weighting functions, Data and symbols like in Fig. 2.24. Counting areas 10% and 90% of the surface area of the half sphere,

40

Fig. 2.26: Triangular weighting functions over a c i r c u l a r area of influence preserve the d a t a point as a local maximum. As the overlapping of the circles of influence increases, e i t h e r by increasing density of data points or by a larger area of influence, the new maxima develop smoothly b e t w e e n the grid points.

decreases

continuously with i.e. we have to is now what

the d i s t a n c e

from

the

grid point. The o t h e r

possibility is

to assign the counting c i r c l e to the data point. In this case, we are working in global coordinates, The question find the grid points which fall inside the counting circle. point to fall on a specific

is the probability for the data

grid point -- and again the probability should d e c r e a s e with increasing d i s t a n c e b e t w e e n the d a t a point and the grid point. In any case, the smoothing procedure focuses on the "sampling error", i.e. the problem t h a t we have only a small sample from a large universe of usually unknown s t r u c t u r e .

In a s t a t i s t i c a l

sense,

the weighting

function should assure t h a t a random sample:

which is t a k e n from the s m o o t h e d distribution, wilt not depart too much from the original data set, at least if the e s t i m a t e d distribution is c o r r e c t e d 1951). MARSAL the r e c t a n g u l a r illustrates.. for the variance(GEBELEIN, For 2.21

{1970) even tried to introduce a t e s t - s t a t i s t i c s on this argument. weighting function this condition does obviously not hold, as Fig.

2.3.3 Approximation and Averaging of D a t a Another methods useful aspect for the previous discussion can be developed from the 1976)

for local s u r f a c e fitting. The local Shepard method (e.g. SCHUMAKER,

uses a weighting function for the approximation of surfaces:

i/r ; O< r~ R/3

w(r;R)

27

r 2 ( ~ - !)

R ; 3- <=r < R

(2.34)

;R< r

4]

and the local estimation at any point (x,y) is given by

f(x,y)

[
t
(

~ Fi(w(ri;R))~ (w(r;R)) U

; ri ~ 0
(2.35)

F.

; r.

= 0

where the F i are the observed z-values at the data points (or frequencies); r i is the distance b e t w e e n a grid point and a data point; la : is a p a r a m e t e r (a ' m e t r i c ' ) which can be freely chosen; R: is the radius of the area of influence (the 'counting circle').

Formula (2.35)

is defined at all points (x,y) in the plane. It interpolates the ob1 1

served values c o r r e c t l y at the data points (the values F. at r.=0) while the values at non-data points are weighted averages of the data points which lie within a distance R of the grid point. The weights are defined by equation {2.34}. The local method provides an approximation method which is based on a Shepard as

'counting circle'

discussed above. SCHUMAKER (1976) shows that the local Shepard method is an optimal approximation s t r a t e g y for the local surface reconstruction. The relatively complicated

definition of the weighting function ensures that the observed F.-values, i.e. the data 1 points, are preserved.

The local surface fitting method can be used to e s t i m a t e a density function if the samples become r a t h e r large. For a large sample, with space coordinates measured on a discrete scale (with fixed precision), one can expect that the resulting histogram is a good e s t i m a t i o n of the s t a t i s t i c a l universe. The local surface approximation (with normalization over the area of influence R) gives a first order approximation of the

density function. As the sample size decreases, the histogram becomes noisy, and the local surface approximation produces local e x t r e m a which are due to the sampling error. A smoothing process is then required, and this procedure should be capable to eliminate the sampling noise. On the other hand, the smoothing process should not deviate too much from the local approximation. If one takes Shepard's method as a model for the local approximation, then the transition to a smoothing procedure requires to drop 1/r term for the interval 0 < r < R/3 in equation 2.34 because this term would cause infinite values (if ri=0). The remaining parts are r

(g

1)

; o _<-r_-<R (2.36)

w(r)

=
0 ; R< r

This is the earlier discussed polynomial weighting function (2.33), which t o g e t h e r with the first term in equation (2.35) provides a smoothing procedure. It is not hard to see

42

that

the

rectangular

weighting

function is the

most

degenerated

case

of t h e

family

of weighting functions defined by equation (2.36); it is approached as lJ ~ . Another question is how to choose the p a r a m e t e r lJ , or which function of the ]j

family w{r; !J) is optimal.

In order to see what we can achieve by the p a r a m e t e r

of equation (2.36) or by the p a r a m e t e r 'n' of equation (2.33), one may discuss t h e most general form of t h e s e weighting functions:
w(x)
x

= (I - x)
= r/R

x =<i

(2.37)

Equation (2.3,7) takes the values w(r=0)=l at the data point and w(r=R)=0 at the boundary

of t h e a r e a of influence, as required. The first d e r i v a t i v e takes t h e values

w'(X) with
w'(O) =

= -~/(I - x) ~ - I

with

I/>0 (2.38)

tl>0
-~

w'(1)

= -I

if ~ = 0

else

w'(1)

= O.

The p a r a m e t e r

!J allows to adjust the slope of the weighting function at the grid point.

However, to use this additional degree of freedom requires additional i n f o r m a t i o n about the proper v a l u e for the slope a t x=0. From a general viewpoint, t h e r e f o r e , t h e s t r a i g h t line approximation (n=l) is nearly optimal (DeBOOR, 1978). It does not require any additional assumptions, and it solves the problem to c o n n e c t the d a t a point with the

boundary of t h e a r e a of influence by a continuous function. However, a n a t u r a l boundary condition for the weighting function could be t h a t

the first d e r i v a t i v e s vanish at t h e data point and at the boundary of the counting circle. If one considers the weighting function as a probability distribution which assigns a

data point to a grid point, then the Gaussian distribution would, of course, be a model with an i n f i n i t e a r e a of influence. In t e r m s of polynomial weighting functions this condition c a n n o t be satisfied by equation {2.37), at least we need a cubic polynomial like
w(x) = (x 3 + ax 2 + bx + c).

(2.39)

The boundary conditions w ( 0 ) > 0, w(R) t h e polynomial

w(x) or w(x) = s(l + x2(2x = x 3

= 0,

and w'(0)=w'(R)=0

are

only satisfied by

3 2 i - ~'x + ~

(2.40)

- 3)).

43

--R--

Fig. 2.27: Interpolation by spline functions: a) the linear Euler spline; b) the cubic spline with vanishing d e r i v a t i v e s at the grid point and the boundary of the area of influence (R).

It turns out on the

that

there

is a limited number of optimal weighting functions depending (Fig. 2.27). Equation

boundary

conditions

(2.39) allows a l t e r n a t i v e l y to adjust

interpolation and can be discussed triangular

the slope of the weighting function in an a r b i t r a r y way at the grid point and at the boundary of used the area of influence. It is the cubic H e r m i t e spline interpolation (De BOOR,

for cubic

1978). The earlier

weighting function is simply the linear Euler spline. The tinear and the cubic spline provide a simple i n t e r p r e t a t i o n of the radius of influence (R). Assume the situation of two data points with d i s t a n c e R: Without loss

of generality we can locate them on the real line and s i t u a t e one of them a t the origin, the o t h e r are
w1(x ) = (I - x)

at

the point x=l

{i.e. x=r/R).

The weighting

functions for the two points

w2(x) for the linear spline and Wl(X)

w2(x)

= (1

(1

x))

= x

(2.41)

= (1
= (i

+ x2(2x
+

3);
- 3) = x2(3 - 2x) (2.42)

(l-x)2(2(l-x)

for the cubic spline.

In both cases

we

find t h a t Wl+W2=l within the interval (0,R).

The approximated values within this interval are f(x) = f(0)w 1 + f(1)w 2
= f(O)(l - w2) + f(1) w2

(2.4a)

= f(O)

(f(1)

- f(O))w2

t h a t is a s t r a i g h t line in the case of the linear spline and a cubic function in the second case. However, if f{0}=f(R} (e.g. single m e a s u r e m e n t s at both points), then the c o n n e c t i o n b e t w e e n the two data points is simply the horizontal line f(0), cf. Fig. 2.27. The radius

44

of influence R, t h e r e f o r e , defines a threshold of resolution: D a t a points with distance less or equal R are subsumed in a single maximum larger while data points with distances than R are p r e s e r v e d as distinct maxima. As far as it is possible to r e l a t e R

to t h e number of d a t a (cf. KRAUSE, 1970), t h e spline functions provide optimal approxim a t i o n and smoothing capabilities. It is i n s t r u c t i v e to invert the above a r g u m e n t . If one defines the threshold property as the optimal solution~ then one can discuss any polynomial weighting function in t e r m s of t h e optimal solution, i.e. we h a v e to find c o e f f i c i e n t s so t h a t w(x)+w{1-x) = c o n s t a n t . In t h e case of an a r b i t r a r y polynomial

wI = w2 =

a0

alx

a2 x2 ) +

... ...

+ +

an xn

(2.44)
a0 + al(l-x an(l-x)n

the condition can only be satisfied i f a(-x) n = -ax n, t h a t is, if the leading power t e r m is an odd number. The polynomials of equations (2.33) and (2.36), t h e r e f o r e , are not optimal. Now, we may analyze the special case of the cubic weighting function:
ax 3

w I

bx 2 +

cx

(2.45)
w2
=

a(1-x) 3 +

3 + b(1-x) 2 + c(1-x)
(3a+b)x 2 (3a+2b+c)

+ d
+,(a+b+c+d).

=-ax

To satisfy

the

condition a l l

terms

which c o n t a i n powers of x have to vanish in the

sum Wl+W 2. This gives the following relations b e t w e e n the coefficients:

b + c -

(3a+b) (3a+2b+c)

= 0 = 0

--~ --~

3a 3a

= -2b = -2b,

(2.46)

and we have t w i c e the same relationship b e t w e e n ' a ' and 'b' which, of course, appeared already in e q u a t i o n (2.39}. The P a r a m e t e r ' c ' is a r b i t r a r y -- if a=b=0 and c~0, the cubic function d e g e n e r a t e s to the linear Euler spline. The general solution for a cubic spline under the condition w(x,R)+w(R-x,R)=constant is lust linear the Euler linear c o m b i n a t i o n of the special spline. We can w(x) rewrite equation 3x2) cubic spline of equation (2.39) and the {2.45) with + the p a r a m e t e r s of equation (2.47)

(2.46) as = {a(x 3 d + ~} d {~ +cx} ,

45

i.e.

as a linear c o m b i n a t i o n of the spline functions. To see what happens at the special

points x=0 and x=R we take the d e r i v a t i v e of equation (2.47) at these points
w' = 3ax 2 3ax + c

w'(O)
w'(1)

= +- c
= +- c

(2.48}

and find t h a t the weighting function has identical slopes at the points under consideration. Some weighting functions~ which satisfy the discussed conditions, are given in Fig. 2.28~ and it turns out t h a t these functions are no proper weighting functions as they

Fig.

2.28: S y m m e t r i c cubic weighting w(x)+w(1-x)=constant.

functions which satisfy

the condition

have e x t r e m a

inside the

'counting circle'

and may even assume negative values. The

only remaining weighting function is the cubic spline of equation function tends to produce local 'platforms' at the data points

(2.39),
(cf. Fig.

however, this 2.27). Thus,

the linear Euler spline r e m a i n s the optimal solution for a smoothing procedure.

2.3.4 A Topological Excursus The previous discussion focussed on the problem to find a proper weighting function which takes values g r e a t e r this area. A similar than zero inside a c e r t a i n area and the value zero outside occurs in topology and is solved there by Urysohn's in

problem

lemma--

for details see

J~NICH

(1980). Formally

we can f o r m u l a t e our problem

the following way (of. Fig. 2,29): What we are looking for is a function f: x--* [0,1] on value 1 on U and value 0 on W. On V = W\U connection The simple idea is (J~NICH, U (V (~W which has

we are looking for a continuous

1980) to c o n s t r u c t a step function which

46

wbz,.

.-J/" ...

,1

Fi~. 2.29: (a) The problem is to find a continuous connection b e t w e e n the areas U and W. (b) A possible solution is to c o n s t r u c t a s t e p function in V = W U. (c) However, if the boundaries of the subsets A,, A2, ... are Iocally in c o n t a c t , a further r e f i n e m e n t of the step function is not possible.

d e c r e a s e s from U to W (Fig. 2.29 B), i.e.

one has to find a chain of sets

A =

AI(...

(An

W\U. and 0 on W.

The s t e p function takes the values 1 on U, 1 - i/n on A.

1

By

stepwise

refinement

one

can

construct

the

continuous

connection

between

V and W. The only problem is that (Fig. 2.29 C). i.e. In this case, we cannot

the boundaries of U i and Ui_ 1 do not m e e t

it would not be possible to c o n s t r u c t a continuous insert an additional step between the boundaries

connection,

(JNNICH, t980).

If one applies this to the discussion of weighting function G it b e c o m e s i m m e d i a t e l y clear that the rectangular weighting function is the e x t r e m e solution which does not

allow any f u r t h e r r e f i n e m e n t b e t w e e n the areas V and W because U = V\W = 0. On the o t h e r hand, the linear Euler splint is a possible connection, even when V shrinks to a point.

2.3.5 Densities, Folds and t h e Gauss Map

So

far,

the

r e c o n s t r u c t i o n of

density distributions was

discussed without

regard

to the question w h e t h e r t h e r e exists a density distribution for orientation data. In the case of c u r r e n t o r i e n t e d obstacles in sedimentology and of lineations and cleavages in

47

tectonics, we can use standard arguments. One can e x p e c t that in these c a s e s the orientation is controlled by a potential (BAYER, 1978). The systems stay at the minima of the potentials, i.e. in the in the position of minimal drag in a current; cleavage will occur shear stress (minimal normal stress) e t c . To arrive at a

direction of maximal

probability distribution or a density distribution, one assumes that the objects are driven out of the minimum position by random forces. One way to find the density distribution is provided by the stationary solution of the Fokker-Planck equation (e.g. HAKEN, 1977}.

The situation is d i f f e r e n t when orientation data are taken from surfaces, e.g. from d e f o r m e d bedding planes in t e c t o n i c s . The orientation data are then the normals of the surface, and t h e r e f o r e the surface needs to be regular, that is, t h e r e exists a tangent plane at every point of the surface. If the surface is given as a map R2 ~ as X(u,v) = {x(u,v), y(u,v), z(u,v)}, R 3, e.g.

(2.49)

then the unit normal v e c t o r at each point p of the surface is given by N(p) = (X u A X v ) / ( I X u A X v l ) ;

(2.50)
A is the vector Now, in differential g e o m e t r y the map takes its values on the unit sphere S2 = {(x,y,z) R3 [ x 2 + y 2 + z 2 = 1}. (2.51) product. R 3 (S: the surface) is studied which N: S - -

The map N:S ~ this map

S 2 is called the Gauss map of the surface S (DoCARMO, 1976), and to the standard r e p r e s e n t a t i o n of orientation data on the unit

is equivalent

sphere. The Gauss interpretation of

map has various properties, which can be interesting for geological directional data. Detailed discussions are given by DoCARMO (1976)

and DANGELMAYR & ARMBRUSTER {1983).

The first point to be discussed is how a surface e l e m e n t ~S' maps onto the unit sphere. If only local properties of a surface are considered, that is a small neighborhood of a s u r f a c e point, then typically t h r e e situations o c c u r - the local surface s t r u c t u r e

is e i t h e r elliptic, parabolic or hyperbolic as illustrated in Fig. 2.30. With regard to the positive normals of the surface one finds that the Gauss map preserves orientation at an elliptic point and reverses it at a hyperbolic point (Fig. 2.30) - - at a parabolic point a d e g e n e r a t e d situation arises, the normal v e c t o r s are all aligned in a plane which inters e c t s the sphere. In geological problems one has also to consider the inverse surfaces {synclines). In this case, the closed pathways around the surface points in Fig. 2.30 are inverted in the Gauss map.

48

elliptic

parabolic

@@
maps and which value the area of t h e surface a very small surface element element takes on the density of

,.";..:...." ...

r. , ~

,,';

:.~

Fig. 2.30: The local s t r u c t u r e of a surface is e i t h e r of elliptic, parabolic or hyperbolic type. The o r i e n t a t i o n of a closed pathway (surrounding the c r i t i cal p o i n t ) i s p r e s e r v e d at an elliptic point and reversed at hyperbolic and parabolic points (a: positive normals, anticlines). For synclines (b) the e n t i r e patt e r n is reversed. A l t e r n a t i v e l y , (a,b) can be i n t e r p r e t e d as projections in the upper and lower h e m i s p h e r e - - both methods are used in geology. Grids: inclined L a m b e r t ' s equal area projection; adapted from HOSCHEK, 1969).

A f t e r t h e s e g e o m e t r i c a l considerations we analyze how a surface e l e m e n t ' S ' onto unit the unit sphere, sphere. If we choose dB, t h e e x p e c t e d

normals on t h e sphere is proportional

to dB/dS (where dS is the corresponding surface

e l e m e n t on the sphere). The area of a small surface e l e m e n t is

B =
and t h e image of B

/.flXu
R

^ x v I du d r ,

(2.52)

on t h e unit sphere has a r e a f f i N u A NvJ R du d v .

S =

(2.53)

(R is the area in the (u,v)-plane which corresponds to the surface e l e m e n t B). *S* can

49

be expressed by
s = ;; R

K lXu A Xvl du
of the

dv

12.541
relation b e t w e e n the surface

where K is the

Gaussian curvature

surface. The S is finally

e l e m e n t s B and their image on the unit sphere

lim B/S = (IX u A Xvl)/(KJX u A Xvl) B+ 0 For a detailed proof see DoCARMO (1966).

1/K.

{2.55)

The local density on the sphere is propor-

tional to l/K, or for a larger surface area we e x p e c t the density at a point p to be

I Xu A Xvl that is the inverse 'weighted average'

du dv

(2.56)

of the Gaussian curvatures. There is one point K can assume positive and negative

one has to take care of. The Gaussian curvature values-surface

thus, it is necessary that the Gaussian curvature does not change sign on the element under consideration. Otherwise we cross a point where K=0, and at

that point the density is not defined (equation 2.56).

However, if K=0 everywhere at

the surface, one has to distinguish two cases. If

the surface is planar~ then t h e r e exists no density distribution; all normals are mapped onto the identical point on the sphere. In the case of a parabolic surface e l e m e n t , e.g. a cylindrical or conical one, we can define densities if the Gaussian curvature K is

replaced by the curvature k of the generating curve of the surface; the surface e l e m e n t s are replaced by arc length. The concept of a density distribution, t h e r e f o r e , is r a t h e r complex for orientation data from surfaces. One has to distinguish various cases, and

one can handle only finite surface e l e m e n t s that satisfy certain conditions.

Anyway, trouble. which

it

is as usually,

the

most

interesting situations

are

those which cause

In this case, the Gaussian

interesting situations arise when the s u r f a c e contains points at changes sign. Such situations arise in the most simple

curvature

cases, e.g. if the surface is a sinusoidal cylinder - - in this case, the Gaussian curvature K changes sign at the inflection points of the generating sine function. Somewhat more c o m p l i c a t e d surfaces are given in Fig. 2.31. The lines of parabolic points, which divide the surfaces, appear also on the Gauss map (stereographic projection) where they bound the area of normal vectors. The density of normals on the sphere is especially high

at (or near) the boundary of parabolic points which define a fold line of the Gauss map (cf. Fig. 2.2). The c o n c e p t of folded maps applies also to the s t e r e o g r a p h i c projection in the vicinity of parabolic points on a surface. The high (theoretically infinite) density

50

Fig. 2.31: Complex "sinusoidal" s u r f a c e s - - t h e sets of parabolic points on the s u r f a c e s map onto ' c a u s t i c lines' {with high densities) bn the unit sphere. These ~caustics ~ are typical ~eatastrophe singularities ~.

of normals at t h e s e singularities has its analogy in caustics, and an i n t e r e s t i n g application to phonon focusing {cf. DANGELMAYER & ARMBRUSTER, 1983, for a thorough cal discussion). These with minor simulation {1977). to the The of plastic patterns likely apply to the focal m e c h a n i s m d a t a at least studied normals modifications. Further, such singularities o c c u r {Fig. 2.32) the as they were of theoretiin seismology al.

in the t h e o r e t i c a l by LISTER e t are closely

deformations which in

singularities,

bound

distribution theory

related

singularities

studied

catastrophe

(DANGELMAYR

& ARMBRUSTER,

t983), and some of t h e m will be analyzed in more detail in t h e a c o m m o n problem

4 th c h a p t e r . In geology

is to find the 'fold-axis' from a set of t a n g e n t planes. The linear

approach is to find a "regression circle" under the assumption t h a t t h e t e c t o n i c a l folds are cylindric {or conic). The approach by "caustic lines" probably allows to g a t h e r additional i n f o r m a t i o n as soon as the surfaces are more c o m p l i c a t e d .

Fig. 2.32: c-axis pole figures for model q u a r t z i t e under plane s t r a i n {modified from LISTER e t al. 1978).

51

2.4 RECONSTRUCTION OF SURFACES FROM SCATTERED DATA Contouring by c o m p u t e r McCULLAGH, MAN & PILRAU, became a widely used m e t h o d in geology (e.g. DAVIS & 1965; HARBAUGH et al., 1977; FREEhowever, causes special problems which

1975; KRUMBEIN & GRAYBILL, 1980}. The use of computers,

do e i t h e r not occur within the classical hand method or are simply not recognized when contours are i n t e r p o l a t e d from a hand made triangulation net. Fig. 2.3a i l l u s t r a t e s with a ' c a t a s t r o p h i c ' example how d i f f e r e n t c o m p u t e r results may be dependent on t h e e s t i m a tion method. Fig. 2.34 gives a much earlier hand made e s t i m a t i o n for the identical data set (BAYER, 1975).

The computer

triangulation procedures

method because it

(cf.

CAVENDISH, too much

1974)

is,

in

general, a

not

used

for

needs

'intuition'

to c r e a t e

triangulation contouring

net from s c a t t e r e d data points. On the o t h e r hand, it is relatively simple to i n t e r p o l a t e and draw c o n t o u r s from a regular grid {e.g. SCHUMAKER, procedures for c o m p u t e r s use mostly a two pass process: in a first step, grid, ** in the second step, the contour lines are i n t e r p o l a t e d from the regular grid. the surface data are e s t i m a t e d for the points of a regular 1976). Therefore,

The final c o m p u t a t i o n

of the contour lines is a r a t h e r stable process. Useful methods

are well known from finite e l e m e n t s (ZIENKIWFI'Z, 1975) and from spline interpolation. Even more complex methods like global or semilocal surface fitting can be used to derive contour lines from regular grids {SCHUMAKER, 1976). Anyway, on the level of the local grid cell the e s t i m a t i o n of contour lines is not uniquely d e t e r m i n e d , an aspect which wilt be discussed in some detail.

The

major

problems,

however,

derive

during

the

estimation

of

the

grid

values,

and this will be the major t h e m e of the following sections. The c e n t r a l example is an estimation method by minimal convex polygons, which is capable to illustrate the problems arising during the e s t i m a t i o n of the grid values.

2.4.1 The Regular Grid

The main problem with s c a t t e r e d regular grid. In geology, in particular,

data

is to e v a l u a t e

the surface

values

for the

this process can be c o m p l i c a t e d because the data

commonly show a natural ordering along outcrop lines such as river beds, t e c t o n i c zones etc. Therefore, very sophisticated methods have been developed for the gridding process. For instance, weighting functions are used that methods include directional searching of data points; also r a t h e r complicated statistical have been developed for the prior

52

\
C !

Fig. 2~Y3:'Catastrophic' contour maps from a data set with strongly fluctuating surface values, a,b: regular grids of different roughness; minimal polygon method (see text). c,d: the same estimations on an irregular spaced rectangular grid, every data point is located on a grid point, e: grid point estimation by Shepard's weighting function (see section 2.3.3). f: point distribution and bounding polygon.

Ca"H" u n d

+~'

l,,ig"H'_~jb e:t,schu~
r~val

2
Fig. 2.34: A ~hand' estimation of contour lines for the data set of Fig. 2.33. '~'~/~'~ I~ / ' < ~

53

i........ l

Fig. 2.35: Three possible solutions of isolines for the identical data set a} Approximation by Shepard's method; b} minimal polygons; c) minimal polygons when the grid is g e n e r a t e d from the data points. Grid points are marked. Modified from ALTHEIMER et al., 1982.

and posterior analysis of the grid values (JOURNEL & HUIJBREYTS, et al., 1977; HUIJBREYTS, 1975).

1978; HARBAUGH

In principle, the gridding technique is a map from one finite point set onto a n o t h e r finite point set, whereby no one to one correspondence exists. There may be more grid points than data points, or t h e r e could be less grid points than data points. This relationship may also change locally within the global gridding s t r u c t u r e , as illustrated in Fig.

2.35 in t e r m s of the grid points. Therefore, one may expect stability problems to occur, i.e. t h a t the map becomes locally folded. Fig. 2.33 shows a ' c a t a s t r o p h i c v result of computer lems contouring, that arise due from to the special, very inhomogeneous As far data configuration, the grid s t r u c t u r e and the gridding methods. This configuration was chosen to illustrate the probcomputer contouring. as stability problems are involved, they will be discussed below.

A minor problem in gridding is the special s t r u c t u r e of the regular grid (Fig. 2.35). In general, the grid (or net} is chosen in such a way t h a t the distances b e t w e e n the net points are constant; at least they are c o n s t a n t for every coordinate direction. Therefore, the resulting contours will depend on the initial decision about the grid s t r u c t u r e (Fig. 2.35}. If the grid is too rough, data points will be lost, or they are not c o r r e c t l y recorded. On the o t h e r hand, if the grid is fine enough to provide locally the required

54

Fig. 2.36: Two isoline r e p r e s e n t a t i o n s of foraminiferal diversity (entropy) in Todos Santos Bay, California. a) Shepardts method; b) minimal polygons. Adapted from ALTHEIMER et al., 1982; data from WALTON, 1955.

resolution, the net

may be too fine in other areas where the data points are sparsely impor-

s c a t t e r e d (cf. Fig. 2.35 c). For a c o m p u t e r program the l a t t e r case may be more tant than lost data points because a very fine grid can cause

an extensive need of

memory and unreasonably long computation times.

Furthermore,

the

original data

points may

not

be recorded correctly, even on a

very fine grid if they have i n t e r m e d i a t e position b e t w e e n the grid points. This can become important if the e s t i m a t i o n procedure has a smoothing e f f e c t like it is the case with Shepardts local method (Fig. 2.36 a, cf. section 2.3.3). This problem can be solved, to some e x t e n t , if it is possible to choose the grid points in such a way that every

data point b e c o m e s a grid point and that the grid is still a rectangular one {Fig. 2.35 c; ALTHEIMER et al., 1982). A really satisfying solution of this problem would require

that the grid is formed over the data points. The classical way to do this is the triangulation method, but a good triangulation net is hard to establish within the c o m p u t e r

{SCHUMAKER, 1976; CAVENDISH, 1974).

2.4.2 Global and Local Extrapolations

Another problem in order to

is to bound the

e s t i m a t e d surface areas

values

to

a reasonable area available. Most

avoid extrapolations into

where no data

points are

55

gridding techniques allow such extrapolations, and most c o m p u t e r not

programs

in use do

t e s t this simple problem. As can easily be derived from the classical triangulation 1982), the most extensive boundary giving reasonable esti-

method (ALTHEIMER e t al.,

m a t e s is the convex polygon that surrounds all data points, though it does not ensure a reasonable solution, as the Shepard estimation in Fig. 2.33 illustrates. S o m e t i m e s

a b e t t e r r e s t r i c t i o n of the solution space can be forced by additional c o n s t r a i n t s like a limit distance b e t w e e n data points and grid points. But such restrictions a f f e c t all

estimations, not only the boundary - - and a typical result are 'holes' within the working area.

There are several possible s t r a t e g i e s to establish a convex boundary for the data points (cf. ALTHEIMER et al., 1982). However, we shall see in the next section that

a very simple method results from 'minimal polygons', which can be used to eliminate the interior points of the bounding polygon.

Indeed, the

problem

to

find a reasonable global boundary for the working area

has its local equivalent. One has to ensure that a grid point, for which a surface value is evaluated, is located within a closed polygon of data points and that t h e s e points

are used to e s t i m a t e the surface value. Otherwise, local extrapolations may occur, which cause maxima or minima, which are not r e p r e s e n t e d in the data or ' p l a t f o r m s ' result if the local e s t i m a t i o n uses weighting functions.

The sectorial et al.,

search method is an approach to solve this problem (HARBAUGH

1977)o The problem, of course, does not occur with the classical triangulation in this special case, the whole area in question is densely covered

method because,

by triangles or by convex polygons with the data points at the corners. Again, most of the gridding techniques in use do not necessarily the weighting average methods do not. For the test these conditions, especially the

usually complex geological data

///

/'//~ /'/ /
(1

/ \

b
Fig. 2.37: a) the o c t a n t search o c t a n t for the e s t i m a t i o n of a tions, b) Surface r e c o n s t r u c t i o n dal contours even from a simple

method. A data point must be found in every grid point value. This avoids local extrapolaby an octand search method g e n e r a t e s sinusoicylindrical surface.

56

problem has been well recognized (HARBAUGH e t al., 1977), and s t r a t e g i e s like quadrant and o c t a n t These search p a t t e r n s have been developed to o v e r c o m e the problem (Fig.

2.37).

methods require t h a t

for e v e r y grid point a set of data points must be found

in a c e r t a i n n u m b e r of radial sectors (Fig. the grid point is surrounded by a - - n o t it may produce o t h e r d e f e c t s .

2.37). Although the procedure secures t h a t

polygon of data points, if one s e c t o r is empty,

necessarily c o n v e x - -

A local gap will be produced

even if t h e r e exists a convex polygon which incIudes the grid point and which would secure a useful local e s t i m a t i o n . From this viewpoint, the method is not flexible enough because it requires locally a specific data configuration. On the o t h e r hand, the process tends to irregular c o n t o u r s b e c a u s e t h e s u r f a c e values e s t i m a t e d from the moving s e c t o r system do not change smoothly, (Fig. but they change r a t h e r suddenly when a data point

e n t e r s or leaves the system sector is small. Conversely,

2.37), at least, if the required number of data per

number of required data causes an increasing

a higher

n u m b e r of gaps within the solution area.

2.43 Linear I n t e r p o l a t i o n by Minimal Convex Polygons The discussed problems caused us in 1980 to develop in the ' S o n d e r f o r s c h u n g s b e r e i c h 53, PalOkologie' (ALTHEIMER et al., 1982) a gridding technique t h a t satisfies all the

so far discussed conditions in a very simple w a y - -

the grid values are e s t i m a t e d from

t h e minimal bounding polygon of a grid point, by a triangle. The m e t h o d works r a t h e r well up to the point t h a t data points are available, A later gridding sometimes strange i.e. the e x t r e m a local e x t r e m a appear in areas where no c a n n o t be explained by the d a t a s t r u c t u r e . results which also holds for o t h e r search methods and for the

s t a b i l i t y analysis provided some r e m a r k a b l e techniques, especially for the discussed

sector

classical triangulation method. It will turn out t h a t the problems are mainly g e o m e t r i c a l ones and t h a t our gridding t e c h n i q u e is not a really good way to e s t i m a t e surface points, but t h a t it illuminates very c l e a r l y t h e problems of contouring from s c a t t e r e d data. As was pointed out above, the locally s t a b l e e s t i m a t i o n of grid point values requires t h a t t h e grid point is l o c a t e d within a polygon spanned by a subset of the original d a t a points. For a plane mapping problem the smallest possible polygon is a triangle with d a t a points at its corners. As is well known from polygon theory and linear o p t i m i z a t i o n (COLLATZ & WETTERLING, 1971), this minimal polygon has t h e property t h a t the s u r f a c e values can be simply e s t i m a t e d by a linear interpolation for any point within the t r i a n g l e and along its boundaries can be (cf. ZIENKIEWlTZ, 1975; SCHUMAKER, 1976). G e o m e t r i c a l l y that a grid point t h e t h r e e points establish a plane s u r f a c e e l e m e n t . F u r t h e r m o r e , the principle of ' n e a r e s t neighborhood' easily satisfied. 'Nearest neighborhood' means value should be e s t i m a t e d from closest d a t a points (as far as this does not cause local

57

extrapolation). If t h e r e exists a polygon at all that encloses the grid point in question, then t h e r e exists a convex polygon, especially a triangle, which both includes the grid

point and has the point of nearest neighborhood at one corner. The proof of this s t a t e ment can he outlined in the following way:

If the point of n e a r e s t neighborhood is c o n n e c t e d with every point on the convex boundary of a l l data points, then the whole area inside the global convex boundary is densely covered by non-overlapping triangles, and the grid point must be e i t h e r an interior point or a boundary point of one of these triangles.

This secures that we find a bounding triangle. The minimal triangle without an interior point is found with the following strategy:

Start at the point of nearest neighborhood and find the second and third nearest points which form, t o g e t h e r with the point of nearest neighborhood, a bounding

triangle for the grid point.

We can call this triangle the minimal convex polygon -- minimal because these are points of minimal distance with r e s p e c t to the convexity condition. One should expect that

such a triangle is a locally optimal form for the approximation of the grid point value. The approximation turns into a local interpolation. In addition, the local properties of the triangles project onto the global problem to find the bounding polygon of all data points. The local triangulations are bounded to the interior of the convex polygon boundary. This gridding technique has, therefore, the additional advantage that it can be

implemented in a very compressed way on a c o m p u t e r (ALTHEIMER et al.,

1982) and

t h a t it provides automatically control over the boundaries of the working area. On the other hand, one can use the the data set. method to eliminate all points inside the global convex

boundary of minimal

The points to be eliminated are simply those for which a points on its c o r n e r s - or the global convex

polygon exists which has data

polygon consists of the data points which are not interior points of a triangle with data points at its corners.

2.4.4 Stability Problems with Minimal Convex Polygons

Having for us that (cf. Fig.

done

all

these

analyses of local

and global properties,

it was surprising

the i m p l e m e n t e d process b e c a m e unstable with c e r t a i n data configurations main anomalies are local e x t r e m a which are not justified by the

2.33). The

data. They occur mostly within relatively large areas without data points, and they are especially strong if the surface values of the nearby data points are very irregular.

58

Fig. 2.38,: The subdivision of a r e c t a n g l e by t h e local triangulation method {minimal polygons). The blank areas belong to the same triangulation (as the shadowed do).

In addition,

the

anomalies

are

very sensitive

to small changes of t h e

grid s t r u c t u r e .

Some of t h e s e p a t t e r n s r e s e m b l e very closely the problems which may arise from s e c t o rial search methods, To explain t h e s e anomalies it is n e c e s s a r y to study the local structure of the polygons, and to see how triangles may c o m e into c o m p e t i t i o n during the gridding process, Four points form the minimal polygon, which can be f u r t h e r divided into triangles. For any grid point located within this polygon two possible triangulations exist {Fig.

2.a8). Which t r i a n g l e will be chosen, depends on t h e d i s t a n c e functions b e t w e e n the grid

points and t h e polygon c o r n e r s - condition for the distance i.e. on the n e a r e s t neighborhood rule. The minimizing divides the polygon into four regions (Fig. function

2.38).

The opposite r e c t a n g l e s belong, thereby,

to the s a m e triangulation, and, t h e r e f o r e , have

s t a b l e and nearly smooth solutions in t h e i r interior. But the two possible triangulations give d i f f e r e n t grid point interpolation solutions which are the surface onto the not connected in a smooth way (Fig. 2,39). If the then The the solution jumps from one instabilities, therefore, occur

moves over

triangulation

boundaries, solution.

alternative

//

Fig. 2,39: A ruled s u r f a c e over a r e c t a n g u l a r grid e l e m e n t and its approximation by the two possible t r i a n g u l a t i o n s which yield d i f f e r e n t solutions.

59

. . . ~:~.. ~, . . . . . .

[
-"

.!"
.-" 5,:: ...... . :"

Fig. 2.40: The bifurcation surface which corresponds to the two possible triangulations of Fig. 2,a9 (cf. Fig. 2.38). The instability is independent of the density of the grid, it results only from the local triangulation method. On a sufficiently fine grid the contours r e f l e c t the bifurcation of the surface (b). in two ways:

1) Closely related grid points may deviate strongly in the e s t i m a t e d surface values because they belong to d i f f e r e n t local triangulations.

2) Even small changes in the structure of the regular grid can locally cause r a t h e r d r a m a t i c changes in the e s t i m a t e d surface v a l u e s - touring processes over the identical data set. e.g. for two independent con-

These

effects

are

especially strong

within relatively

large areas

without data

points,

i.e. whenever the approximation involves data points which are far apart.

Fig. 2.40 illustrates in more detail how the local solution over a r e c t a n g l e bifurc a t e s into two disconnected surfaces with discontinuous contours. From which interpolation surface the e s t i m a t e d value will be taken, depends, as discussed, only on the position of the grid point(s). The situation becomes even worse if one considers higher polygons, i.e, a larger number of data points in competition. The possible number of local triangulations increases rapidly with the number of polygon corners {F{g. 2.41). The approximation process will b e c o m e more and more instable as the number of data points in c o m p e t i t i o n i n c r e a s e s - - a situation favored by large e m p t y areas within the data space. A curious situation is that in such cases a r e f i n e m e n t of the grid increases the instability in the way that the resulting surface approximates the local discontinuities of the triangulation r a t h e r than a continuous surface (cf. Fig. 2.40 h). The situation is nearly the same with the o c t a n t search method where the triangles are replaced by open angular sectors.

60 Z

Fig. 2.41: The various possibilities for the triangulation and linear s u r f a c e approximation of a five-point polygon (1 to 5: the numbers z=l ... indicate the height of the corner points; r: the c e n t e r e d i n t e r p o l a t i o n - - the central point is the a r i t h m e t i c mean of the corner points.

One

could

argue

that

the

discussed instabilities are

only problems of the

local

approximation method. But if we t r a n s f e r the results to the classical triangulation m e t h od, which covers the d a t a space densely with triangles, then it i s not hard to see that we have, in principle, the same problems. Let several people draw a map from the iden-

tical d a t a set with a f r e e choice of triangulation, then the results can diverge to a large extent. The d i f f e r e n t solutions for a five-point polygon in Fig. 2.41 can be taken as

an example. What we find is that the instabilities appear now exclusively b e t w e e n d i f f e r ent maps.

We can go a s t e p further. The same problems e n c o u n t e r us again when we draw contour lines from the e s t i m a t e d regular grid. A simple way to do this is again a triangulation of the g r i d there are several the contour lines are uniquely d e t e r m i n e d on a triangle. However, possibilities for this triangulation, some of them are illustrated in

Fig. 2.42. Every possible triangulation gives another solution, and we can only hope that these soIutions d e v i a t e not too widely because the surface is simple enough. Besides this triangulation from the method o t h e r s t r a t e g i e s are in use which draw the contour lines d i r e c t l y is used in the program package SURFACE

rectangles, e.g. such a s t r a t e g y 1975).

II (SAMPSON,

Within this s t r a t e g y problems arise when two opposite corners of

a cell are higher and the two others are lower than the value for the contour line e n t e r -

61

//////// ////////o
\/\/\/\

/\/~/\/

\\\\\\\\ oo\\\\\\\\ N/'/ \/\/ ~o/\/\ /\/\

Fig. 2.42: Four a l t e r n a t i v e triangulations of a regular grid,

ing the cell. Fig, 2.43 illustrates this situation, and it becomes immediately clear that the cases (b) and (c) are just the two a l t e r n a t i v e triangulations of the grid cell, the decision problem is the same as discussed earlier. Case (a) is slightly different, it rep r e s e n t s a c e n t e r e d grid e l e m e n t where the c e n t r a l value could have been e s t i m a t e d

as the a r i t h m e t i c mean of the corners (cf. Fig. 2.41). This approximation will be dis-

--4-

-4-

,>
-

/
-

">

c
4-

Fig. 2.43: Possible paths of contour lines through a grid c e l l - - (+) corners higher and (-) corners lower than average of corner values. Modified from SAMPSON (1975).

cussed in the

next

section. In the SURFACE II program a decision is made b e t w e e n

the solutions (b) and (c) in Fig. 2.43:

(b) is chosen if the average of corner values is

higher than the entering contour line while (c) is chosen if the average is lower than the value of the contour line. This choice is arbitrary, however, it ensures that contour lines do not i n t e r s e c t within the grid e l e m e n t {Fig. 2.43 points is passed,

a) -- this switch causes a jump

from the lower to the upper surfaces in Fig. 2.40 when the average height of the corner

62

2.4.5 Continuation of a Local Approximation

It turned out that the method of minimal polygons or of a lbcal or global triangulation is instable with r e s p e c t to small changes of the initial conditions. In the case of the 'hand m e t h o d ' , the initial condition is the choice of the triangulation, in the is the choice of the grid. The same problem e x t e n d s to o t h e r

' c o m p u t e r m e t h o d ' , it

local gridding techniques, to the seetorial search methods and even to the approximations by weighting functions. They all are very sensitive to small changes of the initial conditions and to changes of the p a r a m e t e r setting. A major problem arises if t h e r e are

large areas without data points. In this case, the interpolation process can be s o m e w h a t stabilized if one does not use the minimal convex polygons but tries to find the locally maximal convex polygon. However, c o m p e t i t i o n b e t w e e n polygons can be only avoided interior of a locally bounded polygon is t r e a t e d as a local continuum,

if the e n t i r e

and if all grid points inside the polygon are e s t i m a t e d from its corner points by some smooth process. The c o m p e t i t i o n during the formation of local polygons can be avoided if the local solution p r o j e c t s continuously into allowed until they have the neighborhood, i.e. no overlapping

polygons are

the s a m e solution inside the i n t e r s e c t i n g areas

and on the common boundaries. The problem has a formal analogy in the analytic continuation of a function in the complex plane. This analogy suggests that one could s t a r t from a local solution, a local contour line, and then c o n s t r u c t its continuation through the data s p a c e by use of some c o n v e r g e n c e c r i t e r i a . problem The c o n v e r g e n c e circle of the finite data

analytic set. The the

could t h e r e b y be replaced by convex polygons over the

previous remarks lead to a g e o m e t r i c a l problem, which is hard to solve in Nevertheless, it s e e m s useful to discuss finally

case of randomly s c a t t e r e d data.

how the linear interpolation over triangles can be generalized for any convex polygon and how a local solution over a regular grid e l e m e n t can be e x t e n d e d throughout the global data space,

A) A Local Continuous Approximation

In the case of a rectangle,

the simplest approach toward a stable continuous surface

approximation is to c o n s t r u c t a bilinear function over the corner points (SCHUMAKER, 1976)

f(x,y)

= a I + a2x

+ a3Y

+ a4xY '

(2.57)

The c o r n e r values of the grid e l e m e n t have to be used to d e t e r m i n e the c o e f f i c i e n t s . Now, any r e c t a n g l e can be standardized to a square of unit area by the map

68

/"

C_--

/.._------"<
x

Fig. 2.44: Surface interpolation over a rectangle by use of a bilinear function (above); for details see text. The bilinear interpolation can be approximated by a linear interpolation if an additional c e n t r a l point is used, which can be c o m p u t e d as the a r i t h m e t i c mean of the corner points.

x ---- ( X i + I - x ) / ( X i + 1 - Xi) (2.58) Y ---- ( Y i + l where X. points, i - Y)/(Yi+I and Y. i are - Yi )' the coordinates

of

the

corner

64

Besides s t a n d a r d i z a t i o n , t h e map (2.58) t r a n s f o r m s the global grid c o o r d i n a t e s into local oneS. Using the new local coordinates, the linear interpolation along the boundaries of the r e c t a n g l e can be expressed as

f(x) = w2F(x=O ) + WlF(X=l),

(2.59)

where the F-values are the surface height at the c o r n e r points and the w i are weighting functions: Wl=X, w2=l-x , x in local c o o r d i n a t e s {for the y direction x has to be replaced by y). The approach by a bilinear function implies to c o n s t r u c t a two-dimensional weighting function from the product w(x,y)=w(x)w(y) (e.g. PFALTZ, 1975; DeBOOR, 1978). tf the weighting functions for the boundaries are inserted, one finds

w1(x=O,y=O)

(1-x)(1-y)

= w(l-x,l-y)
= w(l-x, = w(
= w(

(2.60)

w2(x=O,y=l ) = (l-x)y W3(x=l,y=l ) = xy w4(x=l,y=O) = x(l-y) w(x,y)=xy, and

a very simple gramme& It pattern is easy of permutations that of

y )

x ,l-y)
x ,i-y)

the coordinates, which easily can be pro-and t h a t z(x,y)= ~ Fiwi(x,y) is just the

to prove

~ wi=l,

e a r l i e r n o t i c e d bilinear function which provides a continuous s u r f a c e approximation over the grid e l e m e n t . The weighting functions have the p r o p e r t y t h a t

Fiwi(0.5,0.5 ) =

~Fi/4 ,

(2.61)

i.e. t h e r e exists one point on t h e s u r f a c e which is simply the a r i t h m e t i c m e a n of t h e c o r n e r points. This o b s e r v a t i o n allows a first order approximation of the bilinear surface over a r e c t a n g l e by a simple triangulation. If one adds the c e n t r o i d of the corner points to the data points, then t h e r e exists locally a unique t r i a n g u l a t i o n of the grid e l e m e n t which is given by t h e c o n n e c t i o n s of t h e central point with the c o r n e r points. The

s u r f a c e e s t i m a t e d from this t r i a n g u l a t i o n is a linear approximation of the s u r f a c e , which was defined by the bilinear equation (2.57). Figs. 2.41 and 2.44 provide examples for this approximation. It is easy to see t h a t a unique triangulation and, t h e r e f o r e , a unique local s u r f a c e approximation can b e c o n s t r u c t e d The additional c e n t r a l point is given by for any convex polygon with n corners.

