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

Graham R. Dennis*, Joseph J. Hope, Mattias T. Johnsson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

158 Citations (Scopus)


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.

Original languageEnglish
Pages (from-to)201-208
Number of pages8
JournalComputer Physics Communications
Issue number1
Publication statusPublished - Jan 2013
Externally publishedYes


  • Differential equations
  • Initial value problems
  • Numerical integration
  • Stochastic partial differential equations


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