Parallel globally adaptive algorithms for multi-dimensional integration Original Research Article

We address the problem of implementing globally adaptive algorithms for multi-dimensional quadrature on parallel computers. By adapting and extending algorithms which we have developed for one-dimensional quadrature we develop algorithms for the multi-dimensional case. The algorithms are targeted at the latest generation of parallel computers, and are therefore independent of the network topology. Numerical results on a Kendall Square Research KSR-1 are reported.