(Xc,YcZc) = (l/n) [ (Xi,Yi,Zi).

(2,62)

it may be useful to introduce a meaning for this interpolation scheme. The bitinear model is a h a r m o n i c function, and this allows a physical i n t e r p r e t a t i o n . If a s h e e t of

65

rubber is s t r e t c h e d over the r e c t a n g u l a r boundary, the resulting surface equals the surface described by the bilinear equation. For the generalized convex polygon with n

corners one can c o n s t r u c t such a surface in t h e following way (BETZ, t948): The convex polygon is mapped onto the unit circle by means of the S c h w a r z - C h r i s t o p h e l formula. The boundary values are on then the evaluated unit circle in t e r m s is of a Fourier expressed series. by The required the equation harmonic function finally

f(r,~)=ao/2+ Z rn(anCS(n~) + bnsin(nq0)), and a first approximation on the original polygon is given again by the c e n t e r e d triangulation.

Fig. 2.45: A t e n t s t r u c t u r e discontinuities at the poles.

provides

an

example

of a continuous surface

with

B) Continuation of a Local Surface Approximation

The c e n t e r e d

grid e l e m e n t ,

as defined

above,

leads in a r a t h e r

natural way to

a continuous solution over the global regular repeat

grid structure.

If we add the c o m p u t e d

c e n t r a l grid points to the grid, we have simply a r e f i n e m e n t of the grid, and we can this process infinitely. In the second iteration, additional grid points and values are c o m p u t e d at the boundaries b e t w e e n the original grid e l e m e n t s and provide a continuous approximation b e t w e e n grid elements. In general terms, a regular approximation within grid e l e m e n t s occurs at e v e r y odd interpolation step while at even steps w h e r e satisfies the Laplace equation overlapping grid e l e m e n t s are eontinuous!y connected. What we find, is a surface which e v e r y -

Uxx + Uyy = O, a surface, which is e v e r y w h e r e smooth, only at the grid points local

(2.63)

discontinuities

66

\/\/

A
I

Fig. 2.46: I t e r a t i v e r e f i n e m e n t of the grid s t r u c t u r e by recursive averaging. Only a single pathway is illustrated, which a s y m p t o t i c a l l y approaches a corner of the c e n t r a l grid e l e m e n t . Any o t h e r point, t h e original grid points and the a v e r a g e d ones, c a u s e similar cascades: The original c e n t r o i d grid e l e m e n t is subdivided into smaller and smaller r e c t a n g l e s which, in the limit, cover the area densely, however without being continuous in a d i f f e r e n t i a b l e sense. Left: a regular orthogonal grid, right: a c e n t e r e d regular grid which actually consists of two overlapping grids as indicated.

appear (Fig. 2.45). The r e l a t i o n b e t w e e n the recursive averaging process and the Laplace e q u a t i o n can easily be shown if the Laptace equation is approximated on a finite grid. In t e r m s of a finite grid, equation (2.6a) reads

(Ui_l,j_2Ui,j+Ui+l,j)

+ (Ui,j_l-2Ui,j+Ui,j+l)

= 0

(2.64)

providing a finite approximation, which can be r e w r i t t e n as

Ui,j= (I/4)((Ui_l,j+Ui+l,j)

+ (Ui,j_l+Ui,j+ 1 ),

(2.65)

and this is simply the a v e r a g e discussed above. Thus, our c o n t i n u a t i o n process is a finite analogue to the a n a l y t i c c o n t i n u a t i o n in the complex plane. The sense t h a t point again continuation process by recursive averaging is, in addition, optimal in the

it is s t a b l e under small d i s t u r b a n c e s of the grid p a t t e r n and is optimal in to a single grid e l e m e n t . with the We want to find a local approximation which find such a local approximation

t e r m s of c o m p u t a t i o n costs, To see, why the l a t t e r r e m a r k holds, let change the viewis continuously c o n n e c t e d neighborhood. To

67

we need in t o t a l i t y 16 grid points like in Fig. 2.46a, and this e l e m e n t a r y grid allows r e f i n e m e n t to any level within the central grid e l e m e n t . An a l t e r n a t i v e would be to

use initially a c e n t e r e d grid (Fig. 2.46b) which, of course, provides an initial triangulation. However, if we request a continuous connection with neighboring elements, we

need 21 grid points. The increased number of necessary grid points can be related to the f a c t that the c e n t e r e d grid is not unique, i.e. t h a t t h e r e exist two a l t e r n a t i v e grid s t r u c t u r e s as indicated in Fig. 2.46b. A continuous solution requires that these a l t e r n a t i v e grids are superimposed, and this causes the higher number of required grid points.

However,

the continuation problem can be solved in a quite d i f f e r e n t way: We

can request that the local surface e l e m e n t has continuous derivatives along its boundaries and, thus, can continuously be c o n n e c t e d with the neighboring elements. Such an approximation requires at least cubic splines, and first we consider the case that the first derivative vanishes along the boundaries of the grid e l e m e n t . A useful approximation is given by the weighting function

w(x,y)

= w(x)w(y = x2(3-2x);

(2.66) w(y) = y2(3-2y).

and

w(x)

The height of a surface point can be expressed as weighted average of the height of corner points

z(x,y) = ZlW(X,y ) + Z2w(1-x,y ) + Z3w(l-x,l-y ) + Z4(x,l-y).

If we use equations (2.66), we can rewrite equation (2.67) as

(2.67)

z(x,y) = ((ZI+Z4)--(Z2+Z3)Xx2(3-2x)Xy2(3-2y)) + (Z3-Z4Xx2(3-2x)) + (z2-z4)(y2(3-2y)),

(2.68)

an equation which looks r a t h e r complicated. However, if we introduce the abbreviations

u = x (3-2x);

v = y

2( 3 - 2 y ) ,

(2.69)

equation (2.68) turns into a simple bilinear equation

z(x,y)

= auv

+ bu + c v

(2.70)

with obvious p a r a m e t e r with equation

identifications for 'a t, 'b t, and ' c ' . Thus, we are still dealing the coordinates (x,y) are replaced

(2.57), with the only d i f f e r e n c e that

by functions of these coordinates. Equations (2.70) and (2.69) provide a system of equations consisting of two parts: The interpolation equation, which is simply a bilinear coordi-

equation, and a map {x,y) ~

(u,v), which defines a deformation of the original

68

es, Our

thus,

that

they

satisfy problem required

3 alx 3 + a2Y +

certain turns

conditions

at

the to

boundaries

of the

grid

element.

approximation

into

the problem

find a p r o p e r

m a p (x,y) -~ (u,v)

which satisfies the

conditions: The map

2 blX b2 y2 + + ClX c2Y + + d1 d2 (2.71)

u = v

for

instance

allows it

to is

adjust not

the the an

first most

derivative general case by

along (for

the a

boundaries discussion 2.71 cubic a of

of

the

grid

element; DeBOOR, to small can

however, 1978). changes easily

splines, see sensitive in s e c t i o n of

Anyway, in t h e be

even grid

approximation The

equation the

is r a t h e r spline

structure. to grid the

discussion of

2.a.3 the

extended at the

two-dimensional can totally

case-change

small the

disturbance

estimated which

slope may

boundaries a ridge to

estimated

surface

pattern, seen, the

switch of our

from

a v a l l e y or v i c e v e r s a . depends o n l y on

A s e a s i l y c a n be map {2.69), a n d

stability

approximation

problem

the

t h i s r e l a t e s it to s i n g u l a r i t y t h e o r y . We c a n t r a n s f o r m i e n t f o r m s by a s i m p l e

t h e m a p {2.69) to a m o r e c o n v e n -

dislocation and u -u= a u -

of

the

origin v --- v -

--- x + 1/2, v =

1/2;

y --

y +

1/2

1/2,

which 2y 3 -

yields (3/2)y,

2x 3 -

(3/2)x; x + y; y --

rotation

x --

yields

u = x 3 + 3x2y v = x 3 - 3x2y
and a final

+ ~y2 x + y 3 + 3xy 2 - y 3
in the map (u,v)-space into u --~ u + v , v--- u - v

rotation our

transforms

original

u = 2x 3 + 6xy2;

v = 2y 3 + 6x2y,

(2.72)

a map which represents

a special

form

of the

double cusp catastrophe.

In c a t a s t r o p h e

t h e o r y s u c h a m a p is e m b e d d e d in a p o t e n t i a l ,

in t h i s c a s e t h e p o t e n t i a l w o u l d be

x4/2

y4/2

3x2y 2

-ux

-vy,

(2.73)

and

the

map

results

from

the

condition

that

the

partial

derivatives

vanish,

i.e.

from

the equations

V
x

2x 3 +

6xy 2 -

V Y

= 0 = 2y 3 + 6x2y

v .

69

If we now r e t u r n

to the more general case {the d e r i v a t i v e s are d e t e r m i n e d from the C a t a s t r o p h e theory implies t h a t the

d a t a points), we need again additional p a r a m e t e r s . p o t e n t i a l (2.73} has general unfolding V = x 4 + y4 + a x 2 y 2 + bx2y + cy2x

+ dx 2 + e x y + f y 2

_ ux -

vy,

(2.74)

an expression

which provides us with 6 free p a r a m e t e r s

to adjust

the boundary con-

ditions. This expression, however, is in local coordinates~ in global coordinates we would have to unfold the map (2.72} and to consider all possible p a r a m e t e r s c o n s t a n t ones. inclusively the

The Double Cusp is e x t r e m e l y unstable, the stable regions are e x t r e m e l y narrow, and from even small disturbances theory; cause the switching solutions, in this special case switches are

ridges

and hills to valleys and depressions. however,

This gives us a direct through these

relationship sections

to c a t a s t r o p h e

problems e n c o u n t e r e d

c o n n e c t e d with c a t a s t r o p h e

theory in a much wider sense: The approximation problem

in surface r e c o n s t r u c t i o n is usually associated by some optimizing problem, i.e. to e s t i m a t e the grid point from the n e a r e s t data points. A common problem with such optimizing s t r a t e g i e s is t h a t during a smooth change of the distance function ' t h e optimum

solution changes with a jump, (ARNOLD, surface 1984). That, reconstruction. The

t r a n s f e r r i n g from one c o m p e t i n g maximum to the o t h e r ' is what of we observed the observed throughout instabilities the discussion of with catastrophe

of course,

connection

theory may not necessarily be obvious because we usually think about d i s c r e t e and non-d i f f e r e n t i a b l e systems in approximation processes. However, d i s c r e t e are only the grid points, which turned out to be p a r a m e t e r s of a smooth interpolation surface. By a smooth change change of these parameters the approximation and these may clearly react with sudden jumps in the is equivalent to a theory the optimizing function.

geometrical in t e r m s to the

solution.

A change of the grid point values, however, conditions, affect boundary conditions we can, problem. therefore,

of the

boundary

of variable

apply c a t a s t r o p h e

surface

approximation

A discussion of more general optimizing prob-

lems is given in ARNOLD (1984).

Table 2.1 Singularities in o p t i m i z a t i o n problems

Normal forms of a m a x i m a function F one p a r a m e t e r

{ARNOLD, 1984):

two p a r a m e t e r s

F(y) = I Y l F(y) =

IyT
or

max(Yl' Y2' YI+Y2 )

or

mxaX(-X4 + y l x

+ Y2x)

3.

NEARLY ON FINITE

CHAOTIC POINT

BEHAVIOR SETS

Chaos implies totally and a p p a r e n t l y i r r e m e d i a b l e lack of organization. In physics, a classical example for chaos is turbulence. In a t u r b u l e n t system, the pathway of a p a r t i c l e c a n n o t be p r e d i c t e d at all, and two particles, which are initially close t o g e t h e r , may d e p a r t in a short t i m e interval. The t r a n s i t i o n from a d e t e r m i n i s t i c {laminar) behavior to chaos (turbulence) can be usually described by a b i f u r c a t i o n t r e e (Fig. 3.1). " A f t e r the first bifurcation the flow b e c o m e s periodic, after t h e second b i f u r c a t i o n the flow is quasi periodic with two periods, and so on" (RICHTMYER, 1981). A f t e r a sufficiently

high n u m b e r of b i f u r c a t i o n s the c h a o t i c aspect of the flow is so highly developed t h a t s t a t i s t i c a l methods are t h e proper way to study its behavior. It is c l e a r t h a t t h e behavior of such systems during t h e course of t i m e depends very sensitively on the initial conditions appear system. During t h e last decade, a n o t h e r way to study chaos has a t t r a c t e d much a t t e n t i o n : the b e h a v i o r of d i f f e r e n c e equations in c a l c u l a t o r s (MAY, 1974; ROSSLER, 1979; THOMPSON, 1982). In this case, the dynamical system is r e p l a c e d by an i t e r a t e d map describing t h e o u t c o m e s in finite t i m e intervals. MAY's (1974) f a v o r i t e example was the s t a n d a r d i z e d form of t h e logistic d i f f e r e n c e equation. A s h o r t review of the behavior of this e q u a t i o n will be given in the first section to introduce the c o n c e p t s of bifurcations and of chaos more precisely. The explicit n u m e r i c a l approximation of a p a r t i a l d i f f e r e n t i a l equation {HAKEN, state 1981), and t h a t the b i f u r c a t i o n s are not a dynamical i.e. they are feature, but

in t h e

space of the system,

a topological p r o p e r t y

of the

then e l u c i d a t e s once more the c o n c e p t of bifurcation, and the c o n c e p t of i t e r a t e d maps is used to study infinite sequences of caustics in r e f r a c t i o n seismics.

Fig. 3.1: A b i f u r c a t i o n c a s c a d e or a generalized it results e.g. from the logistic d i f f e r e n c e equation.

catastrophe

(THOM,

1975),

as

71

Fig. 3.2: Two versions of Galton's m a c h i n e - produce the binomial distribution.

a small and a large o n e - -

which

As

was

noticed

above,

statistical

methods

are

the

usual

way

to

study

chaotic

systems. The 'Galton machine' (Fig. 3.2) illustrates the relationship b e t w e e n the chaotic t r a j e c t o r i e s of particles, which cannot be predicted, and the well predictable o u t c o m e if enough particles are considered. In this case, our impression of chaotic motion within the machine will not at least depend on its size (Fig. 3.2). In addition, the form, the

internal g e o m e t r y of the machine, a f f e c t s the type of the s t a t i s t i c a l outcome. The bifurcation t r e e of Fig. 3.1 can be taken as another machine of this type. It will produce a uniform distribution. An interesting case occurs if the internal configuration of such machines depends on some p a r a m e t e r s , or if the initial conditions can a f f e c t the o u t c o m e of the machine.

The interesting

first example is a brief review of the logistic d i f f e r e n c e equation. A more example, of from the geological viewpoint, equation. The is the instability of which the explicit

approximation

a partial

differential

bifurcation,

is caused by

a smooth change of a p a r a m e t e r , can be nicely visualized by the uncoupling of the grid into two independent substructures. The concept of i t e r a t e d maps is finally applied to series of caustics in r e f r a c t i o n seismology.

72

The c o n c e p t of bifurcations and chaos is then applied to several c o m p u t e r methods. The problem is that chaos in such cases is not obvious. In most exampies, a small change of p a r a m e t e r s will strongly influence the outcome, but with a c o m p u t e r procedure this sensitivity will normally not be d e t e c t e d because the data are only processed with a

c e r t a i n p a r a m e t e r setting. The first of t h e s e examples is the usual Chi2-testing of directional data. The t e s t is commonly p e r f o r m e d against a uniform distribution, and it is

unstable with r e s p e c t to an arbitrary choice of the sectorial p a t t e r n on which the computation of the test statistic is evaluated. The striking point is that the stability of

the t e s t d e c r e a s e s with increasing sample size.

In t h e

third section, problems with sampling s t r a t e g i e s in sedimentology are dis-

cussed. One goal of the s t a t i s t i c a l analysis of profiles is to d e t e c t periodicity patterns. Two methods are in use, the analysis versus transitional probabilities and the classical

t i m e - s e r i e s analysis. In both cases it is a typical s t r a t e g y to take samples at equal distances. In this case, the transition matrix b e c o m e s dominated by singular loops, and

the s o - c a l l e d 'transitional probabilities' are not further free of dimensions. In the case of a t i m e series anaIysis, the identical approach can cause artificial p a t t e r n formation. The example is closely related briefly mentioned. The main to the genericity problem of maps, an aspect which is will be that geometrical and geological reasoning

result

cannot be replaced by a formal, pseudo-objective sampling strategy.

Then,

we shall deal with

various a s p e c t s of classical centroid cluster s t r a t e g i e s .

Again a situation is e n c o u n t e r e d where an increase of the sample size does destabilize a ' s t a t i s t i c a l ' p a t t e r n recognition process, and it will turn out that t h e s e methods provide e x c e l l e n t examples of chaotic behavior on finite point s e t s - they show the discussed

p r o p e r t i e s of chaos, especially the e x t r e m e l y high sensitivity to small changes in the initial data.

Finally, the bifurcation of t r e e - l i k e bodies is analyzed. The basic model is entirely d e t e r m i n i s t i c ; n e v e r t h e l e s s the bifurcation p a t t e r n s g e n e r a t e d are rather chaotic. From an analogy found in

this c h a o t i c p a t t e r n , however, a well d e t e r m i n e d shape a r i s e s - -

the shape of trees, which is typical on the species level. The analysis is based on a modification of HONDA's (1971) c o m p u t e r model and takes up the g e o m e t r i c a l analysis, which roots in D'Arcy Thompson's and even Leonardo da Vinci's work.

3.1

ITERATED MAPS

Classically, stability is the most important c o n c e p t for the numerical solution of differential equations. The typical way to solve d i f f e r e n t i a l and partial differential equations numerically is to transform them into an ' i t e r a t e d map' by use of Taylor's theorem,

73

It is well known t h a t that

t h e r e are s o m e t i m e s several choices for the t r a n s f o r m a t i o n , and to the quality Here because some this

the various possible approximations behave d i f f e r e n t l y with respect approximation, of iterated to the are convergence

of the aspects

and to o t h e r stability problems. under topologicaI aspects

maps

briefly discussed

approach may give some insight not only in those problems, which occur with d i f f e r e n c e equations, but aIso in t h e c o n c e p t s of bifurcations and chaos.

3.1.1 The Logistic D i f f e r e n c e Equation The logistic growth function plays some role in biology and in paleontology. The

d i f f e r e n c e formulation of this equation was MAYas (1975) favored example for b i f u r c a t i o n s and c h a o t i c behavior. In the m e a n t i m e , cascades of the logistic equation is given by it b e c a m e an i m p o r t a n t example for b i f u r c a t i o n ed. 1982). The d i f f e r e n t i a l equation

and chaos in various fields (e.g. HAKEN,

y' = ay(b-y),
which has a wei1 known explicit solution. A simple s t r a i g h t mation is given by

(3.1)
forward d i f f e r e n c e approxi-

Yi+l = Yi + dtaYi(b-Yi)"

(3.2)

For a special p a r a m e t e r s e t t i n g of 'a' and 'b', the solution of this d i f f e r e n c e equation depends only on t h e p a r a m e t e r increases, one values of the At, which r e p r e s e n t s a finite time interval. As Fig. a.a shows, the upper boundary is only approached for small values of a t . As this p a r a m e t e r finds t h a t the solution f l u c t u a t e s around the s a t u r a t i o n level. For larger discrete time intervals, the long t i m e output of the d i f f e r e n c e system

resembles much more the Lotka-Voltera model (LOTKA, 1956) of a p r e d a t o r - p r e y system than the original logistic growth model.

By some

e l e m e n t a r y coordinate

t r a n s f o r m a t i o n s (e.g. ROSSLER,

1979) the logistic

d i f f e r e n c e equation can be standardized to the form

Yi+l = rYi(l-Yi)'

(3.3

which allows to analyze tlle behavior of this model in a general way. The relationship b e t w e e n t h e Yi+l and the Yi values can be plotted as the graph of a function for which the Yi values are graph of this t h e values of the independent variable. For the first is a parabola (Fig. 3.4, it I). The saturation iteration, the function value is exactly

r e a c h e d if Yi+l = Yi' and this defines a straight line in the (yi,Yi+l) coordinates. In the

74

At

Fig. 3.3: Numeric solutions of the logistic d i f f e r e n t i a l equation for various d i s c r e t e t i m e intervals.

. . . . . . . . . .

graph of function (3.3) the s a t u r a t i o n point is given by the i n t e r s e c t i o n of this line with a specific parabola, which is d e t e r m i n e d by the parameter r. Fig. 3.4 (I) shows how

one can use t h e s e properties to analyze which values of r allow for a stable solution. The equivalent algebraic expression would be

Yi = rYi(l-Yi)'

(3.4)

which can be solved for Yi" Higher i t e r a t i o n s are capable to produce periodic solutions.

Yi1

it I

Yi+t

it I I

Y,.
Fig. 3.4: First (I) and second (II) i t e r a t i o n system of the logistic e q u a t i o n in standardized form. The c u r v e s correspond to d i f f e r e n t values of the p a r a m e t e r ' r ' ; t h e i r i n t e r s e c t i o n s with the s t r a i g h t line are the equilibrium values.

75

The

first one occurs for Yi+2 = Yi' i.e. every second iteration takes the same value.

Again one can find a graphic r e p r e s e n t a t i o n as well as an algebraic one. If one r e w r i t e s equation {3.4) in t e r m s of Yi+2 and of Yi' one finds a quartic polynomial

Yi+2 = rYi+l(l-Yi+l) = (rYi(l-Yi))(l-rYi(l-Yi)).

(3.5)

The stable points are found in the same way as before {Fig. 3.4, it II) by setting Yi+2=Yi, and we find up to four equilibrium points, but not all of them are stable. As the param e t e r r varies, one finds up to three intersections b e t w e e n the polynomial and the equi-

librium line (except the trivial solution Yi = Yi+2 = 0). In the same way we find an increasing number of periodic solutions for every relationship Yi+k = Yi' or, as k increases, we get an infinite number of periodic solutions or a bifurcation cascade like in Fig. 3.1. This type of chaotic behavior was analyzed by MAY (1974), who showed that the logistic equation behavior. has an infinite number of possible periodic trajectories and is of chaotic

However,

the

logistic equation showed that

is only the special c e l e b r a t e d example. OSTER & any convex function can replace the parabola in

GUGGENHEIMER

(1976)

equation (a.al and drew connections to the Hopf bifurcation. Even a linear spline
approximation causes such bifurcations and periodic solutions {Fig. 3.5a). Probably models based on exponential functions are more biological than the finite logistic model because they have no sharp upper limit. In the case of the finite logistic equation, t h e r e is a limit for the 'height' of the parabola: It cannot exceed its 'width', otherwise the process escapes into negative values without bounds, i.e. the iteration simply breaks down. There-

lV

Fig. 3.5: Any convex function can be used to define an i t e r a t e d map, which possesses periodic solutions. Dashed lines indicate pathways which t e r m i n a t e in a cyclic motion.

76

fore, we are not free in choosing the parameter

which is bound to values 0 <r <4

(y(0.5)=r/4 ---> rmax=4), and a second limit is given when the parabola is so shallow that it does not intersect with the line Yi+l=Yi. Some possible alternative models are (OSTER & GUGGENHEIMER, t976): Yi+ 1 = Yiexp(r( 1-ay i) and Yi+ 1 = Yi/{I +exp(-b(1-aYi)). For r << 1 the last equation can be approximated by equation (3.3} (see OSTER & GUGGENHEIMER, 1976). In general, the logistic equation provides a 'prototype' of chaotic behavior of iterated maps, which easily can be analyzed, and, therefore, it is the most celebrated example.

3.1.2

The Numerical Approximation of a Partial Differential Equation

In geology the partial differential equation u t = Uxx plays some role as a 'transport equation'. It describes e.g. the flow in porous media and the compaction of sediments 1943; DESAI & CHRISTIAN, 1977}. A straight forward approximation by (TERZAGHI,

differences leads to the explicit scheme

(Ux,t+l-Ux,t)/At

(Ux_l, t - 2Ux+l, t + Ux+l,t)/Ax2.

(3.6)

This equation can be rewritten as an iterated map

Ux,t+ 1 = (l-2(At/Sx2)Ux,t

+ (Ux_l, t + Ux+l,t)At/Ax 2.

(3.7)

It is well known from numerical mathematics (MARSAL, 1976) that the stability of this approximation requires that

1 - 2(At/Ax 2)

O.
Ax "il At=Ax2/2

(3.8)

4f "
Fig. 3.6: Stability region of equation (3.8). table

if1
critical

77

The

first

right hand t e r m

of equation (3.7) needs to be positive, and this d e t e r m i n e s

the stability condition. If the left hand side of equation (3.8) is set to zero, the equation describes a parabola (Fig. 3.6) in the control space (~t,kx), and the i n t e r e s t i n g point

is what happens in this case with equation (3.7). If the control p a r a m e t e r (3.8) is zero, the local solution of the map (3.7) does not f u r t h e r depend on the Ux, t values, and the grid s e p a r a t e s into two disconnected s u b s t r u c t u r e s (Fig. 3.7}. The solution then does

Fig. 3.7: Two r e p r e s e n t a t i o n s of the grid b i f u r c a t i o n for the explicit d i f f e r e n c e s c h e m e of t h e t r a n s p o r t equation u t = Uxx. The bifurcation occurs if the control p a r a m e t e r is zero (I - 2(kt/Ax 2} = 0).

not

f u r t h e r describe

the original ' t r a n s p o r t equation', but two independent solutions of

this type arise. In consequence, the solution depends strongly on the initial data configuration, a fact which is s o m e t i m e s not recognized (MARSAL, 1976}. To see how the solution depends on the initial conditions, the d e g e n e r a t e d version of equation be w r i t t e n as

(3.7) can

Ux,t+l = (Ux_l, t + Ux+l,t)/2

Now, we take the example of a s u b s t a n c e spreading

(3.9)
from a source of c o n s t a n t

intensity into an empty medium, and we compute this by use of equation (3.9):

t
t
t

0
il I
I

0
0.5 0.5 0.625

0
0 0.25 0.25

0
0
0

0
0
0

0
0
0

0
0
0

0.125

78

The numerical approximation looks r a t h e r well, and, as can be shown (MARSAL, 1976), it really approximates the differential equation. Next, we take the same boundary conditions but d i f f e r e n t initial conditions:

t=O

t=

1 1

1 0.5

0 1

1 0

0 1

1 0
OWg

t = 2

t=3 t =4

1 1

1 0.625

0.25 1

I 0.125

0 1

I 0
bO~

This time, the solution is n e i t h e r numerically nor physically reasonable, we get fluctuations which cannot approximate the transport equation. What happens, b e c o m e s clear

if one s k e t c h e s how the successive values are connected:

..'% ><....'><
1 . . . j I ~ . . 0. . j I~ . . . 0 . . . j I
1

"
J"

U,;~

"
"~

"
s

st] ~

" 7

Ix

..'% 5< -><.

_I. ~

.0.25

_I

5<'>5 -><
f

""0

.0.

O.

Clearly, the bifurcation of the grid into two independent subsets causes two independent solutions -one is c o n s t a n t because the initial conditions are c o n s t a n t on this subset

(the diagonal series of ones}, the o t h e r one resembles the solution of the first example, i.e. a spreading process from the left boundary into an e m p t y medium. It is not hard to see t h a t is assumed the stable solution of the first example is not really stable, as s o m e t i m e s in t e x t s on numerical methods (MARSAL, 1976), but that it also consists

of two independent solutions, which under the special conditions b e c o m e identical.

In case the critical p a r a m e t e r (3.8) takes values less than zero, the result fluctuates and assumes negative values on one of the bifurcation grids. In this case, the grids are again U connected, but the negative control parameter causes alternating signs of the

values so t h a t one, in p r i n c i p l e , has still two d i f f e r e n t solutions of the discussed x,t type. In addition, we observe a close relationship to the discussion of regular and c e n t e r e d in sections 2.4.4-5. Indeed, as the critical value of the p a r a m e t e r (3.8) is ap-

grids

proached, the stable regular grid {Fig. 3.6-1) evolves into two grids which r e s e m b l e the c e n t e r e d grids of the previous discussion. These grids are disconnected and provide two

79

independent component.

solutions. Another

The

stability

problem,

therefore,

has

strong

topological differen-

analogy provides the discussion of linear systems in section 2.2.1,

where we observed a similar parabolic stability boundary. Of course, the partial tial equation ut+Uxx=0 can be approximated by a set of differential equations

Y'I

= allYl

+ a12Y2 + a22Y2

+ +

"'" "'"

+ alnYn + a2nYn

Y'2 = a 2 1 Y l etc.,

(3.1o)

which provide a discontinuous spatial but continuous temporal approximation.

To generalize this result, the forward difference backward difference central difference Under numerical

we can briefly analyze the difference approximation of

first derivatives. There are three approximations in use (e.g. DESAI & CHRISTIAN, 1977),

(Ui+l, j-ui, j) /Ax + O(Ax) (ui, ]-Ui_l, j)/Ax + O(bx) (Ui+l, j-Ui_l, j)/(gkx) + O((Ax)2). difference should be the best one to approximate

aspects the central

a first partial derivative because its discretization error is only of order (Ax)2. But nearly all approximations using the central difference are instable (MARSAL, 1976). The previous discussion has shown that two independent this is not a numerical problem but a topological one. The the approximation can only be used for very which arise here, are very close to central difference causes a grid bifurcation as in the previous example, i.e. one computes solutions, and, therefore, Actually, special initial conditions. data. the problems,

those discussed in the last chapter, especially the surface approximations from scattered

3.1.3

Infinite Series of Caustics

In refraction seismology one is sometimes interested in the so-called 'higher arrivals' and in the caustic formed by the rays. The caustic is the envelope of rays, which, in its totality, can be written as

F(x,y,p)

= O.

(3.11)

The equation of the envelope of this family of rays is obtained by eliminating the ray

80

parameter

p f r o m e q u a t i o n (3.11) a n d f r o m its p a r t i a l d e r i v a t i v e

3 F(x,y,p) 3p (e.g. B E N - M E N A H E M conditions, with aim linear here be &

= 0 1981). For a general overview one can choose

(3.12)

SINGH,

special

i.e. the situation velocity

where the

the source rays are

is located at the reflector. circles (e.g. O F F I C E R , maps,

For a m e d i u m Because simple the

increase,

1974).

is only

to demonstrate

the use

of iterated

a still m o r e

model

will the

used,

parabolic rays

rays.

If t h e c u r v a t u r e the circular

of the to

rays under consideration some extent.

is l a r g e , rays

parabolic

approximate

ones

If all p a r a b o l i c

h a v e a c o m m o n s o u r c e point, e q u a t i o n (3.11) b e c o m e s

y -

(x 2 - bx)

= 0.

(3.13)

A specific ray with ray parameter At x = b the the ray is r e f l e c t e d , a second

b p a s s e s t h r o u g h t h e p o i n t s x = 0 and x = b if y = 0. and time because at the source This is l o c a t e d gives the at the reflector, iterated it

reaches

reflector

x = 2b.

general

map

for t h e r e f l e c t i o n p o i n t s

xi =
or

xi_ I +

(3.14)

x.
1

xo

ib.

The

ray

itself

is d e f i n e d .... Or if

in

the

interval

(0,b)

and

maps the

iteratively equation

into

the

intervals

(b,2b),

(2b,3b),

a certain

interval

is g i v e n ,

for t h e

r a y s {3.13)

t a k e s t h e f o r m (by u s e o f e q u a t i o n (3.14)

y -

((xi-ib)2

b(xi-ib)

) = 0.

(3.15)

Fig. 3.8: C a u s t i c ( s ) o f a s i m p l e p a r a b o l i c ray system with reflection at the surface. T h e s o u r c e is l o c a t e d at t h e r e f l e c t o r .

81

By use of equations (3.11) and (3.12) one finds the equation of the caustics by eliminating the ray p a r a m e t e r b:

y - xi2(1-(l+2i)2/(4i(i+l))) or y + xi/(4i(l+i)) = O.

= 0 (3.16)

Thus,

the

caustics are

an infinite series of parabola with increasing curvature,

which

all pass through the point {0,0). Fig. 3.8 gives the first iteration as an example. More c o m p l i c a t e d ray systems like circular rays or arbitrary positions of the source can be t r e a t e d in the same way.

Of some i n t e r e s t is the case of a source located below the r e f l e c t o r . This situation causes a bifurcation, which can be qualitatively described in the following way. The

source is now located at depth 'a' the ray equation

and the r e f l e c t o r , as before, at depth zero. Then

(3.16) b e c o m e s
(y+a) (x2-bx) = 0, (3.17)

i.e.

all rays

are

passing through

the source point (-a,0). Now, the rays are r e f l e c t e d

at y = 0, and their horizontal position is then 2

-x

+ bx +a = 0 .

(3.18)

To

find the

r e f l e c t i o n points, one has to solve the quadratic equation (3.18), and, in

general, this will give two reflection points because the ray propagates into the positive and into the negative x-direction from the source point (o,-a). Because of s y m m e t r y

Fig. 3.9: Caustic of parabolic rays. The source is located below the r e f l e c t o r .

82

reasons, we have to consider the absolute values of the r e f l e c t i o n point; both solutions propagate into the positive and into the negative direction -- we have to fold the solution space. Only in this case, the whole semiinfinite solution space is covered with rays.

The c o n s e q u e n c e is t h a t the ray p a r a m e t e r 'b' is not further uniquely defined; it describes two rays, caustics and both are ray s y s t e m s are at a cusp capable i.e. to produce i t e r a t i v e l y caustics. The two one finds cuspoid c a u s t i c s (POSTON &

connected 1978;

point,

STEWART,

Fig. 3.9). The

bifurcation of the

solution arises also with other ray

systems, such as circular rays. It is not a property of a special ray system, but it only depends on the of ray systems. position of the source; it is a structurally stable topological p r o p e r t y

3.2

CHI2-TESTING OF DIRECTIONAL DATA

Within distribution

the has

analysis of o r i e n t a t i o n pronounced e x t r e m a . The

data

one

has

to prove w h e t h e r the observed test the contrary, whether

usual

way

is to

the data differ significantly from a uniform distribution. The propagated method in t e x t books {e.g. MARSAL, 1979) is the Chi2-test. BALLENTYNE & CORNISH {1979) observed that the Chi2-value obtained from such a t e s t depends on the arbitrary selection of

the o f f s e t point for the s e c t o r system, in which the directional data are grouped. By an e x t e n s i v e numerical analysis they showed that the Chi2-values fluctuate as the s e c t o r p a t t e r n is r o t a t e d over the data. In their analysis, the Chi2-values passed t h e r e b y several t i m e s the significance leveh T h e r e f o r e they concluded:
"The hitherto a widespread valid mode use of of the test and in this way cannot, of therefore, be

considered

analysis,

the

results

previous

studies

employin E this methodolgy must be treated with extreme caution. "

While the numerical analysis of BALLENTYNE & CORNISH (1979) shows that this is a p r o b l e m a t i c t e s t , it does not elucidate why the uniform distribution as a zero-hypothesis behaves in such an unpredicted way. Ballentyne & Cornish noticed that the e x p e c t e d frequency E is a c o n s t a n t for all s e c t o r s under the special condition of a uniform distribution:

E = N / k;

N: number k: number

of data of sectors.

(3.19)

The equation for the Chi2-value can, t h e r e f o r e , be w r i t t e n as 1 k k

X2= ~ i~=l ((Oi-E)2

= i=l ( O i - E i ) 2 / E i ~

(3.20)

if E. = constant; I 0.: number of o b s e r v e d i

data

in the sector

i.

83

But this simplified version contains still a constant value inside the sum. Further evaluation yields

X2=

} ] 0 i 2 _ 2 }]0 i

+ kE.

(3.21)

The indices of the sums are the same as in equation (3.20), they will not be r e p e a t e d in the following equations. By use of equation (3.19) one has the relations

= N

and

kE = N ,

and this gives finally

N X = = ~- [

0i2

N.

(3.22)

Thus the obtained Chi2-value depends only on the sum of squares of the observed values in the s e c t o r system. Because N and k are constants for a certain data set and a given sector pattern, analysis: one can define a modified t e s t s t a t i s t i c , which simplifies the f u r t h e r

k ~x%1=

X O.2

(3.23)

The important point is that the t e s t s t a t i s t i c values Ei; the only remaining variables are

does not really depend on the e x p e c t a t i o n the Oi's , and the Oi's can be altered by

a dislocation of the s e c t o r system or by another spacing of the sectors. The same situation arises in normal histograms and two-dimensional data the uniform distribution. The if they are t e s t e d against

derived folmulae also hold in t h e s e cases. To study the it will be sufficient to alter the o f f s e t point of the s e c t o r

behavior of the t e s t s t a t i s t i c system.

Rotation of the s e c t o r p a t t e r n causes jumps of data points from one sector into the neighboring one when the s e c t o r boundary passes a data point. Such a jump modifies the sum ~Oi 2 locally:

(0i-I)2 + (0i+I)2 = 0 i

2 +

Oi+ 1

+ 2(Oi+l-Oi)

+ 2.

(3.24)

For an arbitrary number of jumps b e t w e e n two classes one finds

(OI-J)2 + (02+J)2 = 012 + 022 + 2(02-01 ) + 2J 2 J: number of jumps.

Therefore, the t e s t s t a t i s t i c s is changed by a value

(3.25)

84

2(J(02_01)
The

+ j2).

(3.26}

general equation for a dislocation of the s e c t o r p a t t e r n is found by summing up

all local changes, and the modified t e s t s t a t i s t i c

(3.21) can be w r i t t e n as
(3.27)
any

k Xa

+ 1 = I 0i

+ 2 10i(Ji-Ji+l)
the

+ 2 ~Ji 2 - 2 [JiJi+l ,
sector i.

where

the

s e c t o r k + 1 is identical with

The equation shows that

jump of a data point from one s e c t o r into another, under rotation of the s e c t o r p a t t e r n , will alter the t e s t value, as was numerically found by Ballentyne & Cornish. But equation

(3.27) allows a more detailed analysis. To have no change of ~ Oi 2 under a rotation

of the s e c t o r s requires

o = X

o i ( a i - J i + 1) + XJi 2 - X J i a i + l
(3.28)

or a l t e r n a t i v e l y 0 = XJi(Oi+l - Oi) + ~ Ji 2 XmiJi+l"

These conditions can only be satisfied if J l = J2 . . . . all o t h e r cases,

= Jk' or if Ji = 0 for atl i. In

the original sum is altered, and one gets d i f f e r e n t t e s t values. Now,

the condition to have an equal number of jumps for all s e c t o r s is mainly a g e o m e t r i c a l problem.

The c o n s t r a i n t s given by equation (3.28) require that the data are equally spaced on the circle and t h a t they have unique frequency. The unique frequency within every

s e c t o r is what one suspects to be proved by the t e s t method, but now spacing appears as a new p a r a m e t e r , which a f f e c t s the t e s t value. In addition, on a sufficiently fine

scale the unique distribution does not play any role f u r t h e r m o r e . The d a t a are measured on a scale of real numbers, and, t h e r e f o r e , any local c l u s t e r is due to the roughness

of the m e a s u r e m e n t ; as the scale b e c o m e s finer and finer, the cluster will be divided into single points. Therefore, on a sufficiently fine scale the data are single points on the circle {Fig. 3.10). The only remaining variable, then, is the spacing of the data

points. One can i n t e r p r e t any t h e o r e t i c a l distribution in the way that the density over

Fig. 3.10: Equally spaced and uniform distributed points on a circle.

85

a c e r t a i n interval gives a m e a s u r e m e n t of the (infinitesimal} spacing of points on the real line. In the case of the uniform distribution, the density describes an (infinitesimal} uniform spacing. But what we e x p e c t , are not equally spaced data. Our opinion is that the data result from a random process, which s e l e c t s the data with equal probability

from a c e r t a i n interval of the real numbers. Therefore, one cannot e x p e c t to find equally spaced data in a finite size s a m p l e - one has, of course, the combinational problem

to arrange N data on M points on the real line where M is given by the roughness of the m e a s u r e m e n t .

