Template Class HighPerformanceSDESynchronizer
Defined in File sde_multithreading.hpp
Nested Relationships
Nested Types
Class Documentation
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template<system_state S, can_be_time T = double>
class HighPerformanceSDESynchronizer 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
Public Functions
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inline explicit HighPerformanceSDESynchronizer(SDEThreadingConfig config = SDEThreadingConfig::auto_detect())
Construct high-performance SDE synchronizer.
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inline ~HighPerformanceSDESynchronizer()
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inline NoiseData<T> get_noise_increment_fast(T current_time, T dt, size_t dimensions = 1)
Get noise increment with ultra-low latency.
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inline 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.
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template<typename Integrator, typename InitialCondition>
inline 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.
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inline PerformanceStats get_statistics() const
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inline void reset_statistics()
Reset statistics.
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inline void warmup(size_t warmup_samples = 100000)
Warmup system for optimal performance.