Quasi random sequences for calculation multidimensional integrals and parallel algorithms

An efficient algorithm using parallel computation methods for multidimensional definite integrals has been developed. Using a standard random number generator, the Holton, Korobov, and Sobol sequences multidimensional integrals and the cor- responding deviation errors are calculated. The dependence of the efficiency of calculating integrals on the sample size and the number of processors in the parallel algorithm is analysed.