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

TL;DR

XMDS2 is an open-source software tool that enables fast, scalable, and high-level simulation of coupled stochastic partial differential equations by generating optimized C++ code from XML descriptions.

Contribution

It introduces a redesigned, more versatile version of XMDS that supports a broader range of problems and produces faster, parallelized code for complex stochastic PDEs.

Findings

Supports a wide range of stochastic PDEs.

Produces efficient, parallelized C++ code.

Redesigned for faster and more scalable simulations.

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.