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Section: New Software and Platforms

PALMTREE

Keyword: Monte-Clarlo

Functional Description: We present an easy-to-use package for the parallelization of Lagrangian methods for partial differential equations. In addition to the reduction of computation time, the code aims at satisfying three properties:

simplicity: the user just has to add the algorithm governing the behaviour of the particles. portability: the possibility to use the package with any compiler and OS. action-replay: the ability of the package to replay a selected batch of particles.

The last property allows the user to replay and capture the whole sample path for selected particles of a batch. This feature is very useful for debugging and catching some relevant information.

  • Authors: Lionel Lenôtre, Géraldine Pichot

  • Contact: Géraldine Pichot