An evaluation of adaptive numerical integration algorithms on parallel systems

Parallel adaptive algorithms for the approximation of a multi-dimensional integral over an hyper-rectangular region are described. Algorithms with centralized global region collection are compared to algorithms using local region collections. The latter algorithms should result in better scalability...

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Bibliographic Details
Published in:	Parallel algorithms and applications Vol. 18; no. 1-2; pp. 27 - 47
Main Authors:	Schürer, Rudolf, Uhl, Andreas
Format:	Journal Article
Language:	English
Published:	Taylor & Francis Group 01.05.2003
Subjects:	Adaptive numerical integration Genz's test functions Parallel algorithms Quasi-Monte Carlo methods
ISSN:	1063-7192
Online Access:	Get full text
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Summary:	Parallel adaptive algorithms for the approximation of a multi-dimensional integral over an hyper-rectangular region are described. Algorithms with centralized global region collection are compared to algorithms using local region collections. The latter algorithms should result in better scalability since global communication is avoided. Both types of algorithms are compared to quasi-Monte Carlo integration. Tests are performed using Genz's test functions and speed-up results are given.
ISSN:	1063-7192
DOI:	10.1080/1063719031000088012