Now, one may ask how strong the a l t e r a t i o n s of the test value for d i f f e r e n t distribution p a t t e r n s are. The most simple system are two sectors, and 100 data give a likely sample size. In a first case, we may have nearly equal spacing, then every s e c t o r contains approximately 50 data points. The rotation of the s e c t o r system causes only jumps of a few data points at once, say, in the order 1 to 10. We find that ~ 0 i takes values like (equation (3.24)): 502 492 + + 502 512 5000 5002

452

552

5050

402

602

5200.

The change of the found if random second case that

test

value

is not very impressive. Changes of this magnitude are to provide a numerical test. Now, assume in the so that it

numbers a r e , u s e d the

distribution has a single well pronounced maximum

is possible to locate all data in one of the two sectors. On the other hand, there exists a rotation of the s e c t o r system, which divides the data into two sets with nearly equal frequency; t h e r e f o r e , under the rotation one will find sums in the range 02 + 1002 = 10 000

5()2

502

5 000,

and the e x t r e m a diverge quite clearly. For this data configuration the behavior of the system becomes r a t h e r chaotic with r e s p e c t to an arbitrary location of the s e c t o r system. In addition, the possible o u t c o m e s diverge rapidly with increasing sample size. Thus,

we have the striking situation that,

in contradiction to the general s t a t i s t i c a l opinion,

an increase of sample size does not stabilize the result, but t h a t the c o n t r a r y is true:
The uncertainty of the about sample the result the of the test increases as the

deviation certainty.

from

uniform

distribution

approaches

86

These

observations allow

final

discussion of

the

causes

for

the

instability of

the t e s t . Take MARDIA,

a t w o - s e c t o r sample from the normal distribution over the circle (e.g. there are two e x t r e m e cases: In the first, one s e c t o r contains

1972)~ then

nearly all data,

in the second, both s e c t o r s contain an equal number of data. This is

again the situation considered above. But now, with the normal distribution, the e x p e c t a tion values are n e i t h e r independent of the data s t r u c t u r e - and variance of the d a t a - o f the they depend on the mean

nor are t h e y independent of the choice of the o f f s e t point sector rotates, the observed frequency within a s e c t o r

s e c t o r system. As the

is a l t e r e d in the same way as the e x p e c t a t i o n values for this s e c t o r and vice versa. To use a t e r m from s y n e r g e t i c s (HAKEN, 1977), both values are 'slaved' by the position of the s e c t o r system. In the case of a uniform distribution, the e x p e c t a t i o n values break out of this 'slaving', and this allows the system to fluctuate f r e e as described above. The 'revolt of the slaved p a r a m e t e r s ' b e c o m e s especially strong when the observed frequencies are strongly dependent on the position of the s e c t o r system, i.e. when the

distribution has a well pronounced maximum.

3.3

PROBLEMS WITH SAMPLING STRATEGIES IN SEDIMENTOLOGY

The by means

analysis of p s e u d o - t i m e series (stratigraphic thickness against of classical is well methods known like polynomial curve 1975; fitting,

some variable) cross these

moving averages, 1974). Besides

correlation

etc.

(FOX,

SCHWARZACHER,

methods, random models have been used, and here especially the concept of transitional probabilities and of Markov chains (KRUMBE1N, 1975}. In sedimentology and stratigraphy the general problem with these techniques is that the 'time series' or the ' s e q u e n c e

of signals' is usually too short because the profiles are of limited length. Other problems result from special, p r o p a g a t e d sampling techniques like equal d i s t a n c e sampling. These are of special i n t e r e s t in the p r e s e n t c o n t e x t because they cause problems

problems

of convergence, and they are capable to g e n e r a t e artificial patterns: They are, in some way, the inverse problem of i t e r a t e d maps. It will turn out that the problems are again g e o m e t r i c a l ones, and that it is not advisable to replace geological (morphological} r e a s o n ing by a sampling formalism.

3.3.1

Markov C h a i n s in Sedimentology

There arise special problems if transitional probabilities are used to study periodicity p a t t e r n s of profiles. These problems are mainly of a classificatory nature; they r e s e m b l e closely the problem to define the g e o m e t r y of a bed or facies unit. F u r t h e r m o r e , they are r e l a t e d to the process of s e d i m e n t a t i o n and from this to the type of ' s i g n a l s ' - -

87

Fig. ties find of a

3.11: Graphic r e p r e s e n t a t i o n of d i f f e r e n t scales for definition of probabilion profiles, a) The profile in classical r e p r e s e n t a t i o n , b) the probability to a c e r t a i n lithology measured in t e r m s of bed thickness, c) the probability lithotogy to be deposited during a t i m e interval.

w h e t h e r the sedimentation process consists of distinct e v e n t s or r e f l e c t s ,a continuously changing environment.

Transitional probabilities are just one possible definition of a large set of probability m e a s u r e m e n t s to be defined on. profiles. Some o t h e r types of probability m e a s u r e m e n t s on profiles may be briefly reviewed as a base for the later discussion of transitional probabilities. From a sedimentologicat viewpoint, we have the total probability of a

certain facies type, the likelihood to take a sample from the profile and to find a sandstone, carbonates, a claystone e t c . In order to define the probability measurement, the

profile has to be classified into distinct facies units or beds, and the probabilities result from bed-thicknesses. Still the same probability structure but with other probability

values results if the depth scale of the profile is t r a n s f o r m e d into a time scale. So, any smooth d e f o r m a t i o n of the scale will give new probability values, but it will not disturb the special different probability algebraic algebra rules (Fig. 3.11). 1977; Another FISZ, type of probabilities with if two objects

somewhat

(RENYI,

1976)

results

are analyzed simultaneously. In this case, one works with conditional probabilities, e.g, the probability to find a c e r t a i n fossil in a specified lithology. If one can define some ordering relation like before and a f t e r , then a series of d i s c r e t e signals can be analyzed in t e r m s of the conditional probabilities: to find a c e r t a i n signal before or a f t e r another one. If the positional relationship is reduced to 'just before' or 'just a f t e r ' , then the conditional probabilities b e c o m e the classical transitional probabilities of a Markov chain. The s t r u c t u r e of the conditional probability space depends not only on the scale used for the m e a s u r e m e n t s but also on the definition of the relationship b e t w e e n the two

88

sets of objects. In sedimentological p r a c t i c e the main problem is to define distinct signals, i.e.

distinct sedimentological units. In a very narrow sense, this is only possible if the sedim e n t a t i o n process is not continuous. But long series of s e d i m e n t a t i o n by events usually are r e s t r i c t e d to turbidites, in which the sedimentological s t r u c t u r e is very homogeneous-cases, commonly without transitions b e t w e e n a larger number of lithologies. In all o t h e r the transitions b e t w e e n beds or facies units are more or less continuous. But,

as sharp boundaries b e t w e e n the 'signals' disappear, the definition of a probability space b e c o m e s more and more subjective, and this c o n t r a d i c t s the aim of an objective s t a t i s t i cal analysis. For this reason, a modified sampling technique is frequently used to establish the empirical transition probabilities of a ' s e d i m e n t o l o g i c a l ' Markov chain (MIALL, 1973). Instead of d i s c r e t e signals, which have to be defined subjectively, one takes small samples in some regular distance. The reason is that the samples can be more easily classified. It s e e m s worthwhile to analyze how the d i f f e r e n t sampling methods may influence the probability structure.

A)

D i s c r e t e Signals First some additional features of the classical approach of Markov chains m a y

be discussed with r e s p e c t to the sedimentological questions. A s e d i m e n t a r y unit c h a r a c t e r ized by its lithological, sedimentological, paleontological etc. c o n t e n t needs to be defined as a signal, which is an event e i t h e r a p r i o r i - and 'just above' s e p a r a t e d from the events 'just below ' become a 'distinct e v e n t ' by

by distinct b o u n d a r i e s - - or which can

a useful definition of its boundaries. Because the e v e n t is defined by its structure, the transition matrix is independent of bed thickness and profile depth. The transition matrix is of the form

(3.29)

nij: number of transitions from signal Sj to Si; Nj : total number of o c c u r r e n c e s of the signal Sj. Repetitions of identical units such as a sequence sandstone --sandstone are

usual events in classical Markov chains. In sedimentology they are only possible if t h e r e exists some boundary which can in s e d i m e n t a t i o n , e.g. a short be recognized, a f e a t u r e which usually is r e l a t e d to that caused the

banking. Now, the boundary b e t w e e n two beds, no m a t t e r how small, means some change interval of lowered s e d i m e n t a t i o n r a t e physical boundary. Thus, if we do not identify the boundary b e t w e e n beds as a s e p a r a t e

89

Fig. 3.12: A sequence of three sedimentary units a, b, c and different possible transition graphs. Above: transitions if the sedimentary units are defined as 'distinct events t, middle: one possible transition graph for equal interval sampling; the number of singular loops depends on the spacing of the samples. Below: occurrence of repetitions, i.e. singular loops, due to lumping of lithologies; tat and 'b' are not distinguished.

event, this may be due to a high threshold that has disturbed the record. This view can be formalized in terms of a map from the transition matrix of degree n onto a transition matrix of degree n - k, e.g.

l0 P21 P31 A more

P12 0 P32

0 / Pl3N~
P23]

$3

- - ~ $2
-~

QPll P21

P12) P22 "

(3.30)

.......................

instructive representation

of

this

map can

be given by a transition graph --sandstone sequence,

{Fig. 3.12) which shows how singular loops, like a sandstone

arise due to ignorance or to lumping of intermediate signals (e.g. sandy shales). As will be discussed below, the same structure with singular loops arises if the samples are taken in equal intervals. Within sedimentological problems, the occurrence of singular loops usually indicates that a transition state (such as non-deposition) is missing.

B)

Equal Interval Sampling If we now go on to the second sampling method, the sampling in discrete intervals,

90

we have to prove w h e t h e r it really t e r m i n a t e s into a Markov chain. MIALL (1973) writes t h a t this
"method relative expense changes". can give rise to of in a the much more accurate measure but of at the the

frequencies of accuracy

lithotypes

present,

measuring

step-by-step

depositional

This r e m a r k

shows t h a t one has to take c a r e t h a t the probabilities are well defined,

i.e. t h a t one does not produce a m i x t u r e out of conditional and t o t a l probabilities (see above). Miall f u r t h e r e m p h a s i z e s In order a sampling i n t e r v a l slightly less than the a v e r a g e bed one may assume to have a series of thickness. This additional r e c o m m e n d a t i o n will be studied in detail in the next section. to analyze t h e i n t e r v a l - s a m p l e s t r a t e g y well defined e v e n t s with t r a n s i t i o n a l probabilities

0 Pij
o . , . . . . .

Pji 0
.

. =
. .

.. nij/N

nj i

/Nj (3.3I)
0

The samples are t a k e n in equal t h e sampling d i s t a n c e lot of counts transitions. of transitions is larger stabilize,

intervals from t h e identicaI universe. As long as

than the a v e r a g e bed thickness, one will miss quite a distance the becomes less than can the be smallest further bed, the in but sampling distance reduced,

As the

sampling

t h e e x t r e m e c a s e down to an infinitesimal small size. From t h e point, w h e r e t h e t r a n s i tion counts (not yet probabilities) b e c o m e stable, one will find new t r a n s i t i o n s only along the diagonal of the counting matrix. The counts along the diagonal will increase with d e c r e a s i n g sampling d i s t a n c e until the values equal the t o t a l thickness of e v e r y lithotype. The sum of the diagonal e l e m e n t s , t h e r e f o r e , gives t h e length of the profile:
With every of the respect to the content process of the of the diagonal elements, but within a therefore, measurement a profile in --

interval-sampling total as thickness

generates

nothing

different

lithotypes or~

measured of the

meter-intervals, distance.

cm-intervals

generally,

units

sampling

The e l e m e n t s of the diagonal line, divided by t h e i r sum, provide the t o t a l probability to find a lithotype within the profile. If one c o m p u t e s transition probabilities from this c o u n t i n g matrix, then t h e probability m a t r i x reads

91

(:: ....
11

mi i / (mi i +Ni nj i/(mj

.,o

(3.32)
j+Nj)

m..: t h i c k n e s s o f t h e l i t h o t y p e 1; n..: c o u n t s of t r a n s i t i o n s from l i t h o t y p e j to i; jl N.: t o t a l n u m b e r of t r a n s i t i o n s from l i t h o t y p e j to a n o t h e r s t a t e .

l

This p r o b a b i l i t y dimensionless numbers

matrix

has a suspicious s t r u c t u r e .

First,

t h e p r o b a b i l i t i e s a r e not

because

of a length measurement, but, per definition,

t h e n..'s a r e c o u n t s while t h e m . . ' s have t h e d i m e n s i o n II 1J and this is independent of the roughness of the i n t e r v a l s - -

probabilities

are dimensionless numbers. On the other hand, if we

take a small sampling distance on a profile, where the bed thickness is not small relative to profile length, the diagonal elements approach one, and the transition graph (Fig. 3.12) is dominated by singular loops.

The suspicious s t r u c t u r e

o f this p r o b a b i l i t y m a t r i x

becomes clear

if one s e p a r a t e s

t h e c o u n t i n g m a t r i x into its i n d e p e n d e n t p a r t s

(3.33)

nil ......
. . .

nj.i
. . . . .

j..0. I.

. . . 0

'

mii 0

0 ...

i]

The

t.. a r e t h e real t r a n s i t i o n s U t h e individual l i t h o t y p e s .

between

lithotypes,

the

m.. m e a s u r e 1l

the thickness of

From the a or

the

matrices

on t h e right from

side one the

finds two

independent probability

systems--

transitional lithotype

probabilities It

m i i / ~mii.

seems, 'what

t.. and t h e p r o b a b i l i t y or r e l a t i v e f r e q u e n c y of li t h e r e f o r e , r a t h e r d a n g e r o u s to t r a n s f e r t h e g e o l o g i c a l can be What defined is t h e as a d i s c r e t e meaning of lithological signal' to

sedimentological

decision sampling

a pseudo-objective

strategy.

the

'probability

matrix'

n.. w h e n t h e t h i c k n e s s o f t h e beds v a r i e s strongly? In t h e c a s e t h a t t h e beds have n e a r l y 1j t h e s a m e t h i c k n e s s , t h e additional rule t h a t t h e s a m p l i n g d i s t a n c e should be t a k e n n e a r t h e a v e r a g e bed t h i c k n e s s s e c u r e s t h a t t h e e s t i m a t e d m a t r i x a p p r o x i m a t e s t h e t r a n s i t i o n m a t r i x to s o m e e x t e n t . In t h e c a s e o f highly v a r i a b l e bed t h i c k n e s s , t h e m a t r i x n.. will q n o t m a k e m u c h sense. A t least, if one can c o m p u t e a m e a n bed t h i c k n e s s , one has s o m e idea w h a t a bed looks like in t h e p r o f i l e under study, and why should one t h e n go this doubtful way?

92

3.3.2

Artificial P a t t e r n Formation in Stratigraphie Pseudo-Time Series

It is known for a long time that several astronomic cycles in the order of 20 000 to 400 000 years may cause c l i m a t i c changes, and t h e r e has been a large number of

a t t e m p t s to r e l a t e geological phenomena to t h e s e astronomic cycles, e.go t h e r e are several good arguments in the case of m a r l - l i m e s t o n e rhythms, coming from the proposed c l i m a t i c changes (EINSELE & SEILACHER, eds. 1982). However, it is very hard to give a s t a t i s t i c a l proof of the correlation b e t w e e n bedding phenomena and astronomic cycles. To do this would require to have true time series of c a r b o n a t e production and of clay influx under controlled conditions. But already the relation b e t w e e n time and sediment accumulation is not known down to sufficiently small intervals in any profile. Therefore, this problem is usually ignored and a fairly c o n s t a n t r a t e of s e d i m e n t a t i o n assumed {SCHWARZACHER & FISCHER, series 1982). An additional handicap is t h a t equal interval samples. most c o m p u t e r procedures for t i m e - SCHWARZACHER & FISCHER (t982)

analysis

require

r e c o m m e n d equal interval samples at

a distance which is not smaller than the thinnest

beds e n c o u n t e r e d with some frequency. Surely, the bed is the {possible} unit for an analysis of cycles. It is the smallest visible fluctuation within the profile. If one has enough information about the cycles, one will get a good picture of the periodic process if one

chooses the sampling distance exactly as half or as one wavelength. If, in addition, the sampling points are located at the e x t r e m a of the periods, one gets a very simple linearized approximation. For the s t r a t i g r a p h i c problem this would require to locate the sampling points at the e x t r e m a of a l i m e s t o n e - s h a l e sequence at the boundaries and the c e n t e r s of beds, in order to describe the fluctuations of the carbonate c o n t e n t properly. But,

if the data have to be analyzed with a c o m p u t e r algorithm, equal distant sampling points are necessary while bed thickness usually fluctuates. So, the c o m p u t e r obtrudes a c e r t a i n s t r a t e g y , w h e t h e r we like it or not. The question is what we have to do in order to get a physically or sedimentologically reasonable result and not only a meaningless product of the c o m p u t e r . To elucidate some problems, two d i f f e r e n t a s p e c t s will be discussed,

the sampling of periodic functions and the analysis of bed thicknesses. In the first case, it will turn out that the propagated sampling distances can cause artificial p a t t e r n formation, in the second exampl% we will see that a not properly defined s t a t i s t i c a l hypothesis causes i n t e r p r e t a t i o n a l problems.

A) Sampling of Periodic Functions

SCHWARZACHER

& FISCHER

(1982)

r e c o m m e n d equal

interval

samples

at

a distance

which is not smaller than the thinnest beds e n c o u n t e r e d with some frequency, If we assume the bed to r e p r e s e n t approximately one wavelength of the smallest periods, we can study the influence of the sampling distance for an idealized periodic process. A simple cosine

93

..V.

TV_.V w,--->v

v.-.

Fig. 3.13: Artificial p a t t e r n f o r m a t i o n due to intervaI sampling (intervaI width near ~r) on a cosine signal. The cosine signal and t h e sampling p a t t e r n s , which result from intervals of exactly the width ~r (but with d i f f e r e n t s t a r t i n g point), are drawn enlarged.

function provides a model for, e.g., the f l u c t u a t i o n of the c a r b o n a t e c o n t e n t (Fig. 3.13). Sampling at distances of exactly no periodicity then the ~r will be successful if the s t a r t i n g point of the samples anyway, if the sampling distance is chosen as 2 ~ , does not coincide with the inflection point of t h e cosine function. In this special case, will be d e t e c t e d - periodicity will vanish for every s t a r t i n g point. For all o t h e r s t a r t i n g points, fluctuations which c o r r e c t l y represent the wavelength, but the true

one finds amplitude

amplitude is only found if the s a m p l i n g - p o i n t s coincide with t h e m a x i m a of the cosine function. Now, it is unlikely t h a t the sampling intervals have exactly the length w ( o r 2Tr)

94

even in a c o m p u t e r simulation. Therefore, we disturb the sampling distance slightly, i.e. we take distances Jr +~ {or 2 Jr+ ~); What happens, d e m o n s t r a t e s Fig. 3.13. The original

cosine function is modulated, and new periodic p a t t e r n s of higher order occur which only depend on the disturbance p a r a m e t e r E . In the e x t r e m e case, a new simple periodic

curve appears with several times the wavelength of the original signal. The error term causes the sampling points to the error parameter this Vmove' along the periodic function, and depending on modulation to the cosine

shifting process adds an amplitude

function. Already for small values of the error term we get an infinite number of possible higher periods and of pure chaotic b e h a v i o r - - this depends on the quotient njr / { ~ + E ); if t h e r e exists a ~n' such that the quotient is a rational number, then we have a period of n ~ ; distance otherwise, we have chaotic behavior. Now, in a numerical sense, the sampling near Jr is much too large to approximate the periodic function; an analysis

by equally spaced samples would require

sampling distances of only a fraction of J r

As the sampling distance becomes small in relation to phase length, we can safely use equal distance sampling as well as the m a t h e m a t i c a l ' m a c h i n e r i e s v of t i m e - s e r i e s analysis and control theory. In geology, however, we have to consider the sampling scale, and

this r e l a t e s the problem to i t e r a t e d maps, where similar problems with distances occur -like in the example of the finite logistic equation. The relation to i t e r a t e d maps can

be illustrated in more detail.

The cosine function is a well defined map of a rotating radius v e c t o r of unit onto a Cartesian coordinate system

length

and vice versa. The rotating radius v e c t o r can be

identified with a

mass point, which moves with c o n s t a n t velocity on the circle. Equal

distance sampling, then, is equiwatent to a uniform motion of the mass point inside the circle the with regular elastic collisions with the circular wall. The points of collision are 1978}:

sample points. This is a classical example of chaotic motion (GRENANDER,

If the first angle of collision is denoted by e

{measured from the radius v e c t o r of the (from planimetry). The

circle), then the arc length b e t w e e n successive impacts is Jr -2 e

Fig. 3.14: Elastic motions in a circle.

95

resulting p a t t e r n depends on the ratio also on the magnitude of @ . If

2~r /(~T-2@ }. If 2 @ and 7r are incommensurable,

t h e system tends to long t e r m c h a o t i c behavior {Fig. 3.14); however, the system depends @ is large, we have a high frequency of collisions, and the pathway of the mass point approximates the circle. If @ is small, a quite d i f f e r e n t pattern appears, like in Fig. 3.11b, where the pathway consists of quasi triangles, which slowly r o t a t e . The lines of motion envelop again a circle, and in t e r m s of the approximation problem the relation of the radii of the outer and inner circle provides a m e a s u r e m e n t for the quality of approximation (the outer circle is the function which should be recorded).

B} The Analysis of 'Bed Thickness' by Equal D i s t a n c e Samples

In the previous example we had two variables, profile length and a second independent variable, for instance carbonate the sum content. If rhythms are studied, usually the only length. Therefore, variable is bed t h i c k n e s s - of this variable being profile

it is classically assumed t h a t the beds have been deposited in equal time intervals, i.e. the n u m b e r of beds is t a k e n independent FISCHER, phenomenon frame. An as a r e l a t i v e m e a s u r e m e n t sedimentological of time. is Then bed thickness & is a m e a s u r e m e n t of the varying s e d i m e n t a t i o n r a t e , alternative fluctuations and t h e s e two variables form an model (SCHWARZACHER and t h a t t h e bedding

1982) t h a t the s e d i m e n t a t i o n r a t e was fairly c o n s t a n t , is due to

in the lithological composition, as discussed in the

last example. To analyze this model in t e r m s of bed thickness by c o m p u t e r algorithms, S c h w a r z a c h e r & Fischer used a special sampling technique. They positioned t h e i r equally spaced sampling points along the profile and then measured the thickness of the bed which was hidden by a sampling point (Fig. 3.15a,b). Therefore, some beds are lost while others are r e c o r d e d several times. The method has the e f f e c t t h a t it appears more simply to decide which of several possible bedding planes has to be t a k e n as the boundary of the bed {there can be secondary f e a t u r e s due to solution). In addition, the method allows to hope t h a t e r r o r s will be s m o o t h e d out by the o b j e c t i v e sampling procedure. can well be again ness' analyzed by methods like a u t o c o r r e l a t i o n and spectra. In the

next step, they r e l a t e d bed thickness to profile length. The resulting graph (Fig. 3.15c) Now, one can ask what happens if the sampling distance becomes very small. For an 'infinitesimally' appears twice in this graph, i.e. the beds are r e p r e s e n t e d as squares along the

small sampling distance, the graph resembles a step function (Fig. 3.15d), and 'bed thickprofile. It is hard to identify this r e p r e s e n t a t i o n with a useful i n t e r p r e t a t i o n . The only

significant p a t t e r n s are the steps at the boundaries of the bed. Using only these i n t e r r u p tions {Fig. 3.1~e} one gets a series of phase modulated signals along t h e profile. These signals - - t h e bedding planes -- could be recorded directly along the profile by s e d i m e n tological reasoning, and then, of course, with higher precision than by an 'equal interval method', where the distances are chosen by a rule like ' t a k e the thinnest beds which

96

Fig. 3.15: The analysis of 'bed thickness' along a profile {a). The points, at which bed thickness is measured, are t a k e n in equal intervals (b) and plotted against profile length (c). The t r a n s i t i o n to infinitesimally small sampling intervals gives a s e q u e n c e of 'squares' (d) - - the remaining i n f o r m a t i o n are the i n t e r r u p t s b e t w e e n beds (e). The assumption of fairly c o n s t a n t s e d i m e n t a t i o n r a t e s allows to t r a n s f o r m the phase m o d u l a t e d signals (e) into amplitude modulated ones (f).

are

encountered

by some

frequency'.

Anyway,

the

decision

is necessary,

what

is and

what is not a bedding plane. The only point, which is c o n t r a r y to the geological method (the definition of bedding planes), is t h a t the signals are not equally spaced, analyzed can a reason a simple with standard the computer programs for and t h a t they, t h e r e f o r e , c a n n o t be series. On the o t h e r hand, that By but can this be time

be easily done if t h e equal d i s t a n c e sampling m e t h o d is u s e d - to use less suited method, the phase manipulation, modulated system

are we really ' s l a v e d ' by t h e c o m p u t e r ?

of bedding planes (Fig. 3.15e) can

be brought into a form fairly a plot constant, i.e. the

which allows us to analyze the data by an 'equal step' a u t o distance between the bedding planes provides a m e a s u r e m e n t

c o r r e l a t i o n program. The approach, so far, was t h a t the s e d i m e n t a t i o n r a t e was considered of t h e duration t i m e of a sedimentological 'signal' - - of a bed. Therefore, one c a n give ' n u m b e r of the initial signal' or ' n u m b e r of the i n t e r r u p t ' against the ' d u r a t i o n

97

time of the signal' (Fig. 3.15f). This transforms the phase modulated signal of bedding planes into an amplitude modulated one with equal distances b e t w e e n the data points. But now, it turns out that the two d i f f e r e n t sedimentological models b e c o m e identical. The assumption t h a t from the model that the duration time, the sedimentation r a t e is fairly c o n s t a n t cannot be distinguished

the beds are deposited as e v e n t s in equal time intervals because

as defined, is proportional to bed thickness. This, of course, holds

only for the ' s t a t i s t i c a l approach'; by geological reasoning it is usually possible to distinguish t h e s e two cases (EINSELE & SEILACHER, eds. 1982). Thus, one c o m e s out with the result that the connection of the depositional models with a s t a t i s t i c a l formalism

can cause a worse defined s t a t i s t i c a l problem, in the sense t h a t

the s t a t i s t i c s cannot

prove which of the sedimentological models is the c o r r e c t one while a successful s t a t i s t i cal t e s t always seems to prove the a priori sedimentological model. The problem an initial model is consistent with the statistical analysis the analogous problem is genericity. whether

is not a trivial one; in topology

"To

many

scientists What f:U we

the are where

'genericity' looking U is an for

problem is the set in

has

always

been given can we

interesting. a mapping

following: R n, how

--~ R m,

open and

perturb

f slightly

to o b t a i n

a nicer

simpler

mapping?"

(LU,

1976).

The

idea

to

analyze

the

sedimentological problem

in t e r m s of a mapping leads

to the following diagram

It'

The set of observations (location and thickness of beds: P) maps under the sedimentological hypothesis s 1 (event sedimentation) onto the d i s c r e t e space D 1 (bed number and bed thickness). Under the hypothesis s 2 (constant s e d i m e n t a t i o n rate) the same set maps onto an alternative discrete space. As turned out during the earlier discussion, t h e r e exists a

map I which t r a n s f o r m s D 2 into Dt,

but only if D 2 is c o n s t r u c t e d from infinitesimally

small sampling intervals, i.e. if D 2 contains all bedding planes. Otherwise, if the sampling distance becomes sufficiently large, D 1 cannot be c o n s t r u c t e d in all details from D 2.

On the o t h e r hand, from D 1 we can construct all possible o u t c o m e s of the model and sampling s t r a t e g y s2(n) (n for the number of sampling points). The reason is that P can be r e c o n s t r u c t e d in all details from D 1 but not from D 2. Thus, diagrammatically

98

s1 p Sl -1 "., D I

D2(o~)
and it turns out t h a t only D I is a generic r e p r e s e n t a t i o n of t h e data, i.e. m a t h e m a t i c a l analysis justifies t h e way via geological reasoning. In r e t r o s p e c t i o n , the problems c o n c e r n i n g Markov chains a r e t h e same -- geologically and m a t h e m a t i c a l l y .

3.4

CENTROID CLUSTER STRATEGIES -- CHAOS ON FINITE POINT SETS

A problems.

wide

field of

geological

and paleontological

research

focuses on c l a s s i f i c a t i o n in such

A set of o b j e c t s - -

samples,

specimens e t c . - -

has to be classified

a way t h a t

the e l e m e n t s of a c l u s t e r show a maximum of ' s i m i l a r i t y ' while d i f f e r e n t

c l u s t e r s have a maximal dissimilarity. As the numbers of objects and variables b e c o m e large, it is c o n v e n i e n t to use c o m p u t e r procedures to solve the c l u s t e r p a t t e r n recognition problems. The classical approach into this direction b e c a m e known as ' n u m e r i c a l t a x o n o my' {SOKAL & SNEATH, 1964). Nowadays, t h e r e exists a large n u m b e r of a l g o r i t h m s in a s t r a i g h t forward way by use 1975; STEINHAUSEN in general, input no unique of sequence which t r y to solve the p a t t e r n recognition problem

of various similarity and d i s t a n c e & LANGER, solution; the data an 1977; VOGEL, alternative distance

m e a s u r e m e n t s {e.g. HARTIGAN, strategies or even produce, measurement a different

1975). Clustering

can change the local and global s t r u c t u r e of the clusters

(VOGEL, 1975). In

addition, our opinion about t h e image of t h e s t a t i s t i c a l universe c a n fairly diverge from the and similarity stability structure problems which is g e n e r a t e d with d u s t e r by a c l u s t e r i n g s t r a t e g y . in binary trees, The binary t r e e s There are they three give points to be discussed: t h e r e p r e s e n t a t i o n of c l u s t e r s strategies. image concepts,

imply t h a t

a classification,

but t h e comparison with c l a s s i f i c a t i o n t r e e s shows t h a t this is not the

case. The image concept of most c l u s t e r s t r a t e g i e s is far from our g e o m e t r i c a l intuition.

99

It will turn out that this discrepancy explains much of the instable b e h a v i o r - - because the clusters are not g e o m e t r i c a l objects, they cannot be used for a true classification, and any additional e l e m e n t destroys the local structure. Besides the instability b e t w e e n clusters, there appears an instability within clusters, which is more striking because

it does not depend on some metadefinition of a cluster and leads to true chaotic behavior on finite point sets.

3.4. I

Binary Trees

The c l u s t e r s t r u c t u r e

found by some algorithm is usually r e p r e s e n t e d as a binary

tree, which illustrates the similarities or distances b e t w e e n the hierarchies of e l e m e n t s and clusters. The binary t r e e s in cluster analysis are just a picture of one possible similarity s t r u c t u r e sequence. Thus, structure, at (VOGEL, 1975); ~hey are not at all a classification by some ordering

they do not allow to insert an additional object without changing the locaiIy, nor do they allow to search an e l e m e n t by some decision

least

rule, as it is possible with binary t r e e s which r e p r e s e n t a relation or ordering b e t w e e n data. Binary t r e e s are commonly used as classification s t r u c t u r e s that allow to search 1975;

and to insert e l e m e n t s very quickly in sophisticated c o m p u t e r programs (WIRTH, DENERT & FRANK, way: classification trees: (I) 1977), for a m a t h e m a t i c a l discussion see e.g.

SCHREIDER (1975).

The d i f f e r e n c e b e t w e e n binary t r e e s and cluster t r e e s can be illustrated in the following

1\
(II)

/"

/"

(Lo'\, /\, /\, 0/\i j,

I ) ) I I I ~

000

001

010

OII

IO0

I0I

IIO

III

100

cluster tree: { A,B,C,D,E,F,G,H,I, J, K,L,M,N,O}

!

{ A,B,C,D,E,F,G,H,I}

{A,B,C,D}

! { E,F,G,H,I } t

{ J,K,L,M,N,O} l 'i

i
{E'F'G}
,

[
I

{ J,K,L}

{ M,N,O }

{A,B} { C,D} AB

{E,F} EF G

{H,I}
HI

{
JK L

{
MN O

r~

CD

r-%

The

classification

trees

represent it

an

ordering an

relationship optimal

like

'before' to

in

tree

(I}:

A < B < C < ... < O. Therefore,

provides

strategy

search

elements.

In the same way, o b j e c t s can be classified by a sequence of binary decisions ' t o have or to have not a c e r t a i n property'. Tree (II) gives an example for such a classification of the binary numbers. This t r e e allows to find e l e m e n t s by the decision rules at the nodes, and it allows to insert new e l e m e n t s at its proper position, e.g. it is no problem to insert a number with four digits. Tree (I) provides a minimal classification while

t r e e (II) is an optimal dynamic classification because it allows to insert new e l e m e n t s without any a l t e r a t i o n of the p r e s e n t t r e e s t r u c t u r e .

In contrary,

the c l u s t e r t r e e

does not describe how to arrive at any one of the

e l e m e n t s if one s t a r t s at the highest hierarchical level. As far as some distance measu r e m e n t exists b e t w e e n A, B, ..., 0, the cluster t r e e simply s t a t e s that A is more similar to B than to C. But because the binary t r e e cannot describe a higher dimensional variable space, it does also not ensure t h a t the distance b e t w e e n A and t:3 may not be identical with the d i s t a n c e b e t w e e n A and C. This p r o p e r t y will later turn out to be the main source for instable clustering within clusters. The cluster t r e e only gives a possible structure of similarities and a possible grouping into s u b s e t s - to distinguish the subsets. and not at aI1 a rule how

3.4.2

Image C o n c e p t s

"Cluster analysis is one of the P a t t e r n Recognition techniques and should be apprecia t e d as such" DIDAY & SIMON (1980) write, and

"the tion

general function

idea

of

all

these from

methods two

is

to of

build

an

identifica-

(clustering)

types

information.

101

0 O

O Q O

O O

Fig. 3.16: A point p a t t e r n in the plane (left} and the intuitive g e o m e t r i c a l interp r e t a t i o n as a bounded object (right).

on one hand, on the

the e x p e r i m e n t a l the a priori

result, representation of a class or

other,

cluster."

Although the c o n c e p t s of clustering analysis can be well described in a formal m a t h e m a t i cal notation (DIDAY & SIMON, 1980; HARTIGAN, 1975), these c o n c e p t s have some 'weak w points. As Diday & Simon summarize:

"In

fact

these

(the

cluster) or

representations functions. from

rely
The the

heavily

on

the c o n c e p t specialist'

of p o t e n t i a l selects this

inertial

'classifier knowledge of

representation

the p r o p e r t i e s

of his e x p e r i m e n t a l

universe."

Indeed, to work properly with such techniques does not only require to understand the mathematical formulae, but also to understand the qualitative behavior of a cluster

s t r a t e g y and the concept of ' c l u s t e r s ' underlying a certain clustering process.

Given a point set in the plane (Fig. 3.16), our intention will be, in general, that t h e s e points are the image of a two-dimensional object with a well defined boundary. In a more general sense, one e x p e c t s that the points are a sample from a n-dimensional density distribution which is continuously defined in R n, and, therefore, one suspects

102

Fig. 3.17: A l t e r n a t i v e p a t t e r n c o n c e p t s for the point set of Fig. 3 . t 6 - {left) and the binary fusion s t r u c t u r e of a weighted centroid method {right},

line

that

an increasing sample size gives a s t a t i s t i c a l

universe

which can be bounded by

smooth probabilistic surfaces. A consequence is that one identifies automatically ' c l u s t e r recognition' with classification. Indeed, if one has found a cluster and has bounded it by a closed surface, then any additional data point is a c c e p t e d as a m e m b e r of the

point set if it is located inside the bounding hypersurface. A point outside of this ' o b j e c t ' will be a s s o c i a t e d with it if its inclusion does not disturb our c o n c e p t of the image

too much. Thus, the g e o m e t r i c a l objects, of our opinion provide classification rules, and t h e s e are possibie because the g e o m e t r i c a l objects are stable.

Besides

this

intuitive

concept,

there

are

other

possibilities to

define

'clusters'.

The points of Fig. 3.16 can be c o n n e c t e d by a line; the resulting image approximates a two-dimensional curve (Fig. 3.17). The resulting ' o b j e c t ' can be accepted, but it is

not the kind of things one e x p e c t s in a two-dimensional space. The binary fusion p a t t e r n of a c e n t r o i d cluster these that pattern method (Fig. 3.17) diverges still somewhat strange, further from our opinion. That feeling

c o n c e p t s appear

may have its reason in the

they are not stable, and,

in fact, they are not stable in a structural sense. Any

additional point alters these patterns, at least locally, in an unpredictable way. F u r t h e r more, these objects g e n e r a t e no classification for additional points, t h e r e is no relation like 'inside' or 'outside', like 'belonging to' etc. Classificatory objects for points in R n

103

require t h a t they are bounded by a surface. Therefore, an object in R 3 must be t h r e e - dimensional itself. Points, lines and open surfaces in R 3 are d e g e n e r a t e d objects can exist neither physically nor statistically, they are objects which c a n n o t which

'contain'

something. The definition of a classificatory object in a d i s c r e t e n-dimensional variable space requires, therefore, at least n+l data points or samples. These n+t points then describe just one object, R n, A c l u s t e r a t r i a n g l e in R 2, a t e t r a h e d r o n in R 3, a h y p e r t e t r a h e d r o n in concept requires that the number of e l e m e n t s to be

and classification

classified exceeds clearly the number of variables defining the position of the e l e m e n t s in a hyperspace. There should not be more than (n DIV m) o b j e c t s - n: n u m b e r of e l e m e n t s , m: number of variables, DIV: division of integers. In the applications of c l u s t e r analysis it is c o m m o n l y the case t h a t the n u m b e r

of variables equals, or even exceeds the number of e l e m e n t s or samples. The only structure one can find under such conditions is an ordering by some similarity rule, but one cannot expect sense, set that this provides a classification, as it is usually done. In a s t a t i s t i c a l objects' are closely related they to the convex hull of a finite point are just higher-dimensional analogues

'classificatory

{EFRON,

1965). In a topological

sense,

of a smooth closed surface, a manifold. Because the point sets are finite, t h e continuous d i f f e r e n t i a b l e s t r u c t u r e s are replaced by simplices and t h e i r unions, polygons and polyhedra.

3.4.3 Within the various The t e r m

Stability Problems with C e n t r o i d Clustering types of cluster s t r a t e g i e s , hierarchical methods are the ones

most c o m m o n l y used, and within this subgroup the c e n t r o i d methods are most popular. ' c e n t r o i d ' is here used in a very general sense. It simply expresses t h a t two fused e l e m e n t s are f u r t h e r r e p r e s e n t e d by a single e l e m e n t , the e e n t r o i d of the original points. It is known from a r e s p e c t a b l e number of c l u s t e r s t r a t e g i e s t h a t the c o n s t r u c t e d d i s t a n c e t r e e depends, to some e x t e n t , on the initial ordering of the input data {VOGEL, 1975). As Vogel found by extensive testing with one special data set, the centroid methods b e c o m e p a r t i c u l a r l y sensitive to the ordering of the d a t a if an e n t r o p y d i s t a n c e measurement is used. Cluster s t r a t e g i e s with o t h e r d i s t a n c e m e a s u r e m e n t s showed this homogethe frequencies of species within a sample. In this special case, sensitivity only on the lower h i e r a r c h i c a l levels. In palecology one has very nice neous data s t r u c t u r e s - -

the usual m e t r i c distance m e a s u r e m e n t s make not much sense while the entropy m e a s u r e ment provides a 'natural' distance measurement for these frequency data of species (BAYER, 1982). This d i s t a n c e m e a s u r e m e n t has, in addition, t h e p r o p e r t y t h a t it approxim a t e s t h e C h i 2 - t e s t for h o m o g e n e i t y of the samples (DIDAY & SIMON, I980); homogeneity of the samples being of special i n t e r e s t in palecological studies. Therefore, a program

104

~t

-%.
Fig. 3.18: C l a s s i f i c a t i o n and distribution of the f o r a m i n i f e r a fauna of Todos Santos Bay. Left: Classification by hand (WALTON, 1955); right: Ordering by a c l u s t e r program {KAESSLER, 1966).

was i m p l e m e n t e d t h a t allowed to analyze faunal data by the ' e n t r o p y m e t h o d ' (BAYER, 1982). The d a t a of a *hand m a d e ' ecological analysis (WALTON, been see with reevaluated how t h e the by c l u s t e r works. analysis {KAESSLER, Fig. 3.18 gives the 1966), were spatial strategy 1955), which had l a t e r re-reevaluated again to of

faunal distribution p a t t e r n

foraminifera, which had been found by the previous workers. Already the first few runs 'entropy analysis' showed a strong d e p e n d e n c e of the result on the ordering of the input data. The nice s t a t i s t i c a l p r o p e r t i e s of the e n t r o p y d i s t a n c e m e a s u r e m e n t , t h e r e f o r e , w e r e useless. But the use of o t h e r d i s t a n c e m e a s u r e m e n t s with r e p r e s e n t a t i o n of the c l u s t e r s by t h e i r centroids In fact, initial did not e i t h e r stabilize the p a t t e r n , in c o n t r a s t to

VOGEL's from it was

(1975) claim. different

dependenc e from

t h e initial ordering of the data was settings. The o b s e r v a t i o n that

nearly the same. Fig. 3.19 gives some e x a m p l e s of various t r e e s t r u c t u r e s , which result slightly the the conditions and p a r a m e t e r distance measurement, detailed

is not

choice of a special for a more

t h a t causes

the instabilities,

s t a r t i n g point

analysis of t h e s t a b i l i t y properties of the

c e n t r o i d c l u s t e r s t r a t e g i e s . This s t a b i l i t y analysis will now be outlined. The widespread use of c e n t r o i d c l u s t e r s t r a t e g i e s is, in part, due to t h e i r property to produce or nice binary h i e r a r c h i c a l a cluster are replaced means that 'Weighted' structures the from every data set. The points all d a t a found points

to belong to unweighted.

by t h e i r centroid, centroid that means

which can be e i t h e r weighted from

is c o m p u t e d

within a c l u s t e r while ' u n w e i g h t e d ' of c l u s t e r i n g

a c o m p u t e d c e n t r o i d is f u r t h e r t r e a t e d points into fewer and f e w e r

like a d a t a point, or t h a t it has equal weight as a d a t a point. In both eases, the progress causes a c o n c e n t r a t i o n of the original data representatives, the centroids. Thus, e v e r y single fusion of two points e v a c u a t e s locally

the point space. As this c o n c e n t r a t i o n of the points proceeds in a c e r t a i n area, it forces

105

c//

!
a

Fig, 3.19: Various classifications with centroid cluster s t r a t e g i e s of WALTONIs (1955) foraminifera data. Lower left and upper left: Two of a large number of possible cluster t r e e s which result only of an a l t e r e d input sequence of the data. Upper right: a l t e r e d metric, Lower right: d i f f e r e n t clustering algorithm,

106

the

process to branch into o t h e r areas which are still more densely covered by data

points, and the s a m e process is r e p e a t e d . This coupled process of local evacuation and subsequent branching into another area of the data s p a c e is the reason why every data set is mapped onto a nice binary tree. The t r e e s t r u c t u r e is due to the clustering process, that of and it the these is not a property of the data set. The same process causes, in addition, monotonically, a c e l e b r a t e d p r o p e r t y 1977)-but an a l t e r n a t i v e viewpoint

distances b e t w e e n the

clusters increase

s t r a t e g i e s (STEINHAUSER & LANGER,

is t h a t t h e s e s t r a t e g i e s impose a binary t r e e p a t t e r n onto every data set.

