xmds

Extensible multi-dimensional simulator
  http://xmds.sourceforge.net/
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Xmds is a code generator that integrates equations, from ordinary differential equations (odes) up to stochastic partial differential equations (pdes). you write them down in human readable form in an xml file, and it goes away and writes and compiles a c++ program that integrates those equations as fast as it can possibly be done in your architecture.