Random variables - Necessary ingredient to simulation and Monte Carlo method.
Natural random number generator for simulation, Monte Carlo and other stochastic methods
Murry, H. F.↗
SEARCH · Engineering Papers
Results for “Randomized methods”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
A Practical Comparison of Data-Driven Prognostics Methods for Energy Systems
This study explores data-driven prognostics for nuclear power plant (NPP) condensers, focusing on tube fouling. We utilized the Asherah nuclear power plant simulator (ANS) to compare four methods: Random Forest (RF), Support Vector Regressor (SVR), Fully Connected Neural Network (FCNN), and Long Short-Term Memory Neural Network (LSTM). By simulating various fouling scenarios in the ANS, we generated data with different degradation rates under transient operations. The models were trained and tested on these data, with performance evaluated visually and numerically including uncertainty assessment. The LSTM model excelled, exhibiting minimal prediction noise and the most accurate remaining useful life estimates across all degradation levels. Its ability to capture long-term dependencies and produce cleaner outputs makes it a strong candidate, although accurate training data across the entire component lifespan are crucial. The RF model emerged as a robust alternative, providing reliable predictions with high confidence. The FCNN and SVR models, while less effective overall, showed potential under specific conditions. FCNN offers a less complex alternative to LSTM and might benefit from larger datasets. SVR excels in precision when the quality of the training data is high. Furthermore, this study highlights the operational benefits of advanced prognostics in the energy sector and emphasizes the need for further research in NPP condenser health management through real-life experiments.
21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
ML-Based Power System Stability Assessment Considering Network Topology Changes: WECC 20,000+ Bus System Case Study
Modern power grids are fast-changing and thus require real-time monitoring and online stability assessment. With the rapid development of machine learning (ML) techniques, using data-driven models to provide fast and accurate estimations of power system stability marginal information, such as frequency nadir for frequency stability and critical clearing time (CCT) for transient stability, have become possible. However, despite the numerous research on ML-based methods for frequency nadir and CCT prediction, there is limited work on the impact of different network topology changes. Furthermore, most previous studies only focused on small or synthetic systems, and there is a lack of research on actual large power system models. In this paper, the above issues are addressed by studying the actual U.S. Western Electricity Coordinating Council (WECC) system model with more than 20,000 buses. Massive simulations are conducted in PowerWorld Simulator to study the impact of various topology change scenarios on both frequency stability and transient stability. System operating information is extracted from the success dispatch cases of various network topologies to generate a comprehensive dataset for ML-based models. Two ML methods, random forest (RF) and multilayer perceptron (MLP) neural network, are trained and tested for both frequency nadir prediction and CCT prediction. Test results have proven the models are capable of online stability assessment for large power networks such as the WECC system with sufficient accuracy.
critical clearing time↗
Application of multivariable search techniques to the optimization of airfoils in a low speed nonlinear inviscid flow field
Multivariable search techniques are applied to a particular class of airfoil optimization problems. These are the maximization of lift and the minimization of disturbance pressure magnitude in an inviscid nonlinear flow field. A variety of multivariable search techniques contained in an existing nonlinear optimization code, AESOP, are applied to this design problem. These techniques include elementary single parameter perturbation methods, organized search such as steepest-descent, quadratic, and Davidon methods, randomized procedures, and a generalized search acceleration technique. Airfoil design variables are seven in number and define perturbations to the profile of an existing NACA airfoil. The relative efficiency of the techniques are compared. It is shown that elementary one parameter at a time and random techniques compare favorably with organized searches in the class of problems considered. It is also shown that significant reductions in disturbance pressure magnitude can be made while retaining reasonable lift coefficient values at low free stream Mach numbers.
Hague, D. S.↗
Functional methods for waves in random media
Some basic ideas in functional methods for waves in random media are illustrated through a simple random differential equation. These methods are then generalized to solve certain random parabolic equations via an exponential representation given by the Feynman-Kac formula. It is shown that these functional methods are applicable to a number of problems in random wave propagation. They include the forward-scattering approximation in Gaussian white-noise media; the solution of the optical beam propagation problem by a phase-integral method; the high-frequency scattering by bounded random media, and a derivation of approximate moment equations from the functional integral representation.