Instabilities b e t w e e n c l u s t e r s are

r e l a t e d to the problem

which images or which

point configurations can be a c c e p t e d as a cluster, i.e. one needs a metalanguage definition of a cluster. Although the p r o p e r t i e s of clusters and partitions, their homogeneity, are usually defined in t e r m s of the metric, the idea of a 'good' cluster is mainly a g e o m e t rical one. The question how distant two clusters 'what is a good c l u s t e r ' must is commonly reduced to the problem and w h e t h e r concave clusters are replaced by

be to be separable terms

allowed or not.

In clustering analysis the

convex and concave are 1980). to

h o m o g e n e i t y and c h a i n - h o m o g e n e i t y (DIDAY & SIMON, use the earlier discussed g e o m e t r i c a l image concept

At the moment, we may 'good' clusters. Then,

define

concavity means simply that every line connecting two points of a cluster is bound to the interior of an hyperpolyhedron, t h a t forms the boundary of the cluster. Consequently the c e n t r o i d is not necessarily bound to the interior of a c o n c a v e cluster (Fig. 3.2O).

And because e v e r y fusion of two points increases locally the distances, the process can r e a c h a s t a t e w h e r e the image breaks into d i s c o n n e c t e d pieces, and where these pieces are c o n n e c t e d with data points which form s e p a r a t e clusters under the g e o m e t r i c a l image c o n c e p t (Fig. not

3.20). The striking point is that in such cases the centroid method does
'rule of n e a r e s t neighborhood'; not the clusters, which appear closest

follow the

because their boundaries are closest, are fused, but the more distant clusters are c o n n e c t ed (Fig. work as

3.20). This behavior elucidates again that such a p a t t e r n r e p r e s e n t a t i o n cannot

a classification, at least not as a 'natural classification'; in some r e s p e c t s ,

this p a t t e r n c o n c e p t is even c o n t r a d i c t o r y to our understanding of similarity.

So far,

a m e t a d e s c r i p t i o n of clusters was necessary. One can also simply a c c e p t

t h a t a c l u s t e r formed by a c e n t r o i d process has nothing in common with our g e o m e t r i c a l imagination. If it can be uniquely c o n s t r u c t e d by an algorithm, it may be a totally abstract structure-but why should it not be as real as g e o m e t r y ? That clustering does

not produce such a well defined a b s t r a c t p a t t e r n , wiil be shown by a discussion of instabilities within clusters. To avoid any assumption about has to r e s t r i c t the a t t e n t i o n to local s t r u c t u r e s lished hierarchy. the s t r u c t u r e of clusters, one

as they are defined by the clustering

process itself. Then one can analyze how a local disturbance propagates into the e s t a b Fig. 3.21 gives two c l u s t e r p a t t e r n s over a given point set (compare

107

121
Q

........

i.

E3

Fig. 3.20: Branching b e t w e e n clusters. The smaller cluster will be fused with the ' r e c t a n g u l a r points' because the formation of centroids changed the local topology of the point space. Consequently the larger cluster will be fused with the ~triangular points' in a later step.

Figs. 3.17- 3.18). This time, an unweighted centroid method was used to find the similarity structure. This method causes a local decision problem because t h e r e are two choices for the same point to be fused, two neighbors have equal distance. Dependent on this choice, two d i f f e r e n t local p a t t e r n s are g e n e r a t e d {Fig. 3.21). These local a l t e r n a t i v e s

project onto the global t r e e s t r u c t u r e changing the distances or similarities all the way through the cluster t r e e (Fig. 3.21). The d i f f e r e n c e is strong enough to change the overall t r e e p a t t e r n . Thus, one of the two t r e e s appears more c o m p a c t , and, t h e r e f o r e , it will be more easily a c c e p t e d as a larger cluster if the t r e e s are embedded in a more complex cluster tree. On the lower cluster level the substructure appears also more c o m p a c t

in the right t r e e of Fig. 3.21 while in the left one two clusters can still be distinguished on the lower level. The decision, which one of the two clusters will be produced, depends only on the ordering of the data. The c o m p u t e r algorithm has either to take the first pair of data of the points with smallest distance or the last one for f u s i o n - - a consequence r e p r e s e n t a t i o n . Once made the decision, the local topology of the

binary t r e e

point p a t t e r n has changed, and, t h e r e f o r e , the local decision p r o j e c t s onto all l a t e r fusions contacting this area. Thus, a true bifurcation of the solution occurs, and it depends

108

/
%. %.

Fig. 3.21: A single local decision problem (arrows) b e t w e e n two equally distant points a l t e r s the local t r e e s t r u c t u r e and the distances within the e n t i r e hierarchy.

only on the initial conditions (ordering of the data) be taken.

which branch of the solution will

The next question is w h e t h e r there exist situations that cause c a s c a d e s of bifurcations. In this case, the clustering process would b e c o m e chaotic, as far as this is possible on a finite point set. Such a sequence of bifurcations can be easily c o n s t r u c t e d by just

109

C Fig. 3.22: Centroid clustering as a decision game. The figure gives two possible cluster solutions for the identical, equally spaced point set. a) Every fusion causes the bifurcation into two identical subsystems; b) the associated fusion tree; c) the cluster trees.

choosing the most d e g e n e r a t e d case of input data -- equally spaced data points. It does not m a t t e r w h e t h e r these points are arranged on a straight line, on a circle or on a regular (hyper-)grid. Equally spaced data points on a straight line provide the most simple case; Fig. 3.22 illustrates what happens in this special case from various viewpoints.

First, the clustering process has a dynamical aspect - - at the same time, only two points can be fused, and the fusion of these two points alters the local distance s t r u c t u r e

b e t w e e n the points. In the case of Fig. 3.22, the initial distance of izhe equally spaced points, ax, is a l t e r e d to (3ax)/2 b e t w e e n the centroid and its neighbors. Therefore, the data space is divided into two subsets of points which have still the original structure. But the two substructures are now independent; they can be t r e a t e d as parallel processes of identical behavior. This bifurcation process proceeds until t h e r e are no data points

left with the original spacing. Within the limit of a finite point space, any fusion on one of the subsets g e n e r a t e s new identical subsets, every bifurcation of the dynamical system g e n e r a t e s two dynamical s y s t e m s of the identical type. In addition, any fusion is a random choice b e t w e e n several possibilities, and the decision, which pair of data points is taken, depends only on the initial data configuration. One has a p e r f e c t l y c h a o t i c

110

system on a finally. There

finite point set. are,

Because

the

point set

is finite, the process t e r m i n a t e s

for e v e r y subsystem, two main possible o u t c o m e s which depend on

some initial choices of the fusion process {Fig. 3.22). One possibility is that during time all points are fused into pairs. Then the resulting centroids are again equally spaced

(Fig. 3.22 left}, only with a l t e r e d distances. Thus, the process is cyclic. The a l t e r n a t i v e is that already the initial fusions d e t e r m i n e , to some e x t e n t , the further progress because t h e r e remain some points of smallest distance on every level which dominate the process {Fig. 3.22 right}. The c e n t r o i d clustering techniques, t h e r e f o r e , provide e x c e l l e n t examples of c h a o t i c behavior on finite point sets. In the case of equally spaced data, every slight change of the input data will cause another cluster tree, i.e. the system is e x t r e m e l y sensitive to the initial conditions. Because the number of data points is finite, the number of possible o u t c o m e s is finite as well, it is the number of disjunct permutations of the data. Therefore, the c h a o t i c aspect of the clustering process will increase with the number of (equally spaced} data, i.e. one has the same situation as with the C h i 2 - t e s t against a uniform distribution or the t r a j e c t o r i e s of particles in Galton's machine.

Now, a p r a c t i t i o n e r could argue that

the c h a o t i c behavior of the c e n t r o i d c l u s t e r On the o t h e r hand,

s t r a t e g i e s requires a very special and d e g e n e r a t e d data s t r u c t u r e .

it is well known that most cluster s t r a t e g i e s depend to some e x t e n t on the input sequence of the data {VOGEL, 1975}, and it s e e m s likely that this phenomenon is related to the

discussed instability. The remaining question, t h e r e f o r e , is how this instability can arise in a s t a t i s t i c a l sample. There are two s t r u c t u r e s which can e n f o r c e the chaotic behavior with any kind of data. The first one is that the data are measured with a c e r t a i n precision. Thus, with increasing number of data one will get an increasing number of equally distant data. Because multiple values at the same point do not change the local topology if they are fused under the centroid condition, the data p a t t e r n tends, at least locally, towards equally spaced data. And once more we have the situation that an increase

of data does not stabilize the process, as one should e x p e c t from s t a t i s t i c a l reasoning, but that it destabilizes the clustering process. In addition, once more one finds that

a uniform or an equally spaced distribution leads to instability. This s t r u c t u r e probably is The the main reason why the palecological data cause particularly instable clustering. second

frequencies are which can

natural

numbers which e n f o r c e equal

spacing locally. The

structure,

e n f o r c e c h a o t i c behavior,

is a numerical one. Every c o m p u t a t i o n

with a finite number of digits causes numerical rounding or truncation errors. An excel10000 lent example due to WIRTH (1972) is the c o m p u t a t i o n of the sum i_~l/i, which takes d i f f e r e n t values if it is c o m p u t e d forward and b a c k w a r d - e.g., 3 of 12 tation the numerical error a f f e c t s ,

valid digits of a 48-bit machine. The same problem occurs for the compupoints (and centroids). If the number of variables is

of distances b e t w e e n data

high enough, one has to e x p e c t t h a t the d i s t a n c e b e t w e e n two points is not s y m m e t r i c , e.g. in the case of the Euclidian distance one has

111

}~ (Xli-X2i)2 ~ ~ (X2i-Xli)2 . Therefore, this e r r o r will also depend on the input sequence of the data, and this t i m e

the error increases with the number of variables and with the complexity of the d i s t a n c e measurement. This can explain why the 'entropy distance measurement' is especially and this eninstable. Logarithms are necessary to c o m p u t e this d i s t a n c e m e a s u r e m e n t , forces numerical errors.

Thus, the centroid cluster methods turn out to be highly instable due to t h e i r patt e r n recognition concept. They behave in a c h a o t i c m a n n e r with r e s p e c t to slight changes of the initial conditions, namely the ordering of the input data. The c h a o t i c behavior is triggered by the t e n d e n c y of measured data to form, at least locally, regular spacings, and by the the numeric error of order the distance measurement, mainly by its a s y m m e t r y - of the data. in whereby totality, computation depends again on the input sequence

it turned out during the last two c h a p t e r s t h a t most operations on finite point

sets with the c o m p u t e r have to be handled with special care. The local methods, which d o m i n a t e this field, are usually e x t r e m e l y instable due to small changes of the boundary conditions and of the initial conditions. What we, in general, would need, are r a t h e r more rigid topological methods than the highly sophisticated numerical procedures.

(3C

Fig.

3.23:

Classification

by probabilistic

neighborhoods.

Points

with overlapping

neighborhoods belong to a c l u s t e r with a well defined boundary (right).

112

Such a - - p r o b a b l y m o r e - - r i g i d

method was proposed by GRENANDER

(1981}.

The

idea is similar to the single linkage methods; however, it has a more g e o m e t r i c background, and this returns to the discussion in section 3.4.2. A probabilistic neighborhood

is associated with every point: e.g., circles in the plane, spheres, hyperspheres or a l t e r n a tively polyhedrons (Fig. 3.23t. Every point has a c e r t a i n probability to be found elsewhere in this neighborhood, and a possible assumption about the probability is ' t h a t the curvature at the boundary is proportional to the density of the probability measure, ~ GRENANDER (1981), or the probability d e c r e a s e s , as the d i a m e t e r of the probabilistic neighborhood

increases. Two points are grouped in a similarity c l u s t e r if their probabilistic neighborhoods overlap. If the radius e of the neighborhood is fixed to a c e r t a i n value, then a unique partition of the data set arises, and we get partitions of d i f f e r e n t roughness

for d i f f e r e n t values of e. The resulting s t r u c t u r e is not a t r e e because two or more e l e m e n t s may fuse at once for a c e r t a i n value of e. However, the resulting ' c l u s t e r s '

have now well defined boundaries as illustrated in Fig. 3.23. The point set of a ' c l u s t e r ' is bounded by a 'tubular neighborhood ~, and ' c l u s t e r s ~ are d i f f e r e n t on a c e r t a i n e - l e v e l if their boundaries do not overlap. Thus, given such a classification, we can later add samples and question w h e t h e r they belong to a ' c l u s t e r ~ for a c e r t a i n e - v a l u e . Clearly, the classification is not stable in the s e n s e that an additional object may cause two or more ' c l u s t e r s ' to fuse without changing the e-level. However, that is a quite more d i f f e r e n t instability than those discussed above. The classification certainly stabilizes as the number of data points increases and approaches the universe. This approach returns to the exam-

ples of the second c h a p t e r and is closely r e l a t e d to the continuation problem discussed there.

3.5 TREE PATTERNS BETWEEN CHAOS AND ORDER

The previous presentation focussed at practical problems which arise from unstable algorithms. Here, the viewpoint is much more theoretical, and the questions are mainly conceptual. The section serves as a kind of summary of the previous c h a p t e r s and conn e c t s them with the topic of this section, shape, which may following one. The morphology of t r e e - l i k e s t r u c t u r e s wilt be the especially the under c e r t a i n connection b e t w e e n branching p a t t e r n and overall

arise

conditions: If one closely studies the crown of

a tree, the branching p a t t e r n appears r a t h e r irregular while an e n t i r e view of the crown, from some distance, is c h a r a c t e r i s t i c on the s p e c i e s - l e v e l (Fig.

3.24). On this basis

HONDA (1971) a t t e m p t e d to describe the multifarious form of t r e e s by a few p a r a m e t e r s of the branching p a t t e r n . This a t t e m p t , however, was not new: Already D'Arcy Thompson discussed the patterns (DVARCY are cymose inflorescence of in a curious and, as t952); the and G.L. botanists instructive Steucek and noticed that way to the me, informed these botanical spiral' patterns 'analogous equiangular branching

THOMPSON,

of t r e e s were already studied by Leonardo da Vinci.

113

Fig. 3.24~" Tree images.

R a t h e r similar branching p a t t e r n s occur in geomorphology, the network of drainage systems (Fig. 3.25). Trees and networks are equivalent on a c e r t a i n level, e.g. a t r e e g e n e r a t e s a network if two branches~ which come into c o n t a c t , lap-a situation fuse r a t h e r than overa

which necessarily occurs if the branching process is bounded to

Fig. 3.25: The simplified drainage nets of the Amazon (left} and the Ganges delta (right).

114

surface

or

is

restricted

to

nearly

two-dimensional object.

The

network

in leaves the t e r m

provides an example for the l a t t e r case. As a concession to the literature, ' t r e e s ' will be equivocally used as the term 'open networks'.

The

botanical

attempts

toward

description of

branching p a t t e r n s

in t r e e s

are

mainly d e t e r m i n i s t i c and have,

t h e r e f o r e , be c r i t i c i z e d . Thus NIKLAS (1982)

writes in

a study on plant branching simulations:

"Unless processes ing that the extent be of apparent order is that no can valid arise basis from for random assert-

can

determined, structure

there

a particular

implies

deterministic

causes."

The

meaning of ' r a n d o m ' , however,

is r a t h e r

vague.

If we a t t r i b u t e

a probability to

a growing system to branch or to branch not during a growth step, we may a l t e r n a t i v e l y formulate a d e t e r m i n i s t i c system which branches at the beginning of every growth step, but may be disturbed by some external cause which inhibits branching, and such e x t e r n a l e v e n t s may be truly s t o c h a s t i c . This aspect was clearly expressed by OSTER & GUCKENHEIMER (1976):
"If a series of . .. no cerises are collected . .. , and then they we appear

chaotic, one (a) ences (b) ties (c) is of the

exhibiting three things: is

perceivable

regularities,

conclude

system

truly

stochastic--dominated

by

random

influ-

experimental are a obscured~ very

error

is

of

such

magnitude

that

all

regulari-

simple " (by

deterministic the phenomenon

mechanism described

is

operating, here in

but

obscured

section

3.1.1).

This is a viewpoint which now s e e m s to be common in physics (e.g. HAKEN, 1981; THOMPSON, sections, and 1982). Examples of points (b) and (c) have been given in the previous

e x p e r i m e n t a l l y it

s e e m s more appropriate

to exclude points (b) and (c)

than to prove point (a); the failure of the C h i 2 - t e s t in connection with a uniform distribution illustrates this point: There is still enough to be d e t e c t e d on the d e t e r m i n i s t i c level in which s t o c h a s t i c e l e m e n t s may e n t e r in t e r m s of disturbances.

Branching p a t t e r n s of t r e e - l i k e bodies are of some i n t e r e s t because they are not r e s t r i c t e d to trees, they occur commonly in biology and paleontology, on the level of organisms and on the level of organs. Besides this, they are even interesting o b j e c t s & McGhee (An Analytic Approach to Branching Systems,

in geology, geomorphology, and physics. The discussion of m e t r i c t r e e s is, to some e x t e n t , based on a study by Bayer

115

preprint

1984), a study which was initialized by a paper given by G.L. Steucek at Tfi-

bingen in 1984o

3.5.1 Topological P r o p e r t i e s of Open Network P a t t e r n s In at geomorphological studies open networks and tree patterns naturally originate

the sources of streams,

a viewpoint

which is opposite to the b o t a n i s t ' s one where

the b r a n c h e s usually originate at the trunk. However, in t e r m s of m o r p h o m e t r y b o t a n i s t s take a viewpoint by the identical descriptive to t h e "stream geomorphological one. number", The s t r e a m s or b r a n c h e s are {e.g. BARKER

ordered

which is due to S t r a h l e r

e t al., 1973; GRENANDER, 1976):

,./

, =",A ,-. /

Fig. a.26: Trees with b r a n c h e s ordered by S t r a h l e r numbers. All t r e e s have equal numbers of end branches.

Definition

1:

The

S t r a h I e r

n u m b e r

's',

or

the

order

of

single branch, is given by the following rules: (1) (2) (3) end branches have order s=l two branches of order s produce a branch of order s+l two b r a n c h e s of d i f f e r e n t order (Smax,Smi n) produce a b r a n c h of order Sma x,

The highest S t r a h l e r number S involved in an open network is called the order of the network.

The S t r a h l e r n u m b e r {Fig. 3.26) of branching systems has special properties (e.g. BARKER et al., 1973; they GRENANDER, are deducible 1976). from In part they are Thus, based on empirical if t h e i.e. observations, in part plotted the the definition. numbers of b r a n c h e s of log n s = a+bs; where or, an observation Us: from

each order

are counted,

then the logarithm of the number of b r a n c h e s in each order n u m b e r gives a linear plot: s {BARKER et al., 1973);

against

the S t r a h l e r

number of b r a n c h e s of order

116

geomorphology again ratio ns be

(HORTON, the number

1945), of

the

bifurcation of order

ratios s,

are then

approximately the

constant.

Let

branches

b i f u r c a t i o n

ns_l/n s = R s

(3.34)

is a p p r o x i m a t e l y

constant,

i.e

the

numbers

ns_ 1 a n d

ns a r e

in a g e o m e t r i c a l

relation-

ship. T h e s e ' e m p i r i c a l of two the Strahler

laws', however, are not unexpected, By d e f i n i t i o n s-I, and the every same network for

they result from the definition s must contain in the at tree least with

number.

of order any

branches

of order

holds

substructure

s > 1. T h e r e f o r e ,

ns - 2 n s _ I > 0

or

ns_i/ns > I/2.

(3.35)

In the case ns_ l = I/2, the bifurcation tree is a perfect symmetric tree. The 'empirical laws' are expected whenever the deviation from the binary tree is random, i.e. whenever branches are randomly suppressed and added with a zero-mean.

Another

measurement,

which

is s o m e t i m e s 1976):

useful,

is t h e

number

of

end

branches

o f a t r e e or a b r a n c h ( G R E N A N D E R ,

1 1

1 1 1 1

\1

1/ 1 2 1 1 1 1

, 3 1 8 8

7 1

Fig. 3.27: plexity'.

The

trees

o f Fig.

3.26

with

branches enumerated

by ' n u m b e r s o f c o m -

Definition

2:

The

n u m b e r

o f

c o m p 1 e x i t y

of

branch

o f o r d e r s is t h e n u m b e r o f i t s e n d b r a n c h e s .

Fig.

3.27

illustrates

the

characterization

of

trees by

their

numbers of complexity.

The

number of end branches and the order of the network ship b e t w e e n

are not independent. The relation-

t h e n u m b e r o f c o m p l e x i t y a n d t h e S t r a h l e r n u m b e r is s i m p l y

> 2S - l ,

(3.36)

II7

and the equality holds only if the t r e e is a p e r f e c t s y m m e t r i c tree. To prove this relationship it is helpful to introduce

Definition 3: The substructure.

s k e 1e t o n

of an open network is its largest s y m m e t r i c

The skeleton is c o n s t r u c t e d by eliminating the branches with S t r a h l e r number Smi n at nodes where SL,i_ 1 ~ SR,i_ 1, The remaining t r e e contains only nodes where the S t r a h l e r number increases and, t h e r e fore, is p e r f e c t l y symmetric. Along a pathway from an end branch to the trunk the

Nc 4
s'321

SKELETONS S=1,...,5

, ,r -V-

Fig. 3.28: Trees p e r m u t a t i o n s of gically distinct S t r a h l e r numbers

of complexity Nc = 3,4, and 5 (s:Strahler numbers) with distinct branch p a t t e r n s . Note t h a t these p e r m u t a t i o n s are not all topoloas indicated by b r a c k e t s . Lower left: e l e m e n t a r y skeletons of 1 to 5.

118

Strahler the 2 2,

n u m b e r simply counts

the

n u m b e r of bifurcations.

If we invert this pathway,

n u m b e r of b r a n c h e s of equal S t r a h l e r n u m b e r increases

. . . ., . .2.S-s,

monotonously like 20 , 21 , Arriving a t an end branch the n u m b e r of end b r a n c h e s is Nc= 2 S-1 .

Relation

(a.a6) now is easily proved: If the t r e e is s y m m e t r i c , then the equality holds

as was shown, o t h e r w i s e b r a n c h e s have been e l i m i n a t e d during the c o n s t r u c t i o n of the skeleton, and, t h e r e f o r e , end b r a n c h e s have been e l i m i n a t e d , i.e. t h e inequality in equation

(3.36) holds. This discussion provides us f u r t h e r with a topological i n t e r p r e t a t i o n of the

Strahler a tree number: or It uniquely defines (Fig. the e 1e m e n t a r y where 'elementary' means s k e 1 e t o n that the of its s u b s t r u c t u r e s

3.28),

length of

b r a n c h e s is not considered (empty nodes of t h e skeleton).

A n o t h e r question is how many d i f f e r e n t t r e e s with identical n u m b e r of end b r a n c h e s do exist, or generally: Given a c e r t a i n n u m b e r of end branches, how many d i s t i n c t n e t works c a n be g e n e r a t e d ? GRENANDER to SHREVE (1966): The n u m b e r of open networks N(n) for any branching system with n end branchings is N(n) = (2n-2)! (n! (n-l)!) -1, (3.37) (1976) gives the following solution, which is due

and t h e n u m b e r N(nl,n2,...,nS_l,l} n1 nS_l,t

of topological distinct networks of order S with

b r a n c h e s of order 1 .. S is S-1

N(nl,n2.... nS_l,l) =

1 1 2(ns-2ns+l)((ns-2)! ((ns'2ns+l)! (2ns+l-2)!)-l. (3.38) s=l

These two equations provide us with a probability m e a s u r e m e n t of finding an open network with S t r a h l e r numbers nl,n2, ... ,ns_l,1; when the n u m b e r of end b r a n c h e s

is given, the d i s c r e t e probabilities are

P(nl,n2,...,ns_l,l) = N(nl,n 2 ..... ns_l,l) / N(n).

(3.39)

Fig. 3.28 i l l u s t r a t e s the networks which correspond to N(3)=2, N(4)=3, N(5)=14; i.e. the various c o m b i n a t i o n s of branches. However, t h e s e t r e e s are not all topologically distinct, some of them are simple symmetric inflections and c a n n o t be distinguished: image, Let the t r e e s be t h e two-dimensional projection of a t h r e e - d i m e n s i o n a l then t h e inflec-

tions mean simply t h a t an observer walked around t h e object by 180 and then classified it d i f f e r e n t l y b e c a u s e the s y m m e t r i e s have changed. The n u m b e r of topological distinct t r e e s is only

t19

N T = N{n) div 2

N(n) mod 2.

{3.40)

The d i f f e r e n c e of the two c o n c e p t s is not trivial, e.g. the probabilities will be d i f f e r e n t under the two hypotheses: The probabilities for a t r e e with four end b r a n c h e s {Fig.

3.28)

are p(3,2,1) = N(3,2,1)/N(4) = 1/3 and p(2,1) = 2/3. Based on topological similarity, however, we find the probabilities PT{3,2,1) = PT(2,1) = 1/2, and the g e o m e t r i c a l hypothesis influences the conclusions we may draw from the probabilities. Finally it seems worthwhile to emphasize pattern~ the symmetric tree-t h a t t h e probabilistic aspect, mentioned

briefly, is based on the comparison of an observed p a t t e r n with a totally d e t e r m i n i s t i c a possible question would be: How strong do we have

to disturb a binary t r e e to arrive at the observed t r e e p a t t e r n . The c o n c e p t of skeletons can be used to e m p h a s i z e this point. If the s y m m e t r i c t r e e s without r e p e t i t i o n s of e m p t y nodes -- the e l e m e n t a r y skeletons-are defined as primitives of our t r e e s t r u c t u r e s ,

then any t r e e can be defined as ' p r o d u c t ' of e l e m e n t a r y skeletons: A node is the product {Si,S]}, w h e r e t h e first t e r m means left, t h e second right branching {for s y m m e t r y reasons this notation is arbitrary) and Si defines an elementary skeleton of order (Strahler

number) s=i. The t r e e s of Fig. 3.26 can be described as lists (Fig. 3.29)

",/ x/

N/

V-

"9' V,,/_v V , , /

<L..... /

Fig. 3.29: The t r e e s of Fig. 3.26 decomposed into e l e m e n t a r y skeletons.

(a) S3: (($2: ($2,0), O, ($2: (0, $3: ((S1,$2), O, O, $2), O) or (($2,0), 0 , (0, (S1,$2), 2*0, S2), O)

(b) S3: ((S2, S2, S2: (0, S3: ((Sl,S2), O, O, S2)), O)

or (2'$2, (0, (SI,$2), 2 ' 0 , $2), O) (c) $4: (0, O, O, O, S2: (0,S2), $2, $2, $2) or (4*0, (0,$2), 3"$2)

where

the b r a c k e t s c o n t a i n descriptions of the end b r a n c h e s clockwise;

the t e r m

I20

~O~ i n d i c a t e s recursive form and,

termination of course,

of the could

branch,

and

t.~ means repetitions. The description is to binary decisions or s-expressions w h i c h

be reduced

the basic s t r u c t u r e provide

of the p r o g r a m m i n g language LISP. E l e m e n t a r y LISP and the another conceptual framework to handle such structures (e.g.

lambda-calculus

DENERT & FRANK, 1977).

3.5,2 P a t t e r n G e n e r a t o r s for Open N e t w o r k s

The t h e m e of t h e previous section was the description of t r e e p a t t e r n s . A c o m m o n problem, however, is proaches: t h e simulation of t r e e p a t t e r n s and t h e question how many differfrom some simple rules.Essentially, properties t h e process disturbed and m e t r i c there are two apof qualitative models. Two examples

ent p a t t e r n s c a n be g e n e r a t e d transformations will be discussed here. tion used events by and to then

In both cases, simulate

envolves some p r i m i t i v e e l e m e n t s patterns; are such random systems were eog.

and d e t e r m i n i s t i c production rules. However, one can adapt probabilities to the bifurcarandomly Raup analyze whether phylogenetic trees structures (RAUP

et al., 1973).

A) A l g e b r a i c Models -- P r o t o t y p e s of Branching P a t t e r n s

One class of models, which g e n e r a t e s regular s t r u c t u r e s inclusively t r e e p a t t e r n s , is based on t h e t r a n s f o r m a t i o n of ~alphabetsV: A string of symbols like (a,b~c,...) c h a r a c terizes (a ~ a d , transform qualitative properties of an object , and a set of transformation applied rules like

b ~ c, ...) defines the evolution of these properties, during time. Such s y s t e m s have been extensively

for i n s t a n c e how they to d e v e l o p m e n t a l

systems by LINDENMAYER

(1975). The theory of such t r a n s f o r m a t i o n groups is much for a d e t a i l e d discussion see tree patterns, is (LINDEN-

older and closely r e l a t e d to t h e theory of p e r m u t a t i o n s ; ASHBY (1956, 1974). A typical system, which produces MAYER, 1975): t h e a l p h a b e t or set of primitives: the production rules:

(a,b,c,d,e) e --- a),

(a --~db, b ~ c, c - ~ d , d ~ e ,

s t a r t i n g with t h e e l e m e n t ~a~ g e n e r a t e s the t r e e

121 a

A
e a

i I
c

I I
d

I I I
c a

ll
a d d d e e

\ b
c

I I t I
B = (b,c) and the modified production rules

I n s p e c t i n g t h e t r e e o n e finds t h a t it c o n s i s t s o f t h e r e g u l a r r e p e t i t i o n s of s t r i n g s (d,e,a) and (b,c). The redefinition A = (d,e,a),

(A - ~ AB, B - - - A ) s i m p l i f y t h e t r e e p a t t e r n

/\

A
B

\
A A B

/!
A which, restore more where however, contains the same

f\\
B A [3 A

I1\ t",,,,\
A information as the

original

tree

because

we

can

it by t h e i n v e r s e s u b s t i t u t i o n . T h e two t r e e s a r e e q u i v a l e n t , a n d w e c a n p r o d u c e equivalent the sets trees of by s u b s t i t u t i o n s o f t h e t y p e A = ( a l , a 2 . . . . . in A and B are disjunct, i.e. do an) , B={bl,b 2 . . . . . not contain bn} ,

primitives

identical

elements. to the

T w o t r e e s c a n n o w be d e f i n e d as e q u i v a l e n t if it is p o s s i b l e to r e d u c e t h e m primitive form; the reductions, which are allowed, are those which do

same

not alter the singular pattern termination

o f t h e p r o d u c t i o n rules, i.e. w h i c h p r e s e r v e

p o i n t s like A ~ A,

bifurcation points A --BC, a n d loops A -*- B ~ A.

122

The problems, which arise if o t h e r reductions are used, were briefly mentioned during the discussion of Markov chains in sedimentology.

The system:

reduction

process

may

be

illustrated

by

somewhat

more

complicated

the alphabet:

(a,b,c,d,e, f,g,h,i,k) b - - kd, c -,- Ik, d --~ gb, e --- cf, f - - ih,

the production rules: (a - - b c ,

g - - hi, h - - de, i - - k, k --- k), which are r a t h e r c o m p l i c a t e d and g e n e r a t e an evenly c o m p l i c a t e d p a t t e r n

bc kdek kgbcfk khikdekihk kdek kgbcfk kdek kgbefk khikdekihk kgbcfk khikdekihk kdek kgbcfk kdek khikdekihk

The system was used by LINDENMAYER {1975) to describe the s t r u c t u r e of compound leaves. The strings of symbols were i n t e r p r e t e d as ceils along the margin of the leaf which posses c e r t a i n morphological properties. We try to reduce the c o m p l i c a t e d production rules and observe first that the e l e m e n t 'a v occurs only once; indeed, it serves

only as an e n t r y point. Regular r e p e t i t i o n s of substrings in the t r e e occur from the third production downward, these are A=(kdek), B={kgbcfk), C=(khikdekihk), and the

production rules can be simplified {A -~ B, B -~- C, C - - ABA)

B C

J
A
B

A
B

/IN
B
C

/
A

I \
A

/ /t\ \
B B C B

13

A C, a s t r u c t u r e which

The reduced system produces a nice t r e e with triple points at

123

was not obvious from

the original production rules, but, clearly,

the reduced system

is equivalent to the original o n e - C, we have the original productions.

if we substitute the original values for A,B, and

Inspecting the e l e m e n t s A,B,C it turns out that they all are of the form (k ..o k), i.e. the ' k ' - e i e m e n t s act as b r a c k e t s of the original strings. Only in the e l e m e n t

C, k's occur within the string. If we want that this fine s t r u c t u r e is not lost in the reduced version, we can introduce the radicals H=(k,h,i) and HT=(i,h,k) replacing the

e l e m e n t C, which now reads C=HAH T, and the productions are

B HAH T

/
B

/1\
B B

\
B HAH 'F

/J\ \
A A that the reduction of c o m p l i c a t e d systems

which again comprise

the structure of the original rules.

This

section

attempts

to

illustrate

to equivalent simple ones is an essential step in p a t t e r n recognition problems. However, such reductions can only involve those t r a n s f o r m a t i o n s and redefinitions which do not a f f e c t the singular s t r u c t u r e of the original system. Using the concept of equivalence and proper reduction processes may also save much investigation time because a r a t h e r c o m p l i c a t e d system may turn into a well known simple one, and the classification of such s t r u c t u r e s reduces to a (not necessarily finite) catalogue of prototypes.

B) A Metric Model - - the Honda Tree

HONDA's

(1971)

approach

was to

formulate a p a t t e r n - g e n e r a t o r which allows to

study the form of t r e e s by means of the computer, based on a minimal set of p a r a m e t e r s {Fig. 3.30). Here only his ' g e o m e t r i c a l assumptions' are of importance, they are r e p e a t e d in a slightly modified form: I II The branches are always straight, and their girth is not considered; the mother branch produces two doughter branches with each branching event;

124

Fig. 3.30: Two-dimensional images of Honda t r e e s in the (x,y}-plane. The right figure has in part been c o m p l e t e d to a p p r o x i m a t e tripling at branching points. Still more r e a l i s t i c b i f u r c a t i o n p a t t e r n s for plants can be c o n s t r u c t e d if the b r a n c h e s fork off under a ' d i v e r g e n c e angle' which follows a Fibonacci series (cf. HONDA, 197t).

III

t h e length of each successive doughter b r a n c h is shortened in a c e r t a i n ratio with r e s p e c t to the m o t h e r branch;

IV

the doughter b r a n c h e s form c o n s t a n t angles with t h e i r m o t h e r b r a n c h throughout the tree; however, left and right branching angles may be different;

the m o t h e r b r a n c h forks off into doughter b r a n c h e s in the plane which contains the m o t h e r b r a n c h and whose s t e e p e s t gradient line coincides with the direction of the m o t h e r branch.

From

these

assumptions

Honda

derived

formula

which

allows

to c o m p u t e

the

successive c o o r d i n a t e s

of branching points and,

thus, can be p r o g r a m m e d

for graphical

c o m p u t e r output. Point (V), which is not a s e p a r a t e point on Honda's list, is responsible for a r a t h e r c o m p l i c a t e d s t r u c t u r e of Honda's formula, which has to be applied s e p a r a t e l y for l e f t and r i g h t b r a n c h e s (different p a r a m e t e r s R and {3 ):
x = x B + R(u Y = YB + R ( v cos0 cos8 - (Lv + (Lu sin@)/(u2+v2) sine)/(u2+v2) I/2 I/2 (3.41)

z = z B + R w cose

where and

R:

ratio

between

subsequent

branches,

@ : branching

angle

u = XB-XA,

v = yB-YA,

w = Z B - Z A,

L = ( u 2 + v 2 + w 2 ) I/2

125

Fig.

3.31:

llonda's

notation

of

bifurcation.

XA, x B etc. are coordinates of the branching points (P) as indicated in Fig. 3.31. Honda's formula is easily p r o g r a m m e d and evaluated with a computer; however, equation (3.41) is not of the proper form for an analytic analysis; it takes a much more c o n v e n i e n t

form if one does not work in global coordinates but considers the dislocations of branching points which are

(3.42)
[Z-ZbJ ~ 0 cos0 LZB-ZAJ

where

b = L(u2+v2) I/2

(i + w2/(u2+v2)i/2.

The matrix, which appears on the right side, describes a r o t a t i o n and a simple c o m p r e s sion (or dilatation). We can s e p a r a t e t h e two c o m p o n e n t s by dividing all m a t r i x e l e m e n t s by a f a c t o r

R I = (cos~ + b2sin28 )I/2=

and the dislocations can be w r i t t e n

(I + w2(u2+v2)I/2sin28)I/2),

II = itlJ where and

RIR k sin@O

(3.43) co~@ 0 0 c

tan = b(sin 8)/(cos e) c = (cos0)/(cos2 @+ b2sin20 )1/2.

which depends like the m a t r i x

The f a c t o r R 1 defines an additional shortening ratio

e l e m e n t 'c' on the r o t a t i o n angle and the length of the m o t h e r branch. However, only the length of the m o t h e r b r a n c h is variable (cf. assumption IV). The r e l e v a n t c o e f f i c i e n t ,

126

Fig.

3.32:

Vector

notation

of

bifurcation. rL P L r

which depends on this p a r a m e t e r , is w2/(u2+v2), Cfo equations (3.42) and {3.43). In case this quotient is constant, equation

(3,42)
case,

is a simple linear system. We shall not discuss

Honda's original model in more detail; however, condition (II) can only be satisfied if w2/(u2+v2)=constant. Only in this the number R defines the shortening ratio of

branches, and Honda~s model can be replaced by e q u a t i o n

(3.431.

Honda~s model provides a framework

which c a p t u r e s essential aspects of branching

p a t t e r n s in t r e e - l i k e bodies although already Honda needed some additional assumption for t h r e e - d i m e n s i o n a l trees. However, it can be simplified leading to a description by two sets o f vectors: r, the dislocations of branching points, and P, the radius v e c t o r of

the branching points in global c o o r d i a n t e s {Fig. 3.32): The h o d o g r a p h of a H o n d a t r e e is defined by the pair

of i t e r a t i v e equations rR, i+1 = aRARri rL, i+ 1 = aLALri , and the space coordinates of the Honda tree are given by PR, i+I = P i + rR,i+l PR,i+I = P i + rL,i+l; (3.45) (3.44)

r, p right

will denote v e c t o r s throughout this section; R,L are the indices for left and branching; 'A t is an orthogonal matrix (cf. equation

(a.4a));

'a t is a scalar

and denotes the ratio b e t w e e n subsequent branches.

While in a Honda t r e e s. str. 0 < a R , aL < 1, we call a t r e e with arbitrary values of aR, a L a g e n e r a t i z e d H o n d a t r e e, and, where not necessary,

the a t t r i b u t e ~generalized ~ is dropped. A Honda tree, thus, is a binary tree, and if we superimpose some probability that

127

branches with all

may be its

lost,

it g e n e r a t e s The Honda

an open network, as discussed in the last section, tree, developed for botanical models, possesses a

properties.

property which is a classical observation in geomorphology: the c o n s t a n t ratio of branches. The s t r e a m length satisfies the a p p r o x i m a t e r e l a t i o n (GRENANDER, 1976)

ls_l/1 s = RL,

s = 2,3,...,S

(3.46)

1: length of branches, s: S t r a h l e r number, RL:length ratio,

an empirical observation, which coincides with Honda's assumption (tI). We shall derive some properties of Honda trees, which are only based on this assumption, and, t h e r e f o r e ,
can be applied to s t r e a m patterns.

3.5.3 Morphology of Branches in Honda Trees

"DVArcy Thompson's Problem"

Honda

trees,

as defined

in the

previous section,

possess special

properties:

con-

s t a n t branching ratios and branching angles. These properties allow to c o m p u t e the length and morphology of certain branches-under special circumstances even for infinite numbers of branching events. F u r t h e r m o r e , morphic with a d i f f e r e n t i a b l e system. the d i s c r e t e model will turn out to be iso-

A) Length of Branches By definition the b r a n c h e s of a generalized Honda t r e e are in a g e o m e t r i c a l relationship, i.e. t h e successive length of branches is given by the i t e r a t e d map I ri]= a [ri_l [ (3.47)
max

where 'a t may be e i t h e r the branching ratio for left or for right turns, or b e t t e r a 3.5.1). If one considers a continuous sequence of turns in one direction,

or amin, a n o t a t i o n used now because ieft and right are of l i t t l e meaning (cf. section the length of the b r a n c h is given by ]r i[= Jr0] ~ a 1, (3.48)

a g e o m e t r i c a l series with the well known sum L =1 r 0 1 (1-an+l)(t-a) -1. (3.49)

In 0<a

case

of

convergent

Honda

tree,

the

branching

ratios

have

to

satisfy

. <a <l, and we can c o m p u t e the length of such a b r a n c h even for n - 7 ~ : mln max

128

lim] ro} (1-an+l)(1-a) -1 = ]to] (l-a) -1,

n ~ co

(3.50)

From this o b s e r v a t i o n s we establish the

Proposition: In a Honda t r e e the sums Lma x Lmi n provide upper = I r o l ( 1 - a m a x n + l } ( 1 - a m a x )-1 = ]ro](1-aminn+l)(1-amin )-1 and lower bounds for the length of any pathway through the t r e e
. . . .

and

with fixed n (n = 1,2 . pathways

n -~oo.

k) and initial length length. In case

r 0 . In case amax=amin , all possible for

are

of

equal

0 <ami n <amax < 1, this holds even

Consider continuous j we h a v e

any o t h e r path, a i+j i.e.

pathway,

it necessarily includes at almaxalmin . However, < a i+j

least one turn opposite to the for any combination of i and

an e l e m e n t <= a i aj

max the

max

min

min" along an a r b i t r a r y pathway with

(3.51)
initial length

The r0 ent

sum

over

length

of e l e m e n t s

c o n t a i n s only products of this type, and the length is bounded for fixed n because of t h e pathway, its length is c o n s t a n t for fixed n.

e v e r y e l e m e n t is bounded. The equality in the equations holds if a m a x = a m i n , and independ-

These

results

can

immediately

be

applied.

