Dr. Michael Mascagni
Curriculum Vitae
| Biographical Information |
Research and Creative Activity | Teaching and Training |
Service
|
Name: Michael V. A. Mascagni
Birth Date: on request
Birthplace: Bologna, Italy with given name Michele V. A. Mascagni
Citizenship: United States of America, Repubblica Italiana
Postal Contact Information:
| Department of Computer Science |
Department of Scientific Computing |
| Florida State University |
Florida State University |
| 253 Love Building |
400 Dirac Science Library |
| Tallahassee, FL 32306-4530 USA |
Tallahassee, FL 32306-4120 USA |
Electronic Contact Information:
Academic Degrees:
- Ph.D., Mathematics, October, 1987
- Courant Institute of Mathematical Sciences, New York University, New York,
NY; Dissertation Title: Negative Feedback in Neural Networks; Prof.
Charles Peskin, Major Professor
- M.S., Mathematics, October 1984
- Courant Institute of Mathematical Sciences, New York University
- B.S., Mathematics, with Highest Distinction, December
1981
- University of Iowa, Iowa City, IA; Minor in Biological Sciences (formerly
Zoology)
- B.S.E., Biomedical Engineering, with Highest
Distinction, May 1981
- University of Iowa, Iowa City, IA
Awards:
- 2008
-
Fulbright Senior Specialist Roster, Council for International Exchange of
Scholars, Washington, DC
- 2001
-
Developing Scholar (Associate Professor Research) Award,
Florida State University, Tallahassee, FL
- 1988-1989
-
National Academy of Sciences/National Research Council Postdoctoral
Fellowship used at Mathematical Research Branch, N.I.D.D.K., National
Institutes of Health, Bethesda, MD
Academic Positions:
- Summer 2007
- Visiting Professor: Université de Toulon et du Var,
Institut des Sciences de
l'Ingénieur de Toulon et du Var, Modélisation Numérique et
Couplages, Toulon, France;
Prof. Sylvain Maire, Sponsor
- Wintersemester 2005-06 - Sommersemeter 2006
- Gastprofessor, Seminar für Angewandte Mathematik, Departement Mathematik,
Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Zürich, Switzerland; Prof. Dr. Rolf Jeltsch, Seminar Head, Prof.
Dr. Wesley Petersen, Academic Host
- 2002-Present
- Professor, Department of Computer Science, Florida State University,
Tallahassee, FL; Dr. David Whalley, Chair
- Sommersemeter 2002
- Gastprofessor, Institut für Scientific Computing, Universität
Salzburg, Salzburg, Austria; Prof. Dr. Peter Zinterhof, Chair
- 2001-Present
- Professor, Department of Chemical and Biomedical Engineering, Florida State University,
Tallahassee, FL; Dr. Michael H. Peters, Chair (Courtesy)
- 1999-Present
- Professor, Department of Mathematics, Florida State University,
Tallahassee, FL; Dr. Phillip Bowers, Chair (Courtesy)
- 1999-Present
- Faculty Affiliate, School of Computational Science, Florida State
University, Tallahassee, FL; Dr. Max Gunzburger, Director
- 1999-2002
- Associate Professor, Department of Computer Science, Florida State
University, Tallahassee, FL; Dr. Ted Baker, Chair
- 1997-1999
- Director, University of Southern Mississippi/Center of Higher Learning
Naval Oceanographic Office/Programming Environment and Training Research
Program, Stennis Space Center, MS; Dr. Peter Ranelli, Technical Director,
Center of Higher Learning
- 1997-1999
- Coordinator, Ph.D. Program in Scientific Computing and
Associate Professor of Mathematics: University of Southern Mississippi,
Hattiesburg, MS; Dr. Grayson Rayborn, Director, School of Mathematical
Sciences
- 1997-1999
- Associate Professor, Department of Mathematics, University of Southern
Mississippi, Hattiesburg, MS; Dr. Wallace Pye, Chairman
- May 1996
- Visiting Professor: Dipartimento di Metodi e Modelli Matematici per le
Scienze Applicate (DMMMSA), Università degli Studi di Padova, Padova, Italy;
Prof. Renato Spigler, Sponsor
- 1994-1995
- Adjunct Professor: Georgetown University Department of Computer Science,
Washington, D.C.; Dr. Timothy Law Snyder, Chair
- 1987
- Adjunct Professor: Dept. of Computer Science, Courant Institute of
Mathematical Sciences, New York University, New York, NY
- 1981-1983
- Graduate Fellow in Biophysics; The Rockefeller University, New York, NY;
Dr. Robert Shapley, Advisor
Other Professional Positions:
- 1989-1996
- Research Staff Member: Center for Computing Sciences (formerly
Supercomputing Research Center), Institute for Defense Analyses, Bowie, MD;
Dr. Francis Sullivan, Director
- 1987-1996
- NIH-NRC Research Associate/Guest Worker: Mathematical Research Branch,
NIDDK, National Institutes of Health, Bethesda, MD; Dr. John Rinzel, Advisor
- 1996
- Visiting Researcher: National Institute of Standards and Technology,
Gaithersburg, MD; Dr. Judy Devaney, Sponsor
- Summer 1995
- Visiting Scientist: Research Institute for Advanced Computer Science
(RIACS), NASA Ames Research Center, Moffett Field, CA; Dr. Robert Schreiber,
Sponsor
- Summer 1984
- Courant Institute/IBM Summer Student: Department of Mathematical Sciences,
IBM T. J. Watson Research Center, Yorktown Heights, NY; Dr. Willard
Miranker, Advisor
- Summer 1983
- Summer Student in Numerical Weather Prediction: NASA Goddard Space Flight
Center, Greenbelt, MD; Dr. Eugenia Kalnay and Mr. Dean Duffy, Advisors
-
- Professional Society Memberships:
-
- Association of Computing Machinery (ACM)
International Association for Mathematics and Computers in Simulation
(IMACS)
- Society of Industrial and Applied Mathematics (SIAM)
- Society of Industrial and Applied Mathematics, Supercomputing (SC) Activity
Group
- Society of Industrial and Applied Mathematics, Computational Science and
Engineering (CSE) Activity
Group
The Speedup Society, The Swiss Forum for Grid and High-Performance Computing
Honor Society Memberships:
Phi Beta Kappa (National Liberal Arts Honor Society), Iowa Alpha Chapter
Tau Beta Pi (National Engineering Honor Society), Iowa Beta Chapter
- Other Honors:
2009-Present
Senior Member, Association of Computing Machinery (ACM)
2005-Present
Member, Board of
Directors, International Association for Mathematics and Computers in Simulation
(IMACS)
2005-Present
Member, Technical
Committee on Monte Carlo Methods, International Association for Mathematics and Computers in Simulation
(IMACS)
2004-Present
Marquis Who's Who, Who's
Who in Computational Science and Engineering
1999-Present
Society of Industrial and
Applied Mathematics (SIAM) Visiting Lecturer
1986-1987
New York
University, College of Arts and Science, New York, NY, Dean's Dissertation
Fellowship
1983-1984
New York
University, Courant Institute of Mathematical Sciences, New York, NY,
Computational Fluid Dynamics Fellowship
Research and Creative Activity
Research Interests:
- Computational Science and Applications: Fast deterministic and
stochastic numerical algorithms for computational materials science;
computational biophysics; computational neuroscience; computational
electrostatics; computational nanotechnology
- Computer Science: Parallel and distributed computing system
software; commodity-off-the-shelf cluster computing; cryptography and
computer security; computational number theory; derandomization of
probabilistic algorithms; probabilistic algorithms for quantum computers
- Mathematical Biology: Numerical methods for neuronal modeling;
reaction-diffusion equations; fast methods for branching nerve equations;
particle methods; computational neuroscience; computational methods in
biochemistry
- Monte Carlo Methods: Monte Carlo methods for partial differential
equations; quasi-Monte Carlo methods for eigenproblems; first- and
last-passage algorithms; applications to materials, biology, physics, and
parallel computing
- Numerical Analysis: Deterministic particle and random gradient
methods for reaction-diffusion equations; numerical integration; numerical
linear algebra; graph partitioning; pseudo- and quasi random number
generation
- Parallel/Distributed/Grid Computing: Scalable pseudorandom number
generation; scalable quasirandom number generation; parallel Monte Carlo and
quasi-Monte Carlo methods; methods for parallel domain decomposition;
validation of volunteered computation; Grid-based infrastructures for Monte
Carlo
- Random Number Generation: Splitting and parameterization methods
for parallel computing; SIMD and MIMD parallel testing and implementation;
ASCI-class random numbers; quasirandom number generation; fast scrambling
techniques quasirandom numbers
- Software Engineering: Scalable libraries for pseudorandom number
generation, numerical libraries; efficient and portable implementations;
scalable libraries for quasirandom number generation; robust
distributed/Grid infrastructure for Monte Carlo applications; validation of
Grid computing
Books:
- A.
Rasulov, M. Mascagni, G. Raimova, (2006),
Monte Carlo Methods for the
Solution of Linear and Nonlinear
Boundary Value
Problems, University of World Economics
and Diplomacy Press, Tashkent, Uzbekistan, (in English), 347 pages.
This monograph focuses on the development and analysis of Monte Carlo
methods for partial differential equations and integral equations.
Besides presenting results for linear problems, a considerable amount of
time is spent on nonlinear problems, usually through their integral equation
representations.
Refereed Chapters in Edited Volumes:
- Y. Li and M. Mascagni (2006), "An Overview of Grid-Based
Monte Carlo Computing," Grid Technologies, Emerging from Distributed
Architectures to Virtual Organizations, WIT Press, ISBN:
978-1-84564-055-2, M. P. Bekakos, G. A. Gravvanis and H. R. Arabnia,
editors, pp. 391-421. This paper provides an overview of
computational infrastructure for parallel, distributed, and Grid-based
Monte Carlo computations. The starting point is the Scalable
Parallel Random Number Generators (SPRNG) Library, and its uses for
parallel and distributed Monte Carlo, and the discussion continues with
a description of our Grid-Computing Infrastructure for Monte Carlo
Applications (GCIMCA), and an extension of this point-of-view to
workflows. The paper then continues with consideration of
quasi-Monte Carlo and the differences that arise in computing in this
manner on the Grid with quasirandom numbers. The work concludes
with a summary and many open problems.
- C.-O. Hwang, J. A. Given, and M. Mascagni (2004), "First- and Last-Passage
Algorithms for Diffusion Monte Carlo," New Vistas in
Statistical Physics: Applications in Econophysics, Bioinformatics, and
Pattern Recognition, L. T. Wille, editor, Springer Verlag: Berlin/New
York, pp. 47-65. This invited review paper summarizes first- and
last-passage methods developed by our research group for solving problems in
electrostatics, material science, and biochemistry.
- C.-O. Hwang, M. Mascagni and N. A. Simonov
(2003), Monte Carlo Methods for the Linearized Poisson-Boltzmann
Equation,
Advances in Numerical Analysis,
Nova Science
Publishers, Inc., Hauppauge, NY, 20 pages. This paper reviews several
methods for the solution of the linear Poisson-Boltzmann equation via Monte
Carlo methods. In addition, the effectiveness of the various methods
are illustrated on several examples. Finally, one of the methods is
applied to a complex application where the solution is used in a biochemical
setting. The Poisson-Boltzmann equation is becoming more important in
applications where biomolecules are studied in solution.
- M. Mascagni (2003), "Random Number
Generation," in CRC Standard Mathematical Tables and Formulae 31st
Edition, D. Zwillinger, editor, Chapman and Hall/CRC, Boca Raton, pp.
644-649. This invited chapter gives a review of the use of
pseudorandom numbers to produce uniform real and integer variables and how
to transform them into nonuniform distribution. The volume where this
chapter appears is a widely used reference for Mathematics and computational
technique.
- M. Mascagni (2003), "Deterministic Monte Carlo Methods and Parallelism,"
Sourcebook on Parallel Computing, J. Dongarra, I. Foster, F. Fox, W.
Gropp, K. Kennedy, L. Torcson, and A. White, editors, Morgan Kaufman
Publishers, San Francisco, pp. 249-258. This invited review of
parallel quasi-Monte Carlo methods provides an overview of the subject and
some new results for single eigenvalue computations. This work is part
of the summary document to be produced by the NSF funded Center for Research
in Parallel Computing.
- A. Srinivasan, D. M. Ceperley, and M. Mascagni (1999), "Random Number
Generators for Parallel Applications," in Monte Carlo Methods in Chemical
Physics, D. M. Ferguson, J. I. Siepmann, and D. G. Truhlar, editors,
Advances in Chemical Physics Series, Volume 105, John Wiley and Sons,
New York, pp. 13-36. This invited review presents an overview of
parallel random number generation and the SPRNG library for the Monte Carlo
community working in Physical Chemistry and Molecular Physics.
- M. Mascagni (1999), "Serial and Parallel
Random Number Generation," in Quantum Monte Carlo in Physics and
Chemistry, P. Nightingale and C. Umrigar, editors, Springer-Verlag: New
York, Berlin, pp. 277-288. This invited review presents an
overview of parallel random number generation and the SPRNG library for the
Quantum Monte Carlo community. This paper was presented at the NATO
Advanced Study Institute on Quantum Monte Carlo Methods in Physics and
Chemistry.
- M. Mascagni (1997), "Some Methods of Parallel Pseudorandom Number
Generation," in Algorithms for Parallel
Processing, R. Schreiber, M. Heath and A. Ranade editors, Springer
Verlag: New York, Berlin, pp. 277-288. This invited review presents
the discrete mathematics and number theory behind the use of parameterized
pseudorandom number generators in parallel. This paper was presented
at the Institute for Mathematics and Its Applications during a
special year in High Performance Computing Workshop on Algorithms for
Parallel Processing.
- M. Mascagni and A. Sherman (1996),
"Numerical Methods for Neuronal Modeling," in Methods of Neuronal
Modeling: From Ions to Networks, Second Edition, C. Koch and I. Segev
editors, MIT Press: Cambridge, Massachusetts, pp. 569-606. This
invited review is a second edition update of the review done in 1989 that is
listed below.
- M. Mascagni (1996), "Parallel Wiener
Integral Methods for Elliptic Boundary Value Problems: A Tale of Two
Architectures," in Applications on Advanced Architecture Computers.
This invited chapter looks at SIMD and MIMD implementations of random walk
based Monte Carlo algorithms for the solution of elliptic boundary value
problems.
- M. Mascagni (1996), "Random Number
Generation," in CRC Standard Mathematical Tables and Formulae 30th
Edition, D. Zwillinger, editor, pp. 593-598. This invited chapter
gives a review of the use of pseudorandom numbers to produce uniform real
and integer variables and how to transform them into nonuniform
distribution. The volume where this chapter appears is a widely used
reference for Mathematics and Computational technique.
- M. Mascagni (1989), "Numerical Methods for
Neuronal Modeling," in Methods of Neuronal Modeling: From to Networks to
Ions, C. Koch and I. Segev editors, MIT Press: Cambridge, pp. 439-484.
This invited chapter reviews numerical methods for the solution of problems
that arise in the quantitative simulation of the nervous system. It
presents finite-difference methods for the solution of ordinary and partial
differential equations that arise, as well as methods for solving neural
network type systems. This chapter was based on material the author
developed for the Methods in Computational Neuroscience course taught
at the Marine Biological Laboratory for four summers.
Refereed International Journal Papers:
- Y.-W. Jung, B. Lu and M. Mascagni, "A Computational Study of Ion
Conductance and Selectivity in the KcsA K+ Channel Using a
Nernst-Planck Model with Explicit Resident Ions," Journal of Chemical Physics, in the press, 33
pages. This paper studies the potassium selectivity of the KcsA
channel using the Nerst-Planck equation to model the electrostatic
environment inside the ion channel. The real channel actually has
manyK + ions transiting simultaneously, and this paper takes that into account as well.
