Multidimensional integration in a heterogeneous network environment

Details Multidimensional integration in a heterogeneous network environment Multidimensional integration in a heterogeneous network environment

1997-10-17

arxiv.org/abs/physics/9710017v1

Physics

Computational Physics

19 pages, latex, 5 postscript figures included

Scientific paper

10.1016/S0010-4655(97)00120-3

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.

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