Parallel globally adaptive algorithms for multi-dimensional integration (Q1917397): Difference between revisions

The article deals with a problem of implementing globally adaptive algorithms for multi-dimensional quadrature. The authors develop parallel algorithms for cubature over a hyper-rectangle by adopting rules that they have constructed for one-dimensional quadrature. The new routine gives also an estimate of the error in the approximation and the dimension of the hyperrectangle in which the integrand is most badly-behaved. The numerical results on the Kendall Square Research machine KSR-1 are reported.