Large-scale parallel numerical integration

Journal of Computational and Applied Mathematics112 (1-2) 29-44
Elsevier BV
Elise de Doncker, Ajay Gupta, Rodger R. Zanny
Nov 1, 1999
8

Abstract

We present and analyze strategies which can be used for the parallel computation of large numbers of integrals which may be of di erent levels of di culty. Parallelization on the integral level, which is generally used for large numbers of integrals, is combined with parallelization on the subregion level, which enables handling local integration di culties within individual problems. This results in a new, hierarchical algorithm which incorporates load balancing on the integral level and on the subregion level. We report test results of the software and show that the hierarchical approach leads to a scalable integration algorithm.

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