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Time-integrator for stochastic differential equations

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Walker is a mathematical tool to analyze and design the behavior of stochastic differential equations.

Using the Charm++ runtime system, it employs asynchronous (or non-blocking) parallel programming and decomposes computational problems into a large number of work units (that may be more than the available number of processors) enabling arbitrary overlap of parallel computation, communication, input, and output. Then the runtime system dynamically and automatically homogenizes computational load across the simulation distributed across many computers.

More details at wlkr.cc or doc/pages/mainpage.dox.