Challenging the Curse of Dimensionality in Multidimensional Numerical Integration by Using a Low-Rank Tensor-Train Format

Challenging the Curse of Dimensionality in Multidimensional Numerical Integration by Using a Low-Rank Tensor-Train Format

Numerical integration is a basic step in the implementation of more complex numerical algorithms suitable, for example, to solve ordinary and partial differential equations. The straightforward extension of a one-dimensional integration rule to a multidimensional grid by the tensor product of the sp...

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Bibliographic Details
Main Authors: Boian Alexandrov, Gianmarco Manzini, Erik W. Skau, Phan Minh Duc Truong, Radoslav G. Vuchov
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
multidimensional numerical integration
highly-dimensional cubatures
Gauss-Legendre integration rule
Clenshaw-Curtis integration rule
Online Access:https://www.mdpi.com/2227-7390/11/3/534

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https://www.mdpi.com/2227-7390/11/3/534

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