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Neutron experiments at the Spallation Neutron Source (SNS) at Oak Ridge National Laboratory (ORNL) frequently generate large amounts of data (on the order of 106-1012 data points). Hence, traditional data analysis tools run on a single CPU take too long to be practical and scientists are unable to efficiently analyze all data generated by experiments. Our goal is to develop a scalable algorithm to efficiently compute high-dimensional integrals of arbitrary functions. This algorithm can then be used to integrate the four-dimensional integrals that arise as part of modeling intensity from the experiments at the SNS. Here, three different one-dimensional numerical integration solvers from the GNU Scientific Library were modified and implemented to solve four-dimensional integrals. The results of these solvers on a final integrand provided by scientists at the SNS can be compared to the results of other methods, such as quasi-Monte Carlo methods, computing the same integral. A parallelized version of the most efficient method can allow scientists the opportunity to more effectively analyze all experimental data.

Technical Report: Toward a Scalable Algorithm to Compute High-Dimensional Integrals of Arbitrary Functions