Chow, P. L.↗
Functional methods for waves in random media
Some basic ideas in functional methods for waves in random media are illustrated through a simple random differential equation. These methods are then generalized to solve certain random parabolic equations via an exponential representation given by the Feynman-Kac formula. It is shown that these functional methods are applicable to a number of problems in random wave propagation. They include the forward-scattering approximation in Gaussian white-noise media; the solution of the optical beam propagation problem by a phase-integral method; the high-frequency scattering by bounded random media; and a derivation of approximate moment equations from the functional integral representation.
Chow, P. L.↗
Random vs. Combinatorial Methods for Discrete Event Simulation of a Grid Computer Network
This study compared random and t-way combinatorial inputs of a network simulator, to determine if these two approaches produce significantly different deadlock detection for varying network configurations. Modeling deadlock detection is important for analyzing configuration changes that could inadvertently degrade network operations, or to determine modifications that could be made by attackers to deliberately induce deadlock. Discrete event simulation of a network may be conducted using random generation, of inputs. In this study, we compare random with combinatorial generation of inputs. Combinatorial (or t-way) testing requires every combination of any t parameter values to be covered by at least one test. Combinatorial methods can be highly effective because empirical data suggest that nearly all failures involve the interaction of a small number of parameters (1 to 6). Thus, for example, if all deadlocks involve at most 5-way interactions between n parameters, then exhaustive testing of all n-way interactions adds no additional information that would not be obtained by testing all 5-way interactions. While the maximum degree of interaction between parameters involved in the deadlocks clearly cannot be known in advance, covering all t-way interactions may be more efficient than using random generation of inputs. In this study we tested this hypothesis for t = 2, 3, and 4 for deadlock detection in a network simulation. Achieving the same degree of coverage provided by 4-way tests would have required approximately 3.2 times as many random tests; thus combinatorial methods were more efficient for detecting deadlocks involving a higher degree of interactions. The paper reviews explanations for these results and implications for modeling and simulation.
Kuhn, D. Richard↗
Evaluating the performance of random forest and iterative random forest based methods when applied to gene expression data
Gene-to-gene networks, such as Gene Regulatory Networks (GRN) and Predictive Expression Networks (PEN) capture relationships between genes and are beneficial for use in downstream biological analyses. There exists multiple network inference tools to produce these gene-to-gene networks from matrices of gene expression data. Random Forest-Leave One Out Prediction (RF-LOOP) is a method that has been shown to be efficient at producing these gene-to-gene networks, frequently known as GEne Network Inference with Ensemble of trees (GENIE3). Random Forest can be replaced in this process by iterative Random Forest (iRF), which performs variable selection and boosting. Here we validate that iterative Random Forest-Leave One Out Prediction (iRF-LOOP) produces higher quality networks than GENIE3 (RF-LOOP). We use both synthetic and empirical networks from the Dialogue for Reverse Engineering Assessment and Methods (DREAM) Challenges by Sage Bionetworks, as well as two additional empirical networks created from Arabidopsis thaliana and Populus trichocarpa expression data.
59 BASIC BIOLOGICAL SCIENCES↗
Evaluating the Performance of Random Forest and Iterative Random Forest Based Methods when Applied to Gene Expression Data
Gene-to-gene networks, such as Gene Regulatory Networks (GRN) and Predictive Expression Networks (PEN) capture relationships between genes and are beneficial for use in downstream biological analyses. There exists multiple network inference tools to produce these gene-to-gene networks from matrices of gene expression data. Random Forest-Leave One Out Prediction (RF-LOOP) is a method that has been shown to be efficient at producing these gene-to-gene networks, frequently known as GEne Network Inference with Ensemble of trees (GENIE3). Here we validate that iterative Random Forest-Leave One Out Prediction (iRF-LOOP) produces higher quality networks than GENIE3. We use both synthetic and empirical networks from the Dialogue for Reverse Engineering Assessment and Methods (DREAM) Challenges by Sage Bionetworks, as well as two additional empirical networks created from Arabidopsis thaliana and Populus trichocarpa expression data.
iRF-Loop, expression network, Populus Trichocarpa↗
Randomized Federated Learning Methods for Nonsmooth, Nonconvex, and Hierarchical Optimization (Final Technical Report)
This final technical report summarizes the outcomes of a DOE-funded project on federated scientific machine learning (FL) under nonsmooth, nonconvex, and hierarchical optimization settings. The project develops new mathematical models, algorithms, and theoretical guarantees for decentralized stochastic, bilevel, and minimax optimization problems arising in DOE mission-relevant applications. A unified framework of randomized and zeroth-order federated optimization methods is introduced, providing provable convergence, communication efficiency, and sample-complexity guarantees. The report documents algorithmic design, theoretical analysis, and empirical validation of the proposed federated learning methods. The project also contributes to workforce development through graduate training and dissemination of results via publications and seminars.