- M. Mascagni and H. Yu (2009), "Scrambled Soboĺ
Sequences via Permutation," Monte
Carlo Methods and Applications, in
the press, 16 pages. This paper describes a general, bit-wise,
scrambling technique that is first applied to the Soboĺ
Sequence. Bits from an unscrambled Soboĺ
Sequence are scrambled by choosing a random permutation based on the
number of bits chosen for scrambling. The scrambled results are
very good, and this technique has been incorporated in to the SPRNG
software architecture.
- Y. Li, M. Mascagni and A. Gorin (2009), "A Decentralized Parallel
Implementation for Parallel Tempering Algorithm," Parallel Computing, 35(5): 269-283. This paper discusses parallel
Tempering (PT), also known as Replica Exchange, which is a powerful Markov
Chain Monte Carlo sampling approach which aims at reducing the relaxation
time in simulations of physical systems. In this paper, we present a novel
implementation of PT, so-called decentralized replica exchange PT, using MPI
and the Scalable Parallel Random Number Generators (SPRNG) libraries. By
adjusting the replica exchange operations in the original PT algorithm, and
taking advantage of the characteristics of pseudorandom number generators,
this implementation minimizes the overhead caused by interprocessor
communication in replica exchange in PT. This enables one to efficiently
apply PT to large-scale massively parallel systems. The efficiency of this
implementation has been demonstrated in the context of various benchmark
energy functions.
- A. Rasulov, G. Raimova and M. Mascagni (2008), "Monte Carlo
Solution of Some Nonlinear Parabolic Initial-Value Problems,"
Mathematics and
Computers in Simulation, 9 pages, in the press. This paper presents a Markov
chain-based algorithm for solving the pure initial-value problem for a class
of nonlinear parabolic equations. The nonlinearity is dealt with with
a branching Markov chain, and numerical results are presented as further
evidence of efficacy.
- C.-O. Hwang, M. Mascagni and T. Won (2008), "Monte Carlo Methods for
Computing the Capacitance of the Unit Cube: A Review," Mathematics and Computers in Simulation, 11 pages,
in the press.
This paper reviews Monte Carlo methods for computing the capacitance of the
unit cube to high accuracy. Based on this, the walk-on-planes (WOB)
and walk-on-the-boundary (WOB) methods are analyzed for their computational
efficiency. WOB is found to be superior and is subsequently used to
provide a more accurate, and confirmatory, numerical result.
- N. Simonov, M. Mascagni and M. O. Fenley (2007), "Monte Carlo Based
Linear Poisson-Boltzmann Approach Makes Accurate Salt-Dependent Solvation
Free Energy Predictions Possible," Journal of Chemical Physics,
127: 18505. This paper uses Monte Carlo techniques developed by the authors to make
computations of the solvation free energy over a wide range of salt
concentrations. The problems solved involve the implicit solvent
model, Poisson-Boltzmann equation, and the results obtained agree with other
computational results as well as experimental results. In addition,
these computations explicitly benefit from another advantage of using Monte
Carlo in these computations, the ability to use a single simulation to
compute the energies at all of the different salt concentrations.
- Y. Li and M. Mascagni (2005), "Grid-based Quasi-Monte Carlo Applications,"
Monte Carlo Methods and
Applications, 11: 39-55. This paper presents preliminary results on
extending the Grid-based Monte Carlo services to quasi-Monte Carlo.
Experiments using scrambled quasirandom numbers are also presented.
- H. Chi, M. Mascagni, and T. Warnock (2005), "On the Scrambled Halton
Sequence," Mathematics and Computers in Simulation, 70(1):
9-21. This paper analyzes the two-dimensional correlations in the
Halton sequence, and based on this analysis presents a new way to find an
optimal scrambling (derandomization) of the Halton sequence. The
efficacy of this new scrambling is numerically demonstrated to be far
superior to the unscrambled Halton sequence on a very difficult
high-dimensional integral. This paper is joint with Tony Warnock, a
Halton student.
- M. Mascagni and N. A. Simonov (2004), "Monte Carlo Methods for Calculating
Some Physical Properties of Large Molecules," SIAM Journal on Scientific
Computing, 26(1): 339-357. This paper carefully
presents a Monte Carlo algorithm for computing the solution of an internal
Poisson and external linearized Poisson-Boltzmann problem for molecular
geometries. An analysis of the Monte Carlo estimators is given, as
well as a detailed computational complexity analysis. Finally, a
simple problem involving two spherical molecules is solved with the methods
described in the paper.
- M. Mascagni and H. Chi (2004), "Parallel Linear Congruential Generators
with Sophie-Germain Moduli," Parallel Computing, 30:
1217-1231. This paper considers the use of Sophie-Germain primes,
primes of the form m=2p+1 where p is also prime, for use in parameterized
linear congruential generators. It is shown that this choice minimizes
initialization time, maximizes the number of streams for a given prime
modulus, and provides fast generation when particular Sophie-Germain moduli
are used.
- A. Karaivanova, M. Mascagni and N. Simonov (2004), "Parallel Quasirandom
Walks on the Boundary," Monte Carlo Methods and Applications, 10:
311-320. This paper studies the us of quasirandom numbers in the
solution problems using the "random walk on the boundary" Monte Carlo
algorithm. The analysis and numerical results show that a small but
significant improvement in convergence rate is seen over traditional Monte
Carlo on this algorithm.
- M. Mascagni and H. Chi (2004), "On the Scrambled Halton Sequence,"
Monte Carlo Methods and Applications,
10: 435-442. This paper analyzes the two-dimensional
correlations in the Halton sequence, and based on this analysis presents a
new way to find an optimal scrambling (derandomization) of the Halton
sequence. The efficacy of this new scrambling is numerically
demonstrated to be far superior to the unscrambled Halton sequence on a very
difficult high-dimensional integral.
- Y. Li, M. Mascagni, R. van Engelen and Q. Cai (2004), "A Grid
Workflow-Based Monte Carlo Simulation Environment," Neural Parallel and
Scientific Computations,
12: 439-454. This paper takes our previous work on grid
services for Monte Carlo and views these services in a workflow setting.
- N. A. Simonov and M. Mascagni (2004), "Random Walk Algorithms for
Estimating Effective Properties of Digitized Porous Media," Monte Carlo
Methods and Applications,
10: 599-608. This paper describes a Monte Carlo method for
permeability calculations in complex digitized porous structures. The
results of computational experiments for some random models of porous media
confirm the log-normality hypothesis for the permeability distribution.
- A. Rasulov, A. Karaivanova and M. Mascagni (2004), "Quasirandom in
Branching Random Walks," Monte Carlo Methods
and Applications, 10: 551-558. This paper studies the
effects of using quasirandom numbers in the generation of branching walks
used to solved certain nonlinear boundary-value problems. A slight
improvement in convergence rate is seen.
- M. Mascagni and N. A. Simonov (2004), "The Random Walk on the Boundary
Method for Calculating Capacitance," Journal of Computational Physics,
195(2): 465-473. This paper describes the random walk on the boundary
Monte Carlo method, and applies it to the calculation of the capacitance of
the unit cube. This calculation is the most accurate known.
- C.-O. Hwang and M. Mascagni (2004), "Electrical Capacitance of the Unit
Cube," Journal of Applied Physics, 95(7): 3798-3802.
This paper presents a new computation of the capacitance of the unit cube
using a first-passage variant based on walks on planes. The computed
results are consistent with our previous computations, and has a slightly
smaller set of error bars.
- M. Mascagni and A. Srinivasan (2004), "Parameterizing Parallel
Multiplicative Lagged-Fibonacci Generators," Parallel Computing,
30: 899-916. This paper shows how to parameterize full-period
multiplicative lagged-Fibonacci generators via the seed, and then how to use
this to produce a parallel version of the generator. This generator is
now used in the SPRNG library.
- C.-O. Hwang and M. Mascagni (2003), "Analysis and Comparison of Green's
Function First-Passage Algorithms with "Walk on Spheres" Algorithms,"
Mathematics and Computers in Simulation, 63: 605-613.
This paper shows that the Green's function first-passage (GFFP) algorithm is
always more efficient that the "walk on spheres" algorithm for solving
elliptic PDEs. In addition, the complexity of GFFP is analyzed.
- M. Mascagni and C.-O. Hwang (2003), "e-Shell
Error Analysis of Walk on Spheres Algorithms," Mathematics and
Computers in Simulation, 63: 605-613. This paper provides
analytic and empirical evidence that the error associated the the
e-shell used in Walk on Spheres algorithms
is linear in e. This result motivates the
preferential usage of the Green's function first-passage method over Walk
on Spheres when both are applicable.
- C.-O. Hwang, M. Mascagni and J. A. Given (2003), "A Feynman-Kac
Path-Integral Implementation for Poisson's Equation Using an h-conditioned
Green's Function," Mathematics and Computers in Simulation, 62:
347-355. This paper presents a new random walk method for solving the
Poisson equation using the Feynman-Kac formula using only a small number of
points in a Brownian trajectory.
- Y. Li and M. Mascagni (2003), "Analysis of Large-scale Grid-based Monte
Carlo Applications," International Journal of High Performance
Computing Applications (IJHPCA), 17(4): 369-382.
This paper provides an overview of the M-out-of-N technique for Grid-based
Monte Carlo. Also, methods for producing trustworthy Monte Carlo
computations are presented.
- A. Srinivasan, M. Mascagni, and D. Ceperley (2003), "Testing
Parallel Random Number Generators," Parallel Computing, 29:
69-94. This paper provides a mathematical framework for testing
parallel random number generators and also motivates the construction of the
SPRNG test suite. In addition, results from extensive parallel testing
of multiplicative lagged-Fibonacci generators, candidates for SPRNG, are
presented.
- J. A. Given, C.-O. Hwang and M. Mascagni (2002), "First- and
last-passage Monte Carlo algorithms for the charge density distribution on a
conducting surface," Physical Review E, 66, 056704, 8 pages.
This paper presents two new Monte Carlo algorithms based on the concept of
"last-passage" diffusion. These methods are compared with each other
and with the best first-passage algorithm for computing the charge density
on a circular disk held at unit potential.
- C.-O. Hwang, J. A. Given and M. Mascagni (2001), "The
Simulation-Tabulation Method for Classical Diffusion Monte Carlo," Journal of Computational Physics,
174: 925-946.
This paper shows how simulated Green's functions, simulation-tabulation,
can be used to augment our Green's function first-passage Monte Carlo
method. The utility of simulation-tabulation is verified by solving
problems from materials science and biochemistry.
- M. Mascagni, A. Karaivanova and Y. Li
(2001), "A Quasi-Monte Carlo Method for Elliptic Partial Differential
Equations," Monte Carlo Methods and Applications, 7: 283-294.
This paper presents new bounds on errors associated with the use of
quasirandom numbers in Markov chain-based methods for the solution of
elliptic partial differential equations.
- C.-O. Hwang, M. Mascagni and J. A. Given
(2001), "Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic
Permeability," Monte Carlo Methods and Applications, 7:
213-222. This paper uses our Green's function first-passage
Monte Carlo method to compute the permeability of a wide class of porous
media models considerably extending our previous results.
- C.-O. Hwang and M. Mascagni (2001),
"Efficient Modified Walk on Spheres Algorithm for the Linearized
Poisson-Boltzmann Equation," Applied Physics Letters, 76:
787-789. This paper presents an improved method for using the
Feynman-Kac formula as the basis for a Monte Carlo algorithm to solve the
linearized Poisson-Boltzmann equation. This is accomplished with a new
probability that is used to terminate random walks in the linearized
Poisson-Boltzmann case.
- M. Mascagni and A. Karaivanova (2000), "Matrix Computations Using
Quasirandom Sequences," Springer
Verlag Lecture Notes in Computer Science, 1988: 552-559.
This paper presents new methods and error bounds for using quasi-Monte Carlo
methods for computing eigenvalues of large, sparse matrices.
- M. Mascagni and A. Srinivasan (2000),
"Algorithm 806: SPRNG: A Scalable Library for Pseudorandom Number
Generation," ACM Transactions on Mathematical Software, 26:
436-461. This paper describes the SPRNG library and gives an overview
of the mathematical foundation for the random number generators in SPRNG,
the computational techniques used in parallelization, the randomness testing
suite in SPRNG, and shows how the library can be used to provide reliable
and reproducible parallel Monte Carlo computations. SPRNG is the first
library of its kind.
- C.-O. Hwang, J. A. Given and M. Mascagni (2000), "On the Rapid
Calculation of Permeability for Porous Media Using Brownian Motion Paths," Physics
of Fluids, 12: 1699-1709. This paper
derives our Green's function
first-passage Monte Carlo method and applies it to the computation of the
fluid permeability of porous media made up of overlapping and nonoverlapping
monosized spheres. This new method is the fastest method known for
doing these kinds of calculations.
- M. Mascagni (1998), "Parallel Linear
Congruential Generators with Prime Moduli," Parallel Computing, 24:
923-936. This paper derives a method for parameterizing primitive
roots modulo a prime and uses this as the basis for providing parallel
linear congruential random numbers. In addition, an efficient
algorithm for finding the ith integer relatively prime to given,
factored, integer is presented.
- M. Mascagni, M. L. Robinson, D. V. Pryor
and S. A. Cuccaro (1995), "Parallel Pseudorandom Number Generation Using
Additive Lagged-Fibonacci Recursions", Springer Verlag Lecture Notes in
Statistics, 106: 263-277. This paper proves bounds on
exponential sum bounds used to estimate the cross-correlation between
different random number streams produced using our parallelization of
additive lagged-Fibonacci generators.
- M. Mascagni, S. A. Cuccaro, D. V. Pryor
and M. L. Robinson (1995), "A Fast, High Quality, and Reproducible Parallel
Lagged-Fibonacci Pseudorandom Number Generator", Journal of Computational
Physics, 119: 211-219. This paper presents a novel
parameterization of additive lagged-Fibonacci generators based on seeding.
This approach is used as the basis of providing a parallel version of this
generator that requires no interprocessor communication while assuring that
different processors get distinct random number streams.
- A. Sherman and M. Mascagni (1994), "A
Gradient Random Walk Method for Two-Dimensional Reaction-Diffusion
Equations'', SIAM Journal on Scientific Computing, 15:
1280-1293. This paper presents and analyzes a Monte Carlo method for
solving two-dimensional reaction-diffusion equations. The method is
related to the random vortex method for the two-dimensional incompressible
Navier-Stokes equations, and the paper also presents numerical evidence of
it's effectiveness.
- M. Mascagni (1991), "A Parallelizing
Algorithm for Computing Solutions to Arbitrarily Branched Neuron Models,"
Journal of Neuroscience Methods, 36: 105-114. This paper
presents a parallel algorithm for solving coupled, branching,
one-dimensional nonlinear reaction-diffusion equations based on
finite-difference methods. These kinds of equations arise in the
realistic modeling of the nervous system.
- M. Mascagni (1991), "High-Dimensional
Numerical Integration and Massively Parallel Computing," Contemporary
Mathematics, 115: 53-73. This paper presents parallel
data-parallel methods for doing deterministic and Monte Carlo
high-dimensional numerical integration using parallel prefix methods.
In addition, data-parallel techniques for Monte Carlo solution of partial
differential equations based on random walks is presented along with
numerical examples performed on the CM-2 massively parallel computer.
- M. Mascagni (1990), "The Backward Euler
Method for Numerical Solution of the Hodgkin-Huxley Equations of Nerve
Conduction," SIAM Journal on Numerical Analysis, 27: 941-962.
This method analyzed the convergence of the backward Euler method for the
finite-difference solution of the Neumann initial-boundary value problem for
the Hodgkin-Huxley equations of nerve conduction. Convergence is
proved with the help of derived a priori bounds for solutions to the
nonlinear difference equations.
