Tensor-train numerical integration of multivariate functions with singularities

DOI10.1134/S1995080221070258MaRDI QIDQ2046409zbMATH OpenFDO

Authors L. I. Vysotsky, A. V. Smirnov, E. E. Tyrtyshnikov

Publication date 18 August 2021

Published in Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.12129

zbMATH Keywords

numerical integrationTT-formatmultivariate integrationmultidimensional integrationtensor trainsampling point

Mathematics Subject Classification ID

Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)

Abstract: 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.

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Cited in

(2)

• Tensor structured evaluation of singular volume integrals
• FIESTA5: numerical high-performance Feynman integral evaluation

Describes a project that uses

Uses Software

• pySecDec
• FIESTA
• pchip
• VEGAS
• UNCMND
• QUADPACK
• Cuba

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