Consider

a distributive

system

which

has to be o p t i m i z e d in the way t h a t the lengths of pathways with c o m m o n origin are equal. This optimization problem is solved by any t r e e with amax=amin , independent of its morphology, e.g. branching angles. If one considers generalized Honda trees, one c a n n o t expect that the length of

b r a n c h e s converges for n - - ~ ,

however, t h e r e may be special pathways with finite length.

To get an idea what b r a n c h e s c o n v e r g e we consider pathways consisting of regular r e p e t i tions of 'm ~ left and ~n' right turns, for which we write (m'R, n'L), (m'R, n'L) .... The sum of such a series is 2 m ; the first sequence of right turns ; t h e first sequence of left turns ; m,n ~ (0,I,2 ..... ).

(L-] r d )=

...

+ am{b + b 2 + ... + b n)
+ ,.. +

+ a k m b ( k ' l ) n ( b + b 2 + ... +b n)

; the k th and final repetition.

129

This sum c a n be r e w r i t t e n as L - I roI = (~ ai + am ~ bi)(l + a m b n + (ambn)2 + ... + (ambn)k or (3.52)

L lrol = (g ai

+ a n ~ bi)(ambn)k / (1 - ambn),

and b r a n c h l e n g t h c o n v e r g e s if 0 < arab n < 1.

(3.53)

Given

a certain

area x and ami n we have

to

find n u m b e r s m,n so t h a t

equation

(3.53)

holds; if t h e y exist, t h e b r a n c h is of f i n i t e length. In s o m e s e n s e , t h e s e s p e c i a l p a t h w a y s provide us again with upper limits: If ( m ' R , n ' L ) c o n v e r g e s and a R > aL, then all p a t h -

w a y s ( m ' R , (n+i)*L) c o n v e r g e e v e n if 'i' is s o m e r a n d o m v a r i a b l e but s a t i s f i e s i _-<0.

B) Branching A n g l e s - - S i m i l a r i t y and S e l f - S i m i l a r i t y

The s e c o n d v a r i a b l e

in H o n d a ' s model is t h e b r a n c h i n g angle. H o w e v e r , this varia-

ble is n o t a p r o p e r m e a s u r e m e n t b e c a u s e t h e t r e e p a t t e r n d e p e n d s s t r o n g l y on t h e b r a n c h ratios. If one wants to compare two trees, a measurement is n e c e s s a r y which takes

t h e b r a n c h i n g a n g l e s and t h e b r a n c h r a t i o s into c o n s i d e r a t i o n . This l e a d s to t h e following

D e f i n i t i o n : The

s i m i 1 a r i t y

i n d i c e s ; 0

o f a Honda t r e e a r e t h e

two n u m b e r s S m a x l m i n = (log a m a x l m i n ) / 0 in one s i m i l a r i t y index.

in radians. Two t r e e s a r e abso-

lutely s i m i l a r if both i n d i c e s a r e i d e n t i c a l , t h e y a r e p a r t i a l l y s i m i l a r if t h e y a g r e e

To m o t i v a t e this d e f i n i t i o n we c o n s i d e r t h e h o d o g r a p h of t h e Honda t r e e , i.e. t h e v e c t o r s r i = aAri_l, or right and w e c o n s i d e r again a c o n t i n u o u s p a t h w a y w h i c h c o n s i s t s e n t i r e l y o f l e f t Then the vectors r i evolve like r0, aAr0, (aA)2r0, ... (aA)nr0 . B e c a u s e

turns.

A is an o r t h o g o n a l m a t r i x (cf. e q u a t i o n 3.43), t h e p o w e r s r n =anA n c a n be w r i t t e n as

The s i m p l e r e d e f i n i t i o n

~ = n (? t r a n s f o r m s this e q u a t i o n into

130

rn

e c '~

I cos t9 sin ~ 0

=sin ~ cos tp 0

0
0 r0

(3.55)

cn

c = (log a)/0 that is, the v e c t o r s r are located on a logarithmic spiral in the (x,y)-plane or on a n trochospiral in t h r e e dimensions, whereby the term 'spiral' includes circles and straight lines. To see this more clearly (3.55) can be r e w r i t t e n as consider ro=(XoYoZo) in its most general form, and equation

Eoy oI ! o
o :%

ec $

Eco: 1
sin C n

(3.56)

Zo

The t e r m in b r a c k e t s is clearly a logarithmic spiral if we allow ~ Equations (3.54-56) provide a continuous approximation for the

to vary continuously. location of dislocation

v e c t o r s in a monotonous sequence of left or right turns, and the similarity indices are based on the similarity of t h e s e spirals taking into account that a change of the magnirude of the branching ratio can be c o m p e n s a t e d by the branching angle so that the

v e c t o r s are still located on the identical spiral. Another a s p e c t is e v e r y w h e r e selfsimilar in t e r m s of its hodograph (F~ig. 3;33).

is that a Honda t r e e Equation (3.56) shows

that we can build the hodograph entirely of sequences of continuous left and right turns, i.e. by of spirals in the (x,y)-plane. Along such spirals the branching points are defined

~=0n , and they give rise to a spiral in opposite direction. In case the Honda t r e e

is absolutely c o n v e r g e n t , the two initial spirals bound the hodograph, i.e. all o t h e r dislocation v e c t o r s are located inside t h e s e leading spirals. The Honda model thus describes

an ideal self similar system with possible infinite repetitions.

J , i s sl

a /#J

~l ~ " I

/
I j

F_~ig. 3.33: The hodograph of a Honda t r e e and its continuous approximation.

131

C) B r a n c h e s and B i f u r c a t i o n s - - a Q u a s i - C o n t i n u o u s A p p r o x i m a t i o n

So

far,

we

gathered

information

about

the branching

pattern

without

regard

to

t h e form o f b r a n c h e s ; h o w e v e r , it will turn out t h a t m o s t work was a l r e a d y done. We have seen t h a t t h e h o d o g r a p h of a Honda t r e e c o n s i s t s o f s i m i l a r spirals w h i c h o r i g i n a t e at a 'leading' spiral, and in t h e c a s e of a c o n v e r g e n t Honda tree t h e y all a p p r o a c h

t h e s a m e coiling c e n t e r :

Definition: A

1 e a d i n g

b r a n c h

is a c o n t i n u o u s s e q u e n c e of e i t h e r

l e f t or right turns, The t e r m

and it is t h e c o n t i n u o u s a p p r o x i m a t i o n o f a leading b r a n c h . includes t r o c h o s p i r a l s and c i r c l e s and s t r a i g h t lines.

's p i r a 1'

The

branches

and

the

bifurcation

pattern

are

found

if it

is possible

to

'integrate'

t h e h o d o g r a p h , i.e. one has to sum t h e d i s l o c a t i o n v e c t o r s along e v e r y leading spiral:

Pi
that uses

(i-~0aiAi)r0'
this t i m e it involves a m a t r i x . this series can However,

(3.57)
if one like

is again a g e o m e t r i c s e r i e s , but the inverse of a matrix--

denoted

by M -1 - -

be s u m m e d

an o r d i n a r y p o w e r s e r i e s (e.g. ZURMOHL, 1964), and t h e sum t a k e s t h e form Pi = (I - aA)-l(I + a n + l A n + l ) r o w h e r e I: t h e i d e n t i t y m a t r i x ,

(3.58)

or in a m o r e e x t e n s i v e form P i = (I-aA)-lro . (i_aA)-l(an+lAn+l)ro.

This

equation

describes

the

succession

of

bifurcation

points

along

our

leading

spiral

if we use 'n' as variable. It t u r n e d a l r e a d y out t h a t a t e r m (aA)nro d e s c r i b e s a s e q u e n c e of vectors (cf. e q u a t i o n again

3.54) w i t h t h e v e r t i c e s l o c a t e d on a spiral, and r e t u r n i n g to

it b e c o m e s c l e a r t h a t of t h e hodograph. and an the variable term term as in e q u a t i o n (3.58) deand can be 2.5.2 B. The the branches. The (I-aA) -1 is c o n s t a n t in s e c t i o n spirals,

these arguments s c r i b e s again decomposed leading The The

tile spiral into of a

rotation the of

elongation,

illustrated onto similar

spirals

hodograph, a branch or more

therefore,

map

representation form of

by a s e q u e n c e precisely, the

o f spirals location

is i l l u s t r a t e d

in Fig. 3.34. points, thus is

branches,

of bifurcation

well d e f i n e d in a Honda t r e e and r e s t r i c t e d to a single f a m i l y of f u n c t i o n s . The spirals a r e t h e s a m e as in t h e h o d o g r a p h up to s i m i l a r i t y t r a n s f o r m a t i o n s .

The

bifurcation

pattern

thus

can

be

approximated

by spirals w h i c h o r i g i n a t e

at

132

Fig. 3.34: A Honda t r e e as a sequence of spirals.

a leading spiral and give rise to further spirals and so on. The Honda t r e e provides a model for

"D'Arcy Thompson's" theorem: A branch system with continuous branching angles and g e o m e t r i c relationships b e t w e e n m o t h e r and doughter s e g m e n t s of branches is isomorphic with a system of leading spirals: The first generation of branches is a t t a c h e d to the leading spiral in regular, usually geometrically increasing

or decreasing distances measured by arc length and give rise to a second generation, and so on. This p a t t e r n has been illustrated above, here we give some more properties which will be needed later, Thereby we r e s t r i c t ourself to the two-dimensional image of t r e e s in the (x,y)-plane (of. equation 3.44): Propositions concerning the form of branches in Honda trees: (i) There are at All others are most two d i f f e r e n t spirals in a bifurcation t r e e of Honda type. Honda

similar to t h e s e two spirals. Similar spirals have identical coiling

133

directions. (2) All b r a n c h e s of a c e r t a i n generation are d i r e c t e d to the same side of the leading spiral (3) The length of a spiral arc between two branching points is proportional to the length of the d i s c r e t e branch segment b e t w e e n these points, (4) The lengths of any two spirals with equal numbers of branching points are in an a l l o m e t r i c relationship. If the two spirals belong to the same family of leading spirals, t h e i r lengths are simply p r o p o r t i o n a l

Proposition (I) follows from the fact that a Honda tree contains only bifurcations with constant branching angles and branch ratios. The two spirals are defined by equations (3.54-56). Proposition (2) follows from the definition of a leading spiral which is a continuous pathway of only left or right turns, and from the constancy of branching angles. To prove proposition (3) we choose the coiling center of a leading spiral as origin of the coordinate system and assume the bifurcation points are at regular angular distances @=constant. The succession of these points is given by p i=exp(-i ). The length of a spiral segment is

La

e-l(c~+l)l/~(tPil-

IPI_IL?

(3.5g)

c-I (c2+i)I/2(I _eC)e-el. The length of the discrete branch segment connecting the same bifurcation points is

Lb =lPi - Pi-~ I= ri
(e-2Ci+e-2C(i-1)_2e2Ci+C((cosCi)(cos~(i_1 )) + (s:'w~i)(sin(b(i-1) (I+e2C-2eCcos~)e -ci.

(3.60)

The only variable is ti~, all other terms are constant. Therefore, we carl express the length of discrete branch segments in terms ef the length of the spiral arcs Lb = a Ls. (3.61)

The length of a branch for a given ~iY is the sum over subsequent segments. The constant factors, however, need not to be summed, the sum involves only terms axp(-ic) which are identical in beth expressions: Equation (3~I~ therefore, holds for any fixed number of branch segments Ti~. In both equations (3.59+60) the ratio between subsequent segments is Lb,i+I/Lb,i = Ls,i+I/Ls,z" = exp(-c), that is the geometrical relationship in D'Arcy Thcmpsons theorem. To prove proposition (4) we start with the ailometric relationship between two logarithmic spirals: P 1 = ale c1 ; P 2 = a2e e2 '

c 2 can be expressed i n terms of o 1 by an equation c2=bc 1 or p2 = a2exp(bc 1 ), and, t h e r e f o r e , P 2 = (a2Pl/al)b' (3,62)

i.e. the radii are in an allometric relationship. The length of a logarithmic spiral is proportional to the length of its radii (equation 3.59), and the allomatric relationship holds alse for the length of spiral arcs for any fixed angular interval i C. If the two spirals belong to the same family, the coefficient b=1.

As long as we consider b r a n c h e s of finite length, the results hold for any values of branching ratios. There are some special
cases,

e.g.

if one branching r a t i o equals

134

lm
/
Fig. 3.35: The plane image of a Honda t r e e if a m a x = l , 0 <ami n < 1 are hedrons. regular poly-

..
s e t t i n g is chosen, the

one.

In this case, 3.3~

the images of b r a n c h e s in t h e (x,y)-plane are circles as illustrated ami n <1. If such a special p a r a m e t e r

in Fig.

for a m a x = l ,

net p a t t e r n depends strongly on the b i f u r c a t i o n angles, e,g. if amin=0, then the system r e s e m b l e s the ' e l a s t i c collision in a circle' as discussed in section 3.3.2 (Fig. 3.14). If both b r a n c h i n g ratios equal one and the branching angles are 2~/3, w / 2 . . . . , the Honda tree the degenerates entire into regular Usually, triangular, however, rectangular we will and hexagonal of grids which cover logarithmic spirals (x,y)-plane. find sequences

which, in the case of c o n v e r g e n t c h a o t i c .appearance in the two

Honda trees,

are bounded in length. This causes the images of the trees, the end

(and three-)

dimensional

b r a n c h e s c l u s t e r and overlap prohibiting the recognition of regular structures.

3.5.4 'Shape ~ or Simple ~outline ~ means diagrams, e.g. that

Evolution of Shape an object is bounded by some kind of surface. in Fig.

bifurcation

the

skeletons S1-$4

3.28, do not possess a

shape in this sense. However, as the n u m b e r of b r a n c h e s increases, an outline evolves, at least subjectively. From previous work we know t h a t a c o n v e r g e n t Honda t r e e needs to have a maximum outline or limiting shape for a sufficiently high number of bifurcations. This limiting shape exists and cannot exceed a certain boundary because all b r a n c h e s are of finite length. On the o t h e r hand, the n u m b e r of end b r a n c h e s increases with the n u m b e r of b i f u r c a t i o n e v e n t s is s y m m e t r i c ) like n=2 s (s=Strahler n u m b e r because the t r e e and clearly goes to infinity if the n u m b e r of b i f u r c a t i o n e v e n t s is not

135

bounded. BARKER e t al. (1973) e s t i m a t e d the mean number of buds arising from the highest order branch in a birch t r e e to be >7000.

As the

number of end branches increases, we expect increasing density of end

points and a trend towards a c o n t i n u o u s outline. Fig. 3.36 elucidates this point where only the end points of the t r e e s of Fig. 3.30 are marked. Clearly, the end points cluster in c e r t a i n areas and give the illusion of continuous lines which t o g e t h e r give the

Io

Fig. 3.36: Distribution of branch endings in the t r e e s of Fig. 3.30.

illusion of a continuous outline. One question to be discussed is w h e t h e r t h e s e points may define a continuous curve or even fill some space, as the number of bifurcation points goes to infinity. The o t h e r question is if t h e r e exists some defined envelope or hull of a c o n v e r g e n t Honda t r e e which can be considered as its limiting shape.

A) Trees, Peano and Jordan Curves

To illustrate the c o n c e p t of shape in more detail we consider a quite d i f f e r e n t system, continuous curves which are nowhere differentiable. A special example, which is useful in this context, is the Koch curve {cf, MANGOLDT-KNOPP, 1968). The closed version of a Koch curve can be c o n s t r u c t e d in the following way (Fig.

3.37): A regular

triangle (equal angles) is i n f l e c t e d and superposed on itself so that the sides are divided into t h r e e s e g m e n t s of equal length, the resulting p a t t e r n is a regular star. The corners of this s t a r are again regular triangles, similar to the original ones, and with each

t36

vS
lines, these form

J i g 13tsaTrelC~nstTt~Otr:: ~hatteKrOCh cu d,

of these triangles the process is repeated, the resulting pattern If we now connect a tree pattern as illustrated the centers

The Koch curve is the outer boundary of

in Fig, 3.37. If the process is repeated infinitely,

the triangles shrink to points and give rise to a continuous, non-differentiable curve. of successive triangles by straight with a triple point at each branching event. The branching angles and i.e. if we delete one of the branch directions, the

the shortening ratios are constant, resulting binary tree is a Honda tree.

.Fig, 3.38: Construction of a binary tree as sequence of similar triangles.

137

/
~ -If

1I I
b

'4'

J( Ji

C
Fig. 3.39: Triangulation of a rectangle by i t e r a t i v e averaging (a; cf. Fig. 2.46) reconsidered as a space filling Peano curve (b). Connection of subsequent centroids g e n e r a t e s t r e e patterns, c: bifurcation and tripling with 'limit shape'; d: space filling t r e e p a t t e r n (see text).

The c e n t e r of every triangle

along the boundary is the termination point of a

end branch. As the iteration process goes to infinity, the triangle shrinks to its centroid which, by definition, is the t e r m i n a t i o n point of an end branch, and we e x p e c t a continuous curve as limit shape for the tree. In detail, this assumption is not quite c o r r e c t . If we only consider branches as indicated in Fig. 3.37, then there are no branches

t e r m i n a t i n g in the concave intervals of the Koch curve while the original construction produces triangles in these areas. In the t r e e p a t t e r n an e m p t y interval remains b e t w e e n terminal points, and new ones are g e n e r a t e d with every iteration. The points belonging to the t r e e are only a subset of the Koch curve. If the points, however, are replaced by objects of finite area, the boundary becomes again densely covered. Numerically

this has been studied by HONDA & FISHER (1978, 1979) in t e r m s of the most equitable distribution of leaf clusters. Fig. 3.3a shows a similar construction of a binary bifurcation p a t t e r n with terminal triangular 'leaves' which tend toward a continuous outline, but again t h e r e are areas which are not covered, and in addition the leaves overlap.

The

relationship

to

the

discussion of cluster

trees

is obvious; however,

let

us

return for a m o m e n t to a problem of the first chapter, the r e c o n s t r u c t i o n of a continu-

138

ous surface

by i t e r a t i v e averaging (section 2.4.5). If we draw the successive nets in

e i t h e r way illustrated in

Fig. a.ag, we get a nested sequence of squares with their

c e n t r o i d s as unique limit point. The sequence of centroids can be p a r a m e t r i c i z e d (e.g. MANGOLD-KNOPP, 1968; GUGGENHEIMER, 1977}, and, as the process goes to infinity, we have a space filling curve or a Peano curve. Again we can c o n n e c t a sequence

of centroids in the way indicated in Fig. 3.39 generating another special t r e e p a t t e r n with its t e r m i n a t i o n points a subset of the Peano curve. As the process goes to infinity, the t e r m i n a t i o n points of a binary t r e e cluster; however, they are always well separated. The t r e e b e c o m e s more dense if we allow triple points (Fig.

3.39),

and finally we can

turn the branching process into a space filling process by the condition that branches of any g e n e r a t i o n sprout into areas of least density (with maximal distance from neighboring branches).

B) The Outline of Honda Trees

The brief excursus to such strange s t r u c t u r e s as Jordan and Peano curves provides us with two c o n t r a s t i n g aspects: It encourages the previous view t h a t t h e r e are tree

s t r u c t u r e s which g e n e r a t e an outline, and it discourages the a t t e m p t to search a description of this outline by inspecting the distribution of branch terminations. A conclusion could be t h a t we now need s t a t i s t i c a l methods to study the distribution of branch t e r m i nations more deeply; the situation is quite similar to the problem to find a closed boundary for a finite point set as discussed in t e r m s of cluster s t r a t e g i e s . However, in the special case of Honda t r e e s we have continuous d i f f e r e n t i a b l e functions which approximate the branches, and, what we ar looking for, is another continuous approximation of the most e x t e n d e d outline. T h e r e f o r e , we r e p l a c e the d i s c r e t e model by a continuous approximation hoping to r e p l a c e the multivarious outputs of a c o m p u t e r program by a t h e o r e m about the shapes, which possibly can be c o n s t r u c t e d from the model under consideration, similar to the model's original a t t e m p t to describe the essential s t r u c t u r e s of complex

natural p a t t e r n s by a few p a r a m e t e r s .

Let us consider a leading branch and replace it by its spiral approximation. The spirals of the second generation are then most economically described in local coordinates of the leading spiral, i.e. in t e r m s of its local moving frame or F r e n e t e.g. trihedron. If

we consider straight branches of second order, we can

express them in t e r m s of

the t a n g e n t v e c t o r of the leading spiral and r o t a t e this v e c t o r into the proper position. The local description of the d i s c r e t e system is analogous to equation (3.57), only the

v e c t o r ro is replaced by the r o t a t e d t a n g e n t v e c t o r bBt: Pi = (i~=O aiAi)(bBt)" (3.63)

139

If we move this spiral of second order along the is everywhere preserved. Consider a convergent

heading spiral, the branching angle tree with infinite number of

Honda

branching points, then by proposition {4) of the previous section the length of the second order spiral is always in an allometric relationship with the length of the leading spiral, and the same holds for the radii of the two spirals. We take the coiling c e n t e r of the leading spiral as the origin of the global coordinate system, and the global coordinates of a point fixed on the second generation branching p a t t e r n takes the form:

PB =Ps + a

lps Ib

(bBt)

(3.64}

where the index s denotes the leading spiral.

Before discussing this equation in more detail, we observe that b=l if we r e s t r i c t ourself to leading spirals of the same system because these are all similar. Furthermore, if

we consider any

fixed point on a spiral of higher generation, this point is described the leading spiral. This holds for any point, even for is c u m b e r s o m e to evaluate the most distant point,

by a v e c t o r which originates at the

most distant one. Although it

it will turn out that we can give a qualitative answer about the outline.

Remaining

in a

system

of leading spirals equation (3.64)

is

simplified

and can

be w r i t t e n in a more extensive form as

I: :1] I
or (3.65)

pB =

I + bB

sin~

-cos~j

Lsin~,

and once more it turns out that this equation describes the original spiral which is rotated around its coiling center. Every family of leading spirals, therefore, is bounded

by a similar s p i r a l - -

because a t r e e

consists of two systems of leading spirals, the

shape results from superposition of the two systems. On the other hand, within every system of leading spirals there only in size, exists an infinity of identical subsystems which differ

and we can consider the maximal outline as result of the superposition

of smaller subsystems as illustrated in Fig. 3.40. Concerning the density of termination points we note that the distance of branching points d e c r e a s e s regularly along the leading spiral, the density of branching points is proportional to the curvature of the leading

140

Fig. 3.40: A Honda tree is self-similar on all levels. Superposition of images on a c e r t a i n level g e n e r a t e s the identical but enlarged image.

spiral, and the same holds for any secondary leading spiral, etc.. Thus, the density increases towards the coiling c e n t e r s , and the density of coiling c e n t e r s is proportional to the c u r v a t u r e of the leading spiral. Density distributions of this type were already e n c o u n t e r e d with the ' c l u s t e r s t r a t e g i e s ' . Finally we consider branches of finite length. The propositions of the previous

s e c t i o n still hold, t h e only d i f f e r e n c e is t h a t the leading b r a n c h e s do not coil to infinity. Equation 3,64, t h e r e f o r e , takes the form

PB =Ps + a(JPsJ -IP 0 ])b(bBt),

and the branches terminate for Jpsl=JOOJ. Far from this singular point and for

(3.66)
b=l

the shape is quite close to t h e spiral of t h e leading branch. The system, t h e r e f o r e , is really s e l f - s i m i l a r on e a c h level.

141

C) C h a n c e and D e t e r m i n i s m

The previous discussions showed t h a t the Honda model g e n e r a t e s ideal self-similar and deterministic structures: The morphology of branches is (infinitely) repeated and impresses its p a t t e r n onto the shape of the e n t i r e s t r u c t u r e , and t h e shape is again it is a strongly ideal-

r e p e a t e d on the level of e v e r y generation of b r a n c h e s differing only in size, With t h e s e properties it is unlikely t h a t the Honda model r e f l e c t s r e a l i t y - -

ized model, and in a l a t e r study HONDA & FISHER (1979) introduced additional sources of v a r i a t i o n to a p p r o x i m a t e real t r e e s more closely. However, s e l f - s i m i l a r i t y and f r a c t a l systems are c u r r e n t fields of i n t e r e s t (MANDELBROT, 1977), and the Honda t r e e provides a simple linear model although t h e basic model is r a t h e r reality, unrealistic. However, there is some possibility t h a t models "nearby" a p p r o x i m a t e i.e. t h a t disturbed Honda

t r e e s provide b e t t e r approximations. There are several ways to disturb the original model, which involve s t o c h a s t i c and d e t e r m i n i s t i c aspects. A simple approach is ' c h a n c e ' , i.e. some e x t e r n a l and perhaps internal noise is

added which a l t e r s branching ratios, However, 'chance'

branching angles, and may even inhibit branching. as ' t o evolve at a c e r t a i n place', to 'evolve

involves also events

within a c e r t a i n time interval', or to 'evolve under c e r t a i n and for the individual s t r u c t u r e not p r e d i c t a b l e e n v i r o n m e n t a l conditions', even if they are not random but exhibit only a complex been that spatio-temporal particular distribution. at The that random particular aspect time, "if t h e r e then would not have thunderstorm those b r a n c h e s would is only a very

not have been broken off and those buds would not have been inhibited" special viewpoint.

O t h e r aspects are e x t e r n a l and internal c o n s t r a i n t s , the system has to fulfill certain boundary conditions and c a n n o t grow freely. A possible result could be t h a t under c e r t a i n c o n s t r a i n t s only one or few of the topologically distinct t r e e s discussed in section 3.5.1 are stable. they are Or, consider the drainage systems of Fig. 3.25; although they are irnot random; the geology d e t e r m i n e s much of the directions drainage at system: regular, So the margin

influence of the Andes obviously d e t e r m i n e s of the Amazon drainage system, and

stream

the w e s t e r n glaciation we

sea-level

fluctuations

through

periods d e t e r m i n e d much of the drainage p a t t e r n of the Ganges delta. such systems cannot cision. as random or partially formed by chance, the historical reconstruct

If we consider

the reason is simply t h a t

evolution of boundary conditions to a sufficient pre-

A third group of maps Xi+l = a l x i + blYi

factors,

which may be of interest,

are

internal constraints,

or

internal regulation systems, The Honda model is a special case of the family of linear

Yi+l = a2xi + b2Yi

(3,67)

142

which is equivalent to the d i s c r e t i z a t i o n of a pair of coupled linear d i f f e r e n t i a l equations

dx/dt = a l l x + a22Y; which g e n e r a t e Honda's model spiral p a t t e r n s (cf. section

dy/dt = a21 x a22Y in the phase space Another for p a r a m e t e r

(3.68)
s e t t i n g equivalent the to

2.2.1).

possible extension

is t h a t

local evolu-

tion depends not only on the m o t h e r b r a n c h (a "Markovian" situation) but on o t h e r branches nearby, e.g. t h a t the inhibition of a b r a n c h influences growth in some neighborhood. If t h e resulting regulation is linear, then the map (3.67) c o m e s close to a t r a n s p o r t

equation as discussed in s e c t i o n 3.1.2. Any local d i s t u r b a n c e then would a l t e r the system in some neighborhood. Adding diffusion t e r m s coefficients aij may depend to equation (3.68) leads to the and assuming t h a t the (kto)-models which play

on (x,y) or I (x,y)],

some role in spiral c h e m i c a l waves (e.g. DUFFY et al., 1980; VIDAL & PACAULT, 1982). Still more c o m p l i c a t e d s y s t e m s arise if non-linear feedback mechanisms or a u t o c a t a l y t i c systems are introduced (cf. MEINHARD, 1984; NICOLIS & PRIGOGINE, 1977). Such a s y s t e m is e.g. the H~non map (cf. THOMPSON, 1982)

Xi+l = Yi + l - a x i 2 ' which exhibits a strange attractor

Yi+l = bxi and c h a o t i c behavior. THOMPSON

(3.69) (1982) concluded

from the random response of such a d e t e r m i n i s t i c modeh

"Strange modellin E that cases. that a attractors of may thus random have a profound since be effect it is on now in our seen all mean in-

seemingly

behaviour, may no longer

stochastic For simple

modellin E

essential

deterministic of must their any

mechanical non-linear result since in " of a

systems, dynamics

they must be

computer with

results
care

spected

(as

conventional feature may of a

Krylov-strange after

Bogoliubov attractor

averaging is that of a

technique), sudden leap

one

response

occur

a lon E period

apparent

quiescence.

Another

point

is also e l u c i d a t e d

by this section:

Sometimes

it is worthwhile

to

study c o m p u t e r it. Computer

models analytically to d e t e c t modelling and simulation thus nature

t h e i r internal s t r u c t u r e . became decoupled

We usually think analytic the data the

the o t h e r way, we f o r m u l a t e a problem analytically and t h e n use t h e c o m p u t e r to solve from classical mathematics are not to some e x t e n t , but providing us usually with an enormous or infinite n u m b e r is r a t h e r closely approximated,

of possible solutions. summarized,

In this r e s p e c t ,

we can e s t a b l i s h an infinite c a t a l o g u e of forms without

d i s a d v a n t a g e to go to t h e field.

143

A major point throughout this section was self-similarity which leads to the aspect that it is s o m e t i m e s worthwhile to decompose complex s t r u c t u r e s into smaller units

and to e x t r a c t the 'primitives' which allow to describe and to analyze the complex global pattern. Fig. 3.41 illustrates this in the case of a m m o n i t e sutures which are close to global problem the

t r e e p a t t e r n s , and which are self-similar to some e x t e n t . By turning a into a local one the

analysis of a s t r u c t u r e commonly is s i m p l i f i e d - - however,

inverse procedure is not always possible as was elucidated by various examples.

The analytic approach, however, usually condenses the possible p a t t e r n s and allows to discover u n e x p e c t e d s t r u c t u r e s which may evolve under c e r t a i n conditions. Thus, the previous discussion of shape was incomplete, as new p a t t e r n s may arise if the second order branches are d i r e c t e d to the concave side of the leading spiral. Straight branches e.g. then overlap and are bounded by their evolute, and this p a t t e r n does not require the c o n v e r g e n c e of the Honda tree. Such p a t t e r n s - evolutes and caustics - - will be

the topic of the next chapter.

Fig. 3.41: A m m o n i t e suture lines are comparable to t r e e patterns. Commonly they are also self-similar (including reflections) on various levels. The enlarged 'primitives' can r e p e a t e d l y be found within the complex suture lines.

4.

STRUCTURAL ELEMENTARY

STABLE

PATTERNS

AND

CATASTROPHES

In the preceding discussion it b e c a m e c l e a r that most of the observed instabilities are due to the f a c t that the p a t t e r n recognition process lacks an inherent stability property. As LU (1976) states:
"In any branch of science, it is always a challenge to try to classify the to carry

objects under study.

Unfortunately,

it is often extremely difficult

out this classification. the stable objects . . . . appear. based on We all know the

It becomes much easier if one tries to classify only stable objects have boundaries where discontinuities

that mathematics calculus,

used in almost all sciences so far i s which presupposes continuity. There is

differential therefore,

a @rest

demand,

for a mathematical

theory to explain and predict

(if possible) the occurrence of discontinuous phenomena."

A very instructive e x a m p l e of s t r u c t u r a l stability and singularities we owe to CALLAHAN (1974): Take a piece of fabric at one corner and put it onto a flat surface.

What forms can occur locally on the s h e e t {Fig. 4.1)? There are t h r e e possibilities: a) the s h e e t lies flatly and smoothly, these points are called the regular ones; b) a fold line appears on the sheet; c) a pleat forms at the end of a fold line.

forms on a folded s h e e t (after CALLAHAN, 1974}; (a) a regular s h e e t lies flat; (b) a singular point on a fold line; (c) a singular point where the fold turns into a pleat; (d) a singular point which is not structurally stable.

'~Local

The points (b) and (c) are

called the

singular points because of their special nature;

in particular, they are structurally stable singular points. To see this, take a point such as (d) in Fig. 4.1. This is an additional type of singular points, but it is not a structurally

145

s t a b l e one because any disturbance, slight as it may be, turns this point into one of type (a), (b} or (c). On the o t h e r hand, points of types (a), (b) or (c) cannot be made to disappear by a small perturbation. One can dislocate a fold or pleat by a small perturbation, but one c a n n o t a f f e c t its presence. The discussed singularities yield in addition

a s t r u c t u r a l information. Put a stiff s h e e t of paper beside t h e fabric in the same way: It will only consist of regular and perhaps fold points. It is distinguished from the piece of fabric by the singular points which may appear under this e x p e r i m e n t . It is usually the set of s t a b l e singularities which allows us to classify objects.

It was THOM (1975) who pushed forward these c o n c e p t s in m a t h e m a t i c s and their applications. He has shown t h a t the concept of s t r u c t u r a l stability, i.e. the insensitivity to small perturbations, is r e l a t e d in one c o n t e x t to stable singularities. These stable singularities have then been classified by Thorn in his "seven e l e m e n t a r y c a t a s t r o p h e s " . Here, stand examples are given patterns which d e m o n s t r a t e the t h a t these c o n c e p t s are useful to undersingularities t h a t an unknown surface 1982).

and to d e t e r m i n e on a

geometric wavefield

generically

impresses are

sensing from

(DANGELMAYR

& GOTTINGER,

The examples

derived

Huygens'

c o n s t r u c t i o n of wave fronts and envelopes. A mainly physical applications

detailed discussion of the m a t h e m a t i c a l can be found in LU (t976}, (eds. 1979), STEWART (1981, 1982). Fig. 4.1 r e p e a t s Fig. 2.1 with the

machinery and of

POSTON & STEWART (1978), GOTTINGER & EIKEMEIER

addition of

the

typical

singular points which

uniquely d e t e r m i n e t h e

local s t r u c t u r e of the s u r f a c e - -

i.e. t h e set of singular points

on surfaces provides a skeleton of essential s t r u c t u r a l information. In the previous chapt e r s such sets of singular points were viewed as instabilities, in this c h a p t e r the inverse problem points. will be studied, the classification of "form" by the intrinsic set of singular

In the

first

section

singularities are

discussed,

which occur

as discontinuities

in

the two-dimensional images of three-dimensional objects. The typical singularities provide useful i n f o r m a t i o n in picture processing. The concept of skeletons then r e l a t e s t h e analysis of two-dimensional images to the previous discussion of o p t i m i z a t i o n problems on one hand~ and to D'Arcy Thompson's classical Vtransformations of form ~ on the other. In the second section the theory of e l e m e n t a r y c a t a s t r o p h e s is applied to t h e linear ray model in r e f l e c t i o n seismology. Most of t h e discussion r e m a i n s r e s t r i c t e d to the two-dimensional track line problem, and the c o n c e p t s are derived from simple assumptions the linear ray p a t t e r n s with basic m a t h e m a t i c s . ous plane the map. Finally, Instead of dealing with waves directly,

and t h e i r caustics are studied. The wave fronts then are analyzed in t e r m s of a continuthe t r a v e l t i m e r e c o r d is analyzed as a map which t r a n s f o r m s system into the traveltime record. It will turn three-dimensional spatio-temporal

146

out t h a t t h e t r a v e l t i m e record is locally equivalent to {oblique) sections through a swallowtail c a t a s t r o p h e which is located on an oblique line in the d e p t h / t i m e coordinates,

In the 'parallel deformations

third section in t e c t o n i c s

some

aspects takes

of folds and faults are discussed in t e r m s of up the 'pre-computer' analysis of large scale kinetic approach in t e r m s of r e c e n t

surfaces'.

This discussion

and reviews this ' e a r l y '

d e v e l o p m e n t s in singularity theory, The l a t e r a l c o n t i n u a t i o n and the depth limit of folds will be discussed in d i f f e r e n t ways t e r 2. and continues in some r e s p e c t the problems of chap-

4.1 IMAGE RECOGNITION OF THREE-DIMENSIONAL OBJECTS A common problem in p a t t e r n recognition is the r e c o n s t r u c t i o n and c l a s s i f i c a t i o n in t r a n s m i t t i n g light.

of t h r e e - d i m e n s i o n a l o b j e c t s from two-dimensional pictures. Typically, this problem arises in transmission microscopy. Fig.4.2 shows the larva of a medusa Locally t r i a n g u l a r p a t t e r n s of increased density appear, which can be r e l a t e d to a bound-

Fig. 4.2: The larva of a medusa in t r a n s m i t t i n g light. A swallowtail singularity occurs in the two-dimensional image. The identical p a t t e r n is found in the two-dimensional image of a t r a n s p a r e n t canal surface {modified a f t e r WUNDERLICH, 1966).

147

ary e f f e c t . of locally

An identical p a t t e r n convex surfaces,

is well known from two-dimensional p e r s p e c t i v e views from canal surfaces in c o n s t r u c t i o n a l geometry

especially

(WUNDERLtCH, 1966). Another for the field. altered: field, where similar as patterns play some role, are tectonically flattened

and d e f o r m e d images. The proper r e c o n s t r u c t i o n of such images yields useful i n f o r m a t i o n paleontologist normal as well for the d e t e r m i n a t i o n of the local t e c t o n i c a l stress cases are affine transformations. These describe is not R 2, i.e. of its image, The approach in such

t h e d e f o r m a t i o n s sufficientiy if the dimension of t h e object, if one has maps R 2 ~

R 2 or R3 --~ R 3. In the case of a map R3 ~

new p a t t e r n s occur, discontinuities at the boundary lines of the image r e l a t e d to t h e local surface s t r u c t u r e .

which are closely

Fig. 4.3: Tectonically deformed and f l a t t e n e d bivalves show surface discontinuities similar to those in Fig. 4.2: In this case, the objects are not t r a n s p a r e n t , and, t h e r e f o r e , only parts of the surface discontinuities are visible {modified a f t e r ROLLIER, 1918}.

4.1.1 The Two-Dimensional Image of Three-Dimensional Objects

Locally in two pattern catastrophe

hyperbolic (see e.g.

surfaces

are

capable images

to are

project

onto

swallowtail-like

images that the

dimensions

(Fig. 4.4). POSTON

These

closely r e l a t e d

to Thom's swallowtail locally c o n c a v e

& STEWART, therefore,

1978). This relationship secures it can be used to d e t e c t

is s t r u c t u r a l l y stable, and,

surface e l e m e n t s or holes in the two-dimensional images of t h r e e - d i m e n s i o n a l objects.

148
.

...:.. ".'..... ......

:, .. : ; . :

...:..

,
. o

::.'..::...-.:..'.......:...:... . :'......':
: ..: ,

.
. . . . .

. . . . .
. . ,

: ..'..:.,::. ..:...'.~.

. . . . .

.:.:';:!".':"

Fig 4.4: Two projections of a hyperbolic s u r f a c e e l e m e n t An oblique projection causes the o c c u r r e n c e of a surface discontinuity in the two-dimensional image space. The t h r e e - d i m e n s i o n a l surface e l e m e n t can be identified with the c a t a s trophe manifold of the swallowtail c a t a s t r o p h e The discontinuity is the t w o - dimensional image of t h e b i f u r c a t i o n set of t h e swallowtail (modified a f t e r POSTON & STEWART, 1978).

How such s u r f a c e

discontinuities develop in the two-dimensional image space, can family of spheres of c o n s t a n t radius (GUGGEN-

be analyzed most simply by use of canal s u r f a c e s (WUNDERLICH, 1966) A canal s u r f a c e is the e n v e l o p e of a ( o n e - p a r a m e t e r ) HEIMER, 1977). The canal surface,

therefore,

can be g e n e r a t e d by moving the c e n t e r

of a s p h e r e along a (three-dimensional) curve; t h e envelope s u r f a c e of the spheres then defines the canal surface The most simple case of such a canal surface is the torus where the circular leading c u r v e is a circle Under an oblique projection i n t o the plane t h e c u r v e t r a n s f o r m s into an ellipse This d e f o r m a t i o n of t h e leading

leading

c u r v e can be described by an affine t r a n s f o r m a t i o n which takes the circle into an ellipse But the boundary lines of the torus in t h e two-dimensionaI p r o j e c t i v e space b e h a v e differently. The g e n e r a t i n g spheres project onto R 2 as circles independent of a rigid r o t a t i o n of the torus The result is t h a t the a p p a r e n t boundaries of the t r a n s p a r e n t torus develop into a c u r v e 'triangle' with a self-intersection and with two cuspoid edges, t h e earIier noticed (Fig 42) Fig 45 gives t h r e e d i f f e r e n t views of the torus and of the local

s u r f a c e discontinuities in the p r o j e c t i v e plane. The identical p a t t e r n appears if one keeps the try (WUNDERLICH, 1966) tells us that the leading curve c o n s t a n t and image leading appears alters when

the d i a m e t e r of the canal s u r f a c e (Fig. 4.6) In this case, classical c o n s t r u c t i o n a l g e o m e locally discontinuous the c i r c u l a r projections of t h e spheres e n t e r the e v o l u t e of t h e curve, along

which the c e n t e r s of the spheres are located A family of such surfaces with v a r i a b l e

149

I>cI

Fig. 4.5: Three p e r s p e c t i v e views of a (transparent) torus and of its apparent surface discontinuities. The l a t t e r develop at the interior hyperbolic surface points, as the projection becomes oblique.

canal d i a m e t e r maps, t h e r e f o r e , onto a family of involutes or of parallel curves, which unfold inside the evolute of the leading curve into swallowtaiI-like curves {Fig. 4o6}.

The l a t t e r observations allow to relate

the evolution of the image boundaries to

Huygens ~ principle (Fig, 4.7). If the image of the canal surface is studied in two dimensions~ then the envelope of the spheres reduces to the envelope of circles with a c o n s t a n t radius. A change of the d i a m e t e r of the canal surface corresponds to a change of the radii of these circles. In two dimensions, this is identical with a continuous transport of the boundary lines along the normals of the leading curve. The image changes

locally when the area is r e a c h e d where the normals i n t e r s e c t {Fig. 4.7). This constructional principle allows to study all possible images of canal surfaces that can occur in two

, ::%

..:.,

" ~ ~,:~!..'..:~"

Fig. 4.6: Canal surfaces with identical generating curve but of d i f f e r e n t diam e t e r . The boundaries of the surface map onto a family of parallel carves in the two-dimensional image space.