- M. Mascagni (1990), "In Initial-Boundary
Value Problem of Physiological Importance for Equations of Nerve
Conduction," Communications on Pure and Applied Mathematics, 42:
213-227. The paper proves well-posedness in the sense of Hadamard for
the Neumann initial-boundary value problem for the Hodgkin-Huxley equations
of nerve conduction. In addition, a priori bounds on the
solution of this nonlinear system of partial differential equations.
- M. Mascagni (1989), "Animation's Role in
Mathematically Modeling the Nervous System," Iris Universe, Winter
1989: 6-18. This paper presents computational results obtained in
the numerical modeling of a ring of Hodgkin-Huxley neurons with passive
dendritic segments. In particular, a presentation level visualization
of the results is presented as well as a discussion of new visualization
tools that allow rapid qualitative analysis of the large data sets produced
in realistic neural modeling.
- M. Mascagni and W. L. Miranker (1985),
"Arithmetically Improved Algorithmic Performance," Computing,
35:
153-175. This paper presents theoretical and numerical evidence that
numerical algorithms sensitive to numerical accuracy can be significantly
improved by using augmented floating-point arithmetic to exactly compute
inner products. This augmented arithmetic was implemented in hardware
in IBM 370 series mainframe with the ACRITH product.
- W. L. Miranker, M. Mascagni, and S. Rump
(1985), "Case Studies for Augmented Floating-Point Arithmetic," Lecture
Notes in Computer Science, 235: 86-118. This paper provides
numerical examples from poorly posed problems arising from finite-difference
solutions of ordinary and partial differential equations, and numerical
linear algebra to motivate the use of augmented floating-point
arithmetic to exactly compute inner products.
Invited International Publications:
- M. Mascagni (1999), "Parallel Pseudorandom Number Generation," SIAM
News, August, pp. 1,8-10. This article provides a general
presentation of the mathematical and computational underpinnings of parallel
random number generation. In particular, the problem of parallel
reproducibility and the solution of parameterized random number generations
id discussed.
- M. Mascagni (1998), "High-Performance Monte Carlo Tools," IEEE
Computational Science and Engineering, 5(2): 97-98. This
article summarizes the results of a workshop on High-Performance Monte
Carlo Tools.
- M. Mascagni (1990), "Parallel Wiener
Integral Methods for Elliptic Boundary Value Problems: A Tale of Two
Architectures,"
SIAM News, July, pp. 27-33. This article looks at SIMD
and MIMD implementations of random walk based Monte Carlo algorithms for the
solution of elliptic boundary value problems. It was reprinted as item
6 among the refereed book chapters, above.
Refereed International Conference Papers:
- M. Mascagni and J. Ren (2008), "New Development in the Scalable Parallel
Random Number Generator (SPRNG) Library," The Institute of Statistical
Mathematics Cooperative Research Report, 210: 120-125. The
Scalable Parallel Random Number Generators (SPRNG) Library is a widely used
software package for random number generation in high-performance computing
settings. In this paper, we provide an overview of SPRNG and
especially discuss its recent developments. First, we give a very short
review of random number generators and their applications to Monte Carlo
computations. Then, we discuss some methods of parallel random number
generation, and give the rationale for SPRNG. We next discuss about the past
versions of SPRNG and the most recent version, version 4.0. Finally,
webriefly discuss the impact of SPRNG and speculate on possible future work
to SPRNG.
- M. Mascagni (2008), "Random Number Generation : A Practitioner's
Overview," The Institute of Statistical Mathematics Cooperative Research
Report, 210: 97-119. This gives a comprehensive overview of
pseudorandom number generation, parallel pseudorandom number generation, and
quasirandom number generation. The presentation is motivated by an
applications-based point-of-view.
- Y. Li, M. Mascagni and A. Gorin (2007), "Decentralized Replica Exchange
Parallel Tempering: An Efficient Implementation of Parallel Tempering Using MPI and SPRNG," Lecture Notes in Computer Science, 4707:
507-519. This was a paper given at the international conference
entitled Computational Science and Its Applications (ICCSA 2007) in
Kuala Lumpur, Malaysia in August, 2007. This paper discusses parallel
Tempering (PT), also known as Replica Exchange, which is a powerful Markov
Chain Monte Carlo sampling approach which aims at reducing the relaxation
time in simulations of physical systems. In this paper, we present a novel
implementation of PT, so-called decentralized replica exchange PT, using MPI
and the Scalable Parallel Random Number Generators (SPRNG) libraries. By
adjusting the replica exchange operations in the original PT algorithm, and
taking advantage of the characteristics of pseudorandom number generators,
this implementation minimizes the overhead caused by interprocessor
communication in replica exchange in PT. This enables one to efficiently
apply PT to large-scale massively parallel systems. The efficiency of this
implementation has been demonstrated in the context of various benchmark
energy functions, such as the high-dimensional Rosenbrock function, and a
rugged funnel-like function.
- H. Chi and M. Mascagni (2007), "Efficient Generation of Parallel
Quasirandom Sequences via Scrambling," Lecture Notes in Computer Science,
4487: 723-730. This was a paper given at the international
conference entitled International Conference on Computational Science
2007 (ICCS 2007), held May 2007 in Beijing, People's Republic of China. This paper
proposes an alternative approach for generating parallel quasirandom
sequences. We take a single quasirandom sequence and provide different
random digit scramblings of the given sequence. The exact meaning of the
digit scrambling we use depends on the mathematical details of the
quasirandom number sequence's method of generation. For the Faure sequence
we scramble by modifying the generator matrices in the definition. The
obtained sequences are very interesting as the scrambled versions used in
individual processes are of higher quality than the original Faure sequence.
Thus, we not only obtain the expected near-perfect speedup of the naturally
parallel Monte Carlo methods, but the errors in the parallel computation is
even smaller than if the computation were done with the same quantity of
quasirandom numbers using the original, unscrambled, Faure sequence.
- N. A. Simonov and M. Mascagni (2005), "The Method of Random Walk on
Sphere for Solving Boundary-Value problems for Molecular Electrostatics,
Proceedings of the 17th IMACS World Congress, 5 pages published on
compact disc, July, 2005. This paper presents preliminary results for a new method for evaluating
internal boundary conditions that arise in molecular electrostatics
computations. The methods were developed to work in concert with
existing Monte Carlo methods for solving the entire PDE system, and are a
significant improvement on a finite-difference based method previously
developed. Not only is performance enhanced by an order of magnitude,
but a bias from the finite-difference based method is eliminated.
- Y. Li and M. Mascagni (2005), "A
Bio-inspired Job Scheduling Algorithm for Monte Carlo Applications on a
Computational Grid," Proceedings of the 17th IMACS World Congress, 7 pages
published on compact disc,
July, 2005. In this paper we
present a bio-inspired job scheduling mechanism that enables the adaptation
of large-scale, naturally parallel and compute-intensive Monte Carlo tasks
to clustered computational farms, such as large-scale computational grids,
with heterogeneous and dynamic performance. The kernel of this
scheduling mechanism is a swarm intelligent algorithm, which is inspired
from the ants’ behavior in a social insect colony.
- C. Fleming, M. Mascagni and N. A. Simonov (2005), "An Efficient Monte Carlo
Approach for
Solving Linear Problems in Biomolecular Electrostatics," Proceedings of the
Fifth International Conference on Computational Science (ICCS 2005), V.
S. Sunderam, G. D. van Albada, P. M. A. Sloot, and J. J. Dongarra (eds.),
Lecture Notes in Computer Science,
3516:
760-765 (Part 3). (May 2005, Atlanta, GA) This paper presents
preliminary results for a new method for evaluating internal boundary
conditions that arise in molecular electrostatics computations. The
methods were developed to work in concert with existing Monte Carlo methods
for solving the entire PDE system, and are a significant improvement on a
finite-difference based method previously developed. Not only is
performance enhanced by an order of magnitude, but a bias from the
finite-difference based method is eliminated.
- H. Chi, P. Beerli, D. W. Evans and M. Mascagni (2005), "On the
Scrambled Soboĺ Sequence," Proceedings of the
Fifth International Conference on Computational Science (ICCS 2005), V.
S. Sunderam, G. D. van Albada, P. M. A. Sloot, and J. J. Dongarra (eds.),
Lecture Notes in Computer Science,
3516:
775-782 (Part 3). (May 2005, Atlanta, GA This paper presents an
optimal linear scrambling of the Soboĺ sequence
with techniques similar to those previously developed by Chi and Mascagni
for the Faure and Halton sequences. This sequences is shown to be of
good quality in comparison to others based on the evaluation of a
high-dimensional geometrical Asian option.
- N. A. Simonov and M. Mascagni (2004), "Random Walk Algorithms for
Estimating Electrostatic Properties of Large Molecules," Proceedings of
The International Conference on Computational Mathematics (ICCM-2004),
Novosibirsk, Russia, G. A. Mikhailov, V. P. Il'in, and Y. M. Laevsky,
eds., ICM&G Publisher, Novosibirsk, Russia, Part I: 352-358. This
paper describes a new Monte Carlo algorithm for solving the coupled
Poisson/Poisson-Boltzmann system related to the electrostatics of large
molecules in a continuum model of solvent.
- M. Mascagni, A. Karaivanova, C.-O. Hwang (2004), "Quasi-Monte Carlo
Methods for Elliptic Boundary Value Problems," Proceedings of Monte
Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC) 2002,
H. Niederreiter (ed.), Springer Verlag: Berlin, pp. 345-356.
This paper gives a brief overview of quasi-Monte Carlo methods for solving
elliptic boundary value problems using walk-on-spheres variants.
- Y. Li and M. Mascagni (2004), "E-Science Workflow on the Grid,"
Proceedings of the International Association for the Development of the
Information Society (IADIS) International Conference: e-Society 2004, P.
Isaías, P. Komers, M. McPherson (eds.),
pp. 1041-1046. This paper describes how one can use workflow
techniques to implement e-science-based grid computations.
Specifically, it describes how one maps agent operations from workflow onto
grid services using XML as the communications intermediary.
- Y. Li and M. Mascagni (2004), "E-Science on the Grid: Toward a Dynamic
E-Science Automation with XML and Workflow Techniques," accepted to the
Proceedings of the 8th World Multiconference on Systemics, Cybernetics
and Informatics (SCI 2004), Orlando, Florida, 7 pages. This paper
describes how one can use workflow techniques to implement e-science-based
grid computations. Specifically, it describes how one maps agent
operations from workflow onto grid services using XML as the communications
intermediary.
- M. Mascagni and H. Chi (2004), "Optimal Quasi-Monte Carlo Valuation of
Derivative Securities," Computational Finance and Its Applications, M.
Costantino and C. A. Brebbia (eds.), WIT Press, pp. 177-185. This
paper finds an optimal scrambling of the Faure sequence within the
i-binomial family. Then, this derandomized generalized Faure (GFaure)
sequence is used to evaluate a high-dimensional derivative security, an
European call option on the geometric mean of several assets. The
numerical results show improvement over the plain Faure sequence.
- M. Mascagni and Y. Li (2004), "Computational Infrastructure for
Parallel, Distributed, and Grid-based Monte Carlo Computations," Proceedings of the Fourth International Conference on Large-Scale Scientific
Computations (LSSC'03), Sozopol, Bulgaria, I.
Lirkov, S. Margenov, J. Wasniewski, P. Yalamov eds., Lecture Notes in
Computer Sciences, 2907: 39-52. This paper provides an
overview of computational infrastructure for parallel, distributed, and
Grid-based Monte Carlo computations. The starting point is the
Scalable Parallel Random Number Generators (SPRNG) Library, and its uses for
parallel and distributed Monte Carlo, and the discussion ends with a
description of our Grid-Computing Infrastructure for Monte Carlo
Applications (GCIMCA).
- A. Karaivanova, M. Mascagni and N. Simonov (2004), "Solving Boundary
Value Problems Using Quasirandom Walks on the Boundary," Proceedings of
the Fourth International Conference on Large-Scale Scientific Computations
(LSSC'03), Sozopol, Bulgaria, I. Lirkov, S.
Margenov, J. Wasniewski, P. Yalamov eds., Lecture Notes in Computer
Sciences, 2907: 162-169. This paper studies the us of
quasirandom numbers in the solution problems using the "random walk on the
boundary" Monte Carlo algorithm. The analysis and numerical results
show that a small but significant improvement in convergence rate is seen
over traditional Monte Carlo on this algorithm.
- A. Karaivanova and M. Mascagni (2003), "Quasi-Monte Carlo Methods for
Some Problems in Linear Algebra," Proceedings of the 7th Joint Conference
on Information Sciences (JCIS 2003), pp. 1754-1757. This paper
presents Monte Carlo and quasi-Monte Carlo methods for the solution of
various problems in numerical linear algebra. The paper begins with an
analysis of matrix-vector products, then solutions via Neumann series, and
finally the eigenvalue problems including stochastic versions of the power
method and the resolvent method.
- M. Mascagni and A. Karaivanova (2002), "A Monte Carlo Approach for
Finding More Than One Eigenpair," Proceedings of Fifth International
Conference on Numerical Methods and Applications, I. Dimov, L. Lirkov,
S. Margenov, and Z. Zlatev (eds.), Lecture Notes in Computer Science,
2542: 123-131. This paper extends previous results on Monte Carlo
methods for spectral linear algebra calculations.
- Y. Li, M. Mascagni and R. van Engelen (2003), "GCIMCA: A Globus and
SPRNG Implementation of a Grid-Computing Infrastructure for Monte Carlo
Applications," accepted to the The 2003 International Conference on
Parallel and Distributed Processing Techniques and Applications, (PDPTA'03),
Las Vegas, Nevada, 5 pages. Taking advantage of the grid
facilities of the Globus toolkit and the large-scale random number streams
generated by the SPRNG library, this paper discusses the implementation of
GCIMCA, the Grid-Computing Infrastructure for Monte Carlo Applications, to
provide services for high-performance and trustworthy grid-based Monte Carlo
computations.
- M. Mascagni and N. A. Simonov (2003), "Monte Carlo Methods for
Calculating the Electrostatic Energy of a Molecule," Proceedings of the
2003 International Conference on Computational Science (ICCS 2003), P.
M. A. Sloot, D. Abramson, A. V. Bogdanov, J. J. Dongarra, A. Y. Zomaya, and
Y. E. Gorbachev (eds.), Lecture Notes in Computer Science, 2330:
598-608 (Part 2). (June 2003, Melbourne, Australia and Saint Petersburg,
Russia) This paper presents a new Monte Carlo algorithm for computing
an electrostatic form of the internal energy of a large protein molecule.
The algorithm is also analyzed.
- Y. Li and M. Mascagni (2003), "Improving Performance via Computational
Replication on a Large-Scale Computational Grid," Proceedings of the IEEE/ACM International Symposium on Cluster Computing and the Grid
(IEEE/ACM CCGRID2003), pp. 442-448. This paper describes and
analyze the computational replication method to improve performance of a
generic application on a computational grid. The computational
replication method is extended to an N-out-of-M schedule technique to
improve the wall clock time of Grid-based Monte Carlo computations.
- Y. Li, M. Mascagni and M. H. Peters (2003), "Grid-based Nonequilibrium
Multiple-Time Scale Molecular Dynamics/Brownian Dynamics Simulations of
Ligand-Receptor Interactions in Structured Protein Systems," Proceedings of
the First International Workshop on Biomedical Computations on the Grid
(BioGrid'03) in Proceedings of the IEEE/ACM International
Symposium on Cluster Computing and the Grid (IEEE/ACM CCGRID2003),
pp. 568-573. This paper describes the application of our Grid-based
Monte Carlo technology to problems in protein biophysics.
