A study on adaptive algorithms for numerical quadrature on heterogeneous GPU and multicore based systems

In this work, a parallel adaptive algorithm for the computation of a multidimensional integral on heterogeneous GPU and multicore based systems is described. Two different strategies have been combined together in the algorithm: a first procedure is responsible for the load balancing among the threads on the multicore CPU and a second one is responsible for an efficient execution on the GPU of the computational kernel. The performance is analyzed and experimental results on a system with a quad-core CPUs and two GPUs have been achieved.