Parallelizing the code of the Fokker-Planck equation solution by stochastic approach in Julia programming language

Abstract

Presenting a reliable physical simulation requires very often use of the supercomputers and models run for many days or weeks. The numerical computing is divided into two groups. One uses highly efficient low-level languages like Fortran, C, and C++. The second applies high-level languages like Python or Matlab, being usually quite slow in HPC applications. This paper presents the application of the relatively new programming language Julia, advertised as the as "a high-level, highperformance dynamic programming language for numerical computing". We employ Julia is to solve the Fokker-Planck equation by the stochastic approach with the use of the corresponding set of ordinary differential equations. We propose the method of parallelizing the algorithm with use of the distributed arrays. We test the speedup and efficiency of the given code with use of the cluster set at theŚwierk Computing Centre and show that Julia is capable of achieving a good performance.