Large-scale parallel numerical integration

摘要

We present and analyze strategies which can be used for the parallel computation of large numbers of integrals which may be of different levels of difficulty. Parallelization on the integral level, which is generally used for large numbers of integrals, is combined with parallelization on the subregion level, which enables handling local integration difficulties within individual problems. This results in a new, hierarchical algorithm which incorporates load balancing on the integral level and on the subregion level. We report test results of the software and show that the hierarchical approach leads to a scalable integration algorithm.