An evaluation of adaptive numerical integration algorithms on parallel systems

DOI10.1080/1063719031000088012zbMATH Open1058.65008OpenAlexW2049666309MaRDI QIDQ4472607FDOQ4472607

Authors: Rudolf Schürer, Andreas Uhl 

Publication date: 1 July 2004

Published in: Parallel Algorithms and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1063719031000088012

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zbMATH Keywords

numerical examplesquasi-Monte Carlo methodsparallel computationparallel algorithmsadaptive numerical integrationGenz's test functions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05)

Cites Work

• Title not available (Why is that?)
• Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
• An adaptive algorithm for the approximate calculation of multiple integrals
• Low-discrepancy and low-dispersion sequences
• Uniformly distributed sequences with an additional uniform property
• An economic method of computing LPτ-sequences
• Implementation and tests of low-discrepancy sequences
• A Metalgorithm for Adaptive Quadrature
• Title not available (Why is that?)
• An adaptive numerical integration code for a chain of transputers
• A parallel global adaptive quadrature algorithm for hypercubes
• Adaptive quadrature on a message-passing multiprocessor
• Scalability and load balancing in adaptive algorithms for multidimensional integration
• Large-scale parallel numerical integration
• An Experimental Algorithm for N -Dimensional Adaptive Quadrature

Cited In (12)

• Computation of multidimensional integrals on multiprocessor computers
• A parallel global adaptive quadrature algorithm for hypercubes
• Parallel globally adaptive quadrature on the KSR-1
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Parallelization of adaptive MC integrators
• Title not available (Why is that?)
• Title not available (Why is that?)

Uses Software

• TESTPACK

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