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Simulation and solution of stochastic systems with a component‐based software design
Author(s) -
Krosche Martin,
Hautefeuille Martin
Publication year - 2007
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200700067
Subject(s) - component (thermodynamics) , computer science , reusability , flexibility (engineering) , component based software engineering , context (archaeology) , software , middleware (distributed applications) , software system , monte carlo method , software architecture , stochastic modelling , distributed computing , software framework , mathematical optimization , software engineering , computational science , mathematics , programming language , paleontology , statistics , physics , biology , thermodynamics
Often uncertainties occur in the numerical simulation of real‐world problems. A useful method is stochastic modelling. In this context Monte Carlo (MC) methods and the stochastic Galerkin method are well known and frequently used. In the field of component‐based software systems a component can be seen as an independent software or as a part of a software system. A corresponding architecture allows clearness, flexibility and reusability. The Component Template Library ( CTL ) is a so called middleware to realise component‐based software systems, and fits to the requirements of scientific computing. In this paper we present the design of a software system for the stochastic simulation using MC and stochastic Galerkin methods based on the CTL. For each stochastic method a number of components are realised to allow parallel features. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)