- M. Mascagni and N. A. Simonov (2002), "Random Walk Algorithms on The
Boundary Methods for Computing Reaction Rate and Capacitance," Proceedings of the The International Conference on Computational
Mathematics, G. A. Mikhailov, V. P. Il'in, Y. M. Laevsky (eds.), ICM
& MG Publishers, Novosibirsk, Russia, pp. 238-242. This
paper presents "walk on the boundary" methods for solving some
boundary-value problems formulated as integral equations.
Specifically, it deals with computing the capacitance of a convex object and
diffusion-limited reaction rates.
- Y. Li and M. Mascagni (2002), "Grid-based Monte Carlo Application,"
Proceedings of Grid Computing-GRID 2002, Manish Parashar
(ed.), Lecture Notes in Computer Science, 2536: 13-24. This
paper examines the suitability of Monte Carlo applications for the grid.
In addition, the M-out-of-N strategy is examined to speed Grid Monte Carlo
computations in a faulty environment and in using the random number
generator to provide the ability to validate a volunteered Monte Carlo
computation.
- M. Mascagni and A. Karaivanova (2002), "A Parallel Quasi-Monte Carlo
Method for Solving Systems of Linear Equations," Proceedings of the
2002 International Conference on Computational Science, Peter M.
A. Sloot, C. J. Kenneth Tan, Jack J. Dongarra, Alfons G. Hoekstra (eds.), Lecture Notes in Computer Science, 2330: 598-608 (Part 2).
(April 2002, Amsterdam, Netherlands) This paper presents and analyzes
a quasi-Monte Carlo approach to solving systems of linear systems. In
addition, the parallel efficiency of this method is shown to be extremely
good and consistent with the ordinary Monte Carlo approach to this problem.
- A. Srinivasan and M. Mascagni (2002), "Monte Carlo Techniques for
Estimating the Fiedler Vector in Graph Applications," Proceedings of the
2002 International Conference on Computational Science (ICCS 2002),
Peter M.A. Sloot, C. J. Kenneth Tan, Jack J. Dongarra, Alfons G. Hoekstra
(eds.), Lecture Notes in Computer Science, 2330: 635-645 (Part
2). (April 2002, Amsterdam, Netherlands) This paper shows how
to use Monte Carlo techniques, based on Markov chains and the probabilistic
computations of matrix-vector products, to estimate the Fiedler vector.
This problem has significance in graph partitioning problems related to
domain decomposition.
- M. Mascagni and A. Karaivanova (2001), "A Parallel Quasi-Monte Carlo
Method for Computing Extremal Eigenvalues," Proceedings of Monte Carlo
and Quasi-Monte Carlo Methods 2000, K.-T. Fang, H. F. J. Hickernell, and
H. Niederreiter, eds., Springer-Verlag: Berlin: pp. 369-380.
(December 2000, Honk Kong, China) This paper provides an error bound
for the use of quasi-Monte Carlo methods for computing extremal eigenvalues
of sparse matrices via methods related to the power method. In
addition, it is shown that the parallel efficiency expected of Monte Carlo
methods extends to these Markov chain-based quasi-Monte Carlo methods.
- J. A. Given, C.-O. Hwang and M. Mascagni (2001), "Continuous Path
Brownian Trajectories for Diffusion Monte Carlo Via First- and Last-Passage
Distributions," Proceedings of the Third International Conference on
Large-Scale Scientific Computations, 12 pages, in press. (June
2001, Sozopol, Bulgaria) This paper presents an overview of the
application of the Green's function first-passage and simulation tabulation
methods to problems arising in porous media, composite materials, and
biochemistry.
- C.-O. Hwang, J. A. Given, and M. Mascagni (2001), "A Feynman-Kac
Path-Integral Implementation for Poisson's Equation," in the Proceedings of
the 2001 International Conference on Computational Science, part I, pp.
1282-1288. (May 2001, San Francisco, CA) This paper presents a new
method to evaluate path integrals arising from the Feynman-Kac solution of
the Poisson equation when only first-passage information is known about the
path trajectories. This has applications for the use of the Green's
function first-passage method for Poisson's equation.
- M. Mascagni (2000), "Theory and Software for Parallel Random Number
Generation,"
Proceedings of The Fourth International Conference on Supercomputing in
Nuclear Applications (SNA 2000), CD-ROM: 14 pages. (September
2000, Tokyo, Japan). This paper presents an overview of parallel random number generation
aimed at the Nuclear Engineering community. Mathematical background
and the use of SPRNG is presented.
- M. Zhou and M. Mascagni (2000), "The Cycle Server: A Web Platform for
Running Parallel Monte Carlo Applications on a Heterogeneous Condor Pool of
Workstations,"
Proceedings of the 2000 International Conference on Parallel Processing
Workshops on Scalable Web Services, pp. 111-118. (August 2000, Toronto,
Canada) This paper presents a distributed computing tool that permits
users to submit and retrieve parallel Monte Carlo jobs to a Condor cluster.
Most importantly, this tool provides a distributed compilation service that,
given application source, produces executables for many different operating
system/architecture combinations.
- M. Mascagni and S. Rahimi (2000), "Parallel Inversive Congruential
Generators: Software and Field-Programmable Gate Array
Implementations," in Proceedings of the International Conference on Monte
Carlo Simulation,
G. I. Schuëller and P. D. Spanos, eds., pp. 35-40. (June 2000, Monte
Carlo, Monaco) This paper presents a hardware design for modular
integer inversion and implements and benchmarks the design on a
field-programmable gate array device. This problem is motivated by the
desire to accelerate the generation of inversive congruential pseudorandom
numbers.
- A. Karaivanova and M. Mascagni (2000), "Are Quasirandom Numbers Good for
Anything Besides Integration?"
Proceedings of Advances in Reactor Physics and Mathematics and
Computation into the Next Millennium (PHYSOR2000), CD-ROM: 15
pages. (May 2000, Pittsburgh, PA) This paper presents quasi-Monte
Carlo methods for Markov-chain based problems arising from numerical linear
algebra. It contrasts these applications of quasirandom numbers to the
more classical application of numerical integration.
- M. Mascagni (1999), "SPRNG: A Scalable Library for Pseudorandom Number
Generation," in Proceedings of the Ninth SIAM Conference on
Parallel Processing for Scientific Computing,
CD-ROM: 10 pages. (March 1999, San Antonio, TX) This
paper presents an overview of parallel pseudorandom number generation via
parameterization and discuss particulars of the SPRNG library.
- M. Hydari, D. M. Ceperley, A. Srinivasan, and M. Mascagni (1999), "A
Fast High-Quality Pseudo Random Number Library for Java," in Proceedings
of the Ninth SIAM Conference on Parallel Processing for Scientific
Computing,
CD-ROM: 17 pages. (March 1999, San Antonio, TX) This paper
presents a Java extension to the SPRNG library.
- M. Mascagni (1999), "SPRNG: A Scalable Library for Pseudorandom Number
Generation," Recent Advances in Numerical Methods and Applications II,
O. Iliev, B. Sendov, M. Kaschiev, S. Margenov, P. Vassilevski, editors,
World Scientific, pp. 284-295. (August 1998, Sofia, Bulgaria) This
paper presents an overview of parallel pseudorandom number generation via
parameterization and discuss particulars of the SPRNG library.
- J.-L. Larriba-Pey, M. Mascagni, A. Jorba and J. J. Navarro (1995), "An
Analysis of the Parallel Computation of Arbitrarily Branched Cable Neuron
Models'', in
Proceedings of the Seventh SIAM Conference on Parallel Processing for
Scientific Computing, pp. 373-378. (March 1995, San Francisco, CA)
This paper provides an analysis of parallel finite-difference methods for
solving nerve equations based on new results for parallel tridiagonal linear
system solvers.
- S. A. Cuccaro, M. Mascagni and D. V.
Pryor (1995) "Techniques for Testing the Quality of Parallel Pseudorandom
Number Generators'', Proceedings of the Seventh SIAM Conference on Parallel Processing for
Scientific Computing, pp. 279-284. (March 1995, San Francisco, CA)
This paper presents a mathematical framework for the testing of parallel
random number generators based on the parallel modification of serials tests
and on the use of exponential sum tests.
- D. V. Pryor, S. A. Cuccaro, M. Mascagni
and M. L. Robinson (1994) "Implementation and Usage of a Portable and
Reproducible Parallel Pseudorandom Number Generator'', Proceedings of Supercomputing '94, pp. 311-319. (November 1994,
Washington, D.C.) This paper discusses the parallel computational
aspects that permit the dynamic spawning of distinct parallel random number
generators without the need for interprocessor communication. The
method utilizes parameterized generators mapped to the binary tree and the
manipulations that are simplified with this mapping.
- M. Mascagni, S. A. Cuccaro, D. V. Pryor
and M. L. Robinson (1993) "Recent Developments in Parallel Pseudorandom
Number Generation'', Proceedings of the Sixth SIAM Conference on Parallel Processing for
Scientific Computing, pp. 524-529. (March 1993, Norfolk, VA) This
paper presents results on the parameterization of additive lagged-Fibonacci
generators for use in parallel.
International Conference Proceedings Edited:
- D. H. Bailey, P. E. Bjørstad, J. R.
Gilbert, M. V. Mascagni, R. S. Schreiber, H. D. Simon, V. J. Torczon and L.
T. Watson, editors (1995) Proceedings of the Seventh SIAM Conference on
Parallel Processing for Scientific Computing, SIAM, Philadelphia.
National Conference Papers:
- M. Zhou and M. Mascagni (1999), "Parallel Monte Carlo in a Distributed
Environment: SPRNG and CONDOR," in Proceedings of the First Southern
Symposium on Computing, CD-ROM: 5 pages. (December, 1998, Hattiesburg,
MS) This paper briefly reviews a distributed computing tool that
permits users to submit and retrieve parallel Monte Carlo jobs to a Condor
cluster. Most importantly, this tool provides a distributed
compilation service that, given application source, produces executables for
many different operating system/architecture combinations.
- C.-O. Hwang, J. A. Given and M. Mascagni (1999), "A New Fluid Permeability
Estimation," in Proceedings of the First Southern Symposium on
Computing,
CD-ROM: 7 pages. (December, 1998, Hattiesburg, MS) This paper
briefly presents Green's function first-passage Monte Carlo method to
compute the permeability of porous media models and provides preliminary
numerical results.
Preprints:
- M. Fenley, M. Mascagni, J. McClain, A. Silalahi and N. Simonov (2009),
"Using Correlated Monte Carlo Sampling for Efficiently Solving the
Linearized Poisson-Boltzmann Equation Over a Broad Range of Salt
Concentrations," submitted for publication in Journal of Chemical Theory
and Computation, 35
pages. This paper uses the Monte Carlo technique of the authors
to simultaneously solve a boundary-value problem system in biochemical
electrostatics over a wide range of external solvent ionic
concentrations. This is accomploshed by using a single (longest)
random walk, and processing it to be appropriate to sample different
solvent concentrations. The correlation allows us to compute
differences of computed quantities with high accuracy despite the use
of Monte Carlo.
- J. Tabak, M. Mascagni and R. Bertram (2009), "Mechanism for the
Universal Pattern of Activity in Developing Neuronal Networks," submitted
for publication in Journal of Neurophysiology, 40
pages. This paper looks at general mechanism for activity in
purely excitable networks. The duration of an episode of activity
correlates with the length of the silent interval that precedes it, but
not with the interval that follows. We use a modeling approach to
explain this characteristic but so far unexplained feature of
developing networks. We thus developed simple models incorporating
excitatory coupling between
heterogeneous neurons and
activity-dependent synaptic depression. These models robustly generated
episodic activity with the correct correlation pattern. The correlation
pattern resulted from episodes being triggered at random levels of
recovery from depression while they terminated around the same level of
depression. To explain this fundamental difference between episode
onset and termination, we then used a mean field model, where only
average activity and average level of recovery from synaptic depression
are considered. In this model, episode onset is highly sensitive to
inputs. Thus, noise resulting from random coincidences in the spike
times of individual neurons led to the high variability at episode
onset and to the observed correlation pattern.
- Y. Li, W. Mirugi and M. Mascagni (2005), "Test the Rule 30 Cellular
Automata Random Number Generator," submitted for publication in Mathematics and
Computers in Simulation, 8 pages. This paper looks at the "Rule
30" cellular automata as a random number generator. This cellular
automata was first proposed as a random number generator by Wolfram, and is
still used in Mathematica. Empirical tests showed the generator
similar in quality to other common generators, but overall it is unsuitable
as the generation time is 1000 times slower.
- A. Rasulov, G. Raimova and M. Mascagni (2005), "Quasirandom Sequences in
Branching Random Walks," submitted for publication in Mathematics and
Computers in Simulation, 9 pages. This paper presents strong
numerical evidence that using quasirandom number in the generation of
uniform directions, as part of a Markov chain-based algorithm for solving
partial differential equations is very effective.
- N. Simonov and M. Mascagni (2005), "Random Walk Algorithms for Solving
Some Boundary-Value Problems in Biomolecular Electrostatics," submitted for
publication in Mathematics and Computers in Simulation, 14 pages.
This paper presents new results based on using a tangent plane approximation
to remove a negative term that arose in an integral equation-based method
for enforcing certain boundary conditions. These boundary conditions
are part of an electrostatics system involving molecular geometry and the
Poisson and Poisson-Boltzmann equations.
- H. Chi, R. Jones, and M. Mascagni (2005), "Generating Parameterized
Parallel Random Number Streams via LCGs with Differing Moduli," submitted
for publication in Mathematics and Computers in Simulation, 12 pages.
This paper presents a new parameterization of linear congruential generators
(LGCs) of the kind already used in the SPRNG library. Using spectral
test methods based on combined LCGs, we create a new criterion to assess the
parallel quality of LCGs which have different moduli. The approach is
explained, justified theoretically, and a small numerical example is carried
out.
- Y. Li and M. Mascagni (2005), "Optimizing
Dynamic Grid-based Resources for Large-Scale Monte Carlo Applications,"
submitted for publication in Mathematics and Computers in Simulation,
14 pages. In this paper we present a novel, bio-inspired method for optimizing the organization of dynamic
computational resources on a Grid for carrying out large-scale Monte Carlo
applications. The kernel of the scheduling mechanism is a swarm intelligence
algorithm. We tested the algorithm on a simulated computational
Grid and compared it with static scheduling algorithms. Our results showed
good performance, adaptability, and robustness on a dynamic computational
Grid with respect to its competitors.
- B. Bouta, A. Srinivasan and M. Mascagni (2005), "Exploring Monte Carlo
Linear Solver Splittings: A Load-Balancing Example," submitted for
publication in Mathematics and Computers in Simulation, 18 pages. This
paper presents new Monte Carlo methods for solving linear systems are
studied within the context of the load-balancing problem. In our take
on his problem, the graph Laplacian matrix provides the linear system.
We then study this system with three stat, ionary iterative methods that are
used as the basis for providing Monte Carlo methods. This work
represents new results based on using more advantageous splittings to
improve the performance of Monte Carlo methods in Linear Algebra.
- H. Chi and M. Mascagni (2003), "Scrambled Quasirandom Sequences and
Their Application," submitted for publication in SIAM Review, 41
pages. This paper is a review of the state-of-the-art in methods of
scrambling quasirandom numbers. In addition, applications of
quasirandom sequences are discussed including automatic error estimation for
quasi-Monte Carlo and parallel quasirandom number generation. Also,
the topics of randomized quasirandom numbers and the derandomization of
quasirandom numbers is reviewed.
- E. I. Atanassov and M. Mascagni (2003), "Efficient Generation of
Low-discrepancy Sequences," submitted to Journal of Complexity, 18
pages. This paper presents algorithms and source code examples for the
efficient generation of scrambled Halton and Sobol' quasirandom numbers on
modern microprocessor architectures.
- C.-O. Hwang, M. Mascagni and J. A. Given (2001), "A Feynman-Kac Formula
Implementation for the Linearized Poisson-Boltzmann Equation," submitted for
publication in Mathematics and Computers in Simulation, 10 pages.
