Enhancing Multi-Objective Optimisation Through Machine Learning-Supported Multiphysics Simulation
Enhancing Multi-Objective Optimisation Through Machine Learning-Supported Multiphysics Simulation
1 Introduction
Multiphysics and multiscale simulations have become crucial for the computa-
tional modelling and analysis of multiple interacting physical phenomena in tech-
nical systems. These phenomena include mechanics, fluid dynamics, heat trans-
fer, and electromagnetics for a wide variety of applications, such as aerospace
engineering, biomedical engineering, and materials science, to name a few. Incor-
porating multiple physical phenomena into simulations is a powerful tool for
engineers, enabling them to investigate various design alternatives and param-
eters and enhance the depth of their decision-making during design processes.
Typically, this approach involves considering competing objectives simultane-
ously within multiobjective optimization tasks, thereby ensuring that the final
design solutions strike an optimal balance across diverse performance criteria.
Acquiring optimal solutions presents a significant challenge due to the com-
plex nature of numerical models and potential nonlinear dependencies among
design parameters. Moreover, constrained solution spaces yield scarce feasible
solutions and require the inclusion of advanced domain knowledge of the under-
lying physical problem. To address these issues, we propose using surrogate mod-
els, i.e. data-driven algorithms, as an alternative to running computationally
expensive multiphysics simulations in combination with advanced optimisation
techniques i.e. evolutionary algorithms. We demonstrate how surrogate mod-
els in multiphysics simulations reduce computational burdens, accelerating the
design process and enabling broader exploration of design options.
Fig. 1. Proposed strategy for training and self-optimising surrogate models using
machine learning and deep learning techniques to tackle multiobjective optimisation
problems in complex multiphysics simulations.
2 Related Work
When dealing with tabular data, employing boosted trees or ensemble strategies
for meta-modelling is a reliable benchmark for execution speed, computational
efficiency, and accuracy [9]. In our research, we depict the multiphysics problem
in tabular format, enabling direct training of surrogates for predicting individual
output values of the associated physical system. This common approach allows
hyperparameter tuning of each surrogate and gives insight into the models’ per-
formance for each system output. Besides fixed tabular or parameterised physical
problems, integrating deep learning techniques with numerical simulation tools
has shown the potential to reduce computational burden using more complex
data. These techniques can predict multiple outputs of a physical system and
extract in-depth features of the data. For example, convolutional auto-encoders
have been used to model scalar transport equations coupled to Navier-Stokes
equations [10]. Further application strategies in fluid flow applications [1,18],
300 D. Botache et al.
heat transfer [14,25] and electromagnetics [20] show the potential for accurate
modelling of multiphysics problems but also on predicting problem specific key
performance indicators. Still, most of these approaches lack the explainability
and interpretability of the trained or extracted features and require high amounts
of data. Physics-informed neural networks [16,23,25] have been proposed as a
powerful tool to obtain solutions for multiphysics simulations without access to
ground-truth data. However, these models require substantial knowledge of the
underlying system, making them less accessible to non-experts. Additionally,
they can be computationally expensive and time-consuming to train, needing
significant resources to converge to accurate solutions.
In many cases, the goal consists of optimising the design parameters within
these technical systems, considering multiobjective criteria. Multiobjective
optimisation requires finding trade-offs between potentially conflicting objec-
tives [24], which quickly becomes a challenging task for automated optimisa-
tion algorithms. A recent study investigated this problem through the lens of
diversity and showed that their approach increases diversity without sacrificing
global performance [22]. In our work, we shift the decision to consider the dif-
ferent objectives of the user by presenting a range of Pareto-fronts of optimised
designs. We additionally encourage diversity in our optimised results by carefully
choosing combinations of surrogate models and optimisation algorithms.
Limited data also poses significant challenges in multiphysics optimisation,
and only a few works highlight the challenges in specific use cases. An investi-
gation integrates topology optimisation and generative models (e.g., generative
adversarial networks) in a framework allowing the exploration of new design
options, thus generating many designs starting from limited previous design
data [19]. In a preliminary investigation of one of the use cases, novelty and
anomaly detection algorithms were used in design optimisation tasks. The study
found that these algorithms are effective in exploring the design space, but they
have limitations when it comes to exploitation [7]. Thus, Deep active design
optimization was introduced to address this disadvantage, combining deep active
learning and design optimization [6].
