Global adaptive quadrature for the approximate computation of multidimensional integrals on a distributed-memory multiprocessor

摘要: In this paper we discuss the problem of computing a multidimensional integral on MIMD distributed-memory multiprocessor. Adaptive quadrature is known as good approach to achieving accuracy and reliability while attempting minimize number function evaluations. The implementation makes use dynamical data structures able manage subinterval partition. On multiprocessor, each processor execute code manipulate in its own local memory only, are sent from one another by explicit message-passing. Efficient an adaptive algorithm for parallel computer quite difficult, because need continuous information exchange between processors. Our based global strategy which dynamically balances workload reduces communication processors order message-passing environment efficiently. The results timings several tests given.