150

Fi~. 4.7: Construction of the two-dimensional images of canal surfaces by use of Huygens v principle. The rays indicate the dislocation lines for the surface boundary in the projective plane.

dimensions (Fig. 4.8). The only discontinuities, which appear, are the swallowtail-like singular curves. The same holds for the p e r s p e c t i v e views of the torus; the only d i f f e r e n c e is that, in this case, not the d i a m e t e r of the canal surface is a l t e r e d but the local leading the curve. The result is the same: As the curvature decreases, evolute v of the leading curve, and the boundary lines

c u r v a t u r e o f the the surface

~moves into

deform in the identical way discussed above.

The critical points of a canal s u r f a c e are the hyperbolic points. They behave under the the 4.2. projection onto a two-dimensional image in the discussed way. The o c c u r r e n c e of for locally convex structures, e l e m e n t s allows as will be shown in section for a simple construction of

~swallowtait' is typical The relation to

hyperbolic s u r f a c e

\
Fig. 4.8: A family of boundary lines for canal surfaces parabolic generating curve. which have a common

151

Fig. 4.9: C o n s t r u c t i o n of a folded polygon.

the

swallowtail

singularity

as a ruled surface

over

the swallowtail. A hyperbolic surface, which locally takes the form z = xy, can be generated as a ruled surface. If t h e s e rulings are p r o j e c t e d into two dimensions (Fig. 4.9), then the envelope of the s t r a i g h t lines gives again the various possible images of the

surface in two dimensions including the swallowtail discontinuity.

The normals,

concept

of

parallel to

curves,

which

are

generated

by

a t r a n s p o r t along t h e i r

can be r e l a t e d

the c o n c e p t of p o t e n t i a l s and to e l e m e n t a r y c a t a s t r o p h e s .

tn t h e l a t t e r case, t h e original t h r e e - d i m e n s i o n a l obiect resembles the c a t a s t r o p h e m a n i fold. If the is g e n e r a t e d leading by the curve is continuous, transport along the it can be locally described normals, can be given as an implicit form as

function f(x,y) = 0. In addition, one can suspect t h a t the family of parallel curves, which in implicit c = fix,y). But this l a t t e r formulation can be i n t e r p r e t e d as a potential. The directional derivatives, t h e gradient of this local potential, define the dislocation field. C a t a s t r o p h e theory One of t h e n gives a c l a s s i f i c a t i o n of t h e s t a b l e singularities of such 'local' potentials. the catastrophes, which appear under the map R3 ~ R 2, is the swallowtail.

In the p r e s e n t c o n t e x t it is a stable discontinuity, which allows to identify local hyperbolic s u r f a c e e l e m e n t s in the two-dimensional image. A more detailed discussion of this singularity will follow in the next sections.

4.1.2 The Skeleton of P l a n e Figures In Picture Recognition the problem arises to represent objects economically in

the c o m p u t e r ,

and to classify objects as equivalent even if they are disturbed to some 1977). BOOKSTEIN (1978) gives the following definition

e x t e n t . Especially the l a t t e r problem leads to the c o n c e p t of skeletons or 'medial axes' (BLUM, 1973; BLUM & NAGEL,

152

of the skeleton of a plane figure: The skeleton of a plane figure is a c e r t a i n graph inside the figure, t o g e t h e r with a function on the graph. The skeleton is the locus of all points which do not have a unique n e a r e s t boundary point upon the shape; the function is the d i s t a n c e to any of the set of equally distant n e a r e s t points.

Thus, arose

the from

skeleton

is lust the set of singular points discussed in section 2.4.5, which to find the n e a r e s t boundary point. The most n a t u r a l way of

the problem

finding the skeleton of a given object is by shrinking it until it reduces to its skeleton (ROSENFELD wave front, & WESZKA, which s t a r t s 1980). This shrinking c a n - theoretically-be done by a i n s t a n t a n e o u s l y at e v e r y point along the boundary and moves i.e. by Huygens' principle, as discussed in the previous section

with c o n s t a n t v e l o c i t y - -

(for t e c h n i c a l details of c o m p u t a t i o n see e.g. ROSENFELD & WESZKA, 1980). Still more i l l u s t r a t i v e is t h e "grassfire" model (BOOKSTEIN, 1978):
"We imagine and fired a shape boundary to be 'drawn' on the dry grass of a prairie, from

(simultaneously). locus until two Such

The fire will burn evenly in all directions

its starting ously burn from twice.

it encounters whereupon the

points at which it arrives simultaneit quenches and itself~ the as grass we cannot seek is

directions, loci

comprise

skeleton,

function

the time it takes the fire to arrive there and Eo out. "

The

critical

set

of

singular

points

we

encountered

in the

optimization

problem

{section 2.4.5) has now a totally d i f f e r e n t quality: T o g e t h e r with a v e c t o r valued function (which defines the d i r e c t i o n to the n e a r e s t boundary points) and a d i s t a n c e m e a s u r e m e n t {which defines t h e location of the original boundary line) t h e set of singular points or the Vmedial axis' generically defines our object, Fig. 4.10 shows various examples of

plane figures and t h e i r 'medial axes'.

Fig. 4.10: Skeletons (medial axes) of various two-dimensional objects,

153

4.1.3 T h e o r e t i c a l Morphology of W o r m - L i k e O b j e c t s

The c o n c e p t of s k e l e t o n s b e c o m e s e s p e c i a l l y simple in t h e c a s e of cylindrical objects when parts of the boundary line and the s k e l e t o n are parallel curves. Fig, 4.11

i l l u s t r a t e s t h e c a s e of a cylinder with spherical caps t e r m i n a t i n g its ends. We m a y think about such a cylindrical object in t e r m s of a wiggly worm or a c h r o m o s o m e if we allow

qg7
Fig. 4.11: Morphology of a wiggly worm, which p r e s e r v e s length, width, c i r c u m f e r e n c e , and a r e a when it bends (a,b). The c u r v a t u r e of coiling, however, is limited by the width of t h e worm (c). X- and Y-like p a t t e r n s . Now, if our wiggly object s t r e t c h e s or c h a n g e s its form in s o m e way, "our intuition e x p e c t s that the width of its form will s t a y p r a c t i c a l l y the same and we e x p e c t in addition its length to be invariant" (BOOKSTEIN, 1978). What we then need are precise definitions of width and length and a map which p r e s e r v e s t h e s e properties if the ' w o r m ' bends. Let the cylindrical object be s t r a i g h t , then we always can find a c o o r d i n a t e s y s t e m so t h a t the boundaries are described by t h e map x = s y = X

if

ISl<

(4.1a)

and

x = -+(a + cos(s)) y = ~sin(s)

if

a<

Is I < a + k

(4.Ib)

In this case, the medial axis is the line y=0. If the medial line is bended to s o m e arbit r a r y form, we can describe this d e f o r m a t i o n by a map

154

--->

(F(x),G(x))

or
u v = = f(s) g(s) ,

(4.2)

whereby we have to s e c u r e locally). by arc This length, to requires what the that will be medial

that the

the length of t h e medial line does not change (even disturbed for image the of the medial line is p a r a m e t r i c i z e d

assumed axis.

following discussion. The next condition this definition to the wiggly worm,

to be satisfied is c o n s t a n t width. In the s t r a i g h t object (equation 4.1) width is defined perpendicular If we t r a n s f e r

then width is m e a s u r e d along the normals to the medial axis, i.e. the d e f o r m a t i o n (4.2) defines the d e f o r m a t i o n of the e n t i r e object which is given by the map (x,y) or u = f(s)
v = g(s)

--->

(F(x),G(x))

-+ X ~ ( F ( x ) , G ( x ) )

(4.3)
+

Xg(s)
x~(s) ,

where N is t h e normal to t h e medial line. The spherical caps (4.1b) are still located at t h e endpoints of t h e medial line and are not d e f o r m e d {cf. Fig. 4.11). Finally, we are i n t e r e s t e d how the c i r c u m f e r e n c e altered. of the object and its area are

From equation (4.3) we find the length i n c r e m e n t ds of the parallel pieces of

the boundary to be
2

ds B = (I - Xk(s))

-~/(f(s) 2 + g(s) - "-

) ds

, (4.4)

where

k(s)

is the

curvature

of the m e d i a l the m e d i a l

line

and

/ ( ~ ( s ) 2 + g(s) 2 ) = I b e c a u s e c i z e d by arc l e n g t h ,

line

is p a r a m e t r i -

and t h e length of the boundary is LB= f(l-Xk)ds = 2 fds + f(l +%k)ds + 2 L s p h e r i c a I caps caps ; k: c u r v a t u r e of m e d i a l axis.

+ 2Lspherical

(4.5)

That is, the length of the boundary is simply twice the length of the medial axis, independent of the deformation of the medial line! By definition, the length of the medial line does not change under arbitrary deformations, and the length of the circumference

is an invariant property of the m a p (4.3). The area of the object is given by

155

A = ff(l-Xk)dsdl
= If

+ ff(l +Xk)dsdl spherical caps,

+ 2A

spherical

caps

dsdX

+ 2A

and again the d e f o r m a t i o n does not a f f e c t the area which, t h e r e f o r e , is a n o t h e r invariant for any fixed value of t h e p a r a m e t e r bending and c o i l i n g - )~. The map (4.2) describes ideal d e f o r m a -

tions--

of worm-like objects, which p r e s e r v e t h e length of the

medial axis, the length (surface) of t h e boundary, and the area (volume) of the o b j e c t -properties which -- by intuition -- can be e x p e c t e d for biological objects. However, there are if we r e t u r n to the discussion of the preceding section, it is c l e a r t h a t for the deformation of such worm-like objects. As the c u r v a t u r e or

limits

the width of the object increases (Fig. 4.6), the surface would develop s e l f - i n t e r s e c t i o n s , which c a n n o t be realized. wiggly worm (Fig. 4.11), These singularities, which occur at are 'standard catastrophes', the convex areas of the

which will be discussed in more

detail in the next sections. For our worm-like object, however, we find a strong correlation b e t w e e n width and the c u r v a t u r e of coiling.

4.1.4 Continuous T r a n s f o r m a t i o n s of Form

D'Arcy Thompson introduced the c o n c e p t of shape t r a n s f o r m a t i o n s to describe the

morphological evolution in phylogeny and ontogeny (THOMPSON, 1952). BOOKSTEIN

(1978) summarizes:
"The formal of map one of theme of D'Arcy Thompson's into another onto the by the method is this: mathematical to to represent object this which a change is the

shape one

single and

shape

other,

then

visualize

mathematical

object. "

This program find the ideal attempts, conformal DER, 1976). The and methods, 'ideal hydrodynamic

has been followed with much emphasis, and a c o m m o n goal was to which solves the biological problem, the conformal mappings. Many as the problem is solved by published

family of t r a n s f o r m a t i o n s ' ,

of course, r e l a t e D ' A r c y Thompson's problems to classical physical m e t h o d s - mappings t978), (Fig. 4.12; RICHARDS & KAVANAGH, 1947), biorthogonal grids and to the Navier-Stoke equation as a general solution (GRENAN-

(BOOKSTEIN,

based states.

on

D'Arcy

Thompson's a map

program,

compare

different

objects

morphological

They describe

from

one s t a t e

to the o t h e r but not and appears likely for

a continuous d e f o r m a t i o n

as it is usually

obvious in ontogeny

156

,---VF--";"
t
L

'

'.

',
;

~--:---I
, ,

"-'/
s

J
4

-~__,
J

t ---~

.--.

.... 4---

,>'-;

"

Fig. 4.12: Transformation of form in a bivalve (A) and a brachiopod (B}. Both mappings are produced by the conformaI map w=a(z + l/z) + b log z. (Adapted from BAYER, 1978).

phylogeny if one does not believe in m a c r o - m u t a t i o n s . Further, grids' implies a continuous, a topological deformation. However,

the use of ' C a r t e s i a n in the real systems

we find s o m e t i m e s r a t h e r sudden changes although the d e f o r m a t i o n is continuous.

Equation capable

(4.3)

provides a ' p r o t o t y p e ' of such continuous deformations, which are 'caustic'

of sudden morphological changes as soon a s the surface e n t e r s the

of normals. Of course, it is not hard to argue that real biological t r a n s f o r m a t i o n s are much more c o m p l i c a t e d than the map (4.3). However, if we do not a t t e m p t to describe the e n t i r e morphology at once but r e s t r i c t the study to interesting local patterns, then

Fig. 4.13: The early ontogeny of Sepia (after NAEF, 1928 and BLIND, 1976) and the c i c a t r i x of Nautilus (after BLIND, 1976) compared with a swallowtail surface (after THOM, 1970).

157

the map (43) provides a first order approximation for the evolution of a locally cylindrical surface element-what may happen, is the evolution of folds on the surface (cf.

Figs. 4.1--4.9). Fig. 4.13 illustrates folding processes in the early ontogeny of cephalopods, which c a n be related to the evolution of a wave front-the s u r f a c e - which folds and g e n e r a t e s singular lines.

The map (4.3) describes a simple case of a wave front and is equivalent to THOM's (1970,1975} singular sets approach are to morphogenesis, as soon as not the morphology itself but the emphasized. In the simple example of equations

(4.3) the i n t e r e s t i n g

singularities are the cusp and swallowtail c a t a s t r o p h e s . How these e l e m e n t a r y c a t a s t r o p h e s are r e l a t e d to the map

(4.3), will be discussed in the next section.

4.2 SURFACE INVERSIONS IN THE SEISMIC RECORD --

THE CUSP AND SWALLOWTAIL CATASTROPHES In a wide field of applications geologists are c o n c e r n e d with the problem to i n t e r pret the records of r e f l e c t i o n seismology in a q u a l i t a t i v e way. The morphological {geometrical} i n t e r p r e t a t i o n is here usually much more i m p o r t a n t than the r e c o n s t r u c t i o n of true depth relationships-problem processes 1968). The a major problem for t h e seismologist. To solve t h e i n t e r p r e t a t i o n

q u a n t i t a t i v e l y requires to solve the full dynamics of the wave equation, which which satisfy a t o t a l hyperbolic d i f f e r e n t i a l equation (COURANT & HILBERT, trouble is t h a t one does not only need the initial conditions but also the

c a p t u r e s t h e process of r e m o t e sensing. In the most general sense, waves are spreading

Fig. 4.14: Sketches of t r a v e l t i m e records, which have been i n t e r p r e t e d as salt domes with s e l f - i n t e r s e c t i n g r e f l e c t o r s (above: a f t e r DRIVER & PARDO, 1974; below: a f t e r BIJU-DUVAL et al., 1974).

158

entire

boundary conditions to solve the

general

equation.

Instead of solving the total

hyperbolic equation one can pick a visible s t r u c t u r e

from the wave field, say a c r e s t 1979)o To solve the

or trough line or, in a general notation, a wave front (WRIGHT,

spreading process of the wave front one can use Huygens ~ principle (COURANT & HILBERT, 1968; OFFICER, 1974). If a wave front is known at a c e r t a i n time, one studies

the evolution of the w a v e l e t s t h a t spread from every point of the generating wave front. The successive wave fronts are the envelopes of the wavelets. In the three-dimensional case the w a v e l e t s are spheres, and the successive wave fronts are surfaces F(x,y,z) = constant. If the propagation of the wavelets is fairly c o n s t a n t along the generating wave front, the successive wave fronts can be approximated by a transport of the original

s u r f a c e along its no,reals with c o n s t a n t velocity. In two dimensions the spherical w a v e l e t s reduce to circular ones, and the problem is m o d e r a t e l y simplified. In a m a t h e m a t i c a l

sense this construction of the propagating wave fronts can be described as a continuous map, and, at least locally, one can suspect that this map can be summarized in a p o t e n tial equation V = w(x,y,z).

The

interesting structures singularities can (1982)

of

these

potentials

are

their

stable

singularities.

The

geometrical

welt be studied by topological methods. DANGELMAYER Fresnel-zone

& GUTTINGER

discussed the physical a s p e c t s of r e m o t e s e n s i n g - -

topographies, d i f f r a c t i o n p a t t e r n s e t c .

- - carefully in t e r m s of c a t a s t r o p h e theory. They

showed that the topological approach yields reasonable results for the inverse s c a t t e r i n g problem as well as for the o n - s i t e survey:
"Since, in practice, mologist -- because to classify his the analytic analysis is of little interest to the seishe needs an overall tackling the picture, inverse a 'Gestalt' point of view at its topological

forms--

problem

roots comes much closer to the interpreter's intuitive geometric9 i.e. qualitative, approach" (DANGELMAYER & GUTTINGEB, 1982).

This "qualitative the

approach"

is,

indeed, still

more important areas are with

for the geologist than salt domes or it may be

for a

seismologist. Interpreting question whether

s e i s m o g r a m s from intersecting zones, record.

reasonable within are such the

reflectors double

realistic and

singular

patterns

seismogram.

Shadow

reflections

'hyperbolic r e f l e c t i o n s '

well known p a t t e r n s of the 'anomalies' show up in the

Figs. 4.14 record.

and 4.15 Much

give some examples how more impressive s t r u c t u r e s

traveltime

of t h e s e types have been described from 3.5 to 12 kHz records (echograms) {JOHNSON & DAMUTH, of the echograms last 1979; and DAMUTH, of when patterns 1980;FLOOD, like 1980; EMBLEY, t980). became the The of interpretation interest during

'hyperbolic r e f l e c t i o n s ' to interpret

decade,

sedimentologists s t a r t e d

deep sea

morphology

for their purposes. In the case of high frequency echograms, the wave front evolution can be well

159

Fi,g. 4.15: T r a v e l t i m e records with i n t e r s e c t i n g reflections, 'extensions of s e d i m e n t a r y layers into the b a s e m e n t s ' and high energy zones within an isotropic s e d i m e n t cover,

approximated

by linear rays (FLOOD,

1980). tn the case t h a t the model is reduced to ....

the 1seismic track', the problem is further simplified. The relation b e t w e e n a (cylindrical) surface and t h e t r a v e l t i m e r e c o r d along the t r a c k line can be viewed as a map R 2 R 2 or ( x , y ) ~ (u,2t), where (x,y) are the spatial coordinates of a section through the becomes identical with the problem to d e t e r m i n e

s u r f a c e and (u,2t) are t h e s p a c e - t r a v e l t i m e c o o r d i n a t e s of the record. In this notation, the i n t e r p r e t a t i o n of the seismogram t h e map tsL This approach was r e c e n t l y stressed by FLOOD (1980), who analyzed periodic wavefields. He found t h a t 'hyperbolic r e f l e c t i o n s ' depend on the wavelength of sinusoidal surfaces and w a t e r depth. But the approach by any global s u r f a c e approximation is much

160

too general: T h e r e is no real c h a n c e to establish a sufficient c a t a l o g u e of global morphologies. One problem, t h e r e f o r e , is w h e t h e r one can classify s u r f a c e points in such a way that t h e i r image on t h e seismic r e c o r d can be uniquely identified. This, of course, problem. for It is t h e the purpose of this section (seismic the track} to derive problem. is a topological traveltime reflector. a c l a s s i f i c a t i o n of This c l a s s i f i c a t i o n and

images There

two-dimensional to discuss

will be one which r e l a t e s the t r a v e l t i m e p a t t e r n s to local topological properties of the are image, two ways relation between surface properties the traveltime versus t h e wave fronts or versus t h e plane map approach. Both

methods will be discussed to d e m o n s t r a t e d i f f e r e n t a s p e c t s of c a t a s t r o p h e theory.

4.2.1

C o m p u t e r Simulations of Rays, Wave F r o n t s and T r a v e l t i m e Records

Ray theory b e c o m e s drastically simplified if one assumes t h a t the rays are s t r a i g h t lines, and t h a t t h e source and the r e c e i v e r are located in a single point. This situation is nearly r e a l i z e d a first for deep sea e c h o g r a m s (FLOOD, 1980), but it can also be used as Under t h e s e special conditions, it forms approximation for o t h e r r e f l e c t i o n seismograms.

the s u r f a c e of the r e f l e c t o r

can be viewed as the envelope of the wavelets,

a ' w a v e front', and the normals of the r e f l e c t o r are the rays along which the r e f l e c t e d wave front p r o p a g a t e s (e.g. GRANT & WEST, 1965). If the section through the r e f l e c t o r along the t r a c k ray equations. tf t h e r e f l e c t i n g s u r f a c e is given in explicit form as y = f(x), then the linear rays a r e given in p a r a m e t r i c i z e d form as
u w = = Xo f(xo) Tf'(xo) + T

line is given analytically, one can i m m e d i a t e l y w r i t e down the (linear)

(4.6)

where

(Xo, f(Xo)) defines a point on the r e f l e c t o r ,

(u,w) are the spatial c o o r d i n a t e s of T is a p a r a m e t e r which g e n e r a t e s (WRIGHT, system

t h e ray which passes through t h e point (Xo, f(Xo)), and r a y s , but t h a t 1979). The

the ray. It turns out t h a t the p a t t e r n s , which can be found, are not a property of t h e they need to be formed by the morphology of t h e r e f l e c t o r impresses its pattern generically onto the sensing reflector wave

(DANGELMAYER & GOTTINGER, t982), in this case, onto the family of rays. Equation (4.6) allows to draw the linear ray p a t t e r n for any d i f f e r e n t i a b l e function. This was done for a sinusoidal function in Fig. 4.16, and it b e c o m e s c l e a r t h a t the seismic r e c o r d will be disturbed in the areas of ray overlap. In these areas one finds double and triple reflections. The two p i c t u r e s of Fig. 4.16 show the farfield p a t t e r n and, en-

161

Fig. 4.16: Computer simulations of the linear ray system of a sinusoidal r e f l e c tor. Left: farfield p a t t e r n , right: nearfield pattern.

larged, the nearfield p a t t e r n (close to the surface). Fig. 4.17 illustrates that the r a t h e r c o m p l i c a t e d farfield p a t t e r n results from superpositions of various nearfield patterns.

If the rays, which pass through the surface e l e m e n t of a wave front, are known, then the evolution of the wave front along the ray family can be simulated, a f t e r the ray equations have been normalized by arc length, tn the case of linear rays one finds the successive wave fronts from the continuous map
u = x Tf'(x)//(l+f'(x) 2 )

(4.7)

w = f(x)

+ "r//(l+f'(x)2).

(u,w} are the new spatial coordinates of a point {x,f(x)) on the original wave front, and T is the distance b e t w e e n these two points { T = vt, v: velocity, t: time). The equations

(4.7)) define a continuous map from the plane into the plane

{(u,~)~(x,y)]S(~):(~,v)},

(4.8)

where (Xo,Yo) are the points on the (cylindrical) r e f l e c t o r . Fig. 4.17 illustrates how the wave fronts evolve from sinusoidal surfaces, and how they are folded within the areas in which the rays i n t e r s e c t . As was noted earlier, the r e f l e c t o r impresses its s t r u c t u r e onto the family of rays and onto the wave fronts. This is illustrated in Fig. 4.18 where the r e f l e c t o r was simulated by a cycloid. When the generalized cycloid develops a cusp, a local singular point, then the ray and the wave front p a t t e r n change dramatically. this is not a structurally stable situation. First one

