Galois Tech Talk: Specializing Generators for High-Performance Monte-Carlo Simulation in Haskell

  • Date  Time 12:00 AM
  • Speaker
  • Location

The March 10th Galois Tech Talks was delivered by Don Stewart on “Specialising Generators for High-Performance Monte-Carlo Simulation in Haskell.”Here are the slides.

  • Date: Tuesday, March 10, 2009

  • Time: 10:30am – 11:30am

  • Location: Galois, Inc.421 SW 6th Ave. Suite 300(3rd floor of the Commonwealth Building)Portland, OR 97204

Abstract: 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.

Galois has been holding weekly technical seminars for several years on topics from functional programming, formal methods, compiler and language design, to cryptography, and operating system construction, with talks by many figures from the programming language and formal methods communities. The talks are open and free. An RSVP is not required, but feel free to contact the organizer with questions and comments.