Parallel Globally Adaptive Algorithms for Multi-dimensional Integration
نویسندگان
چکیده
We address the problem of implementing globally adaptive algorithms for multi-dimensional numerical integration on parallel computers. By adapting and extending algorithms which we have developed for one-dimensional quadrature we develop algorithms for the multi-dimensional case. The algorithms are targeted at the lat-est generation of parallel computers, and are therefore independent of the network topology. Numerical results on a Kendall Square Research KSR-1 are reported.
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