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arXiv · 1204.4255

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

Graham R. Dennis·Joseph J. Hope·Mattias T. Johnsson
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Abstract

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code.

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Graham R. Dennis, Joseph J. Hope, Mattias T. Johnsson. 2012-07-17. XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations. https://doi.org/10.1016/j.cpc.2012.08.016

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