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.

The authors have implemented three numerical quadrature schemes, using the Arbitrary Precision (ARPREC) software package. The objective here is a quadrature facility that can efficiently evaluate to very high precision a large class of integrals typical of those encountered in experimental mathematics, relying on a minimum of a priori information regarding the function to be integrated. Such a facility is useful, for example, to permit the experimental identification of definite integrals based on their numerical values. The performance and accuracy of these three quadrature schemes are compared using a suite of 15 integrals, ranging from continuous, well-behaved functions on finite intervals to functions with infinite derivatives and blow-up singularities at endpoints, as well as several integrals on an infinite interval. In results using 412-digit arithmetic, we achieve at least 400-digit accuracy, using two of the programs, for all problems except one highly oscillatory function on an infinite interval. Similar results were obtained using 1012-digit arithmetic.

Abstract not found

Abstract. One of the most fruitful advances in the field of experimental mathematics has been the development of practical methods for very high-precision numerical integration, a quest initiated by Keith Geddes and other researchers in the 1980s and 1990s. These techniques, when coupled with equally powerful integer relation detection methods, have resulted in the analytic evaluation of many integrals that previously were beyond the realm of symbolic techniques. This paper presents a survey of the current state-of-the-art in this area (including results by the present authors and others), mentions some new results, and then sketches what challenges lie ahead. 1