CIS 5930/CIS 4930: Parallel and Distributed Monte Carlo Methods

What is the point of Parallel and Distributed Monte Carlo Methods?

Monte Carlo methods are numerical methods that use random numbers to compute quantities of interest.  This is normally done by creating a random variable whose expected value is the desired quantity.  One then simulates and tabulates the random variable and uses its sample mean and variance to construct probabilistic estimates.  These methods naturally provide many different types of parallelism, and have been used this to their advantage for decades.  We will learn about Monte Carlo, random number generation, and the modern elements of parallel and distributed computing in this course to develop their own projects on this topic.

Secondary Purpose of the Course

The hope is that the process of teaching this course will produce a set of course notes that can be crafted into a good, intermediate to advanced textbook on Parallel and Distributed Monte Carlo methods.  Thus, I expect to ask some things of the students that are going to be a bit out of the norm for students Computer Science class.

Meeting Time/Place

9:30AM to 10:45AM: Monday-Friday, 103 Love Building, Summer Session C (July 2-August 10)
Extra times for class presentations will be found based on student availability


This course is open to graduate and undergraduate students in Computer Science.  It is also appropriate for students in Physics or Engineering that are using Monte Carlo methods in their work, as well as for Scientific Computing  students.


Michael Mascagni, Ph.D.
Professor of Computer Science
Professor of Mathematics
Professor of Scientific Computing
Florida State University
Tallahassee, FL  32306-4530
Office: Dirac Science Library 498/Love 262/Love 207A
Telephone: +1.850.644.3290

For the curious, here are links to a brief biography of the Professor, and the Professor's home page.

Office Hours:

I am usually in my 262 Love office, and my office hours are yet to be determined.

Grading Policy:

The grade will be based on class participation and mostly a project.  The project will be of the student's choosing, and will require both a written and oral presentation at the end of the term.

E-mail Policy:

All e-mail communication regarding this course must be sent and received from an e-mail address.

Warning and Encouragement:

The students are warned that by taking this course they are implicitly submitting themselves in the role of instructional "Guinea Pigs."  As such, your constant input is not only permitted, but strongly encouraged.  Feel free to speak up in class, to visit me in my office with your opinions and criticisms, or to e-mail me with ideas on how to improve this class.  Also, if something is not clear to you in class, it is very likely unclear to others.  So, students are encouraged to interrupt the lectures and ask questions and to come to see me out of class for clarification.

Academic Honor Policy:

The Florida State University Academic Honor Policy outlines the University’s expectations for the integrity of students’ academic work, the procedures for resolving alleged violations of those expectations, and the rights and responsibilities of students and faculty members throughout the process.  Students are responsible for reading the Academic Honor Policy and for living up to their pledge to “. . . be honest and truthful and . . . [to] strive for personal and institutional integrity at Florida State University.”  (Florida State University Academic Honor Policy, found at

Americans with Disabilities Act:

Students with disabilities needing academic accommodation should:
(1) register with and provide documentation to the Student Disability Resource Center; and
(2) bring a letter to the instructor indicating the need for accommodation and what type.  This should be done during the first week of class.

This syllabus and other class materials are available in alternative format upon request:

For more information about services available to FSU students with disabilities, contact the:

Student Disability Resource Center 
97 Woodward Avenue, South 
108 Student Services Building
Florida State University 
Tallahassee, FL 32306-4167 
(850) 644-9566 (voice)
(850) 644-8504 (TDD)