97 MATHEMATICS AND COMPUTING↗
Evaluation of three analytical methods for structures under random acoustic excitation
Evaluation of three methods for determining response analysis of plate and shell structures under random acoustic excitation
Hwang, C.↗
Dynamic response and input identification of MDOF structures subjected to coupled random vector inputs
A method of random dynamic analysis is presented which is based on the classical approach applied to a discretized structure. The method assumes that the system identification is available in the form of natural modes and frequencies. These modes and frequencies can be found from either available solutions or approximately from finite element programs. A computer program has been developed to perform the computations required in the analysis. All computations are performed with transformed modal variables, which results in significant economy since the number of modal degrees of freedom is almost always less than the number of physical degrees of freedom. The program computes the response to force and base inputs which are statistically coupled. A method is also presented for predicting one of the inputs if the second input and the acceleration response at a point on the structure are known. Finally, results are presented for the random response of a rectangular plate subjected to a random pressure and a random base input. The inputs are considered individually and with various degrees of statistical coupling.
Ocallahan, J. C.↗
Dynamic Loads Generation for Multi-Point Vibration Excitation Problems
A random-force method has been developed to predict dynamic loads produced by rocket-engine random vibrations for new rocket-engine designs. The method develops random forces at multiple excitation points based on random vibration environments scaled from accelerometer data obtained during hot-fire tests of existing rocket engines. This random-force method applies random forces to the model and creates expected dynamic response in a manner that simulates the way the operating engine applies self-generated random vibration forces (random pressure acting on an area) with the resulting responses that we measure with accelerometers. This innovation includes the methodology (implementation sequence), the computer code, two methods to generate the random-force vibration spectra, and two methods to reduce some of the inherent conservatism in the dynamic loads. This methodology would be implemented to generate the random-force spectra at excitation nodes without requiring the use of artificial boundary conditions in a finite element model. More accurate random dynamic loads than those predicted by current industry methods can then be generated using the random force spectra. The scaling method used to develop the initial power spectral density (PSD) environments for deriving the random forces for the rocket engine case is based on the Barrett Criteria developed at Marshall Space Flight Center in 1963. This invention approach can be applied in the aerospace, automotive, and other industries to obtain reliable dynamic loads and responses from a finite element model for any structure subject to multipoint random vibration excitations.
Shen, Lawrence↗
Statistical Evaluation and Improvement of Methods for Combining Random and Harmonic Loads
Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield/ultimate strength and high- cycle fatigue capability. This Technical Publication examines the cumulative distribution percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematica to calculate the combined value corresponding to any desired percentile is then presented along with a curve tit to this value. Another Excel macro that calculates the combination using Monte Carlo simulation is shown. Unlike the traditional techniques. these methods quantify the calculated load value with a consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Additionally, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can substantially lower the design loading without losing any of the identified structural reliability.
Brown, A. M.↗
Statistical Comparison and Improvement of Methods for Combining Random and Harmonic Loads
Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield ultimate strength and high cycle fatigue capability. This paper examines the cumulative distribution function (CDF) percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematics is then used to calculate the combined value corresponding to any desired percentile along with a curve fit to this value. Another Excel macro is used to calculate the combination using a Monte Carlo simulation. Unlike the traditional techniques, these methods quantify the calculated load value with a Consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Also, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can lower the design loading substantially without losing any of the identified structural reliability.
Brown, Andrew M.↗
Analytic method for calculating properties of random walks on networks
A method for calculating the properties of discrete random walks on networks is presented. The method divides complex networks into simpler units whose contribution to the mean first-passage time is calculated. The simplified network is then further iterated. The method is demonstrated by calculating mean first-passage times on a segment, a segment with a single dangling bond, a segment with many dangling bonds, and a looplike structure. The results are analyzed and related to the applicability of the Einstein relation between conductance and diffusion.
