Scalability and Load Balancing in Adaptive Algorithms for Multidimensional Integration

A parallel adaptive algorithm for the approximate computation of a multi-dimensional integral over an hyperrectangular region is described. This is a more general version of the well known algorithms presented in Genz (1987) and Lapegna and D'Alessio (1993) and it has been developed for an efficient implementation on a MIMD distributed memory multiprocessor. In order to achieve a good scalability, all global communications have been removed from the algorithm. The processor's network has been configured as a multidimensional periodical mesh, to distribute information about the integrand behavior fast enough in order to achieve a good load balancing. Test results on the Intel Touchstone Delta System are given