This paper presents a new random walk method for solving the linear
Poisson-Boltzmann equation and proves mathematically (not
implementationally) the same as a previously published method of the
authors.
Reports:
- M. H. Zhou, M. Mascagni, and A. Y. Qiao (1998), "Explicit Finite
Difference Schemes for the Advection Equation," Conservation Law Preprint
1998-024. This report presents a new explicit finite-difference method
for solving the advection equation.
- M. Mascagni (1997), "Polynomial versus Matrix Methods for Leap-Ahead in
Shift Register Type Pseudorandom Number Generators," Institute for
Mathematics and its Applications (IMA) Reprint 1469. This paper shows
that fast leap-ahead methods applicable to shift-register pseudorandom
number generators can be extended to additive lagged-Fibonacci generators.
- M. Mascagni (1995), "A Deterministic
Particle Method for One-Dimensional Reaction-Diffusion Equations'', Research
Institute for Advanced Computer Science (RIACS) Technical Report: 95.23,
Institute for Defense Analyses Center for Computing Sciences (IDA/CCS)
Technical Report: CCS-TR-95-144. This paper derives a one-dimensional
particle method for the solution of nonlinear reaction-diffusion equations.
This method is a level-set analog of Monte Carlo methods previously studied
by the author. Numerical evidence is presented on the efficacy of the
method, and error analysis and proof is provided.
- M. Mascagni and S. A. Cuccaro (1992), "A
Comparison of Modular Multiplication Across Parallel Supercomputing
Architectures," Institute for Defense Analyses Supercomputing Research
Center Technical Report: SRC-TR-92-116. This paper compares the speed
of integer modular multiplication modulo a Mersenne prime across
supercomputing and special purpose computing systems. This paper was
classified after initial publication, and is no longer publicly available.
Abstracts:
- J. Tabak, M. Mascagni and R. Bertram (2007), "Spontaneous Episodic Activity: Why Episode Duration is Correlated with
the Length of the Preceding but not Following Interval,"
Society for Neuroscience Abstracts, 33:
925.7.
This abstract presents results on using a simple stochastic model to replace
a homogeneous integrate-and-fire network of excitatory neurons. The
results are based on correlation between of episode duration with the
previous but not the following inter-episode interval. The leads to a
diagnostic for synaptic depression versus cellular adaptation.
- M. Mascagni (1987), "Computer Simulation of Negative Feedback in Neurons,"
Society for Neuroscience Abstracts, 13: 375.4. This
abstract presents results on the use of a Hodgkin-Huxley axon/dendrite model
to study the effect of negative feedback on repetitive firing behavior of
neurons. It is empirically shown that negative feedback increases the
input sensitivity of the repetitive firing response.
Software:
- M. Mascagni, A. Srinivasan, D. M. Ceperley, and F. Saied (1995), "Scalable
Parallel Random Number Generators (SPRNG) Library."
This package has become the standard for parallel and distributed random
number generation and was originally developed under DARPA Contract Number
DABT63-95-C-0123 for ITO: Scalable Systems and Software, entitled A
Scalable Pseudorandom Number Generation Library for Parallel Monte Carlo
Computations at the University of Illinois at Champaign Urbana's
National Center for Supercomputing Applications, the Institute for Defense
Analyses' Center for Computing Sciences, and the University of Southern
Mississippi's Doctoral Program in Scientific Computing. This software
continues to be supported by FSU and the U.S. Department of Energy, and is
now distributed at the website: http://www.sprng.org.
Invited Colloquia, Lectures, Proseminars and Seminars:
-
Florida State University, Department of Mathematics, Tallahassee,
FL: Mathematical Biology Seminar, 2009
- University of Miami, Department of Computer Science, Miami, FL: Center
for Computational Science Colloquium, 2009
- Florida State University, Department of Computer Science, Tallahassee,
FL: Introduction to Research Seminar, 2008
- Florida State University, Department of Computer Science, Tallahassee,
FL: Faculty Seminar, 2008
-
University of Miami, Department of Computer Science, Miami, FL: Department
of Computer Science Colloquium, 2008
- The Institute of Informatics, National Research Grid Initiative (NAEGRI),
Center for Grid Research and Development, Tokyo, Japan: Institute
Seminar, 2008
- Weierstraß Institut für Angewandte Analysis und Stochastik (WIAS),
Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany:
Stochastic Algorithms Seminar, 2007
- Université de Toulon et du Var,
Institut des Sciences de
l'Ingénieur de Toulon et du Var, Modélisation Numérique et
Couplages, Toulon, France: Mathematics
Colloquium, 2007
- Université de Toulon et du Var,
Institut des Sciences de
l'Ingénieur de Toulon et du Var, Modélisation Numérique et
Couplages, Toulon, France: Student Seminar,
2007
- Florida State University, Department of Mathematics, Tallahassee,
FL: Mathematical Biology Seminar, 2007
- Florida State University, Department of Computer Science, Tallahassee,
FL: Introduction to Research Seminar, 2007
- Florida State University, Department of Computer Science, Tallahassee,
FL: Faculty Seminar, 2007
- Columbia University, The Fu Foundation School of Engineering and Applied
Science, Department of Applied Physics and Mathematics, New York, NY:
Applied Mathematics Seminar, 2007
- The University at Stony Brook, Department of Applied Mathematics and
Statistics (AMS), Stony Brook, NY: AMS Seminar, 2007
- University of Florida, Department of Mathematics, Gainesville, FL:
Applied Mathematics Colloquium, 2007
- North Carolina State University, Department of Mathematics, Raleigh, NC:
Applied Mathematics Seminar, 2007
- North Carolina State University, Department of Computer Science,
Raleigh, NC: Computer Science Seminar, 2007
- University of Florida, Department of Computer Information Sciences and
Engineering (CISE), Gainesville, FL: Computer Science Colloquium, 2007
- Florida State University, School of Computational Science, Tallahassee,
FL: Graduate Student Seminar, 2007
- Florida State University, Department of Computer Science, Tallahassee,
FL: Introduction to Research Seminar, 2006
- Tulane University, Department of Mathematics, New Orleans, LA: Applied
Mathematics Seminar, 2006
- Louisiana State University, Department of Mathematics, Baton Rouge, LA:
Applied Analysis Seminar, 2006
- Louisiana State University, Center for Computation and Technology, Baton
Rouge, LA: CCT Colloquium, 2006
- Florida Agricultural and Mechanical University, Department of Computer
and Information Sciences, Tallahassee,
FL: Departmental Colloquium, 2006
- Florida State University, Department of Computer Science, Tallahassee,
FL: Faculty Research Presentation Series, 2006
- Naval Research Laboratory, Center for Computational Science, Washington,
DC: Seminar, 2006
- Naval Research Laboratory, Electronic Support Measures, Washington, DC:
Particles Research Group Seminar, 2006
- National Institute of Standards and Technology, Mathematics and
Computational Science Division, Gaithersburg, MD: Seminar, 2006
- National Institutes of Health, Laboratory of Biological Modeling,
National Institute for Diabetes, Digestive, and Kidney Diseases, Bethesda,
MD: Seminar, 2006
- Technishe Universität Wien, Institut für Mikroelekronik, Vienna,
Austria: Electrical Engineering Guest Lecture, 2006
- Katholieke Universiteit Leuven (Catholic University of Leuven),
Department of Computer Science, Faculty of Engineering, Leuven, Belgium:
Numerical Analysis Seminar, 2006
- Université Libre de Bruxelles (Free University of Brussels) ,
Service de Métrologie Nucléaire, Brussels, Belgium: Nuclear Engineering
Colloquium, 2006
- Florida State University-Florida A&M University, Department of Chemical
and Biomedical Engineering, Tallahassee, FL: Graduate Seminar, 2006
- Ecole Polytechnique Fédérale de Lausanne
(EPFL), Swiss Federal Institute of
Technology, School of Life Sciences,
Brain Mind Institute, Laboratory of Neural Microcircuitry, Lausanne,
Switzerland: Laboratory Seminar, 2006
- Office of Naval Research, Global, London, United Kingdom: Office of Naval
Research, Army Research Office, Air Force Office Scientific Research
Seminar, 2006
- Herriot-Watt University, Department of Mathematics, Edinburgh, Scotland,
United Kingdom: Industrial and Applied Mathematics Seminar, 2006
- Strathclyde University, Department of Mathematics, Glasgow, Scotland,
United Kingdom: Numerical Analysis Colloquium, 2006
- Universität Ulm, Ulmer Zentrum für Wissenschafliches Rechnen (Ulm Center
for Scientific Computing), Ulm, Germany: Forschungsseminar
Wissenschaftliches Rechnen (Scientific Computing Research Seminar), 2006
- International Business Machines, Computational Chemistry and Materials
Science Department, Zürich Research Laboratory, Rüschlikon, Switzerland:
Deep Computing Institute Seminar, 2006
- Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Computational/Collaborational Laboratory in Computational
Science and Engineering (CoLab), Zürich, Switzerland: CoLab Seminar, 2006
- Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Departement Mathematik, Seminar für Angewandte Mathematik (SAM), Zürich, Switzerland:
SAM Colloquium, 2006
- Ecole Polytechnique Fédérale de Lausanne
(EPFL), Swiss Federal Institute of
Technology, Chaire d'Analyse et
Simulation Numériques, Institut d'Analyse et Calcul Scientifique,
Lausanne, Switzerland: Colloque d'Analyse
Numériques, 2006
- Conseil Européen pour la Recherche Nucléaire (CERN),
Physics Department, Software Division and Information Technology Division,
Geneva, Switzerland: CERN Computing Seminar, 2006
- Institut Supérieur d'Informatique, de Modélisation et de leurs
Applications (ISIMA), Advanced Institute for Computer Science, Modeling and
Applications, Université Blaise Pascal, Clermont-Ferrand, France: Modeling
and Simulation Seminar, 2006
- The Georgia Institute of Technology, College of Computing, Division of
Computational Science and Engineering, Atlanta, GA: Computational Science
and Engineering Colloquium, 2006
- Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Department
Informatik, Computer Science Department, Zürich, Switzerland:
Theoretical Computer Science Seminar, 2006
- Geowatt AG, Swiss Expert Geothermal Group, Zürich, Switzerland: Company
Seminar, 2006
- Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Rechnergestützte
Wissenschaften, Computational Science and Engineering, Zürich, Switzerland:
Case Studies Seminar in
Computational Science and Engineering (Fallstudien), 2005
- Humboldt Universität, Department of Mathematics, Berlin, Germany:
Numerical Analysis Seminar, 2005
- Weierstraß Institut für Angewandte Analysis und Stochastik (WIAS),
Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany:
Stochastic Algorithms Seminar, 2005
- National Institute of Standards and Technology, Mathematics and
Computational Science Division, Gaithersburg, MD: Seminar, 2005
- National Institutes of Health, Laboratory of Biological Modeling,
National Institute for Diabetes, Digestive, and Kidney Diseases, Bethesda,
MD: Seminar, 2005
- Computational Science Center, Brookhaven National Laboratory, Brookhaven,
NY: Computational Science Center Seminar, 2005
- The University at Stony Brook, Department of Applied Mathematics and
Statistics (AMS), Stony Brook, NY: AMS Seminar, 2005
- University of Cyprus, Department of Computer Science, Nicosia, Cyprus:
Computer Science Colloquium, 2005
- University of Cyprus, Department of Mathematics, Nicosia, Cyprus:
Mathematics Colloquium, 2005
- University of Pittsburgh, Department of Mathematics, Pittsburgh, PA:
Biological Mathematics Colloquium, 2004
- University of Miami, Department of Computer Science, Miami, FL: Applied
Mathematics Colloquium, 2004
- Institut Supérieur d'Informatique, de Modélisation et de leurs
Applications (ISIMA), Advanced Institute for Computer Science, Modeling and
Applications, Clermont-Ferrand, France: Computer Science Seminar, 2004
- Université de Savoie, LAMA, Le Bourget-du-Lac, France: Applied
Mathematics Colloquium, 2004
- Florida State University, Department of Computer Science, Tallahassee,
FL: Introduction to Research Seminar, 2004
- Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia:
Institute of Computational
Mathematics and Mathematical Geophysics (Computing Center), Department of
Statistical Modeling in Physics,
Seminar on Monte Carlo
Methods, 2004
- Florida State University-Florida A&M University, Department of
Mechanical Engineering, Tallahassee, FL: Graduate Seminar, 2004
- Florida State University, Department of Mathematics, Tallahassee, FL:
Mathematics Colloquium, 2004
- Arizona State University, Department of Mathematics, Tempe, AZ:
Computational and Applied Mathematics Proseminar, 2003
- University of Arizona, Department of Mathematics, Tucson, AZ: Analysis
and Its Applications Seminar, 2003
- National Institutes of Health, Laboratory of Biological Modeling, National
Institute for Diabetes, Digestive, and Kidney Diseases, Bethesda, MD:
Seminar, 2003
- National Institute of Standards and Technology, Mathematics and
Computational Science Division, Gaithersburg, MD: Seminar, 2003
- Florida State University, Department of Computer Science, Tallahassee, FL:
Introduction to Research Seminar, 2003
- Florida State University-Florida A&M University, Department of Chemical
Engineering, Tallahassee, FL: Graduate Seminar, 2003
- Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Computational/Collaborational Laboratory in Computational
Science and Engineering (CoLab), Zürich, Switzerland: CoLab Colloquium, 2003
- Seoul National University, Program in Computational Science and
Technology, Seoul, Korea: Computer Science and Technology Colloquium, 2003
- Kunsan National University, Department of Mechanical Engineering, Kunsan,
South Korea: Mechanical Engineering Colloquium, 2003
- Inha University, Department of Physics, Incheon, South Korea: Physics
Colloquium, 2003
- Seoul National University, Department of Computer Science and Engineering,
Seoul, Korea: Computer Science Colloquium, 2003
- Keio University, Faculty of Science and Technology, Department of
Mathematics, Yokohama, Japan: Mathematics Colloquium, 2003
- Washington University in St. Louis, Center for Computational Biology,
School of Medicine: Special Seminar, 2003
- University of California, San Diego, Computer Science and Engineering
Department, San Diego, CA: Computer Science Seminar, 2003
- University of California, Los Angeles, Computer Science Department, Los
Angeles, CA: Computer Science Seminar, 2003
- Oak Ridge National Laboratory, Computer Science and Mathematics Division,
Oak Ridge, TN: Computer Science and Mathematics Seminar, 2003
- Universität Kaiserslautern, Fachbereich Informatik, Kaiserslautern,
Germany: Computer Science Colloquium, 2002
- Johann Wolfgang Goethe Universität Frankfurt am Main, Department of
Mathematics, Frankfurt am Main, Germany: Departmental Colloquium, 2002
- Universität Heidelberg, Intgerdisziplinäres Institut für
wissenschaftliches Rechen (ITWR), Heidelberg, Germany: Scientific Computing
Colloquium, 2002
- Florida State University, Department of Computer Science, Tallahassee, FL:
Introduction to Research Seminar, 2002
- National Institutes of Health, Mathematical Research Branch, National
Institute for Diabetes, Digestive, and Kidney Diseases, Bethesda, MD:
Seminar, 2002
- Florida State University, School of Computational Science and Information
Technology, Tallahassee, FL: Physical Sciences Colloquium, 2002
- FH Salzburg: Fachhochschulgesellschaft mbH, Salzburg University of Applied
Sciences & Technology, School of Telecommunication Engineering, Salzburg,
Austria: Colloquium, 2002
- Universität Salzburg, Institut für Scientific Computing, Salzburg,
Austria: Scientific Computing Colloquium, 2002
- Università degli Studi di Bologna, Bologna, Italy: Seminario di
Matematica, 2002
- Università degli Studi di Ferrara, Ferrara, Italy: Seminario di Analisi
Numerica, 2002
- Università degli Studi di Ferrara, Ferrara, Italy: Seminario di
Matematica, 2002
- Università degli Studi di Catania, Catania, Italy: Seminario di Analisi
Numerica, 2002
- Università degli Studi di Catania, Catania, Italy: Seminario di
Informatica, 2002
- Universität Salzburg, Institut für Mathematik, Salzburg, Austria:
Mathematics Colloquium, 2002
- Technishe Universität Wien, Institut für Mikroelekronik, Vienna, Austria:
Electrical Engineering Guest Lecture, 2002
