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Specialising Generators for High-Performance Monte-Carlo Simulation ... in Haskell

Specialising Generators for High-Performance Monte-Carlo Simulation ... in Haskell

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Published by Don Stewart
We address the tension between software generality and performance in the domain of simulations based on Monte-Carlo methods. We simultaneously achieve generality and high performance by a novel development methodology and software architecture centred around the concept of a specialising simulator generator. Our approach combines and extends methods from functional programming, generative programming, partial evaluation, and runtime code generation. We also show how to generate parallelised simulators.

We evaluated our approach by implementing a simulator for advanced forms of polymerisation kinetics. We achieved unprecedented performance, making Monte-Carlo methods practically useful in an area that was previously dominated by deterministic PDE solvers. This is of high practical relevance, as Monte-Carlo simulations can provide detailed microscopic information that cannot be obtained with deterministic solvers.

http://multiscale.emsl.pnl.gov/docs/presentations/polymer-padl.pdf
We address the tension between software generality and performance in the domain of simulations based on Monte-Carlo methods. We simultaneously achieve generality and high performance by a novel development methodology and software architecture centred around the concept of a specialising simulator generator. Our approach combines and extends methods from functional programming, generative programming, partial evaluation, and runtime code generation. We also show how to generate parallelised simulators.

We evaluated our approach by implementing a simulator for advanced forms of polymerisation kinetics. We achieved unprecedented performance, making Monte-Carlo methods practically useful in an area that was previously dominated by deterministic PDE solvers. This is of high practical relevance, as Monte-Carlo simulations can provide detailed microscopic information that cannot be obtained with deterministic solvers.

http://multiscale.emsl.pnl.gov/docs/presentations/polymer-padl.pdf

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Published by: Don Stewart on Sep 15, 2009
Copyright:Attribution Non-commercial

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05/11/2014

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Specialising Simulator Generatorsfor High-Performance Monte-Carlo Methods
Gabriele KellerHugh Chaffey-MillarManuel M. T. ChakravartyDon StewartChristopher Barner-KowollikUniversity of New South Wales
Programming Languages and Systems &Centre for Advanced Macromolecular Design
Don Stewart | Galois IncSpecialising Simulator Generators
 
Imagine...
You arenot a computer scientist,but a chemist!
You study new polymers and their efficient production
The search space is too big to try all possible approachesin the lab
Don Stewart | Galois IncSpecialising Simulator Generators
 
Imagine...
You arenot a computer scientist,but a chemist!
You study new polymers and their efficient production
The search space is too big to try all possible approachesin the labKinetic models (here, polymerisation of bulk styrene)
Don Stewart | Galois IncSpecialising Simulator Generators

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