An adaptive numerical integration code for a chain of transputers

DOI10.1016/0167-8191(90)90068-KMaRDI QIDQ750084zbMATH OpenOpenAlexFDO

Authors Kevin Burrage

Publication date 1990

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-8191(90)90068-k

zbMATH Keywords

adaptive numerical integrationGaussian ruleKronrod ruletransputers

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Parallel numerical computation (65Y05)

Review text

The finite integration interval is splitted up into subintervals of equal length. On every subinterval a transputer calculates an approximation to this integral. This approximation uses an adaptive method based on the ten point Gaussian rule and the twenty-one point Kronrod extension [See also the QUADPACK routine DQAGS described by \textit{R. Piessens}, \textit{E. de Doncker-Kapenga}, \textit{C. W. Überhuber} and \textit{D. K. Kahaner}; QUADPACK, A subroutine package for automatic integration (1983; Zbl 0508.65005)]. Numerical tests (on examples of the book listed above) show on a chain of 32 T800s that if a large number of function evaluations is needed then linear speed-ups are achievable with any number of transputers.

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Cited in

(4)

• A-stable diagonally implicit Runge-Kutta-Nyström methods for parallel computers
• Parallel globally adaptive quadrature on the KSR-1
• Parallel globally adaptive algorithms for multi-dimensional integration
• An evaluation of adaptive numerical integration algorithms on parallel systems

Describes a project that uses

Uses Software

• QUADPACK

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