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.
@article{arxiv.1204.4255,
title = {XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations},
author = {Graham R. Dennis and Joseph J. Hope and Mattias T. Johnsson},
journal= {arXiv preprint arXiv:1204.4255},
year = {2012}
}