An evaluation of adaptive numerical integration algorithms on parallel systems

DOI10.1080/1063719031000088012zbMath1058.65008OpenAlexW2049666309MaRDI QIDQ4472607

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

zbMATH Keywords

numerical examplesparallel computationparallel algorithmsquasi-Monte Carlo methodsadaptive numerical integrationGenz's test functions

Mathematics Subject Classification ID

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

Uses Software

• TESTPACK

Cites Work

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• Adaptive quadrature on a message-passing multiprocessor
• Scalability and load balancing in adaptive algorithms for multidimensional integration
• Large-scale parallel numerical integration
• An economic method of computing LPτ-sequences
• A Metalgorithm for Adaptive Quadrature
• Uniformly distributed sequences with an additional uniform property
• An Experimental Algorithm for N -Dimensional Adaptive Quadrature
• An adaptive algorithm for the approximate calculation of multiple integrals
• Implementation and tests of low-discrepancy sequences

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