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INFORMATICA, 1999, Vol. 10, No. 2, 161-170
© Institute of Mathematics and Informatics, Vilnius, 1998

ISSN 0868-4952

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

Raimondas CIEGISa, Ramunas SABLINSKASb

aInstitute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania Vilnius Gediminas Technical University, Sauletekio 11, 2054 Vilnius, Lithuania E-mail: rc@fm.vtu.lt

bVytautas Magnus University, Vileikos 8, 3035 Kaunas, Lithuania, Vilnius Gediminas Technical University, Sauletekio 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

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