diffeq::core::composable::HighPerformanceSDESynchronizer< S, T > Class Template Reference

High-performance multi-threaded SDE synchronizer. More...

#include <sde_multithreading.hpp>

Classes
struct	PerformanceStats
	Get performance statistics. More...

Public Member Functions
	HighPerformanceSDESynchronizer (SDEThreadingConfig config=SDEThreadingConfig::auto_detect())
	Construct high-performance SDE synchronizer.
NoiseData< T >	get_noise_increment_fast (T current_time, T dt, size_t dimensions=1)
	Get noise increment with ultra-low latency.
std::vector< NoiseData< T > >	generate_monte_carlo_batch (T current_time, T dt, size_t dimensions, size_t num_simulations)
	Generate batch of noise for Monte Carlo simulations.
template<typename Integrator , typename InitialCondition >
auto	monte_carlo_integrate (std::function< std::unique_ptr< Integrator >()> integrator_factory, std::function< S()> initial_condition_generator, T dt, T end_time, size_t num_simulations)
	Monte Carlo integration with automatic parallelization.
PerformanceStats	get_statistics () const
void	reset_statistics ()
	Reset statistics.
void	warmup (size_t warmup_samples=100000)
	Warmup system for optimal performance.

Detailed Description

template<system_state S, can_be_time T = double>
class diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >

High-performance multi-threaded SDE synchronizer.

This class provides ultra-high performance SDE synchronization for:

• Academic research with millions of Monte Carlo simulations
• Large-scale parallel SDE integration
• Real-time applications requiring minimal latency

Key features:

• Lock-free data structures for minimal contention
• SIMD-accelerated noise generation
• NUMA-aware memory allocation
• Fiber/coroutine support for massive concurrency
• Cache-optimized data layouts

Definition at line 305 of file sde_multithreading.hpp.

Constructor & Destructor Documentation

HighPerformanceSDESynchronizer()

template<system_state S, can_be_time T = double>

diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::HighPerformanceSDESynchronizer ( SDEThreadingConfig  config = SDEThreadingConfig::auto_detect() )

inlineexplicit

Construct high-performance SDE synchronizer.

Definition at line 332 of file sde_multithreading.hpp.

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~HighPerformanceSDESynchronizer()

template<system_state S, can_be_time T = double>

diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::~HighPerformanceSDESynchronizer ( )

inline

Definition at line 339 of file sde_multithreading.hpp.

Member Function Documentation

generate_monte_carlo_batch()

template<system_state S, can_be_time T = double>

std::vector< NoiseData< T > > diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::generate_monte_carlo_batch ( T  current_time, T  dt, size_t  dimensions, size_t  num_simulations  )

inline

Generate batch of noise for Monte Carlo simulations.

Definition at line 364 of file sde_multithreading.hpp.

get_noise_increment_fast()

template<system_state S, can_be_time T = double>

NoiseData< T > diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::get_noise_increment_fast ( T  current_time, T  dt, size_t  dimensions = 1  )

inline

Get noise increment with ultra-low latency.

Definition at line 346 of file sde_multithreading.hpp.

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get_statistics()

template<system_state S, can_be_time T = double>

PerformanceStats diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::get_statistics ( ) const

inline

Definition at line 428 of file sde_multithreading.hpp.

monte_carlo_integrate()

template<system_state S, can_be_time T = double>

template<typename Integrator , typename InitialCondition >

auto diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::monte_carlo_integrate ( std::function< std::unique_ptr< Integrator >()>  integrator_factory, std::function< S()>  initial_condition_generator, T  dt, T  end_time, size_t  num_simulations  )

inline

Monte Carlo integration with automatic parallelization.

Definition at line 380 of file sde_multithreading.hpp.

reset_statistics()

template<system_state S, can_be_time T = double>

void diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::reset_statistics ( )

inline

Reset statistics.

Definition at line 440 of file sde_multithreading.hpp.

warmup()

template<system_state S, can_be_time T = double>

void diffeq::core::composable::HighPerformanceSDESynchronizer< S, T >::warmup ( size_t  warmup_samples = 100000 )

inline

Warmup system for optimal performance.

Definition at line 450 of file sde_multithreading.hpp.

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The documentation for this class was generated from the following file:

• include/core/composable/sde_multithreading.hpp