- Université Libre de Bruxelles (Free University of Brussels),
Service de Métrologie Nucléaire, Brussels, Belgium: Nuclear Engineering
Colloquium, 2002
- Florida Atlantic University, Department of Physics, Boca Raton, FL:
Physics Colloquium, 2002
- Florida State University, Department of Statistics, Tallahassee, FL:
Statistics Colloquium, 2002
- Florida State University, Department of Computer Science, Tallahassee, FL:
Computer Science Colloquium, 2002
- New York University, Courant Institute of Mathematical Sciences, New York,
NY: Applied Mathematics Seminar, 2001
- National Institutes of Health, National Cancer Institute, Frederick Cancer
Research and Development Center, Laboratory of Experimental and
Computational Biology, Frederick, MD: Seminar, 2001
- National Institutes of Health, Mathematical Research Branch, National
Institute for Diabetes, Digestive, and Kidney Diseases, Bethesda, MD:
Seminar, 2001
- National Institute of Standards and Technology, Mathematics and
Computational Science Division, Gaithersburg, MD: Seminar, 2001
- University of South Carolina, Department of Computer Science and
Engineering, Columbia, SC: Computer Science and Engineering Colloquium, 2001
- University of South Carolina, Department of Computer Science and
Engineering, Columbia, SC: Invited Lecture, Computational Science, 2001
- Emory University, Department of Mathematics and Computer Science, Atlanta,
GA: Mathematics and Computer Science Colloquium, 2001
- Emory University, Department of Mathematics and Computer Science, Atlanta,
GA: Computational Mathematics Seminar, 2001
- Florida State University, Department of Chemical Engineering, Tallahassee,
FL: Chemical Engineering Colloquium, 2001
- Lawrence Livermore National Laboratory, Livermore, CA: Center for Applied
Scientific Computing (CASC) Colloquium, 2001
- Lawrence Livermore National Laboratory, Livermore, CA: Monte Carlo Seminar
(A-Division), 2001
- Lawrence Livermore National Laboratory, Livermore, CA: Internships in
Terascale Simulation Technology (ITST) Lecture, 2001
- Bulgarian Academy of Sciences, Sofia, Bulgaria: Central Laboratory for
Parallel Processing Colloquium, 2001
- Weierstraß Institut für Angewandte Analysis und Stochastik (WIAS),
Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany:
Stochastic Algorithms Seminar, 2001
- Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Zürich, Switzerland: Vector and Parallel Computing Colloquium,
2001
- Eidgenössische Technische Hochschule (ETH), Swiss Federal Institute of
Technology, Zürich, Switzerland: Applied and Numerical Mathematics
Colloquium, 2001
- Università degli Studi di Roma Una "La Sapienza", Rome, Italy: Seminario
di Analisi Numerica, 2001
- Institut National de Recherche en Informatique et Automatique (INRIA),
Sophia-Antipolis, France: Omega Project Seminar, 2001
- National Institute of Standards and Technology, Computational and Applied
Mathematics, Gaithersburg, MD: Seminar, 2001
- Oak Ridge National Laboratory, Computer Science and Mathematics Division,
Oak Ridge, TN: Computer Science and Mathematics Seminar, 2001
- Florida State University, Center for Materials Research and Technology
(MARTECH), Tallahassee, FL: Martech Seminar, 2001
- Florida State University, Department of Computer Science, Tallahassee, FL:
Computer Science Colloquium, 2001
- Florida State University, Department of Mathematics, Tallahassee, FL:
Mathematics Colloquium, 2001
- Florida State University, Department of Mathematics, Tallahassee, FL:
Introduction to Research Seminar, 2001
- Florida State University, Department of Mathematics, Tallahassee, FL:
Symbolic Computing Seminar, 2001
- Florida State University, Department of Mathematics, Tallahassee, FL: FSU
Mathematics Society Seminar, 2001
- Florida State University, Department of Mathematics, Tallahassee, FL:
Complex Analysis Seminar, 2001
- Florida State University, Department of Mathematics, Tallahassee, FL:
Mathematics Colloquium, 2000
- Florida State University, Department of Mathematics, Tallahassee, FL:
Cryptography Seminar, 2000
- University of California, Santa Barbara, Department of Computer Science,
Santa Barbara, CA: Computer Science Colloquium, 2000
- University of Tokyo, Financial Engineering Department, Tokyo, Japan:
Financial Engineering Seminar, 2000
- Universität Salzburg, Department of Computer Science, Salzburg, Austria:
Computer Science Seminar, 2000
- Florida A&M University-Florida State University, Department of Electrical
Engineering, Tallahassee, FL: Graduate Seminar, 2000
- Stetson University, Department of Mathematics, Deland, FL: Mathematics
Colloquium, 1999
- Florida State University, Department of Mathematics, Tallahassee, FL:
Mathematics Colloquium, 1999
- Florida State University, Department of Statistics, Tallahassee, FL:
Statistics Colloquium, 1999
- Universität Salzburg, Institut für Mathematik, Salzburg, Austria:
Mathematics Colloquium,1999
- Universität Salzburg, Institut für Mathematik, Salzburg, Austria: pLab
Group Seminar, 1999
- Bettis Laboratory, West Mifflin, PA: Joint Bettis, KAPL, and Naval
Reactors Seminar, 1999
- Bettis Laboratory, West Mifflin, PA: Reactor Methods and Programming
Seminar, 1999
- Lawrence Berkeley National Laboratory, NERSC, Berkeley, CA: Scientific
Computing Seminar, 1999
- University of Tennessee, Knoxville, TN: Innovative Computing Laboratory
(Computer Science) Seminar, 1999
- Oak Ridge National Laboratory, Oak Ridge, TN: Center for Computational
Science Seminar, 1999
- University of Michigan, Ann Arbor, MI: Nuclear Engineering and
Radiological Sciences Colloquium, 1999
- University of Michigan, Ann Arbor, MI: Nuclear Engineering and
Radiological Sciences Monte Carlo Seminar, 1999
- University of Texas, Austin, TX: Texas Institute for Computational and
Applied Mathematics Seminar, 1999
- Florida State University, Tallahassee, FL: Computer Science Seminar, 1999
- Florida State University, Tallahassee, FL: Computational Science and
Engineering Seminar, 1999
- NASA Langley Research Center, Hampton, VA: ICASE Colloquium, 1999
- Old Dominion University, Norfolk, VA: Computer Science Colloquium, 1999
- Mississippi State University, Starkville, MS: Mathematics Colloquium, 1998
- University of Mississippi, Oxford, MS: Mathematics Colloquium, 1998
- University of Mississippi, Oxford, MS: Computer Science Seminar, 1998
- Mississippi State University, Starkville, MS: Undergraduate Mathematics
Seminar, 1998
- Tulane University, New Orleans, LA: Applied Mathematics Seminar, 1998
- Corps of Engineers Waterways Experiment Station, Vicksburg, MS:
Information Technology Laboratory Colloquium, 1998
- NASA Jet Propulsion Laboratory, Pasadena, CA: Colloquium, 1998
- National Institute of Standards and Technology, Gaithersburg, MD:
Information Technology Laboratory Seminar, 1998
- University of Illinois, Urbana-Champaign, IL: NCSA Colloquium, 1998
- University of Chicago, Chicago, IL: Computer Science Colloquium, 1998
- University of Kentucky, Lexington, KY: Computational Science Center
Colloquium, 1998
- Sandia National Laboratory, Albuquerque, NM: Massively Parallel Computing
Research Laboratory Seminar, 1997
- Rice University, Houston, TX: Center for Research in Parallel Computing
Colloquium, 1997
- Mississippi State University, Starkville, MS: Graduate Student Seminar
(Computer Science), 1997
- University of Utah, Salt Lake City, UT: Applied Mathematics Seminar, 1997
- Los Alamos National Laboratory, Los Alamos, NM: Monte Carlo Seminar, 1997
- Lawrence Livermore National Laboratory, Livermore, CA: Monte Carlo
Seminar, 1997
- NASA Goddard Space Flight Center, Greenbelt, MD: CESDIS Colloquium, 1997
- Purdue University, West Lafayette, IN: Computer Sciences Colloquium, 1997
- Argonne National Laboratory, IL: Reactor Analysis Seminar, 1997
- University of Wisconsin, Madison, WI: Numerical Analysis Seminar, 1997
- University of Iowa, Iowa City, IA: Mathematics Colloquium, 1997
- Catholic University of America, Washington, DC: Mathematics Colloquium,
1996
- University of Southern Mississippi; Hattiesburg, MS: Scientific Computing
Colloquium, 1996
- Lawrence Berkeley National Laboratory, Berkeley, CA: NERSC Colloquium,
1996
- Università degli Studi di Padova; Padova, Italy: Seminario di Analisi
Numerica, 1996
- Università degli Studi di Milano; Milano, Italy: Seminario di Matematica,
1996
- Università degli Studi di Bologna; Bologna, Italy: Seminario di
Matematica, 1996
- University of Wisconsin, Madison, WI: Numerical Analysis Seminar, 1996
- University of Illinois at Urbana-Champaign, Urbana, IL: Computer Science
Colloquium, 1996
- San Francisco State University, San Francisco, CA: Mathematics Colloquium,
1996
- IBM-T. J. Watson Laboratory, Yorktown Heights, NY: Physical Sciences
Seminar, 1996
- University of Maryland, College Park, MD: Numerical Analysis Seminar, 1996
- University of Michigan, Ann Arbor, MI: Special Nuclear Engineering
Seminar, 1996
- University of Michigan, Ann Arbor, MI: Special Applied Mathematics
Seminar, 1996
- University of Illinois at Urbana-Champaign, Urbana, IL: Computer Science
Colloquium, 1996
- Johns Hopkins University, Baltimore, MD: Applied Mathematics Special
Seminar, 1996
- Virginia Tech., Blacksburg, VA: Graduate Seminar Series, Department of
Computer Science, 1995
- NASA Ames Research Center, Moffett Field, CA: NAS New Technology Seminar
(Two Talks Given), 1995
- SUNY, Stony Brook, NY: Joint AMS/BNL Applied Mathematics Seminar, 1995
- Courant Institute of Mathematical Sciences-NYU, New York, NY: Modeling and
Simulation Seminar, 1995
- Stanford University, Palo Alto, CA: Computer Science Colloquium, 1995
- Naval Research Laboratory, Washington, DC: Computational Neuroscience
Seminar, 1995
- Catholic University of America, Washington, DC: Mathematics Colloquium,
1995
- University of Arizona, Tucson, AZ: Computer Science Colloquium, 1994
- Arizona State University, Tempe, AZ: Computational and Applied Mathematics
Proseminar, 1994
- University of Illinois, Champaign, IL: Condensed Matter Physics
Colloquium, 1994
- George Washington University, Washington, DC: Mathematics Department
Colloquium, 1994
- National Institute of Standards and Technology, Gaithersburg, MD:
Computational and Applied Mathematics Laboratory Seminar, 1994
- IDA Center for Communications Research-La Jolla, San Diego, CA:
Colloquium, 1994
- Courant Institute of Mathematical Sciences-NYU, New York, NY: Numerical
Analysis Seminar, 1994
- AT&T, Bell Laboratories, Murray Hill, NJ: Mathematics of Communications
Division Colloquium, 1994
- Georgetown University, Washington, D.C.: Computer Science Colloquium, 1994
- NASA-Ames Research Center, Moffett Field, CA: NAS-RIACS Seminar, 1993
- Lawrence Livermore National Laboratory, Livermore, CA: Parallel Computing
Seminar, 1993
- Lawrence Berkeley National Laboratory, Berkeley, CA: Parallel Computing
Seminar, 1993
- The American University, Washington, DC: Mathematics Colloquium, 1993
- Baltimore-Washington Local SIAM Dinner, College Park, MD: Meeting Seminar,
1992
- Bell Communications Research, Morristown, NJ: Mathematics Colloquium, 1992
- Columbia University, New York, NY, Applied Physics: Colloquium, 1992
- IBM Corporation, Kingston, NY: Mathematical Sciences Seminar, 1992
- University of Maryland, Baltimore County, MD, Mathematics: Applied
Mathematics Colloquium, 1992
- University of Southern California, Los Angeles, CA, Mathematics: Nonlinear
Analysis Seminar, 1991
- University of Pittsburgh, Pittsburgh, PA, Mathematics: Numerical Analysis
Seminar, 1991
- SUNY, Stony Brook, NY, Applied Mathematics: Computational Mathematics
Seminar, 1991
- University of California, Los Angeles, CA, Computer Science: Seminar, 1991
- California Institute of Technology, Pasadena, CA, Applied Mathematics:
Seminar, 1991
- Thinking Machines Corporation, Cambridge, MA: Guest Lecture, 1991
- BBN Inc., Cambridge, MA: Applied and Computational Mathematics Colloquium,
1991
- Brookhaven National Laboratory, Upton, NY, Mathematical Sciences: Seminar,
1991
- National Institute of Standards and Technology, Gaithersburg, MD:
Computational and Applied Mathematics Seminar, 1991
- Naval Research Laboratory, Washington, DC: Acoustics Branch Seminar,
1990
- IBM-T. J. Watson Laboratory, Yorktown Heights, NY: Mathematical Sciences
Seminar, 1990
- NASA-Ames Research Center, Moffett Field, CA: NAS-RIACS Seminar, 1990
- Yale University, New Haven, CT, Computer Science: Seminar, 1990
- John von Neumann National Supercomputer Center, Princeton, NJ: Colloquium,
1990
- University of Maryland, College Park, MD: Numerical Analysis Seminar, 1989
- Washington Area Connection Machine User's Group, Catholic University of
America., Washington, DC: Meeting Seminar, 1989
- Courant Institute of Mathematical Sciences-NYU, New York, NY: Applied
Mathematics Seminar, 1989
- Naval Research Laboratory, Washington, D.C., Connection Machine Facility:
Seminar, 1989
- NASA-Goddard Space Flight Center, Greenbelt, MD: Seminar, 1989
- Courant Institute of Mathematical Sciences-NYU, New York, NY: Parallel
Computation Seminar, 1988
- Division of Computer Research and Technology, NIH, Bethesda, MD: Seminar,
1988
- Supercomputing Research Center, Bowie, MD: Colloquium, 1988
- California Institute of Technology, Pasadena, CA, Computation and Neural
Systems: Seminar, 1988
- Mathematical Research Branch, NIDDK, NIH, Bethesda, MD: Seminar, 1987
- National Cancer Institute, Frederick, MD: Mathematical Biology Seminar,
1987
- Tulane University, New Orleans, LA: Mathematics Colloquium, 1987
- Courant Institute of Mathematical Sciences-NYU, New York, NY: Numerical
Analysis Seminar, 1987
- Hunter College, New York, NY: Computer Science Colloquium, 1987
- Courant Institute of Mathematical Sciences-NYU., New York, NY:
Mathematical Biology Seminar, 1987
Invited Conference Presentations:
-
ULAM100: Ulam Centennial Conference, University of Florida, Gainesville, FL:
60-minute
invited talk entitled: Monte Carlo Methods: Early History and the basics (March, 2009)
- SC08: International Conference for
High Performance Computing, Networking, Storage and Analysis, Austin, TX: 90-minute
invited talk in the Educational Program entitled: SPRNG Awakenings;
Random Numbers, Monte Carlo, Parallel Computing: Toxic Mix? (November, 2008)
- ACS 2008: The American Chemical Society Annual Meeting, Special Session
on Computational Chemistry, Philadelphia, PA: 45-minute invited talk entitled: Novel Stochastic
Methods in Biochemical Electrostatics. (August, 2008)
- FAME 2008: The Florida Annual Meeting and Exposition, sponsored by the
Florida Section of the American Chemical Society, Orlando, FL: 30-minute
invited in the Biophysics Symposium entitled: Novel Stochastic
Methods in Biochemical Electrostatics. (May, 2008)
- PDCoF 2008: Parallel and Distributed Computing in Finance (Computational
Finance) in conjunction with IPDPS08, Miami, FL: 55-minute keynote talk
entitled: Random Number Generation for Serial, Parallel, Distributed, and
Grid-based Financial Computations. (April, 2008)
- Symposium: Applied Characterization of Random Number Generators and
Related Topics, Institute of
Statistical Mathematics , Tokyo, Japan, 30-minute invited talk entitled
Random Number Generation: A Practitioner's Overview. (January, 2008)
- SC07: International Conference for High Performance Computing, Networking,
Storage and Analysis, Educational Program, Reno, NV: 120-minute invited talk
entitled Monte Carlo in Reno. (November, 2007)
- ICIAM 2007: The Sixth International Congress on Industrial and Applied
Mathematics, Zürich, Switzerland: invited minisymposium
Computational Science and Engineering (CSE) with membership in a
60-minute invited panel entitled: CSE has landed: who
will give it a home and budget? (July, 2007)
- ICIAM 2007: The Sixth International Congress on Industrial and Applied
Mathematics, Zürich, Switzerland: 30-minute invited minisymposium
Stochastic Numerics: Monte-Carlo methods, SDEs, PDEs with a talk
entitled: Recent Developments in the Scalable Parallel
Random-Number Generators (SPRNG) Library. (July, 2007)
- ICIAM 2007: The Sixth International Congress on Industrial and Applied
Mathematics, Zürich, Switzerland: 30-minute invited minisymposium
Stochastic Numerics: Monte-Carlo methods, SDEs, PDEs with a talk
entitled: Monte-Carlo Methods for Problems in
Biological Electrostatics. (July, 2007)
- ICIAM 2007: The Sixth International Congress on Industrial and Applied
Mathematics, Zürich, Switzerland: 30-minute invited minisymposium
Computational Science and Engineering (CSE) with a talk entitled:
Computational Science Education in the United States.
