Adaptive integration using evolutionary strategies

نویسندگان

  • Elise de Doncker
  • Ajay Gupta
  • Garrison W. Greenwood
چکیده

Multivariate integration problems arising in the real world often lead to computationally intensive numerical solutions. If the singularities and/or peaks in the integrand are not known a priori, the use of adaptive methods is recommended. The eeciency of adaptive methods depends heavily on focusing on the sub-regions that contain singularities or peaks in the integrands. In this paper, we present techniques based on evolutionary strategies that can be used to identify such sub-regions. Adaptive integration algorithms and evolutionary strategies can be parallelized easily and hence combining the parallel implementations of these result in eecient parallel adaptive integration algorithms.

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تاریخ انتشار 1996