Description:

An open-source XML based simulation package
Solves From Ordinary Differential Equations (ODEs) up to stochastic Partial Differential Equations (PDEs)
Many applications:
physics
mathematics
engineering
finance
economics
chemistry
theoretical biology
Generates fast, C++ compiled code
Documentation and source are free!
Runs on Linux, Unix, MacOS X and Cygwin (Windows)
XMDS is a code generator that integrates equations. You write them down in human readable form in an XML file, and it goes away and writes and compiles a C++ program that integrates those equations as fast as it can possibly be done in your architecture.