I'm using workstation wtth 8 core processors. When I'm trying to do double or triple integration in Mathematica using 'Integrate[]' it seems to take very long time (sometimes it may take an hour). I think it is using only one core to integrate the equation. So, is it possible to use all the 8 cores for such integration to get the result quicker? If possible, how can I do parallel integration for my equation?
NB: I'm using Mathematica 8.
Mathematica cannot parallel compute Integrate or Nintegrate by just using Parallelize. You have to cut the integration domain into sub-domains and then use ParallelTable or ParallelCombine. Here is an example,
http://mathematica.stackexchange.com/questions/1620/parallelizing-numerical-integration-in-mathematica
How to cut the domain is tricky. You have to know the integrand very well, such as whether there is any singularity.
I remember there is a super computing engine for Mathematica, which has built-in functions like ParallelNintegrate, but I've never tried it.
I found this another method, which you may find it helpful
https://superuser.com/questions/315337/how-to-make-commands-in-mathematica-8-use-all-cores/1530884#1530884