Adaptive integration using evolutionary strategies

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 efficiency 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 efficient parallel adaptive integration algorithms.