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Section: New Software and Platforms

PALMTREE

Functional Description PALMTREE is an easy-to-use library for the parallelization of Lagrangian methods for partial differential equations and general Monte Carlo methods. The code aims at satisfying three properties:

  1. Reduction of computation time by using parallel architecture,

  2. Simplicity as the user just has to add the algorithm governing the behaviour of the particles,

  3. Portability since one has the possibility to use the package with any compiler and OS,

  4. Action-Replay which provides the ability of the package to replay a selected batch of particles.

The software also now possesses a beta version which allows to run in parallel hybrid solvers, that is solvers which use both deterministic methods (FEM, FDM, etc...) and probabilistic methods. Moreover, the engineering being this software was published in MCQMC 2014 [32] .