Highly Parallel, High-Precision Numerical Integration
David H. Bailey, Jonathan Michael Borwein · University of North Texas Digital Library (University of North Texas) · 2005
This paper describes schemes for rapidly computing numerical values of definite integrals to very high accuracy (hundreds to thousands of digits) on highly parallel computer systems. Such schemes are of interest not only in computational physics and computational chemistry, but also in experimental mathematics, where high-precision numerical values of definite integrals can be used to numerically discover new identities. This paper presents performance results for 1-D and 2-D integral test suites on highly parallel computer systems. Results are also given for certain problems that derive from mathematical physics. One of these results confirms a conjecture to 20,000 digit accuracy. The performance rate for this calculation is 690 Gflop/s on 1024 CPUs of a state-of-the-art parallel system. Other results, which range in precision from 120 to 500 digits, and for 1-D, 2-D, 3-D and 4-D integrals, derive from Ising theory. The largest of these calculations required 28 hours on 256 CPUs. We believe that these are the first instances of evaluations of nontrivial 3-D and 4-D integrals to multi-hundred-digit accuracy.