Hyper-Rectangle Selection and Distribution Algorithm for Parallel Adaptive Numerical Integration

Article type: Research Article

Authors: Čiegis, Raimondas^; | Šablinskas, Ramūnas^;

Affiliations: Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania | Vilnius Gediminas Technical University, Saulėtekio 11, 2054 Vilnius, Lithuania. E-mail: rc@fm.vtu.lt | Vytautas Magnus University, Vileikos 8, 3035 Kaunas, Lithuania | Vilnius Gediminas Technical University, Saulėtekio 11, 2054 Vilnius, Lithuania. E-mail: ramas@omnitel.net

Abstract: In this paper we consider parallel numerical integration algorithms for multi-dimensional integrals. A new hyper-rectangle selection strategy is proposed for the implementation of globally adaptive parallel quadrature algorithms. The well known master-slave parallel algorithm prototype is used for the realization of the algorithm. Numerical results on the SP2 computer and on a cluster of workstations are reported. A test problem where the integrand function has a strong corner singularity is investigated. A modified parallel integration algorithm is proposed in which a list of subproblems is distributed among slave processors.

Keywords: parallel adaptive integration, distributed-memory parallel computers, load-balancing, redistribution of tasks

DOI: 10.3233/INF-1999-10202

Journal: Informatica, vol. 10, no. 2, pp. 161-170, 1999