We describe a coarse grain parallel algorithm for multivariate adaptive integration using MPI. The algorithm is asynchronous in nature and allows for load balancing. Timing results show good speedups obtained on a network of workstations for a class of integrals from Bayesian statistics.
['E. de Doncker', 'Ajay K. Gupta', 'M. Guo']
Adaptive multivariate integration using MPI