In this section, we present our pipeline for applying, explaining and evaluat-
ing ML surrogate models coupled with multiobjective optimisation strategies of
technical systems. It streamlines the evaluation and experimentation process and
presents a general validation and performance evaluation procedure. Our app-
roach, depicted in Fig. 2, consists of three main blocks, which will be explained
separately in the following subsections.
MO-Optimisation Through ML-Supported Multiphysics Simulation 301
Fig. 2. Ilustration of our proposed Pipeline for self-optimising surrogate models, which
can be seamlessly integrated into the optimisation process of multiphysics problems and
comprises three main blocks: data acquisition, surrogate model training, and multiob-
jective optimisation.
therefore they can consider relationships in the output space. The training of
the surrogate models is shown in Fig. 2 block (2). We employ hyperparameter
optimisation strategies to ensure robust training of the models. Since we assume
that the databases are limited and usually distributed in a specific range of
parameter values it is still possible to generate solution candidates outside that
range at the end of the proposed pipeline, but this could affect the prediction
performance of the models. Therefore, to identify possible unexplored areas that
should be generated in the first block, Fig. 2 (1), it is crucial to understand the
dependencies present in the data. To achieve this, our approach incorporates
explainable artificial intelligence (xAI) techniques that provide useful insights
into the data will be explained in detail in the following.
4 Experimental Design
In the following use cases, we explain the optimisation task and the correspond-
ing target values to consider when training the surrogate models. We train a
MO-Optimisation Through ML-Supported Multiphysics Simulation 303
single XGB Regressor for each target value considering the mean squared error
(MSE) and optimise each model’s hyperparameters independently using a com-
bined cross-validation and Bayesian optimisation strategy. The XGB as a base-
line provides valuable insights into the underlying problem and data depen-
dencies. Further, we employ ensemble strategies combining multiple scikit-learn
regressors at the decision level [11,21]. First, we conduct a random search to iden-
tify promising regressors. Next, we form an ensemble of these regressors using
a weighted average, with weights optimized via gradient-based methods. The
ensemble is trained with cross-validation, and the best one is selected based on
validation scores. The final chosen ensemble is trained on the entire training
dataset. This approach balances exploring the hyperparameter space and exploit-
ing the most promising models. Finally, we use two deep-learning methods, MLP
and CNN, for the regression task. We use both models to estimate all target
values, and we tune the hyperparameters of each model using a combined cross-
validation and Bayesian optimisation strategy.
which significantly impact all the target values.1 . As shown in Fig. 3, two lat-
eral magnets are embedded into the rotor iron lamination. In addition, two air
cavities are designed in the rotor topology to guide the magnetic flux from the
magnets into the air gap at the stator-rotor interface.
Efficient sampling of high-dimensional spaces is crucial to deliver enough
information about the design space and, thus, train ML surrogate models. This
is usually constrained by the computational resources with the numerical mod-
els, and exploring every possible combination of parameters becomes unfeasible.
In this case, we apply Latin Hypercube Design (LHD) sampling, which limits the
number of simulations and enables systematic and efficient exploration across the
parameter space of the motor topology. The COMSOL 6.0 uncertainty quantifi-
cation module generates 691 sample points based on this algorithm, i.e., motor
design variations. The training and test datasets consist of 552 and 139 designs,
respectively.
The second use case, from fluid dynamics, addresses energy dissipation caused
by flow deflections in technical systems. Typical applications include large-scale
piping grids or cooling channels of gas turbine blades. Figure 4 depicts the U-
bend, which is described by 28 design parameters consisting of six boundary
points (green) and 16 curve parameters (red), offering considerable flexibil-
ity in its design and potential for optimisation. Two target values—Pressure
Loss Jp and Cooling Power JT —are evaluated using computational fluid
dynamics. The Navier-Stokes equations determine the velocities of the fluid and
the pressure. In addition, the energy equation is used to consider the heat con-
duction and the convective heat transfer between fluid and solid using a multi-
physics solver. Target JT is inversely defined, meaning a lower value signifies
higher cooling power. However, these two objectives inherently conflict, as no sin-
gle design can optimise both simultaneously, presenting a classic multi-objective
optimization challenge.
