Bayesian Optimization for Efficient Design of Uncertain Coupled Multidisciplinary Systems

Seyede Fatemeh Ghoreishi, Mahdi Imani

Abstract: Stabilization of complex cyber-physical systems is extremely important in keeping the critical infrastructure and the environment safe. This is, in particular, critical in coupled multidisciplinary systems with several subsystems interacting with each other in an uncertain environment. The design of stabilized complex systems depends on a proper set of inputs to these subsystems, in such a way that the best stationary behavior of these systems is achieved. Despite several attempts for stabilizing the coupled multidisciplinary systems, the existing techniques still have their critical limitations and issues due to the unrealistic deterministic assumption in some cases as well as inability in handling large-scale systems. In this paper, we introduce a Bayesian framework using the combination of Bayesian optimization technique and Gibbs sampling method, which enables scalable, efficient and fast learning of the best input to achieve the best design of multidisciplinary systems. The accuracy and speed of the proposed framework will be demonstrated in numerical experiments using an aerodynamics- structures system and a mathematical example.