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ICCS
2001
Springer

Parallel High-Dimensional Integration: Quasi-Monte Carlo versus Adaptive Cubature Rules

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Parallel High-Dimensional Integration: Quasi-Monte Carlo versus Adaptive Cubature Rules
Abstract Parallel algorithms for the approximation of a multi-dimensional integral over an hyper-rectangular region are discussed. Algorithms based on quasi-Monte Carlo techniques are compared with adaptive algorithms, and scalable parallel versions of both algorithms are presented. Special care has been taken to point out the role of the cubature formulas the adaptive algorithms are based on, and different cubature formulas and their impact on the performance of the algorithm are evaluated. Tests are performed for the sequential and parallel algorithms using Genz’s test function package.
Rudolf Schürer
Added 29 Jul 2010
Updated 29 Jul 2010
Type Conference
Year 2001
Where ICCS
Authors Rudolf Schürer
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