Goldhirsch, I.↗
Extracting Damping Ratio from Dynamic Data and Numerical Solutions
There are many ways to extract damping parameters from data or models. This Technical Memorandum provides a quick reference for some of the more common approaches used in dynamics analysis. Described are six methods of extracting damping from data: the half-power method, logarithmic decrement (decay rate) method, an autocorrelation/power spectral density fitting method, a frequency response fitting method, a random decrement fitting method, and a newly developed half-quadratic gain method. Additionally, state-space models and finite element method modeling tools, such as COMSOL Multiphysics (COMSOL), provide a theoretical damping via complex frequency. Each method has its advantages which are briefly noted. There are also likely many other advanced techniques in extracting damping within the operational modal analysis discipline, where an input excitation is unknown; however, these approaches discussed here are objective, direct, and can be implemented in a consistent manner.
Casiano, M. J.↗
Real-Time Adaptive Drag Minimization Wind Tunnel Investigation of a Flexible Wing with Variable Camber Continuous Trailing Edge Flap System
This paper reports the results of a recently completed real-time adaptive drag minimization wind tunnel investigation of a highly flexible wing wind tunnel model equipped with the Variable Camber Continuous Trailing Flap (VCCTEF) technology at the University of Washington Aeronautical Laboratory (UWAL). The wind tunnel investigation is funded by NASA SBIR Phase II contract with Scientific Systems Company, Inc. (SSCI) and University of Washington (UW) as a subcontractor. The wind tunnel model is a sub-scale Common Research Model (CRM) wing constructed of foam core and fiberglass skin and is aeroelastically scaled to achieve a wing tip deflection of 10% of the wing semi-span which represents a typical wing tip deflection for a modern transport such as Boeing 787. The jig-shape twist of the CRM wing is optimized using a CART3D aero-structural model to achieve the minimum induced drag for the design cruise lift coefficient of 0.5. The wing is equipped with two chord wise cambered segments for each of the six span wise flap sections for a total of 12 individual flap segments that comprise the VCCTEF system. Each of the 12 flap segments is actively controlled by an electric servo-actuator. The real-time adaptive drag optimization strategy includes an on-board aerodynamic model identification, a model excitation, and a real-time drag optimization. The on-board aerodynamic model is constructed parametrically as a function of the angle of attack and flap positions to model the lift and drag coefficients of the wing. The lift coefficient models include a linear model and a second-order model. The drag coefficient models include a quadratic model and a higher-order up to 6th-order model to accurately model the drag coefficient at high angles of attack. The onboard aerodynamic model identification includes a recursive least-squares (RLS) algorithm and a batch least-squares (BLS) algorithm designed to estimate the model parameters. The model excitation method is designed to sample the input set that comprises the angle of attack and the flap positions. Three model excitation methods are developed: random excitation method, sweep method, and iterative angle-of-attack seeking method. The real-time drag optimization includes a generic algorithm developed by SSCI and several optimization methods developed by NASA which include a second-order gradient Newton-Raphson optimization method, an iterative gradient optimization method, a pseudo-inverse optimization method, an analytical optimization method, and an iterative refinement optimization method. The first wind tunnel test entry took place in September 2017. This test revealed major hardware issues and required further redesign of the flap servo mechanisms. The second test entry took place in April 2018. However, the test was not successful due to the issues with the onboard aerodynamic model identification RLS algorithm which incorrectly identified model parameters. This test also provides an experimental comparison study between the VCCTEF and a variable camber discrete trailing edge flap (VCDTEF) without the elastomer transition mechanisms. The experimental result confirms the benefit of the VCCTEF which produces lower drag by 5% than the VCDTEF. The third and final test entry took place in June 2018 after the issues with the RLS algorithm have been identified and corrected. Additional improvements were implemented. These include the BLS algorithm, the iterative angle-of-attack seeking method, the iterative gradient optimization method, and the pseudo-inverse optimization method. The test objectives were successfully demonstrated as the real-time drag optimization identifies several optimal solutions at off-design lift coefficients. The iterative gradient optimization method is found to achieve up to 4.7% drag reduction for the off-design lift coefficient of 0.7. The pseudo-inverse optimization method which does not require the drag coefficient model is found to be quite effective in reducing drag. Up to 9.4% drag reduction for the off-design lift coefficient of 0.7 is achieved with the pseudo-inverse optimization method. The wind tunnel investigation demonstrates the potential of real-time drag optimization technology. Several new capabilities are developed that could enable future adaptive wing technologies for flexible wings equipped with drag control devices such as the VCCTEF.
Drag Optimization↗