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

Date

2013

Authors

Dennis, Graham
Hope, Joseph
Johnsson, Mattias

Journal Title

Journal ISSN

Volume Title

Publisher

Elsevier

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.

Description

Keywords

Keywords: C codes; Cross-platform; Numerical integrations; Open source package; Problem space; Stochastic partial differential equation; Differential equations; Initial value problems; Ordinary differential equations; Stochastic systems; Partial differential equati Differential equations; Initial value problems; Numerical integration; Stochastic partial differential equations

Citation

Source

Computer Physics Communications

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

Restricted until

2037-12-31