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

2012/04/30 by G. R. Dennis, Graham R. Dennis, J. J. Hope +3 · 10 citations
Computer Science · Decision Sciences · Physics and Astronomy · #Distributed and Parallel Computing Systems #Scientific Computing and Data Management #Simulation Techniques and Applications #physics.comp-ph #quant-ph

paper · pdf · doi:10.1016/j.cpc.2012.08.016

published as Comput. Phys. Commun. 184, 201-208 (2013) · 9 pages, 5 figures

arxiv created 2012/07/17 · openalex publication_date 2012/08/25 · arxiv updated 2012/11/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

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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