Аннотация:This paper is dedicated to the description of the application of neural network approach to numerical integration of functions of one and multiple variables. The essence of the approach is to train a neural network model to approximate the integral function and than use the parameters of the model to numerically calculate the value of the integral using the formulae based on those parameters. The usage of the approach will reduce the amount of calculations (and time) required to get a numerical integration result when the number of integral function's variables is big. Where the common numerical methods become too complex the numerical approach allows calculations to be less demanding of the computational time and resources. This approach is being tested within the framework of a physics problem of modeling of the particles formation and their properties in the NICA experiment. In this experiment the key problem is to calculate integrals of functions of multiple variables. Currently the author of this paper is developing the framework for integration of functions of two variables. The main goal of the project though is to develop a Python library for numerical integration based on neural network approach.