Physical Sciences and Mathematics Commons^™

Multi-Dimensional Numerical Integration On Parallel Architectures, Ioannis Sakiotis, Marc Paterno, Balsa Terzic, Mohammad Zubair, Desh Ranjan

College of Sciences Posters

Multi-dimensional numerical integration is a challenging computational problem that is encountered in many scientific computing applications. Despite extensive research and the development of efficient techniques such as adaptive and Monte Carlo methods, many complex high-dimensional integrands can be too computationally intense even for state-of-the-art numerical libraries such as CUBA, QUADPACK, NAG, and MSL. However, adaptive integration has few dependencies and is very well suited for parallel architectures where processors can operate on different partitions of the integration-space. While existing parallel methods exist, most are simple extensions of their sequential versions. This results in moderate speedup and in many cases failure …