Now, it

is not hard to see that

162

~~~,~,~~

Fig. 4.17: C o m p u t e r s i m u l a t i o n s from sinusoidaI r e f l e c t o r s .

of

the

evolution

of

rays

and

wave

fronts

Fig. 4.18: Linear ray s y s t e m and w a v e f r o n t s of a cycloid. c a s e o c c u r s when t h e cycloid develops a cusp.

The d e g e n e r a t e d

163

can into

argue

that

the cusp is morphologically not stable. Any small disturbance turns it like Fig. 4.17. In addition, in this d e g e n e r a t e d case, the ray approach

a pattern

does not fit Huygens' principle. Fig. 4.19 illustrates how the envelope of the wavelets evolves near the singular surface point. It turns out that the successive wave fronts

'ignore' the singularity of the r e f l e c t o r . They are again continuous functions, which can be approximated by a surface model like the generalized cycloid of Fig. 4.18. This observation allows to ignore such singularities for most of the following discussion.

Fig. 4.19: Huygens' wave front construction by wavelets near a singular surface point.

The last point to be discussed is how the surface maps onto the t r a v e l t i m e record. To find the map (Xo,Yo) -{u,vt/2) one has to section the ray p a t t e r n in a certain

distance of dinate 'u'

the r e f l e c t o r , i.e. along the survey track line. The modified horizontal coor(Fig. 4.20) is a function of the inclination of the rays. If the track line is

taken as the zero level, y = 0, then the horizontal dislocation is

U X

Fig. 4.20: The p a r a m e t e r system for the linear ray model: (x,y,): surface coordinates of the r e f l e c t o r , u: horizontal coordinate of s o u r c e and r e c e i v e r at y = 0, r: distance b e t w e e n source (receiver) and surface.

164

AX = ( x - u )

= -f'(x)f(x).

(4.9)

The horizontal dislocations can be easily derived from equations (4.6}} and the condition y = w = 0 if the p a r a m e t e r T is eliminated. Now, the t r a v e l t i m e is proportional to the distance b e t w e e n the shot point and the r e f l e c t o r point {Fig. 4.20) or proportional to ='((u-x) 2 + f(x)2) (4.10)

Thus, if all variables are expressed in t e r m s of x and f(x), one finds the map (FLOOD, 1980) {x,f(x)) ~ {u,w)
u r = = x

as
f'(x)f(x) 2) = vt/2.

{4.11)

f(x)/(l-f'(x)

The

equations trace.

allow

to

simulate

traveltime

record

numerically

for

any

differentiable

surface

Fig. 4.21

gives some examples of such simulations. The figures include

the ray s y s t e m s and the simulated t r a v e l t i m e records. The surface models are all convex, and this gives 'hyperbolic r e f l e c t i o n s ' on the t r a v e l t i m e record. The mapping equations, which have been discussed so far, allow to simulate the linear ray p a t t e r n , the evolution of wave fronts and the t r a v e l t i m e record for any d i f f e r e n t i a b l e surface e l e m e n t . Indeed,

Fig. 4.21: C o m p u t e r simulations of rays and of the t r a v e l t i m e record for various s u r f a c e models {fourth order polynomials}. The saddle points of the t r a v e l t i m e record have been set to zero depth.

165

.- .....~?.:.'.'..... ".::,a. . . . . .

:~c."..:';:iI'~':'.':..~.-.x.
.- . ' :'-,::,>

L.'- . ..... t"

' "~'bx"

S, 7

- ,,:

Fig. 4.22: Simulations of the t r a v e l t i m e record like in Fig. 4,21 plots for 'layered media'.

but as point

these approximations can be extended to three-dimensional surface structures. But they are still much too general. There is an infinite number of possible functions~ which can be used to approximate a r e f l e c t o r surface, and these functions may depend on a large number of p a r a m e t e r s so that we are not able to catalogue the traveltime patterns

within the p a r a m e t e r space. The major aim of the next section is, t h e r e f o r e , to analyze the local properties of r e f l e c t o r s , and to show how these local properties impress their s t r u c t u r e generically on a sensing wavefield and, t h e r e f o r e , on the t r a v e l t i m e record.

The be

computer Thus,

simulation one can

has

the

advantage the

that

more

c o m p l i c a t e d systems can into a point plot

simulated.

transform

geometrical

simulation

(Fig. 4.22) which resembles the received energies to some e x t e n t , i.e. the observed traveltime record. The comparison of such a plot for a multilayer-system (Fig. 4.22) with

t r a v e l t i m e records {e.g. Fig. 4.15) shows that not only 'hyperbolic r e f l e c t o r s ' may arise from local concave surface elements. High energy zones, which are s o m e t i m e s found

in otherwise nearly isotropic areas, may well be r e l a t e d to the s u r f a c e morphology r a t h e r than to a property of the sediment cover.

4,2.2

Local Surface Approximation

tn the preceding discussion it b e c a m e clear that

the r e f l e c t i n g surface impresses

its s t r u c t u r e onto the rays, onto the wave fronts and, t h e r e f o r e , finally onto the t r a v e l time record. It is this generic situation which makes r e m o t e sensing a structurally stable process-and structural stability alone secures t h a t one has a chance to r e c o n s t r u c t

the s u r f a c e properties. On the other hand, it turned out that it is unreasonable to work with global s u r f a c e structures. Therefore, at first one needs a classification of the criti-

166

cal

points

on

the

reflecting

surface,

This

classification

was

done

by D A N G E L M A Y E R

& GUTTINGER will along

{1980,

1982) in d e t a i l curves,

for t h r e e - d i m e n s i o n a l p r o b l e m s . H e r e t h e d i s c u s s i o n of cylindrical that the 1977). reflectors which real

be r e s t r i c t e d the track the

to p l a n e line.

i.e. to a f i r s t a p p r o x i m a t i o n the usual situation variation will be

In t h i s c a s e ,

function, For most

describes surfaces

surface,

is o f b o u n d e d

(GUGGENHEIMER,

we can even suppose that

a surface

line is o f s m a l l v a r i a t i o n ,

and, t h e r e f o r e ,

t h e u s u a l s i t u a t i o n will be t h a t t h e c u r v e c a n be l o c a l l y a p p r o x i m a t e d by a T a y l o r s e r i e s
f(x) = a 0 + alx + a2x2 + ... + higher terms.

(4.12)

Fig. 4.23: R a y s y s t e m s (x,z) and ' t r a v e i t i m e r e c o r d ' (x,t) o f l i n e a r s u r f a c e e l e m e n t s . T h e s t r a i g h t lines m a p o n t o s t r a i g h t lines, b u t t h e h o r i z o n t a l d i s l o e a tion c a n c a u s e o n l a p p i n g f e a t u r e s a n d s h a d o w z o n e s . Now, t h e r e a r e t w o i n t e r e s t i n g c a s e s : If t h e c o e f f i c i e n t s a 2 = 0 a n d a 1 ~ 0, t h e r e f l e c t o r equals locally (near x = 0) a straight line, This straight reflector element maps onto

a straight (4.11). line The

line on t h e t r a v e l t i m e only spectacular along the

r e c o r d (Fig. are

4.23),

as c a n be p r o v e d by u s e of e q u a t i o n in Fig.

patterns horizontal patterns the

summarized

4.23.

An i n c l i n e d s t r a i g h t dislocation can cause

is d i s l o c a t e d zones of the

coordinate.

This horizontal record, sediment

shadow ance

and onlapping record are

in t h e t r a v e l t i m e between

E x a m p l e s for t h i s d i s t u r b cover and basement in

intersections

Fig. 4.15. On t h e o t h e r h a n d , t h e g e o m e t r i c a l u n d e r t h e m a p , i.e. t h e r e is no s p e c t a c u l a r

p r o p e r t y ' t o be a s t r a i g h t line' is p r e s e r v e d record.

d e f o r m a t i o n on t h e t r a v e l t i m e

Things become Taylor system system and that expansion

more

interesting

if t h e

parameter

a 2 is n o n - z e r o . One locates

In t h i s c a s e ,

the

can be simplified

in t h e

following

way:

a new coordinate the new coordinate a t x = 0,

at x = a by u s e o f t h e m a p x - - ~ x in s u c h a w a y that the transformed

- a o. T h e n o n e r o t a t e s x-axis coincides with

the tangent

t h e y - a x i s c o i n c i d e s w i t h t h e n o n - o r i e n t e d n o r m a l at t h i s p o i n t . T h e t r a n s f o r m a -

tion r e d u c e s t h e T a y l o r s e r i e s to t h e f o r m
1 = ~ kx 2 +

f(x)

...

+ higher

terms.

(4.13)

The parameter

k is t h e local c u r v a t u r e o f t h e c u r v e a t t h e p o i n t x = 0

167

k = f"(0)/(1-f'(0)2)

3/2

(4.14)

Dependent on the sign of k the point is either a maximum or a minimum in the local coordinates. The discussed transformation relates the local structure of the r e f l e c t o r

to its curvature at the critical point, a well known procedure from differential g e o m e t r y (GUGGENHEIMER, 1977; DO CARMO, 1976). If the Taylor series s t a r t s with higher 2 t e r m s than x , one has a d e g e n e r a t e d situation, and one will find p a t t e r n s like in the case of the cycloid of Fig. 4.18. following discussion. Such situations will be avoided during most of the

In the case

0 <k< co the only spectacular points are local minima, i.e. a locally

concave r e f l e c t o r . Under these constraints there exists an area where the rays i n t e r s e c t , and one will receive r e f l e c t i o n s from several surface points (Fig. 4.16). Therefore, the stable spatial p a t t e r n s of rays will be analyzed in the next section.

4.2.3

Linear Rays, Caustics and the Cusp C a t a s t r o p h e

The SINGH,

interesting s t r u c t u r e s

in ray

geometry

are

caustics

(e.g. BEN-MENAHEM &

1981) -- the envelopes of the rays or the boundary line of the area where rays

overlap (Fig. 4.16). In geometrical optics a caustic appears as a line of high intensity (e.g. NYE, 1979), in reflection seismics it s e p a r a t e s those areas, which are covered by from those areas with two or more intersecting ray systems.

a single family of rays,

Within the linear ray model the caustic is found as the locus of the radii of curvature of the r e f l e c t o r line. If the r e f l e c t i n g curve is given explicitly, one has the classical formulae (e.g. GUGGENHEIMER, 1977)
u = x f'(x)(l+f'(x)2)/f"(x)

w = f(x)

+ (l+f'(x)2)/f"(x)

(4.15)

or by use of the curvature k = 1/R u = x w = f(x) Rf'(x)/(l+f'(x) + R/(l+f'(x) 2 2) (4.16)

The second set of equations r e l a t e s the caustics to the continuous map (4.7) for the wave front evolution. From the relation T (t) = R(x) one finds the time t, at which a certain point of the wave front arrives at the caustic.

Now, if the r e f l e c t o r line is locally approximated by a parabola y = bx 2, the equations for the caustic take the form

168

u w

= =

4b2x 3 I 3bx 2 +-~

(4.17)

or i m p l i c i t l y
27u 2
=

16b(w

- -2--~) .

T h i s is a s e m i c u b i c parameter is the

parabola

hanging over of the

the generating reflector

convex reflector Therefore,

line. Its o n l y the caustic is

local

curvature

(b = k/2).

a stable spatial pattern tor.

w h i c h is u n i q u e l y d e t e r m i n e d

by t h e local p r o p e r t y o f t h e r e f l e c -

The critical earlier

semicubic of

parabola, (1975)

which

appears

here

as t h e Indeed,

caustic, for the

is well ray

known

as t h e

set

THOM's

cusp catastrophe.

patterns

discussed

this curve bounds the area where the intersection of rays causes abnormal reflecTo s e e h o w c a t a s t r o p h e record above be and one the picks up t h e o r y is i n v o l v e d we c h a n g e t h e v i e w p o i n t s l i g h t l y . the The reflections horizontal along a line w h i c h of a is l o c a t e d in a on

tion p a t t e r n s . In t h e certain seismic height

reflector.

dislocation

reflector

point

the record parameter w to b e

can ,

found from one finds

the equations of the the new horizontal

n o r m a l s (4.6) by e l i m i n a t i o n o f t h e on a track line o f h e i g h t

coordinate

f'(x)(w

f(x)).

(4.18)

By s e t t i n g

w = constant

(the

track

line)

one

has

a relation

between

the

startpoint

of

the rays and the point where for a local parabolic reflector

t h e y hit t h e t r a c k approximation,

line. Now, o n e c a n i n s e r t and from (4.18)

the equation one finds the

y = bx 2,

p o i n t w h e r e t h e r a y i n t e r s e c t s t h e t r a c k line: u = x or u = (1 2bw)x 262x 3. 2bx(w bx 2) (4.19)

Because

the

curvature

should

not

vanish

at

the

spectacular

point,

one can standardize

this equation:
u 2b _ (i 2b 2 2bW)x x3

or 3
U = x sx

(4.20)

with obvious parameter

identifications.

169

The new parameter

's' is a c o m p o s i t e

structure

of

t h e local c u r v a t u r e o f t h e r e f l e c -

t o r (b) a n d o f t h e h e i g h t of t h e t r a c k tion a of Vs' c o r r e s p o n d s of the local either to

line (w) a b o v e t h e s p e c t a c u l a r point; t h u s , a v a r i a of the height cubic of the track (4.20) line can or/and be to

a change The

change

curvature.

resulting

equation

simply

analyzed. increasing

It allows for t h r e e p o s s i b l e s i t u a t i o n s . If s > 0, t h e n t h e c u b i c is m o n o t o n o u s l y (or d e c r e a s i n g ) , and the map x ~u is o n e to one, i.e. t h e r e e x i s t s only o n e and a m i n i m u m , i.e. t h e r a y s possibilities,

f a m i l y of n o n - i n t e r s e c t i n g and t h e r e intersect.

r a y s . If s < 0 , t h e n t h e c u b i c h a s a m a x i m u m the map x ~u the transition

e x i s t s an a r e a w h e r e The case

is n o t u n i q u e l y d e t e r m i n e d , state between these two

s = 0 defines

it d e f i n e s t h e loci w h e r e t h e c a u s t i c i n t e r s e c t s t h e t r a c k line.

Now, equation.

the

critical

area

in

the

(x,s}-space

is g i v e n

by

the

extrema

of

the

cubic

These extrema

d e f i n e t h e loci on a t r a c k a r e g i v e n by

line, w = c o n s t a n t , w h e r e t h e c a u s t i c

i n t e r s e c t s t h e t r a c k line. T h e e x t r e m a U
X

= 0 = s + 3x 2 (4.21)

or

s = -3x 2

F r o m e q u a t i o n (4.20) and (4.21) o n e finds t h e c r i t i c a l o f t h e v a r i a b l e x:

line

in t h e

(u,s)-space

by e l i m i n a t i o n

U2/4
i.e. up change cubic to of a the proper

= -s3/27
setting the same equation height caustic. as before. If one then hand,

(4.22) relates the semiwe have 's' a

parameter

parameter describes that the

's' to a change just the meaning earlier now is

of track discussed much

(b = constant), On the other the

parabola seen

already

more

general

because

parameter

i n c l u d e s also c h a n g e s o f t h e captures the possible One can spatial use

local

curvature

of t h e r e f l e c t o r most draw general a picture surface is

line. T h u s , e q u a t i o n

(4.20) of in

patterns

in t h e i r to

s e n s e by a m i n i m a l s e t of the critical in surface

parameters. the

equation {u,x,s).

(4.20) This

three-dimensional

space

folded

shown

Fig. 4.24.

Every

s e c t i o n s = c o n s t a n t t h r o u g h t h i s folded s u r f a c e d e s c r i b e s t h e d i s l o c a t i o n of t h e h o r i z o n t a l r e f l e c t o r c o o r d i n a t e a l o n g a p o s s i b l e t r a c k line (for a f i x e d local c u r v a t u r e ) .

To a r r i v e once in more. of The

at

the cubic

final c a t a s t r o p h e equation of its (4.20) roots. in the

representation,

t h e v i e w p o i n t h a s to be c h a n g e d of i t s d i s c r i m i n a n t information discriminant how takes or

c a n be d i s c u s s e d in t e r m s This gives spatial the additional The

terms may

the

number at a

many the

rays form

intersect

point

coordinates.

D = u2/4

- s3/27.

{4.23)

170

Fig, 4.24: The c a t a s t r o p h e set of the cusp c a t a s t r o p h e ,

For D = 0 one has the points which s e p a r a t e the p a r a m e t e r s e t t i n g s leading to a single root (D > 0) from those t h a t cause triple roots (D < 0). Now, the question how many roots a cubic e q u a t i o n has is identical with t h e question how many e x t r e m a a quartic e q u a t i o n m a y have. The cubic can, t h e r e f o r e , be e m b e d d e d into the c a t a s t r o p h e p o t e n t i a l (4.24)

V = x4/4

+ ux2/2

+ sx,

which has been published as t h e cusp c a t a s t r o p h e (Rieman-Hugoniot c a t a s t r o p h e in THOM, 1975). This catastrophe potential captures the discussed two-dimensional ray patterns

in t h e i r most general topological behavior, The previous discussion of the cusp c a t a s t r o p h e allows to classify t h e t r a v e l t i m e

record in t e r m s of depth and local c u r v a t u r e of the r e f l e c t o r line. To do this explicitly one c a n w r i t e the local parabolic approximation as y = - a line is then located + bx 2, where the p a r a m e t e r zero. From t h e equations ' a ~ indicates depth, The t r a c k at d e p t h

(4.11) one finds t h e local t r a v e l t i m e image:

u = (l-2ab)x

+ 2b2x 3 2) 1/2

(4.25)

r = (-a+bx2)(l-4b2x

As turned out from the analysis of the cusp c a t a s t r o p h e , the c r i t i c a l set is given by

s = ( l - 2 a b ) / ( 2 b 2) = O.
The p a r a m e t e r identification a =-w relates

(4.26)

this r e p r e s e n t a t i o n to equation (4.20). Now

the c r i t i c a l set can be r e w r i t t e n in t e r m s of the p a r a m e t e r s (a,b) as

171

i
O _ _ O--K~

b
-W~?
A
w

/k

e-%7-

"T

Fig. 4.25: The morphology of local elements on the reflector line (upper graph) and their image on the traveltime record. The surface elements and their images are located in the parameter system depth (a) and local curvature of the reflector line (b). Inside the hyperbolic boundary the reflector image is inverted, i.e. it is the domain of hyperbolic reflections.

172

1 -

2ab

= 0.

{4.27)

Equation {4.27) describes a hyperbolic boundary line in the (a,b)-space, and equation (4.25) allows to c o m p u t e the image of various parabolas dependent on the choice of the p a r a m e ters 'a' and tbL Fig. 4.25 illustrates the relationship b e t w e e n the local morphology of the r e f l e c t o r and its image on the t r a v e l t i m e record within the p a r a m e t e r space (a,b). From the discussion of the cusp c a t a s t r o p h e we know t h a t the p a r a m e t e r 's' a f f e c t s

the i n t e r s e c t i o n of the c a u s t i c with the track line. In analogy to the p a r a m e t e r 's' one can vary equation {4.27): c This defines a family of 2ab = 0. in the (a,b)-space of identical travettime (4.28) image

hyperbolae

(different depth location), which result from d i f f e r e n t conditions (Fig. 4.25).

Thus,

the previous discussion provides us with some practical results, at least for

the i n t e r p r e t a t i o n of echograms. The analysis of the t r a v e l t i m e record, in t e r m s of local properties of the r e f l e c t o r line and of caustics, allows to classify the t r a v e l t i m e images by a minimal set of p a r a m e t e r s , and local curvature-are not and it b e c o m e s c l e a r that independent with r e s p e c t to these p a r a m e t e r s - depth

the e f f e c t s they produce

on the t r a v e l t i m e record. In addition, it b e c o m e s c t e a r that the e x t r e m a of a r e f l e c t i n g s u r f a c e are stabte points. In this case, one can approximate the r e f l e c t o r line locally by a parabola without any r o t a t i o n of the local c o o r d i n a t e system, and the point (0,f(x)) is r e c o r d e d at its c o r r e c t l y horizontal position as well as with the c o r r e c t t r a v e t t i m e .

This allows to e s t i m a t e t h e wavelength of sand waves and similar s t r u c t u r e s along the track line from the original t r a v e l t i m e record. F u r t h e r m o r e , the amplitude can he estim a t e d as well in t e r m s of t r a v e l t i m e , and the relation to the cusp c a t a s t r o p h e allows to draw charts, from which the local c u r v a t u r e can be e s t i m a t e d .

4.2.4

Wave F r o n t s and the Swallowtail C a t a s t r o p h e

The next point of i n t e r e s t is how the wave fronts evolve near a cuspoid caustic. Within the linear ray model, a wave front is given as a set of points {on the family

of rays} which have equal d i s t a n c e from the r e f l e c t o r

{(u,w) E
This

(x,y)

1 ((x-u) 2 + (Y-W)2) I/2 = r = const.}.

(4.29)

two-dimensional

relationship wave

can 1982).

be

extended

to

the

three-dimensional

case these

( D A N G E L M A Y R & GOTTINGER, continuous map for the

Here it is more appropriate to return to the

fronts,

as it was derived in equation (4.7). From

173

equations one finds a wave front by s e t t i n g = c o n s t a n t . The only c r i t i c a l set for the rays is the cuspoid caustic. Therefore, the c r i t i c a l T as WRIGHT (1979) points out, we should "expect which is t h e b i f u r c a t i o n set of the reflector, then they take the

value graph of t h e cusp c a t a s t r o p h e , their evolution from

swallowtail". Indeed, if one draws t h e wave fronts for several values of the p a r a m e t e r to s i m u l a t e a locally parabolic form of sections through the swallowtail c a t a s t r o p h e (Fig. 4.26) as far as they are located inside the caustic. To see in detail how the swallowtail is r e l a t e d to wave fronts one

/~il'l//llll/l/ltlllllllltlllltllfllll'llllllllllllll~ IIIIIIIIIIItltlIItlfltt'tIII'tlIIItlIIHIIlItt~ / /ltfft/////llltlltflliltttt![II!{llllIlllllil;

Fig. 4.26: Evolution of parabolic wave fronts into swallowtails. The unfolding of the wave fronts is caused by the folded ray system, which is due to the cusp c a t a s t r o p h e . The numbers indicate values for t h e p a r a m e t e r of evolution vt.
=

c a n develop the equations (4.7) in Taylor series. If the local parabolic surface approximation formula is inserted into equations (4.7), then the Taylor expansion of these equations up to order 4 gives the approximations
u = (l-2bT)x + 4b3~x 3

(4.30)

w = T + b ( l - 2 b I ) x 2 + 6 b 4 x 4.

If b ~ 0 and

T~ O, then t h e s e equations can be s t a n d a r d i z e d to t h e form

W = sx 2 + 3x 4 U = 2sx + 4x 3 U = u/(b3T),

(4.31)

where

W = (w-T)/(2b4T),

174

s =

(l-2bT)/(b3T).

On the o t h e r hand, the c a t a s t r o p h e potential of the swallowtail is defined as V = x5/5 + ax3/3 + bx2/2 + cx. {4.32)

Its critical

value

graph

in the

parameter

space

(a,b,c)

is defined by

its derivatives

(THOM, t975}
V
x

= = =

x4 + 4x 3 +

ax 2 + 2ax 2a +

bx b

= 0 = = 0 0.

(4.33)

V V

xx xxx

12x 2 +

If one uses the first two derivatives to solve for the p a r a m e t e r s b and c in t e r m s of a and x, one finds the map
b c = = -4x 3 3x 4 + 2ax ax.

(4.34)

By a proper choice of

the signs (take

x--

-x) this

map b e c o m e s equivalent to the

local Taylor expansion {4.31) if one takes the foIlowing p a r a m e t e r identifications

IJ At least locally (by an c, W ~- b, up a s. 4), one finds that the wave fronts

approximation

to order through

are equivalent tail. Again, approximation

to sections a = s = constant finds that a standard

the catastrophe set of the swallowon T H O M ' s (1975) list gives a good

one

catastrophe

to the ray model. In this case, the swallowtail catastrophe describes rather fronts.

pretty the evolution of w a v e

4.2.5

Wave Front Evolution and t h e T r a v e l t i m e Record

An examination of the original Taylor approximations for the wave fronts (equations (4.30)) shows that the s e c t i o n s s = const, through the swallowtail are located on a line w = T. The projections onto the {u,w)-plane { {u,w)~(x,y) ) of these sections through

the modified swallowtail (4.30) give {Fig. 4.26}. The sections through the

the typical evolution p a t t e r n for the wave fronts swallowtail are sitting one behind the o t h e r in

the caustic. Now, the p a r a m e t e r T can be w r i t t e n as ~r = vt (v: velocity, t: time}, and we find that the way, in which the swallowtail is sitting above the cuspoid caustic,

depends on the sonic velocity of the medium or on the velocity of the wave front dislocation. On the other hand, the velocity cannot a f f e c t the spatial p a t t e r n -- the caustic -as turned out during the discussion of the cusp c a t a s t r o p h e . The caustic is a structurally

175

stable

spatial

pattern,

w h i c h only d e p e n d s on t h e

local

surface

structure,

i.e.

t h e local

curvature.

Now,

the

a n a l y s i s of w a v e coordinates.

fronts

adds a t h i r d d i m e n s i o n , t i m e , the reflector to the

to t h e t w o - d i m e n record, there-

sional spatial

The map

from

traveltime

)f

Fig. 4,27: T w o v i e w s o f t h e m o d i f i e d s w a l l o w t a i I c a t a s t r o p h e . T h e s w a l l o w t a i l s i t s on a line y = vt, T h e s e c t i o n s y = c o n s t a n t t h r o u g h t h i s c a t a s t r o p h e set are the recorded reflections near a concave surface element.

176

fore,

turns

out

to be a map

R 3 ~ R 2 or

(x,y,t)~

(u,t).

From

the caustic we know

t h a t it is a stable p a t t e r n in the (x,y)-plane. In addition, we know t h a t the images of the sections through the swallowtail need to have s t a b l e positions inside the c a u s t i c s

(Fig. 4.27}. A c h a n g e of the sonic velocity, t h e r e f o r e , c a n n o t a l t e r these spatial p a t t e r n s , it can only a f f e c t the r e c o r d e d t r a v e l t i m e , i.e. t h e spreading velocity of the wave front. For the traveltime space-time pure record this means that the time-axis is s t r e t c h e d the or compressed. time-axis. The In the is, coordinates shear t h e sonic velocity can only a f f e c t with equation

only allowed t r a n s f o r m a t i o n of t h e c a t a s t r o p h e set {Fig. 4.27) by a change of the v e l o c i t y therefore, in the (y,t)-plane t = ay. This t r a n s f o r m a t i o n does not a l t e r the spatial c o o r d i n a t e s of the sections through the modified swallowtail

(4.30)),

i.e. t h e i r projections onto the spatial (x,y)-plane.

How this,

does

the

local

surface the

pattern

map

onto

the

traveltime

record?

To study

one has to section

modified swallowtail

(4.30)

by a plane w = y = c o n s t a n t

(in the equations in the modified space-time

(4.30) 'w' means depth). This gives the image of the local surface
coordinates, which in the (u,vt/2)-plane. Fig. 4.27 gives two views of this been the sectioned by a plane w = constant. from Again the patterns, way. which c a n catastrophe arise set, a local c o n c a v e with get reasonable have

swallowtail, approach

catastrophe reflector plane

summarizes the

area

in a very condensed through

By comparison of

the observed r e c o r d one can

sections

three-dimensional

q u a l i t a t i v e i n f o r m a t i o n about the local surface s t r u c t u r e . Especially t h e 'hyperbolic r e f l e c tions' turn out to represent local surface inversions, which are related to the wave

fronts, which have e n t e r e d the local c a u s t i c .

4.2.6 The Traveltime Record as a Plane Map A second approach to analyze the r e l a t i o n b e t w e e n the local r e f l e c t o r geometry

and the t r a v e l t i m e r e c o r d is versus the plane map (x,y} - ~ ( u , v t / 2 ) , which has been defined by equations (4.11}. This method is very close to FLOOD's (1980) study of 'hyperbolic

r e f l e c t i o n s ' in deep sea echograms. Again the c a t a s t r o p h e approach versus local properties of t h e r e f l e c t o r will provide general results. First, one has to specify t h e mapping equations (4.11). To introduce d e p t h explicitly, t h e r e f l e c t o r line is locally a p p r o x i m a t e d by a p a r a b o l a f(x) = a + bx 2 like in equations {4.25). The Taylor expansion of ' r ' (equation (4.25)) up to order 4 gives the local map

u =

(l+2ab)x

+ 2b2x 3

(4.35)
r = a + b ( l + 2 a b ) x 2 + 2 b 3 ( l - a b ) x4.

177

Although this

map is very similar

to the

evolution equation of the wave fronts

(4,30), it is not possible to transform it into the standard form of the swallowtail (4,34) by as means of simple transformations, which preserve the the previous discussion, we topological structure, arbitrary sections Indeed, through

follows from

should e x p e c t

the swallowtail r a t h e r than its standard form,

Now, instead of r we can use r 2 = v2t2/4 as the distance m e a s u r e m e n t b e t w e e n 2 the source and the reflection point. The square r ms a monotonous function of r because r > 0 (Fig. 4.20). This t r a n s f o r m a t i o n is not unusual to a seismologist (e.g. KERTZ, 1969}, and it allows to formulate the distance r as
r2 =
=

(f(x)2 2 + a

( n - x )2 x2 + 2 u 2ux + b 2 x 4.

(4.36)

(l-2ab)

This equation can be r e w r i t t e n as a ' c a t a s t r o p h e potential' if b 0,

V -- (r 2 - a 2 ) / b 2 = x4 + or V = x4 + 2vx 2 - 2Ux + U2 (l-2ab)x2 b2 2Ux + U2

(4.37)

with obvious p a r a m e t e r identifications.

The first derivative of this ' c a t a s t r o p h e potential' defines U:

Vx

= 0 = 4x 3 + 4 v x

2U,

(4.38)

i.e. the original cusp catastrophe

(eq. 4.20).

This c a t a s t r o p h e potential does not appear in Thorn's list of e l e m e n t a r y c a t a s t r o phes, but he discusses it of the as a selfreproducing singularity or as the stopping potential 1975), In t e r m s of c a t a s t r o p h e theory this potential

cusp c a t a s t r o p h e (THOM,

is the universal unfolding o f the cusp c a t a s t r o p h e , and we can e m b e d it into a local potential V1 =

x5/5 +

vx3/3

+ ux2/2

+ u2x

(4.39)

by a proper choice of the p a r a m e t e r s . This is a swallowtail with a d e g e n e r a t e d p a r a m e t e r space. The p a r a m e t e r s ' c ' and 'b' from equations (4.33) are now r e l a t e d by b = c 2. The critical set appears in the (V,U,v)-space (Fig. 4.28), and the t r a v e l t i m e record is r e l a t e d to s e c t i o n s v = c o n s t a n t through the critical set. Thereby one has to keep in mind that 2 V means r , not r. The sections v = c o n s t a n t have locally a swallowtail-like appearance, but, in addition, they have two maxima sentation of Fig. 4.28). where the curves bend down again (in the repre-

178

Fig. 4.28: The stopping potential of the cusp c a t a s t r o p h e (a} in the p a r a m e t e r space (V,U,v). The positive V-axis is drawn downward for the convenience in comparing it with the standard swallowtail (b) and the hyperbolic r e f l e c t i o n of the t r a v e l t i m e record.

The appearance of the two additional maxima above the point of s e l f i n t e r s e c t i o n in Fig. 4.28 needs an explanation because we cannot e x p e c t this p a t t e r n from the simple parabolic approximation of the r e f l e c t o r . Similar p a t t e r n s can be found in the simulated record of Fig. 4.21, but it will turn out that these p a t t e r n s are of a very d i f f e r e n t What happens with the

type because they are really r e l a t e d to the s u r f a c e structure.

stopping potential, illustrates Fig. 4.29. There, the parabolic r e f l e c t o r line extends over the track line (S). Now, one can c o n s t r u c t the image of this a b s t r a c t s u r f a c e on the

t r a v e l t i m e record in a very simple way. One has just to project the length of the rays, which c o n n e c t the r e c e i v e r with the r e f l e c t i o n points s t r a i g h t downward from the point where they i n t e r s e c t the track line. This gives the curve (r), i.e. the image on the t r a v e l time record. This c o n s t r u c t i o n can also be done for those parts of the r e f l e c t o r line

which e x t e n d above the track line. Because t r a v e l t i m e is measured without a directional component, i.e. it can only assume positive values, the curve (r) bends down again, as one moves away from the i n t e r s e c t i o n point of (S} and (r). Therefore, one has to choose

ssA

Fig. 4.29: The a b s t r a c t situation that the track line (S) i n t e r s e c t s the r e f l e c t o r line. In this case, the t r a v e l t i m e record (r) r e a c h e s the track line at the i n t e r s e c t i o n point and bends then down again because r can assume only positive, values.

179

carefully the c o r r e c t interval if the stopping potential is used as a model for the travelt i m e record. The c o r r e c t interval is, in any case, located b e t w e e n the two maxima of the sections v = c o n s t a n t of Fig. 4.28.

If one

analyzes

the

critical

surface

of Fig. 4.28

with the

noted r e s t r i c t i o n s in

mind, then it turns out that

the typical 'hyperbolic r e f l e c t i o n s ' with a swallowtail-like

appearance are r e s t r i c t e d to a limited range of the p a r a m e t e r v. If v is positive, one has a convex r e f l e c t o r , which in a topological sense is recorded correctly. As v assumes sufficiently large negative values, the 'hyperbolic reflections' turn smoothly into a more parabolic appearance, which, like the 'hyperbolic r e f l e c t i o n s ' , is an inversion of the local r e f l e c t o r topology - - a concave surface e l e m e n t turns into a convex image. Those 'parabolic r e f l e c t i o n s ' are also well known from echograms (FLOOD, 1980), but, more c o m m o n ly, they are found within b a s e m e n t r e f l e c t i o n s (Figs. 4.14, 4.15).

As was shown in the last section, the approach versus wave fronts provides another f r a m e to summarize the images on the t r a v e l t i m e record. The advantage of the plane map approach is that the 'stopping potential' r e p r e s e n t s the images in a still more condensed way.

4.2.7

Singularities on the Reflector Line

So far, a very simple r e f l e c t o r model was used. In the case of faults, folds and flexures the situation may b e c o m e more c o m p l i c a t e d although a local parabolic approxi-

mation with rotation of the coordinate axes may be still possible. The most simple case, w h e r e one can find such a critical situation, are flexures and folds. A first impression

); f ii

Fig. 4.30: First flexures.

order

approximation

of

ray

systems

and

wave

fronts

near

180

of

what

may

happen

near

fault

gives

the

simple

linear

model

of

section

4.2.2

(Fig. 4.23). What

shadow zone. A flexure can be simulated by a cubic equation x = y includes simple folds. Fig. 4.30 gives a rough approximation of rays

is actually new in this linear approximation, is the appearance of a 3 + ay which also and wave fronts

which arise from the cubic r e f l e c t o r line model with a > 0, a = 0 and a < 0. For a < 0, the caustic p a t t e r n s can be approximated by a parabolic approximation at the e x t r e m a of the cubic equation, but only parts of the wave fronts s c a t t e r back to the t r a c k line, i.e. only one branch of the caustic i n t e r s e c t s with the track line. Fig. 4.31 trys to

capture the behavior of the caustic over a family of cubic r e f l e c t o r lines. For compari-

Fig. 4.31: The caustics of a family of cubic r e f l e c t o r lines. Left: The family of caustics of only one e x t r e m u m {the lower one). Right: Separation of the c a u s t i c s into their relevant parts, i.e. the branches which reach the track line.

son, the family of caustics for only one e x t r e m u m is also shown. These graphical methods only give a very rough idea of what happens near such s t r u c t u r e s , but it is not the scope h e r e to analyze t h e s e problems in detail. In this c o n t e x t it b e c o m e s at least n e c e s sary to study d i f f r a c t i o n patterns. For this approach see (1982). Similar problems arise if the reflector has singular points like the cycloid of DANGELMAYR & GUTTtNGER

Fig. 4.18 in section 4.2.1. The cycloid can be described by the map
x y By = = t I sin(t)

(4.40)
cos(t). taking a Taylor expansion near the cusp point, one finds

181

x =

t3

Y -- t 2

(4.41)

where t

the

constants one

have

been

absorbed the

in x a n d y for c o n v e n i e n c e . equals a cusp, the semicubic that the

is e l i m i n a t e d , main point,

finds that is n o t

cusp point we have

If t h e p a r a m e t e r 3 2 parabola y = x. singularity is an

The

however,

that

but

isolated the

point

of t h e

reflector

line a t

w h i c h d x / d t = 0 and d y / d t = 0. T h e c a u s t i c n e a r of c u r v a t u r e on t h e n o r m a l s o f t h e

critical

point

is g i v e n as t h e

loci of t h e radii

semieubic parabola: x
C

-- 4t 3 + o4--t
.3

(4.42)

Yc Thus, not even too close

- - ~ t4 ~

- t2. point (t = 0) the caustic behaves like

to the isolated

singular

the m a p u =
V =

t2
t,

(4.43)

i.e.

it is a fold c a t a s t r o p h e than

(Fig. 4.32; LU,

1976). T h e t e r m

'not

too c l o s e '

means that the

t 3 is m u c h s m a l l e r r a y s a r e only l o c a t e d zone. a A detailed

t and that

t 4 is m u c h s m a l l e r

t h a n t 2. A t a fold c a u s t i c

on o n e side o f t h e c a u s t i c s and c a u s e , t h e r e f o r e , of such and it singular would points be on the to reflector study

locally a s h a d o w would require rather

analysis

line the

topological

classification,

necessary

wavefield

than the ray system.

F i g . 4.32: T h e fold c a t a s t r o p h e causes a shadow zone.

( c a u s t i c ) n e a r a s i n g u l a r p o i n t on t h e r e f l e c t o r

182

Table 4-1: S u m m a r y of t h e Ray Model The t r a v e l , l i n e r e c o r d in its most c r i t i c a l case corresponds to sections y = c o n s t a n t (y:depth) through a swallowtail c a t a s t r o p h e which is located on a line y = vt in the t h r e e - d i m e n s i o n a l space {x,y,t). The various types of specialized d e f o r m a t i o n s depend on t h e l o c a I c u r v a t u r e of t h e r e f l e c t o r line, on t h e d i s t a n c e b e t w e e n t h e t r a c k line and t h e c r i t i c a l point on t h e r e f l e c t o r line, and on t h e sonic v e l o c i t y of the medium. In t h e p a r a m e t e r s p a c e d e p t h of t h e c r i t i c a l point (a) and local c u r v a t u r e (b), t h e c r i t i cal boundary line for an image inversion, i.e. for t h e o c c u r r e n c e of ~hyperbolic r e f l e c tions', is given by t h e hyperbola 1 - 2ab = 0. This hyperbolic equation simply c o m p a r e s t h e local c u r v a t u r e of t h e r e f l e c t o r with a c i r c u l a r wave f r o n t a t d e p t h ' a ' . In detail, one finds t h a t t h e s e p a r a m e t e r s a f f e c t t h e t r a v e l t i m e r e c o r d in the following way:

I) Spatial p a t t e r n s , t h e cusp c a t a s t r o p h e 1) The local c u r v a t u r e of the r e f l e c t o r line: Only convex a r e a s of t h e r e f l e c t o r line are s p e c t a c u l a r (cause trouble within the record) b e c a u s e a cuspoid c a u s t i c evolves. Two special situations occur: a) The local approximation of the r e f l e c t o r line requires a r o t a t i o n of the local coordin a t e system with r e s p e c t to t h e global one. The sections through t h e c a t a s t r o p h e set b e c o m e s oblique. This p a t t e r n c a n be d e t e c t e d on t h e t r a v e l t i m e r e c o r d because t h e 'hyperbolic r e f l e c t i o n s ' are a s y m m e t r i c . b) D i f f e r e n t local c u r v a t u r e s (b = k/2) or the r e f l e c t o r c a u s e a dislocation and s t r e t c h i n g (compression) of the c a u s t i c in t h e spatial coordinates. This d e f o r m a t i o n c a n only be distinguished from (2) if t h e t r u e d e p t h position of t h e s p e c t a c u l a r point on the r e f l e c t o r line is known. 2) The hei_~.h_t_of ,_he t r a c k line above t h e r e f l e c t o r line: Because t h e r e f l e c t i o n p a t t e r n depends on t h e r e l a t i o n b e t w e e n t h e c u r v a t u r e of t h e i n c i d e n t wave front and t h e c u r v a t u r e a t t h e s p e c t a c u l a r point on t h e r e f l e c t o r line, this c a s e c a n n o t be distinguished from a c h a n g e of t h e local c u r v a t u r e of t h e r e f l e c t o r w i t h o u t additional i n f o r m a t i o n (e.g. a m e a s u r e m e n t of t r u e depth). This p a r a m e t e r chooses a special line through t h e c a t a s t r o p h e set of the cusp which is stably located in t h e space coordinates. Because t h e cusp c a t a s t r o p h e is t h e b i f u r c a t i o n s e t for the swallowtail and t h e discussed stopping potential, this p a r a m e t e r also appears in the other catastrophes. 3) E x t r e m a of c u r v a t u r e : In case t h e r e f l e c t o r has a local minimum of c u r v a t u r e , it can be a p p r o x i m a t e d by a parabola, and the discussion of sections 4.2.1-7 holds: Typical p a t t e r n s inside t h e c a u s t i c are 'hyperbolic r e f l e c t i o n s ' . However~ if t h e r e f l e c t o r has a local maximum of c u r v a t u r e , t h e c a u s t i c p a t t e r n is inversed, as discussed in section 4.2.8. Anyway, t h e previous discussion r e m a i n s valid if t h e propagation of wave fronts is inversed. A f t e r ~ t h e wave fronts have passed through t h e c a u s t i c , a parabolic r e f l e c t i o n p a t t e r n r e s u l t s which allows to distinguish this c a s e from t h e ' s t a n d a r d s i t u a t i o n ' . I!) S p a c e - t i m e p a t t e r n s : t h e swallowtail c a t a s t r o p h e The sonic v e l o c i t y of t h e medium does only a f f e c t t h e t r a v e l t i m e . This p a r a m e t e r can, t h e r e f o r e , c a u s e only those t r a n s f o r m a t i o n s which l e t t h e s p a c e p a t t e r n i n v a r i a n t - pure s h e a r in t h e ( y , t ) - - plane. The c a t a s t r o p h e set, which describes t h e evolution of t h e wave fronts, is a modified swallowtail which is l o c a t e d on a line y = vt. The t r a v e l , l i n e images a r e plane s e c t i o n s through this c a t a s t r o p h e set. A l t e r n a t i v e l y , t h e t r a v e l t i m e image c a n be described by t h e unfolding of the cusp c a t a s t r o p h e , i.e. by its stopping potential. The l a t t e r approach gives a description in t h e c o o r d i n a t e s (x,y,v2t2).

183

Table 4-2: S u m m a r y of s t r a t e g i e s in the analysis of t r a v e l t i m e records

"wave f r o n t approach"

"plane mapping method"

C o n s t r u c t i o n of the ray syste m (normals of t h e local r e f l e c t o r e l e m e n t )

The caustic or the envelope of the rays c e n t e r s of curvature) Evolution of the w a v e f r o n t s along t h e rays, t h e swallowtail c a t a s t r o p h e

The c a t a s t r o p h e map along the t r a c k line, the cusp c a t a s t r o p h e

t r a v e l t i m e s e c t i o n s through the c a t a s t r o p h e set of t h e wave f r o n t s - - t h e modified swallowtail

Unfolding of the cusp c a t a s t r o p h e , t h e 'stopping p o t e n t i a l '

i
The local image of the t r a v e l t i m e record

4.2.8 G e n e r a l i z e d R e f l e c t o r P a t t e r n s in Two and T h r e e Dimensions In case the r e f l e c t o r can be described by an explicit function y=f(x), the previous patterns as long as a linear ray for this classification, as

discussion provides modeI is sufficient local coordinate

a finite classification of r e f l e c t o r and c a t a s t r o p h e theory

provides a f r a m e

s u m m a r i z e d in tables 4-1 and 4-2. However, the application of c a t a s t r o p h e theory requires changes, which s o m e t i m e s may be assumed i n a d e q u a t e for the problem.

tn the previous discussion it turned out t h a t the t r a v e l t i m e record depends on a p a r a m e t e r s= 1-2ab which appears in alI equations -- for t h e caustic, the wave fronts and the t r a v e l t i m e record. interpretation, The p a r a m e t e r it m e a s u r e s 'a' is equivalent to the depth of the r e f l e c t o r , and '2b=k' is its local c u r v a t u r e (cf. equation 4.13). The p a r a m e t e r 's', t h e r e f o r e , provides a simple t h e r e l a t i o n b e t w e e n an incident wave front with radius ' a ' (depth} and the radius of c u r v a t u r e of the r e f l e c t o r . Image inversion occurs for a > l/(2b), i.e. if the radius of the incident 'wave front' is larger than the radius of curvature, multiple r e f l e c t i o n s arise locally because the c u r v a t u r e of the r e f l e c t o r increases, as one departs from the c r i t i c a l minimum. Fig. 4.33 iIlustrates this viewpoint.

A) The D e f o r m e d Circle and the Dual Cusps A n a t u r a l question is what happens if the r e f l e c t o r has a d i f f e r e n t s t r u c t u r e , i.e.

184

~
tI ~ t

Fig. 4.33: The c o n t a c t b e t w e e n the incident wave front and the circle of curvature d e t e r m i n e s the possible number of r e c e i v e d reflections: In the c a s e of a parabolic r e f l e c t o r , multiple r e f l e c t i o n s result only if the curvature of the incident wave front is larger than the local curvature of the r e f l e c t o r , i.e. if the shotpoint is located inside the ' c a u s t i c ' of normals. The usual situation is a fold point on the c a u s t i c (b); a cusp point appears only at a local e x t r e m u m of curvature.

if the c u r v a t u r e d e c r e a s e s , as one d e p a r t s from the minimum. This causes a d i f f e r e n t type of c o n t a c t b e t w e e n the circle of c u r v a t u r e and the r e f l e c t o r : The r e f l e c t o r is totally bound to the convex side of the circle of curvature, a situation which cannot arise in the case of a locally 'parabolic r e f l e c t o r ' . An appropriate way to study both situations simultaneously is to consider a p e r f e c t circular affine t r a n s f o r m a t i o n arc, and to transform it by a simple

{ ,)= r[10

co ,1

which takes the circle into an ellipse. Fig. 4.34 illustrates how the r e f l e c t o r e l e m e n t , its c o n t a c t with the circle of curvature and the caustic are a l t e r e d by a smooth change of the p a r a m e t e r 'e': In t h e c a s e 0 < e < 1 the ellipse has a local minimum of curvature. The circle of curvature is bounded to the c o n c a v e side of the r e f l e c t o r , which, t h e r e f o r e , can

be approximated by a parabola, and the previous discussion can be applied. For e=0, a the r e f l e c t o r is a p e r f e c t with circular arc. All rays pass through a single is structurally

point--

singularity

indefinite codimensions. This situation

unstable, as any small disturbance t r a n s f o r m s the singular point into a caustic. If e >1, the circle of curvature arises. is located on the convex side of the r e f l e c t o r , the caustic is again cuspoid, similar to the the cusp points into the opposite direction

and a new p a t t e r n

However, 4.18); but

caustic of a cycloid (Fig.

than in the case of a parabolic r e f l e c t o r .

I85

Fig. 4.34: R a y s a n d w a v e f r o n t s f r o m an e l l i p t i c r e f l e c t o r , a: 0 < e < t , b: e=0, c: e > 1. S e e t e x t for d i s c u s s i o n .

T h e t y p e o f c a u s t i c t h u s d e p e n d s on t h e t y p e o f c o n t a c t and the reflector. The ellipse still provides a rather

between

t h e c i r c l e of c u r v a t u r e A more general

special

example.

viewpoint

and c l a s s i f i c a t i o n c a n be d e r i v e d if t h e a r g u m e n t s

o f s e c t i o n 4.2.2 a r e a p p l i e d

to m o r e g e n e r a l c u r v e s .

Locally, dimensional

the curve.

circle

of curvature its c e n t e r

provides as the

a rather origin of

good a p p r o x i m a t i o n a polar coordinate

of a two-system we

Choosing

c a n d e s c r i b e t h e r e f l e c t o r by an e q u a t i o n r = R + f(e),

(4.45}

where from

R is t h e the perfect

local

r a d i u s of c u r v a t u r e arc (of. Fig.

and f(0} d e s c r i b e s

the deviation

of the curve

circular

4.35). T h e q u e s t i o n is w h a t we c a n i n f e r a b o u t

t h e f u n c t i o n f(0). T h e r a d i u s o f c u r v a t u r e in p o l a r c o o r d i n a t e s is g i v e n by

186

d
Fig. 4.35: The t h r e e possible and its circle of curvature. contacts between a two-dimensional r e f l e c t o r R = (r2 + r'2)3/2 r 2+2r'2-rr"

(4.46)

At O =0 the r e f l e c t o r has curvature

R, and this is the case if f{0) satisfies the t h r e e

conditions f(0)=0, f'(0)=0, and f"(0)=0 as can easily be verified from the standard equation (4.46). If we use a power series to approximate fie), then this series cannot involve

powers less than three, i.e. we need at least a function frO)= fla+...+higher terms. Such functions, of course, are really flat at the origin, their curvature vanishes at 8 =0.

However,

f(fl)= ( 3 is an odd function, and if we insert it into equation (4.45), it

b e c o m e s clear that the circle of curvature i n t e r s e c t s the r e f l e c t o r in some neighborhood of e =0; the local r e f l e c t o r model is a 'spiral arc' with monotonously increasing (decreae =0 (Fig.

sing) curvature in a sufficiently small neighborhood of of the leading t e r m

4.35a).

A sign change fl =0;

(f(e)=-+e a)

simply r e f l e c t s the intersection p a t t e r n at the ray

the p a t t e r n , however, does not change. The term. situation the becomes different if the power series the starts with a fourth order and a

Then

r e f l e c t o r deviates s y m m e t r i c a l l y from

circle of curvature,

sign change of the leading fourth order term changes the type of c o n t a c t : For +8 4 the c i r c l e of curvature is e n t i r e l y on the concave side of the r e f l e c t o r while for -0 4 it

is on the convex side (Fig. 4.35). The two a l t e r n a t i v e power series with leading t e r m s of order t h r e e or four are

really distinct and exclude one another, as now will be shown. A local r e f l e c t o r approximation involving both t e r m s could always be brought to the form
f(8) = O3 + ae 4 + ... + higher terms. (4.47)

187
However, by a redefinition of the zero angle ( 8 formed into 8 - ~ - a ) , e q u a t i o n (4.47) can be trans-

04/(4a) tn

3 ~0 2 + 2a20 + (a4-a3).

(4.48)

equation (4.48) the radius of curvature is given by (R+c), and f~) has again to satisfy

f(0)=f'(0)=f"(0)=0, i.e. 1 3 a0 3e2

a

302

+ 2a 2 = 0 (4.49)

6(? -. 0 .

These two equations, however, are usually not zero, and the function f(O) is dominated by the first and second order t e r m s with non-vanishing first and second order derivatives and, t h e r e f o r e , does not satisfy the requested approximation.

Therefore,

our

problem

is,

locally,

strongly equivalent

to

a power

series

which

s t a r t s e i t h e r with a third or a fourth order term, and c a t a s t r o p h e theory implies a fold or cusp c a t a s t r o p h e . The critical point in our problem is the point r=R, the c e n t e r of the circle of curvature which, of course, is a point on the evolute of the rays, i.e.

a point on the caustic. Sufficiently close to 0 =0, the radii of our polar coordinate system coincide with the rays. The t r a n s f o r m a t i o n p =r-R maps the r e f l e c t o r {the wave front} to the critical point. Near this point, we take the r e f l e c t o r as f{0)=04 or more conveniently, we use the unfolding v@.

0 =

-+04/4

u02/2

(4.50)

We cannot choose u and v freely because

to

f(O) has to satisfy f'(O)=f"(O)=O. This leads

the s e t o f equations
v = 0 3 uO

and
u = $3@ 2

(4.51)

If we solve for u and v in t e r m s of

fl and insert this in equation (4.50), this equation

simplifies to a fourth order t e r m as required. However, if we use u and v as local o r t h o gonal coordinates, then we can eliminate fl
u (g) 3 v = ~(~) 2

and find one of the dual cusps

(4.52)

188

i.e.

the c a u s t i c we e x p e c t .

In a spatial i n t e r p r e t a t i o n ,

u is t h e (negative) first, v t h e

s e c o n d d e r i v a t i v e of t h e f u n c t i o n p .

I n t e r p r e t e d as v e c t o r s , t h e y provide a local o r t h o -

gonal f r a m e and c a p t u r e q u a l i t a t i v e l y t h e dislocation of r a y s close to t h e c r i t i c a l point r=R. Similar arguments can be applied to the case f(9)= 0 3, the critical points are

