Multidimensional integration in a heterogeneous network environment (Q1299631): Difference between revisions

Issues related to the development of an advanced Monte Carlo integration package (AMCI) for multidimensional integral evaluation using a network of heterogeneous computers are discussed. The scheme arrived at is a parallel version of the adaptive Monte Carlo method (VEGAS), with message-passing routines in PVM software. The scheme pays particular attention to the monitoring of parallel tasks and the reinstatement of the calculations should some of the parallel computations fail. Numerical examples of the application of the scheme are given.