A Comparison of Parallel Algorithms for Multi-dimensional Integration*

Abstract A central feature of adaptive algorithms for the numerical approximation of definite integrals is the list containing the sub-intervals and corresponding error estimates. Fundamentally different parallel algorithms result depending on whether the list is maintained as a single shared data structure accessible to all processors, or else as the union of non-overlapping sublists, each private to a processor. We describe several variants of these approaches, and compare numerical performances of the algorithms on multi-dimensional problems