Abstract
SummaryIn this paper, we introduce an adaptive procedure for the numerical computation of a high‐dimensional integrals on HPC systems with heterogeneous nodes composed of multi‐core CPU and GPU devices. To this aim, we have integrated together two different approaches: a first one is in charge of a fair workload among the threads running on the multi‐core CPU, while a second one is in charge of an efficient execution of the computational kernels on the GPU. We tested the resulting algorithm on several test functions on a system where the nodes are provided with two Intel ten‐core CPU and one NVIDIA GPU device.
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