Noise-balanced multilevel on-the-fly sparse grid surrogates for coupling Monte Carlo models into continuum models with application to heterogeneous catalysis
Multiscale simulations utilizing high-fidelity, microscopic Monte Carlo models to provide the nonlinear response for continuum models can easily become computationally intractable. Surrogate models for the high-fidelity Monte Carlo models can overcome this but come with some challenges. One such challenges arise by the sampling noise in the underlying Monte Carlo data, which leads to uncontrolled errors possibly corrupting the surrogate even though it would be highly accurate in the case of noise-free data. Another challenge arises by the 'curse of dimensionality' when the response depends on many macro-variables. These points are addressed by a novel noise-balanced sparse grids interpolation approach which, in a quasi-optimal fashion, controls the amount of Monte Carlo sampling for each data point. The approach is complemented by a multilevel on-the-fly construction during the multiscale simulation. Besides its efficiency, a particularly appealing feature is the ease of use of the approach with only a single hyperparameter controlling the whole surrogate construction - from the surrogate's accuracy with guaranteed convergence to which data needs to be created with which accuracy. The approach is demonstrated on challenging examples from heterogeneous catalysis, coupling microscopic kinetic Monte Carlo models into macroscopic reactor simulations.