Physical Sciences and Mathematics Commons^™

Multi-Threaded Automatic Integration Using Openmp And Cuda, Rida Assaf

Masters Theses

Problems in many areas give rise to computationally expensive integrals that beg the need of efficient techniques to solve them, e.g., in computational finance for the modeling of cash flows; for the computation of Feynman loop integrals in high energy physics; and in stochastic geometry with applications to computer graphics.

We demonstrate feasible numerical approaches in the framework of the PARINT multivariate integration package. The parallel environment is provided by the cluster of the High Performance Computational Science (HPCS) laboratory, with 22 (16- or 32-core) nodes, NVIDIA GPUs, and Intel Xeon Phi coprocessors.

Monte Carlo integration is implemented in CUDA …