Tensor-Train Numerical Integration of Multivariate Functions with Singularitiesстатья
Статья опубликована в журнале из списка RSCI Web of Science
Информация о цитировании статьи получена из
Web of Science,
Scopus
Статья опубликована в журнале из перечня ВАК
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 25 августа 2021 г.
Аннотация:Numerical integration is a classical problem emerging in many fields of science. Multivariate integration cannot be approached with classical methods due to the exponential growth of the number of quadrature nodes. We propose a method to overcome this problem. Tensor-train decomposition of a tensor approximating the integrand is constructed and used to evaluate a multivariate quadrature formula. We show how to deal with singularities in the integration domain and conduct theoretical analysis of the integration accuracy. The reference open-source implementation is provided.