Singular Integral Computation with ParInt

In this paper, we present a parallel/ distributed algorithm for multivariate numerical integration and examine its performance on nCUBE-2 and PVM. The test results address the effect of algorithm elements such as a heuristic load balancing technique. We show that good speedups can be achieved for a variety of integration problems, in particular for problems with integrand singularities. This work is a part of a project (ParInt) whose main goal is to package a number of practical multivariate integration algorithms on a variety of multi-processor systems and make them available to researchers and practitioners in various disciplines of science and engineering. Keywords: Multivariate integration, adaptive algorithm, region partitioning, singularities, load balancing 1 Introduction Multivariate integration is an important problem in various areas of science and engineering, for example in finite element applications, statistics, etc. Numerical computation of N-dimensional int..