Challenging the curse of dimensionality in multidimensional numerical integration by using a low-rank tensor-train format

HIGHLIGHTS

  • who: Boian Alexandrov and collaborators from the Theoretical Division, Los Alamos National Laboratory, Los Alamos, NM, USA have published the research: Challenging the Curse of Dimensionality in Multidimensional Numerical Integration by Using a Low-Rank Tensor-Train Format, in the Journal: Mathematics 2023, 11, 534. of /2023/
  • what: The authors discuss this approach and present numerical evidence showing that it is very competitive with the Monte Carlo method in terms of accuracy and computational costs up to several hundredths of dimensions if the integrand function is regular enough and a sufficiently accurate approximation is available . . .

     

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