Devito: automated fast finite difference computation

Abstract: Domain specific languages have successfully been used in a variety of fields to cleanly express scientific problems as well as to simplify implementation and performance opti- mization on different computer architectures. Although a large number of stencil languages are available, finite differ- ence domain specific languages have proved challenging to design because most practical use cases require additional features that fall outside the finite difference abstraction. Inspired by the complexity of real-world seismic imaging problems, we introduce Devito, a domain specific language in which high level equations are expressed using symbolic expressions from the SymPy package. Complex equations are automatically manipulated, optimized, and translated into highly optimized C code that aims to perform compa- rably or better than hand-tuned code. All this is transpar- ent to users, who only see concise symbolic mathematical expressions.