fold points.

If we cusp

restrict

our a t t e n t i o n Their

to local occurrence

structures,

there

is not m o r e t h a n fold and between the

points on

a caustic.

is a f u n c t i o n of t h e c o n t a c t

r e f l e c t o r and its local c i r c l e of c u r v a t u r e , as i l l u s t r a t e d in Fig. 4.35. In t e r m s of r e f l e c tion p a t t e r n s , however, 'local t is r a t h e r r e l a t i v e . In this c o n t e x t , a fold point is a point where two rays intersect; however, this is only the c a s e on t h e c a u s t i c itself. In the which is not r e l a t e d to a singular point on t h e r e -

i n t e r i o r of a c a u s t i c (cf. Fig. f l e c t o r {e.g. Fig.

4.34),

4.32),

we find t h a t t h r e e r a y s i n t e r s e c t at e v e r y point. Thus, fold p o i n t s

a r e not s u c h i m p o r t a n t f r o m a less tocal viewpoint. I m p o r t a n t , h o w e v e r , is t h e d i f f e r e n c e b e t w e e n t h e dual cusps b e c a u s e t h e y provide an e s s e n t i a l s o u r c e for t h e s e i s m i c i n t e r pretation.

In at are the all

one

sense

the

dual

cusps are from

not

different,

they

are

simply dual terms,

reflections and t h u s

x - a x i s which related

result

a sign c h a n g e of

the

leading power

patterns.

This is obvious b e c a u s e any w a v e front c a n be c o n s i d e r e d as here a wave front front is a m a p of t h e r e f l e c t o r two along t h e are

a reflector

and vice v e r s a - -

r a y s p r e s e r v i n g angles. The w a v e identical, it only the the direction of

p a t t e r n s of t h e

dual cusps, t h e r e f o r e ,

propagation

is inversed. This is a nice r e s u l t b e c a u s e for t h e dual c u s p if t h e d i r e c t i o n of a c a t a l o g u e of

shows t h a t

previous discussion holds also is inversed; and t h e earlier

wave propagation

discussion provides really

t h e e s s e n t i a l r e f l e c t i o n p a t t e r n s as far as a linear a p p r o a c h is s u f f i c i e n t .

On t h e o t h e r band, t h e r e r e m a i n s a d i f f e r e n c e b e t w e e n the dual cusps. In the c a s e of a locally parabolic reflector, t h e wave fronts are sections through the swallowtail

w i t h its c u s p s and s e l f i n t e r s e c t i o n s , and t h e t r a v e l t i m e r e c o r d s in t h e c r i t i c a l c a s e are

F i ~ 4.36: W a v e f r o n t s of t h e dual cusps.

189

'hyperbolic r e f l e c t i o n s ' , cusp, the r e f l e c t o r

again with cusps and s e l f i n t e r s e c t i o n s .

In the case of the dual

is an elliptic arc

which is bounded to the interior of the cuspoid fronts have a

caustic;

as soon as the image passes through the cusp point, the wave

'parabolic' appearance, which a l t e r n a t i v e l y traveltime record,

and thus has t h e t r a v e l t i m e record; cusp points and s e l f i n t e r s e c to synclines and anticlines, cusp points. In the case and which i n t e r s e c t the track on t h e the

tions then are missing. A typical p a t t e r n , which commonly arises, is a series of parabolae correspond but without line sections

caustic, swallowtail p a t t e r n s may arise, but they are i n v e r t e d with respect to the p a t t e r n s arising from a 'parabolic r e f l e c t o r ' (Fig. 4.36).

In summary, the various r e f l e c t i o n p a t t e r n s , in t e r m s of t h e c o n t a c t b e t w e e n t h e r e f l e c t o r , wave front for (distance from the source).

which may arise, are well classifiable its circle of c u r v a t u r e and the incident there should be enough information is

Usually

available

a qualitatively c o r r e c t

interpretaion.

The linear ray model,

of course,

only a first approximation, but the principal relationships remain stable even if the sonic velocity of the medium is not a c o n s t a n t .

B) T h r e e - D i m e n s i o n a l P a t t e r n s -- The Double Cusp

At least,

a few r e m a r k s shall be made

in what r e s p e c t the simplified model of

linear rays and especially of a two-dimensional r e f l e c t o r line gives insight into a larger class of images which may result from c o m p l i c a t e d r e f l e c t o r topologies. The two-dimensional approach to extends without surface difficulties points. Fig. to 4.37 cylindrical gives surface elements or, more generally, parabolic two e x a m p l e s - a cylindrical be-

and a conical surface -- t h a t show how the caustic and a single wave front are located over the surface. In such cases, the t r a v e l t i m e record will depend on the r e l a t i o n onlapping p a t t e r n s , doubted or tripled r e f l e c t i o n s

t w e e n t h e axis of the syncline and the t r a c k line -- one may find 'hyperbolic r e f l e c t i o n s ' , (Fig. 4.38). Thus, an irregular topography, which impresses its s t r u c t u r e onto the wavefield, can cause nice multiple r e f l e c tion p a t t e r n s which look like p e r f e c t l y s t r a t i f i e d sediments; and, therefore, one may

ask how much onlapping f e a t u r e s in Fig. 4.15 are real, and which ones are due to the rough topography of the farfield effects basement. or more The complexity complicated of these e f f e c t s elements like increases if one hyperbolic and considers surface

elliptic surface points. R e p r e s e n t i n g the surface near (Xo,Yo,Zo) by z=f(x,y) the evolution equation for the wave fronts becomes

{(U,V,w) E (x,y,z) I ((x-u)2 + (Y-V)2 + (w-f(x'y))2) = r = const. }. I/2

(4.53)

In the case of a parabolic or hyperbolic surface point, the family of rays is given by the (vector) e q u a t i o n

190

Fig. 4.37: The caustic and a single wave front over a cylindrical (above) and conical (below) s u r f a c e .

r = (x, y, x 2

ay 2) + k(2x, +2ay, -i),

(4.54)

and a point on the track line may be given as (Xo,Yo,Zo). To see, which surface points map onto the track line, one has to solve the equation

(Xo' YO' Zo) = (x, y, x 2

ay 2) + ),(2x, +2ay, -i).

(4.55)

Let the track line be located at Zo, then by elimination of the parameter ), , one finds the relationship = x 2 -+ ay 2 - z0

x 0 = (1-2Zo)X + 2x 3 + 2ay2x YO = (1 -~- 2z 0 + 2ay 3 +- 2x2y, (4.56)

191

Fig. 4.38: Sketch of the t r a v e l t i m e record of a cylindric syncline with track line sections parallel and oblique to the syncline axis.

a map which is a special d e g e n e r a t e d case of the double cusp c a t a s t r o p h e the standard umbilic c a t a s t r o p h e s . The caustic patterns, which result

including

from the double

cusp, are rather complicated. A full discussion of three-dimensional phenomena is above the scope of this discussion; however, a detailed study in t e r m s of standard c a t a s t r o p h e s was given by DANGELMAYER & GUTTINGER

(1983).

4.2.9

Distributed R e c e i v e r s

Seismic shooting rarely resembles the idealized situation that source and r e c e i v e r are at the same place. However, as turned out during the previous discussion, the results found from rather idealized assumptions hold for a much wider class of 'disturbed'

problems. It will be shown here that the principal results still hold if source and receiver are at d i f f e r e n t places, or if a chain of receivers is used. In the l a t t e r case, not a single r e f l e c t i o n but the r e f l e c t e d and d e f o r m e d wavelet is recorded. What we

shall do here is, t h e r e f o r e , to study how the r e f l e c t e d wavelet deforms.

The r e f l e c t i o n of a wavelet is governed by Snell's law of equal angles, i.e. the angle an incident ray forms with the normal of the r e f l e c t i n g surface is the same as

192

the angle the r e f l e c t e d ray forms with t h e s a m e normal. A convenient way, t h e r e f o r e , is to view the incident and the r e f l e c t e d rays in t e r m s of the r e f l e c t o r . Let the r e f l e c tot be given in t e r m s of its local curvature, i.e. with the c e n t e r of the global coordin a t e system at the c e n t e r of its local circle of curvature (cf. equ. 4.45): Locally the r e f l e c t o r can be w r i t t e n

(4.57)

and the normal rays are

(4.58)

Yn

r (sin 0 +

-r

Lsin

r ( cos

Now, in a plane problem we can express the incident rays in local c o o r d i n a t e s by means of the t a n g e n t (t) and normal (n) v e c t o r s at the surface:

r.
1

= r

+ X(-an

+ gt),

(4.59)

and the r e f l e c t e d rays are simply the r e f l e c t i o n s of incident rays at the normals

= r

+ X(-ccn - B t ) .

(4.60)

The

coefficients 'a' e.g.

and

'b'

can

be

determined

to

satisfy special conditions of the

source,

in the c a s e of a point source, equation (4.59) leads to a pair of linear

equations from which the c o e f f i c i e n t s can be d e t e r m i n e d . A very simple system arises if the r e f l e c t o r is locally a p e r f e c t circular arc. The equations for the incident and r e f l e c t e d rays then simplify to the pair of equations

cos

[-sin
(4.61)

[~]

--

[cs

Ab [-sin

o001.
Without loss of generality,

The condition that

the incident rays originate from a point source requires that t h e s e

rays pass through the source point for some value of I . we can choose the value k=l,

and the values for the p a r a m e t e r s 'a' and 'b' can be

d e t e r m i n e d from the linear equations

(r-a)cose - bsinO = x 0 (r-a)sin@ + bcose = YO

to be

193

a = r - (YosinO b YoCOSO

+ xncosO) - x~sinO

(4.62)

Because 'a'

of

the s y m m e t r y of the circular arc a simple r o t a t i o n allows to locate

the

source formally at (Xo,0) so t h a t the previous equations simplify further. If one inserts and 'b' from equation {4.62) into equations {4.61), one finds a simplified equation

for the incident rays

,xi]
=

(1-X

+ sin

)`

(4.63}

and the r e f l e c t e d rays are

(Xrl [ fc81 II
)`x r cos2e 0 sin20 Yr
= r

( 1 - ) , ) [sin @ reflected

(4.64) interest. If we

As previously,

the c a u s t i c

of

the

ray

system

is of special

consider e q u a t i o n (4.61) as a map, the caustic is equivalent to its singular set, which can be d e t e r m i n e d from the condition t h a t the Jacobian of the map vanishes, i.e. t h a t

xe

xk I YX

xey ~ - xky ~ = O.

YO

From

this condition

and equations

(4.61) and (4.64) we d e t e r m i n e t h e c r i t i c a l set

in

t e r m s of )`:

a 2(a2+b2)_a

I - xocose l+2x2_3xocos 8

if y o = O .

(4.65)

If we insert these values for

X into equation (4.64), we find an equation for the c a u s t i c

= r Yr

2 ....... x

xocose cose{sineJ

xo -

XoCOSe2 ~.sin2ejJ

(4.66)

l+2x2-3x

l+2x2-axocosO

which

looks r a t h e r

complicated.

However,

a simple observation

is important.

Let

us

c o m p u t e the values ( l - X ) and

)`Xoat e=0: 2 Xo - x~ = - I +2x 2

(I-~)

2 -- 2 Xo - xo i+2xo2

kxo

194

F_ig. 4.39: The cardioid caustics of a circular r e f l e c t o r and their relation to point sources.

Locally, near

0=0,

we have the simple relationship 2(1-%)= kxo, and this means that

near this special point the caustic behaves like a cardioid independent of the complexity of our original equation. The cardioid, however, has a cusp point at O =0, and this

is a standard cusp point, as can easily be shown by developing the equations x = r(2cos8 - cos2e); e =0: ---> (x_l)3 = (.~. y)2 y = r(2sin9 - sin2e)

in Taylor series near the critical point x n, 1 + 82;

y ~ nl----~0e3

What we now can do with the source point, is to dislocate it along the x - c o o r d i n a t e

{Fig. 4.39).

Clearly,

a critical

situation

arises if the

source is located at

{0,0), the

c e n t e r of the c i r c l e of curvature.

In this case, all rays pass through the origin, the

caustic d e g e n e r a t e s to a singular point, and we would not r e c e i v e any r e f l e c t i o n s at points besides this d e g e n e r a t e d singularity.

If 0 <lXoi> R, we find t h a t the caustic has formally two cusp points if we consider not simply a circular arc and but a full circle. These cusp points are given by 0=0

8 =~r, tn addition, we observe t h a t t h e s e cusp points are simple inversions of the A somewhat striking point is that we always

corresponding source locations x o ~ - x o .

have the same type of a cusp (what we called the dual cusp of the r e f l e c t i o n problem) independent of the radius of the incident wavelet. The caustic p a t t e r n , t h e r e f o r e , does not depend on the c o n t a c t b e t w e e n the r e f l e c t o r and the (circular) incident wavelet. Another special situation occurs if point, the other one d e g e n e r a t e s into a tXoi =R. In this case, we have only one cusp fold point with its tangent coincident with

195

t h e t a n g e n t of t h e c i r c u l a r r e f l e c t o r - -

t h e c a u s t i c b e c o m e s a p e r f e c t cardioid, in the t h e r e r e m a i n s only one cusp point,

c a s e the s o u r c e point is l o c a t e d outside the circle,

but in addition we find two c r i t i c a l fold points where the d e f o r m e d cardioid has t a n g e n tial contact with the circular reflector. In s o m e sense, the s i t u a t i o n Xo=l d e f i n e s a

b i f u r c a t i o n point.

However,

if X o ~ m ,

we find again a s y m m e t r i c solution, t h e c a u s t i c refers to

is now a nephroid (cf. POSTON & STEWART, 1978} w h e r e b y t h e s y m m e t r y the two s o u r c e s Xo=+~.

The c a u s t i c p h e n o m e n a a s s o c i a t e d with a point s o u r c e and a p e r f e c t c i r c u l a r r e f l e c tor, therefore, c a n be s u m m a r i z e d as continuous d e f o r m a t i o n s of a cardioid. The s t a b l e

p a t t e r n is t h e cusp point of the cardioid, which locally r e m a i n s the identical cusp c a u s tic and i n d e p e n d e n t of t h e location of the source. Now, t h e c i r c u l a r r e f l e c t o r the question a r i s e s what happens if it is d e f o r m e d . is u n s t a b l e , we

Before going in details,

Fig. 4.40: The virtual s o u r c e s of a planar and c i r c u l a r r e f l e c t o r . The wave f r o n t s provide v i r t u a l r e f l e c t o r s . first o b s e r v e t h a t wavelet are there e x i s t s a virtual case of surface, for which the r e f l e c t e d rays of t h e this virtual s u r f a c e is again

normals.

In t h e

a plane

reflector,

a point source, a s t a n d a r d e x a m p l e in s e i s m o l o g y (Fig. 4.40). tn a m o r e g e n e r a l s e n s e , e v e r y wave front is a p o t e n t i a l l y virtuaI r e f l e c t o r s u r f a c e b e c a u s e t h e wave f r o n t s i n t e r s e c t t h e rays orthogonatty. In the c a s e of linear rays, t h e wave fronts are found from the n o r m a l i z e d e q u a t i o n (4.61), i.e. from

196

[Xr} IcosO
Yr = r [sinej
The traveltime is e q u i v a l e n t rays. If t h e r e c e i v e r s a r e by

(a2+b2) I/2

[afcsO r s,n011
[sinOj -b [ c o s O J .
(4.67) length of t h e incident and r e f l e c t e d

to t h e s u m of t h e

on t h e s a m e x-level as t h e s o u r c e , , t h e t r a v e l t i m e is given

2t = (a2+b2)I/2(l
-

acos

x__~o_- r cos 8 ~ bsinO )'

(4.68)
and

and t h e

identical

t r a v e l t i m e record from

would be r e c e i v e d

in a s y s t e m w h e r e s o u r c e

r e c e i v e r coincide, e i t h e r

a virtual

s o u r c e or a virtual r e f l e c t o r which, of course,

is simply a w a v e front (Fig. 4.40).Now, we can use t h e discussion of t h e last s e c t i o n . A critical deformation the s i t u a t i o n a r i s e s if the v i r t u a l r e f l e c t i n g s u r f a c e b e c o m e s a circle. Any small then deforms i t , and the singular c a u s t i c point e v o l v e s in e i t h e r one of rays

dual cusps. We c o n s i d e r this d e g e n e r a t e d

s i t u a t i o n and d i s t u r b t h e

reflected

(the normals) by a not n e c e s s a r i l y c o n s t a n t r o t a t i o n

[XrJ = riO@sO} Yr
where

Its01 +
[sinSJ [ coseJ

[ainOJ

(4.69)

f C O S e (0) A = [sins(e)

-sins (8)] cose(O)J.

(4.70)

The c r i t i c a l s e t c a n again be found from the J a c o b i a n to be

-X = (p2+p'2)ese

{l+c~, } p2 {2+e,) p, 2_pp,,

(4.70)

The d e f o r m a t i o n of t h e original ray s y s t e m , t h e r e f o r e , c o n s i s t s of a r o t a t i o n as defined by the matrix ' A ' and a dislocation along t h e rays which is proportional to cos ~ . In

t h e c a s e cos e

v a n i s h e s , t h e r e f l e c t o r b e c o m e s identical with its c a u s t i c , and t h e i m a g e

is i n v e r s e d , as cos e a s s u m e s n e g a t i v e values. However, this would r e q u i r e r a t h e r s t r o n g d e f o r m a t i o n s . We c o n c l u d e , therefore, that the caustic pattern f o r m e d by t h e n o r m a l s

r e m a i n s s t a b l e as long as t h e d e f o r m a t i o n s a r e of r e a s o n a b l e order.

We n o t e finally t h a t we c a n r e f o r m u l a t e cos c~ A as

1 [l+cos2e (cose)A = ~_ [sin2e

-sin2e 1 l+cos2~J .
(4.71)

The caustic formed by the rotated norrnals can now be written

197

Fig. 4.41: Normal and r e f l e c t e d ray s y s t e m and c a u s t i c s at a parabolic and h y p e r bolic r e f l e c t o r . A point source does not c h a n g e t h e c a u s t i c p a t t e r n .

Fi G. 4.42: R o t a t e d n o r m a l s of a circular r e f l e c t o r . The singular point is t r a n s f o r m e d into a c a u s t i c . The r o t a t e d rays can be c o n s t r u c t e d as a v e r a g e of t h e n o r m a l s and rays r o t a t e d twice t h e original angle (but which still h a v e the length of the normals).

198

rr

f(r,r')

~-

[sin2u

cos2~jn

(4.72)

The resulting p a t t e r n Fig. circle from 4.42 elucidates reflector.

is the a v e r a g e of two v e c t o r fields which differ by a rotation. this point and i l l u s t r a t e s once more the instability of a c i r c u l a r r o t a t i o n of the normals deforms the singular point of the in addition t h a t only a r o t a t i o n that the c a u s t i c pattern of the because

Even a c o n s t a n t

into a c i r c u l a r equation

fold line. Fig. 4.42 elucidates we can finally conclude

with angles larger than ~r/2 can really change the c a u s t i c p a t t e r n , as can also be i n f e r r e d {4.73). Thus,

normals of a s u r f a c e the rotation

remains stable

even if r e f l e c t e d w a v e l e t s are r e c e i v e d is equivalent

of the normal at

a circular reflector

to a d e f o r m a t i o n of

this r e f l e c t o r .

This point is especially elucidated by equation (4.73), which s t a t e s t h a t

a monotonous d e f o r m a t i o n of t h e r e f l e c t i o n angle within reasonable bounds c a n n o t really change the original caustic and the related patterns. Therefore, the c a u s t i c formed

by the normal rays must be a c c e p t e d as a s t r u c t u r a l l y s t a b l e p a t t e r n , even under reasonable disturbances.

4.3 "PARALLEL SYSTEMS" IN GEOLOGY

Structural

geology describes and analyzes the "geometry"

of deformed

rocks. The

procedure is mainly geometrical, and the relations to the physical processes are established by "classification procedures" ( G Z O V S K Y et al., 1973). The base for these relationships is developed from various physical, e x p e r i m e n t a l and n u m e r i c a l methods for which a wide v a r i e t y al., of m a t h e m a t i c a l methods has been used (BAYLY, 1974; MATTHEWS e t

1971; JOHNSON

& POLLARD,

1973; BEHZADI & DUBEY, 1980; COBBOLD e t al.,

1979; SMITH, 1975 to give a few examples). Most

1971; DIETRICH,

1970; FLETCHER,

of t h e geological s t r u c t u r e s are the result of complex s t r a i n fields. These s t r a i n fields, in general, are not the result of similar complex global fields of forces, but the complex and inhomogeneous strain i.e. field results from the v a r i a b l e elastic, plastic, and viscous behavior of rocks, from true their primary inhomogeneities. The d e f o r m a t i o n s of rocks from elastic to plastic and viscous behavior they are n o t - and if play an i m p o r t a n t role during

can be very large, and then they are outside of the scope of classical d i f f e r e n t i a l calculus. This is especially occur, dislocations of m a t e r i a l if transitions if the boundary conditions are not k n o w n - in general

by solution and r e c r y s t a l l i z a t i o n

t h e d e f o r m a t i o n process (STEPHANSON, way is to apply the

1974; TRURNIT & AMSTUTZ, 1979). A classical 1969;

approach to study d e f o r m a t i o n s of rocks, t h e r e f o r e , is the g e o m e t r i c a l analysis. A c o m m o n methods of finite strain analysis {RAMSAY, 1967; JAEGER, HOBBS, 1971) to regions for which a nearly homogeneous s t r a i n c a n be assumed. Basically, this type of analysis is the study of some special mappings, and some of them will be briefly discussed here.

199

4.3.1 Some Examples of Parallel Systems

Much of the previous discussion focussed on systems of quasi-parallel layers, which posses a formal g e o m e t r i c a l similarity with d e f o r m e d s t r u c t u r e s in geology. Considering a t h r e e - d i m e n s i o n a l space such a parallel system can be w r i t t e n F(u,v;t) = x(u,v) + tN(u,v) where N(u,v) = (Nx,Ny,Nz) , the unit normal v e c t o r at x(u,v).

(4.73)

If F(u,v;0) is e v e r y w h e r e differentiable, then the Jakobian d e t e r m i n a n t of such a system is nowhere zero (DoCARMO, 1976):

det J(F)=

= I ( F u)

(F v)

(F t) l = ]XuA x v ]

~ 0

(4.74)

where F u etc. are column vectors of the Jacobian m a t r i x (see section 4.3.4 for details). Equation (4.74) shows t h a t t h e r e exists a tubular neighborhood to t h e surface x(u,v) which is uniquely defined. Given a solution for a surface x(u,v) under c e r t a i n conditions, we can e x t e n d this solution into a small but finite neighborhood of x(u,v). In a conceptual sense this secures that the solutions can be applied to a real physical system where

a surface is always of finite thickness. Assume equation (4.73) is applicable as a linear first order approximation, then we i m m e d i a t e l y get an e s t i m a t e of the maximal local

e x t e n t of the tubular neighborhood, i.e. the area into which we may extend the solution. This area is hounded by the 'focal s u r f a c e s '

Xl(U,V) = x(u,v) + p "IN(U,V) x2(u,v) = x(u,v) + 92N(u,v) where 0 1' P2 are the principal curvatures of the s u r f a c e

(4.75)

(cf. DoCARMO,

1976; GUGGENHEIMER, 1977).

The surface point,

assumption measurements

of

parallel

layers

has

long tradition after

in the r e c o n s t r u c t i o n

of

folds in t e c t o n i c s (e.g. HILLS,

1963 for an overview). The r e c o n s t r u c t i o n of folds from in Fig. the 4.43 an example of GILL (1953). A continuously into

is i l l u s t r a t e d Fig. 4.43,

obvious

from

is t h a t

fold c a n n o t

be e x t e n d e d

depth~ as several

segments

vanish along the

~caustic of the normal rays' as discussed

in the previous section; and it has been assumed (e.g. BUSK, 1956) t h a t t h e s e ' l i n e s (or sufaces) evolve into faults. Of however, rather course, equation (4.74) is only a first order approximationl hold for t h e 'normal v a r i a t i o n ' of a s u r f a c e x{u,v) similar a r g u m e n t s

which can be w r i t t e n (DoCARMO, 1976)

200

Reconstruction

of parallel

folds from s u r f a c e data.

Modified a f t e r GILL

F(u,v;t) = x(u,v) + th(u,v)N(u,v) w h e r e h(u,v) is some s c a l a r variable.

(4.76)

Such a f o r m u l a t i o n provides us with t h e possibility to a d a p t some conditions which have to be satisfied by h(u,v), and equation (4.76) can be considered as a variational problem, or we may consider equation (4.76) as t h e disturbed linear problem described by equation (4.73) P a r a l l e l s y s t e m s are e n c o u n t e r e d in various areas. With r e s p e c t to geology~ an import a n t one is the c o n c e p t of slip-lines in the theory of p e r f e c t plasticity, which is closely related 1973): HENCKY's theorem: The angle formed by t h e t a n g e n t s of two fixed shear lines to e v o l u t e s and involutes as s t a t e d by Hencky~s and P r a n d t l t s t h e o r e m s (LING,

of one family at t h e i r points of i n t e r s e c t i o n with a shear line of the second family does not depend on t h e c h o i c e of t h e i n t e r s e c t i n g shear line of t h e second family. PRANDTL~s t h e o r e m : Along a fixed s h e a r line of one family, t h e c e n t e r s of curvature of t h e s h e a r lines of t h e o t h e r line. Given one non-linear shear a first approximation for line, the tlinear system t of normals and involutes provides the slip-line field. The most simple cases are orthogonally family form an involufe of t h e fixed shear

intersecting straight

lines and t c e n t e r e d fans ' of c i r c u l a r arcs~ which provide reasonable

first order approximations of plastic d e f o r m a t i o n (e.g. LING, 1973). Fig 4.44 i l l u s t r a t e s P r a n d t P s solution for slip-lines below a s t r i p load. A more general soIution consists of

20I

Fig. 4.44: P r a n d t l ' s solution for slip-lines below a strip load above a homogeneous hal fspace.

centered

arcs

of then

logarithmic equation

spirals:

Consider

x(u,v)

a generalized

logarithmic

spiral,

as discussed in section spiral x(u,v),

3.5.3, and h(u,v) to be proportional to the c u r v a t u r e of the leading

(4.76} describes a family of possible solutions, from which

we have to choose the locally valid one which then can be e x t e n d e d to neighboring areas by c o n n e c t i n g local solutions along the s t r a i g h t c h a r a c t e r i s t i c s .

ODE

(1960) applied

the

slip-line

theory

to

the

f o r m a t i o n of faults in sand and

clay under t h e conditions of plane strain. By a similar a t t e m p t , also more geometrically, FREUND analysis (1974) studied the curva'ture the of t e r m i n a t i o n of t r a n s c u r r e n t faults can faults by splaying; to t h e from his

transcurrent

be r e l a t e d

formation

of an

evolute of a fan of faults. Evolutes, as lines {or surfaces) of discontinuity, occur f u r t h e r under unidirectional glide in solid crystals (e.g. KLEMANN,

1983).

4.3.2 Similar and Parallel Folds Concerning geologically 'shallow' d e f o r m a t i o n s (without phase transitions} HOEPPENER (1978) found from e x p e r i m e n t s t h a t most folds c a n be t r a c e d back to t h e following types: 1) similar folds 2) parallel folds a) c o n c e n t r i c folds b) box folds. Parallel folds occur usually near t h e free surface or near shear planes while elsewhere the more energy consuming similar folds develop. The differences between the

202

A
Fig. 4.45: A) Ideal (chevron folds}, parallel folds (kinks or box folds) and B) ideal similar folds

two types of folds are s c h e m a t i c a l l y illustrated in Fig. 4.45. Parallel folds are of finite depth range, i.e. they resemble the parallel wave fields discussed in the last section.

Similar folds in c o n t r a r y continue (ideally) infinitely. The strain in folded layered s y s t e m s has e x t e n s i v e l y be studied by HOBBS (1971), h e r e we consider only volume preserving systems. Similar folds with c o n s t a n t divergence are described by maps of the form X = ax Y = by Z = cz w h e r e a,b,c: constants; f,g,h: arbitrary functions. The Jacobian d e t e r m i n a n t + + f(y,z) h(z) {4.77)

Net J=

3 fi

axTI =abc

is c o n s t a n t and by choosing a,b,c in ratios such that abc=l, the d e f o r m a t i o n described by equation (4.77) is volume conserving, locally and globally. If we consider cylindrical folds, equation (4.77) reduces to a two-dimensional system and describes a two-dimensional dislocation field as illustrated in Fig. 4.46. A special p r o p e r t y of this case is that the principal strains are identical along every s t r a i g h t 'shear line' of the dislocation

field. As t h e s e parallel dislocation lines never i n t e r s e c t , the fold e x t e n d s ideatly into infinite depth, and laterally the local fold p a t t e r n can easily be continued if we c o n n e c t local solutions along a straight dislocation line (cf. Fig. 4.46c). Of course, along such lines the solution is discontinuous with r e s p e c t to the curvature, a discontinuity which occurs in sinusoidal s y s t e m s at the inflection points. JOHNSON & ELLEN out that such

(1973) pointed

lines of discontinuities may be of some value in the analysis of folds

203

b
1

Fig. 4.46: D e f o r m a t i o n of a homogeneous half-space (a) into similar folds (b,c). A local solution (c) can be e x t e n d e d laterally by c o n t i n u a t i o n along a slip-line.

and c o m p a r e d them with ' c h a r a c t e r i s t i c s ' as they occur in the slip-line theory of plasticity. The possibility to continue local solutions laterally is c o m m o n for both fold types. In the case *normal of parallei cylindrical folds, a local solution can be continued along any However, for a parallel describe system there exists which

ray v as i l l u s t r a t e d with c o n s t a n t

by Fig. '4.47. Jacobian,

no solution

and thus it c a n n o t

a deformation

preserves volume locally. On the o t h e r hand, we have already seen in section 4.1.3 t h a t it is possible to connect deformed pieces in such a way t h a t the e n t i r e volume of the systems is not a l t e r e d (Fig. 4.47}. Concerning global volume changes, similar and parallel folds provide c o m p a r a b l e solutions. Parallel folds are best considered as l a m i n a t e d systems which allow the laminae to glide one above the o t h e r as illustrated in Fig. 4.47. Within

Fig. 4.47: Ideal (concentric) folds lateralIy continued along 'rays' or 'lines of discontinuity'. Heavy lines i n d i c a t e intervals of equal length for the layers, Black grid elements: d e f o r m e d 'volume e l e m e n t s ~ of originally r e c t a n g u l a r grid elements.

204

Fig, 4.48: Buckling of a card deck under lateral stress c o n f i r m e d by v e r t i c a l plates. Right: details of kink formation.

205

laminae the ideal model allows only for m e m b r a n e stresses, a situation s o m e t i m e s applicable to deformations in liquid crystals {KLEMAN,

1983). The d e f o r m a t i o n s b e t w e e n

subsequent layers then are proportional to the change of surface e l e m e n t s {rather than volume elements): let F(u;t) = x(u) + zN(u)~ (4,78) then ds/dt = (1-zk) where k: the local c u r v a t u r e of the, leading curve,

and We

the find

deformation that the

is simply proportional surface

to the

curvature

of

the

surface

element,

e l e m e n t s vanish along the evolute of the normals or a t

the focal surface, which w% t h e r e f o r e , can e x p e c t to be part of the shear surface s e p a r a t ing successive parallel folds.

The two fold types are both idealized systems, and e x p e r i m e n t a l l y transitions occur between the two that types. the JOHNSON & HONEA that 4.48 {1975) concluded one can e s t i m a t e illustrates some from their of multilayer folding by

experiments the 'ray

common

assumption Fig.

depth

method'

is of

limited value.

phases of multilayer

folding under two-axial

stress. The transition from parallel

to similar folds is again a

c o n t i n u a t i o n problem. Assume t h a t the solution is known a t the free surface of a half space and t h a t this solution is give n by a box fold: The range of the parallel fold solution is of limited depth, and it is bounded by a cuspoid focal line (Fig. 4.49). We are i n t e r e s t ed to e x t e n d the d i s t u r b a n c e into depth and require t h a t the fold lines are continuous along the focal line. To continue the disturbance we project the focal line into depth, i.e. assume the focal line is given by a function g(x,y) = 0, then we consider the family

Fig. 4.49: Continuation of parallel folds into similar folds by p r o p a g a t ing the cusp discontinuity into depth.

206

of functions g(x,y) = c. (4.79)

The fold lines of the parallel system i n t e r s e c t the focal line perpendicular as was discussed in t e r m s of wave fronts. The e x t e n d e d fold lines, t h e r e f o r e , have also to i n t e r s e c t the original focal line by right angles. A possible continuation, t h e r e f o r e , are the orthogonal t r a j e c t o r i e s of the family g(x,y) = c which are found by solving the d i f f e r e n t i a l equation

--gy

+ gxy' = O. 2

(4,80)

In the c a s e of a cuspoid focal line, x t r a j e c t o r i e s are the family of functions

y = (8/9)x 4/3 +c

(y-c) 3 = 0 or y - x 2/3 = c, the orthogonal

(4.8t)

which clearly provide a set of similar folds (Fig. 4.49). Usually the solution will be bounded to a strip of finite length, however, the strip can be continued laterally as discussed previously, and if we consider a layer of finite thickness, this continuation can be adjusted to p r e s e r v e volume globally. Clearly, the discussed models are only first order approximations which, however, allow graphical analysis of even c o m p l i c a t e d large scale d e f o r m a tions and which c a p t u r e some essential qualitative p r o p e r t i e s of e x p e r i m e n t s .

4.3.3 Bending at Fold Hinges

The previous discussion focussed on systems composed of layers of vanishing thickness, or of negligible thickness with r e s p e c t to the e n t i r e system. Concerning a c o m p a c t layer of finite thickness one has to consider the deformations near the fold hinge, as schematicaIly illustrated in Fig. 4.50. The previously discussed linear approach of paraI-

Fig. 4.50: Idealized parallel folds (kinks) composed of layers of d i f f e r e n t finite thickness.

207

lel

layer

reveals

Bernoulli's

theorem,

i.e.

undeformed c r o s s - s e c t i o n s in the

deformed

state.

A more realistic model provides St. Vernant~s solution for bending of a bar by

couples. The d e f o r m e d s t a t e is described by the map c X = x(1 + ~ z) Y = y(1 - ~ Z = where z) 2) - x 2) of couples; E: Young~s modulus, o: Poisson~s ratio and

(4.82)

z + ~ (c ( y 2 - z o c: strength

c / E = R-I; R: radius of curvature (see e.g. BUDO, 1974; LOVE, 1944).

In engineering the usual procedure is to study the deformation of an object under specific stress configuration. In geology we usually know little about the original stress field. Therefore, it is worthwhile to work with models, and the question is not mainly how the object d e f o r m s within a certain stress field but how far the model is applicable. One question, which can be pushed forward by m a t h e m a t i c a l analysis, is how the various p a r a m e t e r s i n t e r a c t and whether the solution is bounded to some region, i.e. concerning the bending model we are i n t e r e s t e d if the thickness of the bar is unlimited.

The limits of the solution are given by the condition that the Jacobian of St. Vernant's map vanishes; however, in this case we can simplify the analysis by reducing

the map to a standard c a t a s t r o p h e on Thomas list. If we slide the bar along the line y=0, i.e. by a vertical plane along the long axis (z), equation (4.82) simplifies to

-Z = ~ E ( o z 2 + x 2) + z c X =Exz

(4.83)

+ x,

and by means of the t r a n s f o r m a t i o n o z 2 ~ z 2 this equation simplifies to the standard form * 2 2 2E +c'--oz

= z

+ x

(4.84)

= 2xy

2E +--x. c the couples ~c' do not vanish {we consider only

The only assumptions involved are that d e f o r m e d states) and that by use of the standard

o 0. The singular set of this map is illustrated in Fig. 4.51 form of the hyperbolic umbilic. Fig. 4.52 illustrates a single

section (E,c, =constant),

and it becomes clear how the solution space is limited by a

cusp and a fold line, i.e. even for small deformations of this type the bar cannot exceed a c e r t a i n thickness. Fig. 4.52a illustrates the shape of the undeformed area, i.e. the

boundaries defined by J=0 {J: Jacobian determinant). By s e t t i n g J=c one finds lines of

208

. ..

;i !.

. ,'

Fig. 4.51: The s t a n d a r d form i n d i c a t e the local tpotential~.

of Thomas hyperbolic umbilic.

Isolines inside circles

~"

i ......... "

Fig. 4.52: a) The non-local section through a bent b a r along its long axis (see text). The c r i t i c a l s e t ( s e l f - i n t e r s e c t i o n s of parabolas) corresponds with the section through t h e hyperbolic umbilic. P a r a b o l a s indicate lines which are parallel in the u n d e f o r m e d s t a t e , a ) a s s o c i a t e d u n d e f o r m e d state: Only the blank a r e a can be d e f o r m e d to the image i n d i c a t e d in (a). b) The same bar with lines of c o n s t a n t values of the J a c o b i a n d e t e r m i n a n t , b ) the associated u n d e f o r m e d image.

209

Fig. 4.53: The 'hyperbolic umbilic' as a sheet of paper folded in its plane.

210

"equal

volume

change"

in

the

undeformed

state

(Fig.

4.52b )

and

by

means

of

the

mapping (4.83 or 4.84) t h e i r image in the d e f o r m e d s t a t e (Fig. 4.52b). F u r t h e r p r o p e r t i e s will be analyzed system reacts~ in a more general sense in the next sections. The reduction of the gives only an idea how t h e e n t i r e the plane selected, and it allows t h e solution is c o r r e c t for original m a p to a two-dimensional problem, clearly, however, to r e I a t e

the d e f o r m a t i o n to a r a t h e r simple e x p e r i m e n t {Fig. 4.53): A s h e e t of paper

' b e n d e d ' in its plane i l l u s t r a t e s in a r a t h e r simple way how t h e limiting fold line evolves. To c o n n e c t this section with the f u r t h e r analysis of parallel systems we observe

t h a t equation (4.83) can a l t e r n a t i v e l y be w r i t t e n (using v e c t o r notation):

(4.85)
= y + ~z -(~y 2--E z

2 (oY -x

E/c

where term

the

first

term

is just

the

description of t h e

" n e u t r a l surface" and the second

is t h e n o n - n o r m a l i z e d normal of the surface e l e m e n t s . Thus, t h e first two t e r m s

on the right side describe t h e 'normal v a r i a t i o n ' of the surface, i.e. h(u,v) = I Xu A Xv{ in e q u a t i o n (4.76). The final t e r m on t h e right side c a n be t a k e n as a non-linear disturbance of the quasi-parallel system. This non-linear t e r m depends only on z such that

the bending equation is properly a p p r o x i m a t e d by the quasi-parallel system if z is sufficiently small.

4.3.4 N o t a t i o n of S t r a i n Whenever elastic or plastic deformations are considered, the problem is usually

f o r m u l a t e d in t e r m s of s t r e s s e s and strains. The procedure is to solve a given problem in t e r m s of dislocations {e.g. LOVE,

discussed with similar folds, i.e. by a map

Fll
X2 3 =

1944). The d e f o r m e d s t a t e then is given in t h e form

x2

'

~i = f ( x l , x

2 'x3)

deformed

undeformed

dislocations

The elements of strain are related to the Jacobian matrix of the dislocations (e.g. LOVE, 1944).

211

"agl agl. ag~axl ax 2 ax 3 J(E) = ag= aga a~a

ax 1 ax 2 ~x 3 a~a ~3 3,~3 ax 1 ax 2 ax3 a

(4.87)

= [<, <, <,]

where (Ex) etc. are the column v e c t o r s of the Jacobian matrix. Now, t h e r e exists a simple relationship b e t w e e n the Jacobian m a t r i x of the map (4.86) I which will be denoted by J(X)~ and the Jacobian m a t r i x of the dislocations (4.88) J(X) = J(E} + I where I: the identity matrix. If we now consider the more general map

[iil I:
X2 =

V(Xl,X2,X3) [ , (Xl'X2'X3)]

and the Jacobian matrix of the dislocations is

J(E) = J(X) - I. The m a t r i x of strain e l e m e n t s in the linear theory of e l a s t i c i t y then is given by (e.g. LOVE, 1944; MEANS, 1976) (4.90)

( eij,]
In the

i~[' SXi~
l

Lt-3--x.J

(_~)]
~.
,,d

_ I}.

nonlinear

theory

of

finite strain,

however,

the

matrix

of s t r a i n

elements

can

be w r i t t e n

( g )
where

l{~3Xi

,faXj )~

-I}

(4.91)

,ax i

< , >

denotes the scalar product of the column vectors of the Jacobian matrix.

We shall need these notations because they simplify the following work.

4.3.5 G e n e r a l i z e d P l a n e Strain in Layered Media Geological In this case, problems are commonly solved under the assumption of plane strain.

the t h r e e - d i m e n s i o n a l problem simplifies to a two-dimensional one, which

212

causes

less c o m p u t a t i o n a l

problems even

in the c o m p u t e r .

Here we consider the case

of g e n e r a l i z e d

plane strain and define it by the condition t h a t e =e =e =0. If we zz xz yz apply this to the equations of similar folds (equation 4.77), we find t h a t the s t a t e of

plane s t r a i n is a c h i e v e d by a map X = ax + f{y) Y = by + g(x) Z = z w h e r e not only the s t r a i n c o m p o n e n t s involving the z - d i r e c t i o n vanish but also the associated dislocations, A more Special cases of this type have been discussed by HOBBS (1971) folds. We take

(4.92)

in detail,

interesting

situation

arises if one considers parallel

the discussion of the bending of bars as m o t i v a t i o n and consider the quasi-parallel system

~ (x,y

+z

(4.93)

or

x = x(u,v) +

z]x u A x v I N

and app!y the linear theory of strain. The s t r a i n e l e m e n t s are found from equation (4.90)

exx=-Z fxx; ezz=exz=eyz=0; i.e. the

eyy=-Z fyy;

exy= Zfxy;

(4.94)

quasi-parallel

system

describes

a state

of generalized

plane strain.

Next

we

consider the p e r f e c t parallel system X = x(u,v) + zN(u,v) (4.95)

and apply t h e non-linear t h e o r y of finite strain. be w r i t t e n

The J a c o b i a n m a t r i x of this map can

J(X) =

((x u + ZNu), (% + ZNv), (N)).

(4.96)

The finite s t r a i n s are defined by t h e scalar products of the column vectors of J (equ. 4.91) which simplify i f one applies the o r t h o g o n a l i t y relations <Xu, Nu > =0;< Xu,N> =0 etc.. The finite strains are 1 Cxx = 2~< (Xu+ZNu),(Xu + ZNu) > -1) = ~e-(<x ,x > + 2z<N x > + z2< Nu,N u ) > 2 u u uu E YY@<(Xv+ZNv)'(Xv+ZNv)> -I)= <Xv,Xv>+ 2z<N v x v > + z2< Nv'Nv> -I) (4.97)

213

1 xy = ~{2<(Xu+ZNu)'(Xv+Nv)> -1) = ~ <Xu,Xv> + ZkNu, Xv> + <NvXu> ) + z2<Nu,Nv>)

z z = ~xz = ~ z = O .

The

two equations, thus, are isomorphic with r e s p e c t to the applied theory of strain,

and because the linear theory is an approximation of the non-linear one, equation (4.93) provides an approximation of equation (4o95). Indeed, if we consider only the "neutral surface" X = x(u,v) which is e v e r y w h e r e differentiable, then we can approximate it locally by an explicit function z=f(x,y) in t e r m s of its moving frame. There is another impor-

tant aspect: If we consider the case x(u,v)=f{u,v), then the focal surfaces, which bound the solution space, are identical for equation (4.93) and equation (4.95) because we can define them as the evolute (surface) of the normal rays, and the only d i f f e r e n c e b e t w e e n t h e s e equations is the magnitude of dislocation along the normals. Thus, even the solutions deviate to some e x t e n t in the linear and non-linear model, the critical set of focal domains remains identical.

Both

equations

studied here

describe families of surfaces, strains, which can

and this

fact

has

its

expression in the equations

for the

be expressed in t e r m s of the

fundamental forms of the "neutral surface". Following DoCARMO (1976) we note that

E = < Xu~X ; u>

G = < Xv,Xv> ;

F = < Xu~X V>

-e = <Nu,Xu> ;

-g =<NvlXv> ;

-2f = <Nu,Xv>+< Nv,Xu> ,

and the e l e m e n t s of strain can be w r i t t e n

2 xx = E - 2ze + z2<Nu,Nu>

(4.98)

Cyy

2zg + z < Nv,Nv>

Cxy = F - 2zf + z 2 <Nu,Nv> providing the base for a potential further analysis.

The study of parallel system thus provides us with r a t h e r general models for generalized plane strain and with s t r a t e g i e s to find more general solutions in t e r m s of finite strain than usually: If we are able to find a solution in t e r m s of the linear theory, the close relations discussed here allow to t r a n s f e r it to the non-linear theory as far as

quasi-parallel s y s t e m s are concerned. The equations governing bending deviate from the quasi-parallel linear model only by an additional non-linear t e r m . In the finite strain

model a r a t h e r similar s t r u c t u r e is achieved if the variable 'z ~ is replaced by a function h(z), e.g. h(z} = h(1-z).

214

The

quasi-parallel

systems

provide

family

of

functions

of

potential

value

for

the analysis of large scale deformations, matrix (or the related strains)-an theory. The problems,

classifiable by the s t r u c t u r e of t h e i r Jacobian which links this study with catastrophe are those which can be solved

aspect

which have been discussed here,

by 'hand m e t h o d s ' , In layered media the physical p r o p e r t i e s usually a l t e r n a t e (or change gradually). Replacing the scalar function h(x,y) in equation (3.76) by a m a t r i x H(x,y;z)

allows to study more c o m p l i c a t e d systems in t e r m s of i t e r a t e d maps.

4.4 SUMMARY The discussed examples are manifold, covering various geological and "applied

m a t h e m a t i c a l " methods. This calls for a s y s t e m a t i z a t i o n of the various forms of instable behavior certain and maps, pattern objects-develop formation. surfaces, There are two aspects: instable First, we have three which, major under we mathematical trajectories, and distance functions-sense.

discontinuities or b e c o m e

in some

Secondly,

h a v e the instabilities t h e m s e l v e s which cause b r a n c h i n g solutions. A first group of objects, which occured r e p e a t e d l y throughout t h e examples, are

surfaces which c a n locally be described as F(x 1. . . .

, xi)=0. The i n t e r e s t i n g d e f o r m a t i o n s xi). The surface t r a n s f o r m s by Huygens' principle. This

occur under the t r a n s f o r m a t i o n F=F(Xl, ... , x i) + sN(Xl, . . . . like a wave front, at least locally, which is c o n s t r u c t e d

implies t h a t the family of s u r f a c e s can locally be described as F(Xl, ... , xi; s)=0, and the c o n c e p t of s t r u c t u r a l s t a b i l i t y can be used to study t h e g e o m e t r i c a i singularities. The evolution of wave fronts is, of course, t h e typical example although t h e discontinuities, which arise in the two-dimensional projection of t h r e e - d i m e n s i o n a l objects, provide still more tions, are then closely geometrical the whole examples. example In addition, we can l o c a t e here the probabilistic hull of the 0ntogenetie although 'morphospace' the physical belongs to this class parameters are quite

of the o n t o g e n e t i c ' m o r p h o s p a c e ' of c h a p t e r 2, and if we allow for more general dislocaof problems. Clearly, the " p r e - c o m p u t e r " analysis of parallel folds and the slip-line theory related in g e o m e t r i c a l terms

different. The second group of o b j e c t s were trajectories-ontogenetic t r a c e s in c h a p t e r 2,

rays and slip-lines in c h a p t e r 4. Along t h e s e t r a j e c t o r i e s a dynamics can be established -the spreading of a wave front, t h e o n t o g e n e t i c d e v e I o p m e n t etc. -- by an e q u a t i o n like ds/dt=f(s) (s:arc length). But t h e t r a j e c t o r i e s or rays t h e m s e l v e s are s t a t i c o b j e c t s like the previously a gradient discussed families of surfaces, and they are described by the identical equations up to a n o r m a l i z a t i o n f a c t o r of the evolution p a r a m e t e r . If one has especially system, then e l e m e n t a r y c a t a s t r o p h e theory provides a classification of the i n t e r e s t i n g g e o m e t r i c a l singularities. However, the gradient r e s t r i c t i o n is not so essential

215

because e l e m e n t a r y c a t a s t r o p h e theory is a local theory, i.e. it is sufficient if we can transform such a system locally, near a critical point, into a gradient system. The

interesting singularities are usually d i f f e r e n t from the 'involutes of rays'; however, they are r e l a t e d as discussed in t e r m s of seismic reflection.

A further group of examples can be c o l l e c t e d under the t e r m "distance functions", and this is the most comprehensive group. Again, we can easily return to e l e m e n t a r y c a t a s t r o p h e theory. The wave fronts on a given set of rays have to satisfy the d i s t a n c e function r=I(x,y)-(Xo,Yo) I. Similar formulations are possible for the slip-line theory and

e l a s t i c i t y theory using the c o n c e p t of strain and stress potentials. It is commonly the approach via a distance or energy function, which allows to study problems more deeply in topological terms. In principle, the problems e n c o u n t e r e d in surface r e c o n s t r u c t i o n

and the convex hulls of point sets (chapter 2, Honda trees) belong to this group.

If we now take the example of cluster analysis, the situation is d i f f e r e n t . What we are doing in this case is essentially that we map a n-dimensional space onto a o n e - dimensional one, the space of distances. This allows to r e p r e s e n t clustering results from a n-dimensional space as a binary tree. The binary t r e e is nothing than the graphical

r e p r e s e n t a t i o n of the pair (X,d) where 'X' is a one-dimensional point set and 'd' is a relation b e t w e e n the points which defines an order. In the c a s e of cluster trees, the

problem is that the distance 'd' does not imply an ordering sequence and that the map R n - - R can be multi-valued. This returns the problem to singularity theory as t e r e d with the two-dimensional images of three-dimensional objects. encoun-

What does hold t o g e t h e r all examples, is that we can describe them all as maps and that the the observed instabilities are geometrical singularity related to singularities of these maps whereby have different physical meaning concerning

identical

may

d i f f e r e n t objects and may be d i f f e r e n t with r e s p e c t to any chosen subspace, i.e. in spatial and s p a t i o - t e m p o r a l coordinates. Maps in their most general sense are not very specific. Insofar, the previous discussion provides examples of more specific maps, which are

of some i n t e r e s t in geological applications.

Concerning

the

bifurcation

of

solutions

the

preceding

discussion remains

within

k i n e m a t i c models. A bifurcation point is defined as the value of an evolution p a r a m e t e r at which t h e local topology changes. Thus, the cusp c a t a s t r o p h e is the bifurcation set of the swallowtail, with it s e p a r a t e s fronts the area which, with continuous wave of course, are fronts from that one

s e l f i n t e r s e c t i n g wave

of d i f f e r e n t topological type,

and in a similar sense the transition from parallel to similar folds can be i n t e r p r e t e d , etc.. The c a t a s t r o p h e approach "implies that a non-bifurcation point is one at which

the topology does not change, i.e. a point at which the system is structurally stable. ... bifurcation is seen as a loss of (structural) stability of the system, r a t h e r than the

216

loss

of

stability these and

of

particular

solution" are

(STEWART, called

1982).

To

avoid

nomenclature of their wide

conflicts, meaning

topological

bifurcations objectives

catastrophes. well

Because for

their

topological

they

appear

suited

new

approaches

of geometrical

r e a s o n i n g in g e o l o g y .

ELEMENTARY CATASTROPHES

P O T E N T I A L S A N D C R I T I C A L SETS

fold
v(x) =

~3 ux ~I
+
+ VX

cusp

vlxl -- ~x4, ~x~

/\
f

swallowtail

v~xl~

~s+ ~3+ ~x~+ ~

hyperbolic umbllic V(x,y) = x 3 + y3 + w x y - u x -

elliptic umbilic

vY u x -

V(x,y) = x 3 - 3 x y 2 + w{x 2 +y2) _

These

are only those elementary

catastrophes

which are easily graphed,

For a detailed

list s e e o n e o f t h e t e x t b o o k s .

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