Dependently-typed programming in scientific computing: Examples from economic modelling

Abstract

Computer simulations are essential in virtually every scientific discipline, even more so in those such as economics or climate change where the ability to make laboratory experiments is limited. Therefore, it is important to ensure that the models are implemented correctly, that they can be re-implemented and that the results can be reproduced. Typically, though, the models are described by a mixture of prose and mathematics which is insufficient for these purposes. We argue that using dependent types allows us to gradually reduce the gap between the mathematical description and the implementation, and we give examples from economic modelling. We discuss the consequences that our incremental approach has on programming style and the requirements it imposes on the dependently-typed programming languages used. © 2013 Springer-Verlag.