Parallel implementation of an algorithm is of high interest because it brings speed up to the execution time of that algorithm. Numerical Integration such as Simpson’s Rule is an example of Numerical Method that can be fully implemented in parallel thru data parallelism (domain decomposition). This paper shows the parallel implementation of Simpson’s Rule to approximate the value of Pi by following Foster’s methodology and using the message passing mechanism. This paper also highlights that parallelism in Numerical Methods is not without problem; parallelism may produce less accuracy due to Error Propagation. It is something that needs to be seriously considered in implementing Numerical Methods in parallel.
Keyword: Parallelism, Simpson’s Rule, Error Propagation, Foster Methodology, Message Passing.