The dataset is publicly available [8], and the inclined reader is referred to the
relevant paper for a detailed description. We utilize a subset of the data, focusing
solely on the parameter representation of the dataset to maintain comparability.
In contrast to the Motor case, the authors used identical and independent ran-
dom sampling to generate the dataset. The training set comprises 800 designs,
and the test set includes 200.
1
Please refer to https://github.com/dbotache/ for a detailed description of the motor
dataset use case.
MO-Optimisation Through ML-Supported Multiphysics Simulation 305
Fig. 4. Parameterised geometry with boundary points (green) and curve parameters
(red). The Figure is adapted and rotated from [7] (Color figure online)
5 Results
We illustrate the versatility of our pipeline using the presented use cases and
structure our results as follows: Subsect. 5.1 showcases the performance of the
involved ML-surrogate models. Subsection 5.2 provides valuable insights into the
regression task’s outcomes. Results obtained with an evolutionary optimisation
strategy are presented in Subsect. 5.3. Moreover, in Subsect. 5.4, we validate the
acquired solution candidates by comparing the predictions of the surrogate mod-
els against the numerical simulations and finally present a performance criterion
for selecting the final results.
Surrogate models are evaluated using the mean absolute percentage error
(MAPE) on the test dataset (20%). This metric allows evaluation and compar-
ison of the models’ performance regardless of the target’s scale, as seen in the
top half of Fig. 5. Here, MAPE values below 1.9% for the Torque (Jm ), Total
Loss (JΦ ) and Magnet Mass (Jm ) indicate good prediction performance on
the Motor dataset. The U-Bend dataset poses a more difficult problem, evident
by the significantly higher MAPE scores using any surrogate model for predicting
the target values Pressure Loss (JP ) and Cooling Power (JT ). The bottom
part of Fig. 5 shows notable residual values for specific data points, particularly
in predicting JT for the U-Bend dataset. These outliers likely contribute to the
elevated MAPE values observed for the same target variable, given the sensitivity
of this metric to extreme values.
Another potential reason for the higher prediction error in the U-Bend case
is the greater dimensionality of the input space, which has 13 dimensions more
306 D. Botache et al.
Fig. 5. Assessment of surrogate model performance using MAPE scores and residual
analysis on the test sets for each use case.
than the Motor case with 15 design parameters. MSE loss for training and hyper-
parameter optimisation leads to a severe penalty for outliers. Consequently, the
optimisation process becomes more challenging in regions featuring low target
values, as they have less importance when squared. Moreover, the U-Bend case
features an entirely turbulent flow, where minor parameter adjustments can
trigger vortex formation and introduce discontinuities in the objective function.
The cases differ fundamentally in their physics: the Maxwell equation is a first-
order linear partial differential equation, whereas the Navier-Stokes equation is a
second-order nonlinear system with five solution variables, potentially account-
ing for the variance in prediction accuracy across our two use cases.
Fig. 6. Analysis of feature importance. The plots show the stacked bars of feature
important values obtained from the XGBoost models for each target value and use
case.
Total Loss JΦ and we can notice an extremely low influence of air cavity param-
eters for the target value Jm .
Fig. 7. Partial dependency plots for selected features and target values for the Motor
and the U-Bend datasets.