(July, 2007)
- MCM2007: The Sixth IMACS Seminar on Monte Carlo Methods, Reading University,
Reading, UK: 60-minute invited talk entitled:
Monte Carlo Methods for Partial
Differential Equations . (June, 2007)
- Grid Computing Symposium, North Carolina Agricultural and Technical
University, Greensboro, NC: 45-minute invited talk entitled:
Grid Computing at FSU
.
(April, 2007)
- Workshop on Numerics for Stochastic Differential Equations and
Application, School of Computational Science, Florida State University,
Tallahassee,
FL: 60-minute invited talk entitled:
Using Simple SDEs (Stochastic
Differential Equations) to Solve Complicated PDEs (Partial Differential
Equations) .
(September, 2005)
- Workshop on Computational Stochastic Differential Equations, The
Mathematical Research and Conference Center, Institute of Mathematics,
Polish Academy of Sciences, Będlewo (Poznań),
Poland: 30-minute invited talk entitled: A Monte Carlo Method for Solving
Boundary-Value Problems Arising in Continuum Molecular Electrostatics.
(September, 2005)
- 17th IMACS World Congress, Scientific Computation, Applied
Mathematics and Simulation, IMACS 2005, Paris, France: 25-minute invited
talk in the Workshop on Large-Scale Linear Algebra Grid Computing
entitled: A Bio-Inspired Job Scheduling Algorithm for Monte Carlo
Applications on a Computational Grid. (July, 2005)
- 17th IMACS World Congress, Scientific Computation, Applied
Mathematics and Simulation, IMACS 2005, Paris, France: 25-minute invited
talk in the Workshop on Monte Carlo Methods for PDEs and Applications in
Turbulence, Biochemistry, and Finance entitled (presented by co-author
Nikolai Simonov): The Method of Random Walk on Spheres for Solving
Boundary-Value problems for Molecular Electrostatics. (July, 2005)
- 17th IMACS World Congress, Scientific Computation, Applied
Mathematics and Simulation, IMACS 2005, Paris, France: 25-minute invited
talk in the Workshop on Monte Carlo Methods for PDEs and Applications in
Turbulence, Biochemistry, and Finance entitled: Computational
Investigation of Optimal Quasirandom Sequences in Numerical Finance. (July, 2005)
- Fifth International Conference on Computational Science: ICCS 2005, Emory
University, Atlanta, GA: 25-minute invited talk in the Workshop on Parallel Monte Carlo Algorithms for Diverse Applications in a Distributed
Setting entitled: An Efficient Monte Carlo Approach for Solving
Linear Problems of Biomolecular Electrostatics. (May, 2005)
- Fifth International Conference on Computational Science: ICCS 2005,
Emory University, Atlanta, GA: 25-minute invited talk in the Workshop on Parallel Monte Carlo Algorithms for Diverse Applications in a Distributed
Setting entitled: On the Scrambled Soboĺ
Sequence. (May, 2005)
- Society for Industrial and Applied Mathematics 2005 Conference on
Computational Science and Engineering, Orlando, FL: 30-minute invited talk
in the Minisymposium on Monte Carlo Computations in Biology and Materials
Science entitled: Monte Carlo Methods in Biological Electrostatics.
(February 2005)
- Society for Industrial and Applied Mathematics 2005 Conference on
Computational Science and Engineering, Orlando, FL: 30-minute invited talk
in the Minisymposium on Critical Issues in the Application of Multi-scale
Techniques to Computational Nanotechnology entitled (presented by
co-author Ashok Srinivasan): Continuum
Molecular Electrostatics via Monte Carlo Methods. (February 2005)
- American Mathematical Society 2004 Spring Southeastern
Section Meeting, Florida State University, Tallahassee, FL: 30-minute
invited talk in the Special Session on Application of Mathematics to
Problems in Biology entitled: Monte Carlo Methods for Calculating Some
Physical Properties of a Large Molecule. (March, 2004)
- Seventh Joint Conference on Information Sciences (JCIS 2003)/Seventh
International Conference on Computer Science and Informatics, Research
Triangle Park, NC: 40-minute invited talk entitled: Quasi-Monte Carlo
Methods for Some Problems in Linear Algebra. (September, 2003)
- Fourth IMACS Seminar on Monte Carlo Methods, Berlin, Germany: 20-minute
invited talk entitled: Grid-based Quasi-Monte Carlo Applications. (September, 2003)
- Fourth IMACS Seminar on Monte Carlo Methods, Berlin, Germany: 20-minute
invited talk entitled (presented by co-author Nikolai Simonov): Random
Walk Algorithms for the Estimation of Effective Properties for Digitized
Porous Media. (September, 2003)
- Fourth IMACS Seminar on Monte Carlo Methods, Berlin, Germany: 20-minute
invited talk entitled: On the Scrambled Halton Sequence. (September,
2003)
- Fourth IMACS Seminar on Monte Carlo Methods, Berlin, Germany: 20-minute
invited talk entitled (presented by co-author Aneta Karaivanova): Parallel Quasirandom Walks on the Boundary.
(September, 2003)
- Fourth IMACS Seminar on Monte Carlo Methods, Berlin, Germany: 20-minute
invited talk entitled (presented by co-author Abdujabar Rasulov): Branching Random Walks Using Quasirandom Sequences. Is That Possible?
(September, 2003)
- Fifth International Congress on Industrial and Applied Mathematics (ICIAM
2003), Sydney, Australia: 30-minute invited minisymposium talk entitled:
Computing the Capacitance of the Unit Cube to High Accuracy. (July,
2003)
- Fifth International Congress on Industrial and Applied Mathematics (ICIAM
2003), Sydney, Australia: 30-minute invited minisymposium talk entitled:
Monte Carlo Methods for Computing Electrostatic Internal Energies of Large
Molecules. (July, 2003)
- Fourth International Conference on Large-Scale Scientific Computations
(LSSC'03), Sozopol, Bulgaria: 50-minute invited plenary talk entitled:
Computational Infrastructure for Parallel, Distributed, and Grid-based
Monte Carlo Computations. (June, 2003)
- Algorithms and Complexity for Continuous Problems: Schloss Dagstuhl
International Conference and Research Center for Computer Science, Dagstuhl,
Germany: 25-minute invited talk (presented by co-author Emanouil
Atanassov) entitled Efficient Generation of Low Discrepancy Sequences.
(September 2002)
- Algorithms and Complexity for Continuous Problems: Schloss Dagstuhl
International Conference and Research Center for Computer Science,,
Dagstuhl, Germany: 25-minute invited talk (presented by co-author
Aneta Karaivanova) entitled Quasi-Monte Carlo Methods for Some Linear
Algebra Problems, Convergence and Complexity. (September 2002)
- Fifth International Conference on Numerical Methods and Applications (MN&A
02), Borovets, Bulgaria; 45-minute invited plenary talk entitled Stochastic Methods for Partial Differential Equations: Avoiding Complicated
Deterministic Constructs in Applications. (August 2002)
- Institute for Mathematics and It's Applications, Foundations of
Computational Mathematics 2002, University of Minnesota, Minneapolis, MN;
50-minute invited semiplenary talk entitled Stochastic Methods for
Partial Differential Equations: Theory and Applications. (August 2002)
- Centre de Recherché Mathematiques: Workshop on Random Number Generation
and Highly Uniform Uniform Point Sets, Université de Montréal, Québec,
Canada: 60-minute invited talk entitled Random Number Requirements of
Large Monte Carlo Applications: A Developer's Perspective. (June 2002)
- Scalable Parallel Random Number Generators (SPRNG) Workshop, Sandia
National Laboratory, Albuquerque, NM: a 120-minute invited talk
entitled Recent Developments and Future Plans for the Scalable Parallel
Random Number Generators (SPRNG) Library. (February, 2002)
- Third IMACS Seminar on Monte Carlo Methods, Salzburg, Austria: 30-minute
invited talk entitled A Feynman-Kac Formula Implementation for the
Linearized Poisson-Boltzmann Equation. (September, 2001)
- European Conference on Numerical Mathematics Advanced Applications 2001,
Ischia Porto, Naples, Italy: 25-minute invited minisymposium talk entitled
Continuous Path Brownian Trajectories for Diffusion Monte Carlo Via First-
and Last-Passage Distributions, (July 2001)
- European Conference on Numerical Mathematics Advanced Applications 2001,
Ischia Porto, Naples, Italy: 25-minute invited minisymposium talk entitled
SPRNG: A Scalable Library for Pseudorandom Number Generation, (July
2001)
- European Conference on Numerical Mathematics Advanced Applications 2001,
Ischia Porto, Naples, Italy: 25-minute invited minisymposium talk entitled
Feynman-Kac Path-Integral Implementation for Poisson's Equation Using an
F-conditioned Green's Function, presented by C.-O. Hwang, (July 2001)
- Third International Conference on Large-Scale Scientific Computations,
Sozopol, Bulgaria: 30-minute invited talk entitled Continuous Path
Brownian Trajectories for Diffusion Monte Carlo Via First- and Last-Passage
Distributions, (June 2001)
- The 2001 International Conference on Computational
Science, San Francisco, CA: 20-minute
invited minisymposium talk entitled A Feynman-Kac Path-Integral
Implementation for Poisson's Equation, presented by C.-O. Hwang, (May
2001)
- Journées savoisiennes de mathématiques appliquées, Methodes Particulaires
de Simulation Numerique (Particle Methods for Numerical Simulation),
Université de Savoie, Le Bourget-du-Lac, France: 60-minute invited talk
entitled New Monte Carlo Methods for Problems in Materials and Biology.
(May, 2001)
- The Fourth International Conference on Supercomputing in Nuclear
Applications, Toranoman-Pastoral, Tokyo, Japan: 35-minute invited talk
entitled Theory and Software for Parallel Random Number Generation. (September, 2000)
- Numerical Methods and Applications, Sofia, Bulgaria: 35-minute Invited
Talk entitled SPRNG: A Scalable Library for Pseudorandom Number
Generation. (July 1998)
- NATO Advanced Study Institute: Quantum Monte Carlo Methods in Physics and
Chemistry, Cornell University, Ithaca, NY: 90-minute talk entitled Serial
and Parallel Random Number Generation: Theory and Practice. (June 1998)
- American Nuclear Society Mathematics and Computation Division, American
Nuclear Society Annual Meeting, Nashville, TN: 90-minute roundtable entitled
Current Issues in Computational Methods. (June 1998)
- Programming Environment and Training Workshop
entitled "High-Performance Monte Carlo Tools," Stennis Space Center, MS:
45-minute invited talk entitled Future Trends in Random Number
Generation. (April 1998)
- Institute for Mathematics and Its Applications, Special Year in High
Performance Computing: Workshop on Algorithms for Parallel Processing,
University of Minnesota, Minneapolis, MN: 60-minute talk entitled A
Scalable Library for Pseudorandom Number Generation: Theory and Practice.
(September, 1996)
- Centre de Recherché Mathematiques: Workshop on Pseudorandom Number
Generation, Université de Montréal, Québec, Canada; 90-minute talk entitled
A Scalable Library for Pseudorandom Number Generation: Theory and Practice.
(June 1996)
- DARPA/ITO Computing Systems and Software Principal Investigator's Meeting,
San Antonio, TX; 10-minute talk entitled Scalable Pseudorandom Number
Generation Tools for Monte Carlo Computations. (March 1996)
- Mathematical Sciences Institute Workshop on Stochastic Modeling, The
University at Stony Brook, NY; 30-minute invited talk entitled A Gradient
Random Walk Method for Two-Dimensional Reaction-Diffusion Equations. (January 1995)
- Argonne Theory Institute; Parallel Monte Carlo Simulation: Issues, Tools,
and Techniques; Argonne National Laboratory, IL: 2-hour invited talk
entitled Parallel Monte Carlo Methods for Partial Differential Equations.
(June 1990)
- West Virginia University Conference on Computational Research on
Materials, Morgantown, WV, invited talk entitled Techniques of Parallel
Processing: The Need for New Algorithms. (March 1990)
- AMS/IMS/SIAM Conference on "Statistical Multiple Integration'', Arcata,
CA: invited talk entitled Random Walks, Elliptic Equations, and Massively
Parallel Computing. (June 1989)
- SIGGRAPH `88, Atlanta, GA; invited talk to the International Iris User
Forum on Scientific Visualization entitled Simulation of Networks of
Neurons and scientific images contributed to Scientific Visualization,
the National Center for Supercomputing Applications' contribution to the SIGGRAPH `88 Video and Animation Show.
(August 1988)
Contributed Conference Presentations:
- Institute of Mathematics and Its Application Workshop on Solvation,
Minneapolis, MN: poster entitled Novel Stochastic Methods in Biochemical
Electrostatics. (December, 2008)
- SIAM Conference on Parallel Processing for Scientific Computing, Atlanta,
GA: minisymposium entitled Parallel Stochastic Methods in Computational
Biology, 30-minute contributed talk entitled
Novel Stochastic
Methods in Biochemical Electrostatics.
