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HMCS (Heterogeneous Multi-Computer System) is a new parallel processing platform combining massively parallel processors for continuum simulation and particle simulation to realize multi-scale computational physics simulations. We constructed a prototype system of HMCS with a general purpose scientific parallel processor CP-PACS and a gravity calculation parallel processor GRAPE-6 connecting them via commodity-base parallel network. On the prototype of HMCS, a microscopic gravity calculation on GRAPE-6 and a macroscopic radiation hydrodynamics calculation on CP-PACS are performed simultaneously to realize detailed simulation on computational astrophysics. In this paper we report the overall concept, design and implementation of HMCS as well as the result of a novel computational simulation for galaxy formation.