Zinterhof Sequences in GRID-Based Numerical Integration

The appropriateness of Zinterhof sequences to be used in GRID-based QMC integration is discussed. Theoretical considerations as well as experimental investigations are conducted comparing and assessing different strategies for an efficient and reliable usage. The high robustness and ease of construction exhibited by those sequences qualifies them as excellent QMC point set candidates for heterogeneous environments like the GRID

A study on adaptive algorithms for numerical quadrature on heterogeneous GPU and multicore based systems

In this work, a parallel adaptive algorithm for the computa- tion of a multidimensional integral on heterogeneous GPU and multicore based systems is described. Two dierent strategies have been combined together in the algorithm: a rst procedure is responsible for the load balancing among the threads on the multicore CPU and a second one is responsible for an ecient execution on the GPU of the computa- tional kernel. The performance is analyzed and experimental results on a system with a quad-core CPUs and two GPUs have been achieved