We report on multi-loop integral computations executed on a
PEZY/Exascaler large-scale (immersion cooling) computing system.
The programming model requires a host program written in C++
with an OpenCL kernel. However the kernel can be generated by
the Goose compiler interface, which allows parallelizing loops
according to compiler directives. As an advantage, the executable
derived from a program instrumented with Goose pragmas can be
run on multiple devices and multiple nodes without changes to
the program. We use lattice rules and lattice copy (composite)
rules on PEZY to approximate integrals for multi-loop self-energy
diagrams with and without masses.