In the U-Bend case, the parameter DoY is crucial for Pressure Loss (JP ),
influencing the channel width at the outer layer’s deflection point. This is
expected, since altering the channel’s width affects the local Reynolds number,
i.e. the turbulence and vortex formation that contribute to JP . Although EoX
also impacts JP , its effect is less pronounced. Outer curve parameters notably
affect JP , as optimal flow alignment can prevent vortex formation, whereas
too small parameters may cause excessive deflection and stall. For Cooling
Power JT , parameters EoX, CiX, and EiX are pivotal with the highest impor-
tance values. These parameters are especially relevant to the inner layer and
directly impact the heated surface area, where a thinner surface lowers heat
conduction resistance. Given the high Reynolds numbers, the dominant heat
transfer mechanism from the solid to the fluid is convective, making a thin solid
layer beneficial. Narrowing the channel—mainly managed by outer parameters—
enhances cooling performance by promoting efficient flow contact.
308 D. Botache et al.
Fig. 8. Optimisation Results for the Motor Case (left) and the U-Bend dataset (right)
with EA in a combination of four different surrogate models
of the four models predict physically unrealistic negative pressure loss values,
suggesting a lack of understanding of the physical principles involved. Recalcu-
lating the design candidates from these frontiers will further assess the models’
performance.
Fig. 9. MAPE of the final validation of the Motor and U-Bend Use Cases
Fig. 10. Pareto frontiers of the final validation of the Motor and U-Bend Use Cases
In the Motor case, we achieve a 100% simulation rate with the ensemble
model, and due to the complexity of the U-Bend case, only up to 78% of the
solution candidates provided likewise with the ensemble were plausible. Next, in
Fig. 9, we validate the solution candidates using the MAPE score. Higher MAPE
scores for the U-Bend case reflect higher complexity in the design space and more
challenging physical principles. However, the deviation of model predictions in
310 D. Botache et al.
areas of interest in the optimisation task is mainly affected by the lower presence
of samples in the training database. If the simulation rate is extremely low, an
additional training cycle of the surrogate models using the simulated data points,
i.e., plausible samples from the Pareto frontiers, should be considered. These
additional data for training can provide additional information about regions of
lower density and closer to the Pareto frontiers to the surrogate models.
The numerical validation and final results are shown in Fig. 10. The optimi-
sation task was successful in both cases. In the Motor case, we appreciate better
solutions candidates at higher Torque values as appreciated in the predictions in
Subsect. 5.3. Particularly in the U-Bend case, the simulation results are closer
to the database and reflect higher deviations from the predicted values in Fig. 8
on the right. However, the obtained solutions candidates outperformed the orig-
inal database Pareto frontier in all regions, concerning the two objective values
JT and JP . These results emphasise the versatility of our strategy and set the
focus on the quality of the final solution candidates, which do not depend on the
prediction accuracy of the surrogate models.
In our experiments, four surrogate strategies were compared using Pareto
frontiers, but combining more surrogates and optimization strategies could
make qualitative comparisons unmanageable. Using performance indicators as
shown in Table 2 allows a quantitative comparison of the validated Pareto fron-
tiers and the filtering of only the most significant results. In the Motor case, we
see higher performance of the results with the ensemble strategy with a Hyper-
volume (HV) of 1.795 and in the U-Bend case, we observe the best results with
the CNN surrogate and an HV of 1.157. The values of the HV are calculated using
normalized target values and reference points of the maximal values present in
the original databases.
6 Conclusion
Our investigation underscores the efficacy of employing diverse machine learn-
ing surrogate models across heterogeneous engineering use cases. In particular,
MO-Optimisation Through ML-Supported Multiphysics Simulation 311
our analysis reveals that although the Motor dataset exhibits commendable per-
formance with MAPE values below 1.9%, the U-Bend dataset poses greater
challenges, evident in higher MAPE values. At the hand of a feature importance
analysis and partial dependency plots, we determined key parameters signifi-
cantly influencing output values within both datasets. Validating the solution
candidates against validated values using numerical simulations confirms the effi-
cacy of the surrogate models. Despite higher complexity in the U-Bend case with
some deviations attributed to the scarcity of training data in certain regions, our
approach achieves efficient results. It showcases the versatility of our pipeline in
addressing diverse optimization tasks and the evaluation strategy can be applied
in a general way in future work to multiple use cases. Future investigations will
focus on iteratively refining the optimization cycle and expanding the dataset to
enhance model performance, the robustness of our methodology and its applica-
bility in addressing complex engineering problems.
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