Code for SO question: http://stackoverflow.com/questions/18474737/boostasio-udp-send-receive-in-the-same-process

asio-test.cpp

#include <boost/asio.hpp>
#include <boost/assign.hpp>
#include <boost/bind.hpp>
#include <boost/filesystem.hpp>
#include <boost/smart_ptr.hpp>
#include <boost/thread.hpp>

#include <algorithm>
#include <cstdio>
#include <iterator>
#include <numeric>
#include <vector>

#include <stdint.h>

namespace ba = boost::asio;

#ifdef WIN32
#  include "windows.h"
#  define wait(milliseconds) Sleep(milliseconds)
#else
#  include <unistd.h>
#  define wait(milliseconds) usleep(milliseconds * 1000)
#endif

void receive(const boost::system::error_code& error, size_t bytes_recvd);
void send(ba::ip::udp::socket& socket, char val);

/* buffer for data reception */
#define BUF_SZ 8192
uint8_t buffer[8192];

#define PACKET_SIZE ((2 * 1024) - 42)

/* storage for chunks of received data */
std::vector< std::vector<uint8_t> > buffers;

ba::ip::udp::endpoint endpoint;

boost::scoped_ptr< ba::ip::udp::socket > rxsock;

void go();

int main()
{
    go();
    go();
    go();
    go();
    go();
    go();
    go();
}

void go()
{
    ba::ip::address address(ba::ip::address::from_string("127.0.0.1"));
    endpoint = ba::ip::udp::endpoint(address, 54321);

    ba::io_service service;

    ba::ip::udp::socket txsock(service);
    txsock.open(ba::ip::udp::v4());
    txsock.set_option(ba::ip::udp::socket::reuse_address(true));
    txsock.set_option(ba::socket_base::broadcast(true));

    rxsock.reset(new ba::ip::udp::socket(service));
    rxsock->open(ba::ip::udp::v4());
    rxsock->bind(endpoint);
    rxsock->async_receive_from(ba::buffer(buffer, BUF_SZ), endpoint,
        boost::bind(receive, ba::placeholders::error, ba::placeholders::bytes_transferred));

    boost::thread thread(boost::bind(&ba::io_service::run, &service));

    static char i = 0;

    send(txsock, i++);
    send(txsock, i++);
    send(txsock, i++);
    send(txsock, i++);
    send(txsock, i++);
    send(txsock, i++);
    send(txsock, i++);
    send(txsock, i++);

    wait(500);

    printf("received %lu packet(s) total\n", buffers.size());

    /* clean up */
    rxsock->close();
    service.stop();
    thread.join();
    rxsock.reset();
    txsock.close();
    buffers.clear();
}

void send(ba::ip::udp::socket& socket, char val)
{
    ba::streambuf b;
    std::ostream stream(&b);

    std::vector<char> data(576, val);
    stream.write(&(data[0]), data.size());

    std::size_t sz = socket.send_to(b.data(), endpoint);
    printf("send(%lu)\n", sz);
    boost::this_thread::yield();
}

void receive(const boost::system::error_code& error, size_t bytes_recvd)
{
    /* single error occurs when service is stopped, ignore */
    if (error)
    {
        printf("receive error: %s\n", error.message().c_str());
        return;
    }

    /* store relevant data */
    std::vector<uint8_t> recv(buffer, buffer + bytes_recvd);
    buffers.push_back(recv);

    printf("receive(%lu) index: %d\n", bytes_recvd, (int) recv.front());

    /* get back in line to listen */
    rxsock->async_receive_from(ba::buffer(buffer, BUF_SZ), endpoint,
        boost::bind(receive, ba::placeholders::error, ba::placeholders::bytes_transferred));
}

build

g++ asio-test.cpp -o asio-test -g -lboost_system-mt -lboost_thread-mt -pthread