ALGORITHMS: Distributed Multivariate Integration in a Problem Solving Environment

Western Michigan University, Kalamazoo MI

Investigators

Abstract

This proposal seeks to extend the PARINT software package for parallel integration, furnishing it with the characteristics of a Problem Solving Environment. The main goals of the project are to offer a complete set of tools for composing problem secifications, compiling and running applications, while providing state-of-the-art problem solving power to the end user. To this end, we propose adding new techniques for extending the PARINT problem domain, e.g., to allow for a variety of integration regions, high dimensions, and singular integrated behavior. These include a transformation interface, new distributed Quasi-Monte Carlo strategies and extapolation methods. Specific contributions are in the development of numerical techniques and evaluation of parallel integration algorithms. Important issues in parallel and distributed computations such as load balancing are addressed, with an emphasis on loosely coupled and heterogeneous systems. Other contributions are in the areas of user interfaces, visualization and web computing.