We consider several issues related to the multidimensional integration using
a network of heterogeneous computers. Based on these considerations, we develop
a new general purpose scheme which can significantly reduce the time needed for
evaluation of integrals with CPU intensive integrands. This scheme is a
parallel version of the well-known adaptive Monte Carlo method (the VEGAS
algorithm), and is incorporated into a new integration package which uses the
standard set of message-passing routines in the PVM software system.Comment: 19 pages, latex, 5 postscript figures include