(March, 2008)
- SIAM Conference on Parallel Processing for Scientific Computing,
Atlanta, GA: minisymposium entitled Parallel Stochastic Methods in
Computational Biology, 30-minute contributed talk entitled Estimation
of Migration Rates and Effective Population Numbers by Using Importance
Sampling, presented for authors Hongmei Chi and Peter Beerli. (March,
2008)
- SIAM Conference on Parallel Processing for Scientific Computing,
Atlanta, GA: poster entitled
The Scalable Parallel
Random Number Generators (SPRNG) Library Version 4.0,
with co-author Jane Ren. (March, 2008)
- SC07: International Conference for High Performance Computing, Networking,
Storage and Analysis, Technical Program, Reno, NV: poster entitled Decentralized Replica Exchange Parallel
Tempering: An Efficient Implementation of Parallel Tempering using MPI and
SPRNG, with co-authors Yaohang Li and Andrey Gorin. (November, 2007)
- Society for Neuroscience 2007 Annual Meeting, Neuroscience 2007, San Diego, CA:
presentation 925.7, poster
entitled: Spontaneous Episodic Activity: Why Episode Duration is Correlated with
the Length of the Preceding but not Following Interval, with
co-authors Joël Tabak and Richard Bertram.
(November, 2007)
- MCM2007: The Sixth IMACS Seminar on Monte Carlo Methods, Reading University,
Reading, UK: 30-minute contributed talk (presented by co-author Bart
Vandewoestyne) entitled: An Empirical Investigation of Different
Scrambling Methods for Faure Sequences. (June, 2007)
- MCM2007: The Sixth IMACS Seminar on Monte Carlo Methods, Reading University,
Reading, UK: 30-minute contributed talk entitled: Monte Carlo Methods for
Calculating Coefficient Dependence in Poisson-Boltzmann Problems. (June, 2007)
- MCM2007: The Sixth IMACS Seminar on Monte Carlo Methods, Reading University,
Reading, UK: 30-minute contributed talk on behalf of Wesley Petersen entitled:
Playing with Parallelism with
Playstations. (June, 2007)
- GFMC40: A Symposium Celebrating 40 Years of Green's Function Monte
Carlo, Courant Institute of Mathematical Sciences, New York University, New
York, NY: 15-minute contributed talk entitled:
Monte Carlo Methods for Partial
Differential Equations . (May, 2007)
- Applications of Mathematics in Biology, Physiology, and Medicine, Courant
Institute of Mathematical Sciences, New York University, New York, NY:
30-minute contributed talk entitled:
Using Simple SDEs (Stochastic
Differential Equations) to Solve Complicated PDEs (Partial Differential
Equations) . (October, 2006)
- Schweizer Numerik Kolloquium/Colloque Numérique Suisse 2006, Ecole
Polytechnique Fédérale de Lausanne
(EPFL), Swiss Federal Institute of
Technology, Chaire d'Analyse et
Simulation Numériques, Institut d'Analyse et Calcul Scientifique,
Lausanne, Switzerland: contributed poster entitled: Monte Carlo Methods for Partial
Differential Equations: Computing Permeability. (April, 2006)
- International Conference on Differential Equations: From Theory to
Computational Science and Engineering, Eidgenössische Technische Hochschule
(ETH Zürich), Swiss Federal Institute of Technology, Zürich, Switzerland: 30-minute
contributed talk entitled: Stochastic Method for Elliptic Problems:
Applications to Biological and Materials Science. (October, 2005)
- Fifth IMACS Seminar on Monte Carlo Methods: MCM2005, Florida State
University, Tallahassee, FL: 25-minute contributed talk (presented by
co-author Hongmei Chi) entitled: Combined LCGs with Sophie-Germain
Moduli. (May, 2005)
- Fifth IMACS Seminar on Monte Carlo Methods: MCM2005, Florida State
University, Tallahassee, FL: 25-minute contributed talk (presented by
co-author Yaohang Li) entitled: Test of the Rule 30 Cellular Automata
Random Number Generator. (May, 2005)
- Fifth IMACS Seminar on Monte Carlo Methods: MCM2005, Florida State
University, Tallahassee, FL: 25-minute contributed talk (presented by
co-author Abdujabor Rasulov) entitled: Monte Carlo Solution of Initial
Boundary Problem for Some Nonlinear Parabolic Equations. (May,
2005)
- Fifth IMACS Seminar on Monte Carlo Methods: MCM2005, Florida State
University, Tallahassee, FL: 25-minute contributed talk entitled: Monte
Carlo Applications on the Computational Grid. (May, 2005)
- Fifth IMACS Seminar on Monte Carlo Methods: MCM2005, Florida State
University, Tallahassee, FL: 25-minute contributed talk (presented by
co-author Nikolai Simonov) entitled: Random Walk Algorithms for Solving
some Boundary-Value Problems in Biomolecular Electrostatics. (May,
2005)
- Algorithmes et Applications Paralleles en Algebre Linear (Parallel Matrix
Algorithms and Applications): PMAA04, Centre International de Rencontres
Mathématiques (CIRM), Luminy, France: 25-minute contributed talk entitled:
A Monte Carlo Scheme for Load Balancing. (October, 2004)
- International Association for the Development of the Information Society
(IADIS) International Conference: e-Society 2004, Avila, Spain: 30-minute
contributed talk entitled: E-Science Workflow on the Grid.
(July, 2004)
- The International Conference on Computational Mathematics, Novosibirsk,
Russia: 30-minute contributed talk (presented by co-author Nikolai Simonov)
entitled: Random Walk Algorithms for Estimating Electrostatic Properties
of Large Molecules. (June, 2004)
- Sixth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing and the Second International Conference on
Monte Carlo and Probabilistic Methods for Partial Differential Equations (MC²QMC2004),
Juan-Les-Pins, France: 30-minute contributed talk (presented by
co-author Emanouil Atanassov) entitled: Efficient Generation of
Low-discrepancy Sequences. (June, 2004)
- Sixth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing and the Second International Conference on
Monte Carlo and Probabilistic Methods for Partial Differential Equations (MC²QMC2004),
Juan-Les-Pins, France: 30-minute contributed talk entitled: On the
Scrambled Soboĺ Sequence. (June, 2004)
- Computational Finance 2004, Bologna, Italy: 30-minute contributed talk
entitled: Optimal Quasi-Monte Carlo Valuation of Derivative Securities.
(April, 2004)
- The International Conference on Computational Science, St.
Petersburg, Russia: 30-minute contributed talk (presented by co-author
Nikolai Simonov) entitled: Monte Carlo Method for Calculating the
Electrostatic Energy of a Molecule. (June, 2003)
- First International Workshop on Biomedical Computations on the
Grid-BioGrid'03, Tokyo, Japan: 30-minute contributed talk entitled: Grid-based Nonequilibrium Multiple-Time Scale Molecular Dynamics/Brownian
Dynamics Simulations of Ligand-Receptor Interactions in Structured Protein
Systems. (May, 2003)
- Third IEEE/ACM International Symposium on Cluster Computing and the
Grid-CCGrid2003, Tokyo, Japan, 30-minute contributed talk entitled: Improving Performance via Computational Replication on a Large-Scale
Computational Grid. (May, 2003)
- Grid Computing-GRID 2002, Baltimore, MD: 30-minute contributed talk
(presented by co-author Yaohang Li) entitled: Grid-Based Monte Carlo
Application. (November, 2002)
- The International Conference on Computational Mathematics, Novosibirsk,
Russia: 30-minute contributed talk (presented by co-author Nikolai Simonov)
entitled: Random Walk on the Boundary Methods for Computing Reaction Rate
and Capacitance. (June, 2002)
- The American Physical Society Annual Meeting, Indianapolis, Indiana:
20-minute contributed talk (presented by co-author Chi-Ok Hwang) entitled:
First- and Last-passage Algorithms for Charge Density Calculations on a
Conducting Surface. (March, 2002).
- Third IMACS Seminar on Monte Carlo Methods, Salzburg, Austria: 35-minute
contributed talk entitled: First- and Last-Passage Diffusion: Key Concepts
in the Study of Porous and Composite Media. (September, 2001)
- Third IMACS Seminar on Monte Carlo Methods, Salzburg, Austria: 30-minute
contributed talk entitled: A Feynman-Kac Path-Integral Implementation for
Poisson's Equation Using an h-conditioned Green's Function.
(September, 2001)
- Fourth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Hong Kong, China: 25-minute contributed
talk entitled: Parallel Quasi-Monte Carlo Methods for Computing Extremal
Eigenvalues. (November 2000)
- International Conference on Parallel Processing 2000 Workshop on Scalable
Web Services, Toronto, Canada: 30-minute contributed talk entitled: The
Cycle Server: A Web Platform for Running Parallel Monte Carlo Applications
on a Heterogeneous Condor Pool of Workstations. (August, 2000)
- International Conference on Monte Carlo and Probabilistic Methods for
Partial Differential Equations, Monte Carlo, Monaco: 30-minute contributed
talk entitled: Quasi-Monte Carlo for Elliptic Boundary Value Problems.
(July, 2000)
- International Conference on Monte Carlo and Probabilistic Methods for
Partial Differential Equations, Monte Carlo, Monaco: 30-minute contributed
talk entitled: A New Fluid Permeability Estimation in Period Grain
Consolidation Models of Overlapping and Nonoverlapping Sphere Models of
Porous Media. (July, 2000)
- International Conference on Monte Carlo Simulations, Monte Carlo,
Monaco: 30-minute contributed talk entitled: Parallel Inversive
Congruential Generators: Software and Field-Programmable Gate Array
Implementations. (June, 2000)
- Ninth SIAM Conference on Parallel Processing for Scientific Computing, San
Antonio, TX: Organizer and participant in a 2-hour Minisymposium entitled:
Algorithms and Software for Parallel and Distributed Monte Carlo
Computations. (March ,1999)
- First Southern Symposium on Computing, Hattiesburg, MS: Organizer,
moderator, and participant in a 2-hour Minisymposium entitled: Random
Number Generation and Monte Carlo Research at USM. (December 1998)
- SC'98, Orlando, FL: Organizer, moderator, and participant in a
150-minute panel entitled: Producing Computational Science Students Ready to Work.
(November,
1998)
- Third International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, Claremont, CA: 25-minute talk entitled:
SPRNG: A Scalable Library for Monte Carlo Applications. (July,
1998)
- Third International Conference on Monte Carlo and Quasi Monte Carlo
Methods in Scientific Computing, Claremont, CA: 25-minute talk entitled: Testing Parallel Random Number Generators, presented by joint author A.
Srinivasan. (July, 1998)
- SIAM 1997 Annual Meeting, Stanford, CA; 15-minute talk entitled: A
Non-linear Fibonacci Pseudorandom Number Generator. (July, 1997)
- Seventh SIAM Conference on Parallel Processing for Scientific Computing,
San Francisco, CA; 20-minute talk entitled: An Analysis of the Parallel
Computation of Arbitrarily Branched Cable Neuron Models. (March,
1995)
- Seventh SIAM Conference on Parallel Processing for Scientific Computing,
San Francisco, CA; 20-minute talk entitled: Techniques for Testing the
Quality of Parallel Pseudorandom Number Generators, presented by joint
author S. Cuccaro. (March, 1995)
- Supercomputing '94, Washington, D.C.: 30-minute talk entitled: Implementation and Usage of a Portable and Reproducible Parallel
Pseudorandom Number Generators, presented by joint author D. Pryor.
(November, 1994)
- SIAM 1994 Annual Meeting, San Diego, CA; 15-minute talk entitled: Two
Domain Decompositions Yield an Effective Vector/Parallel Algorithm for Nerve
Equations on Branching One-Dimensional Domains. (August, 1994)
- Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing,
University of Nevada, Las Vegas: 20-minute talk entitled: A Fast, High
Quality, and Reproducible Parallel Lagged-Fibonacci Pseudorandom Number
Generator. (June, 1994)
- Sixth SIAM Conference on Parallel Processing for Scientific Computing,
Norfolk, VA; 30-minute talk entitled: Recent Developments in Parallel
Pseudorandom Number Generation. (March, 1993)
- 1992 Gordon Research Conference on "Software Tools and Libraries for
Concurrent Supercomputing'', Plymouth, NH; poster entitled: A
Deterministic and Reproducible Lagged-Fibonacci Pseudorandom Number
Generator. (July, 1992)
- SIAM 1992 Annual Meeting, Los Angeles, CA; contributed talk entitled: A
Gradient Random Walk Method for Two-Dimensional Reaction-Diffusion
Equations. (June, 1992)
- NSF/CBMS Regional Research Conference on Multigrid and Multilevel Adaptive
Methods for Partial Differential Equations, Washington, D.C.; talk entitled:
Towards Monte Carlo Multigrid Methods. (May, 1992)
- UMIACS Workshop on Massively Parallel Computing, University of Maryland,
College Park, MD: talk entitled: Monte Carlo Multigrid Methods. (April, 1992)
- Fourth SIAM Conference on Parallel Processing for Scientific Computing,
Chicago, IL: poster entitled: A New Monte Carlo Algorithm for Solving
Elliptic Problems on Massively Parallel Computers. (December,
1991)
- Sixth Parallel Circus, Courant Institute of Mathematical Sciences, NYU,
New York, NY: talk entitled: Parallel Wiener Integral Methods for Elliptic
Boundary Value Problems. (March, 1988)
- Society for Neuroscience 1987 Annual Meeting, New Orleans, LA: poster
entitled:
Computer Studies of Negative Feedback in the Nervous System.
(September, 1987)
Tutorials:
- The Institute of Statistical Mathematics, Tokyo, Japan: Three hour
tutorial entitled The Scalable Parallel Random Number Generators (SPRNG)
Library: A Tutorial. (January, 2008)
- San Diego Supercomputing Center Summer Parallel Computing Institute,
University of California, San Diego, CA: Two hour tutorial entitled
Random, Pseudorandom, and Quasirandom Numbers and Their Generation in Serial
and Parallel. (August, 2000)
- NATO Advanced Study Institute: Quantum Monte Carlo Methods in Physics and
Chemistry, Cornell University, Ithaca, NY: Two day tutorial on the Scalable
Parallel Random Number Generators Library.
(June, 1998)
- Distributed Memory Computer Conference 6, Portland, OR; half-day tutorial
entitled Monte Carlo for Partial Differential Equations: Highly Parallel
Methods Based on Statistical Sampling. (April, 1991)
- Supercomputing '90: New York, NY: A full-day tutorial entitled Monte
Carlo for Partial Differential Equations: Highly Parallel Methods Based on
Statistical Sampling. (November, 1990)
Research Grants:
- Japan Society for Promotion of Science (JSPS) Core-to-Core Program,
collaborative grant to cooperate in a multi-national research effort headed
at the University of Hiroshima's Department of Mathematics and entitled
New Developments of Arithmetic Geometry, Motive, Galois Theory, and Their
Practical Applications, Michael Mascagni, Florida State University
Contact, beginning January 2008 at the Florida State University.
- NATO Scientific Directorate, a Collaborative Linkage Grant to link groups
from FSU, the Siberian Branch of the Russian Academy of Sciences, Berlin's
Weierstrass Institute for Applied Analysis and Stochastics, the Bulgarian,
Rumanian and Turkmenian Academy of Sciences, entitled Numerical Prediction of the Dispersal of Contaminants in the Atmosphere and
Ground, Michael Mascagni, NATO Country Coordinator, $28,000 travel
support for 24 months beginning July 2005 at the Florida State University.
- Department of Defense, Defense University Research Instrumentation
Program (DURIP) grant entitled A Laboratory for Distributed and Grid
Computing, Michael Mascagni, Principal Investigator, $200,000 for
equipment, one year beginning September, 2003.
- NATO Scientific Directorate, a Collaborative Linkage Grant to link groups
from FSU, The Free University of Brussels, the Siberian Branch of the
Russian Academy of Sciences, Berlin's Weierstrass Institute for Applied
Analysis and Stochastics, and the Turkmenian Academy of Sciences, entitled
Stochastic and Computational Models of Transport in Porous Media,
Michael Mascagni, NATO Country Coordinator, $25,000 travel support for 36
months beginning July 2002 at the Florida State University.
- NSF International Programs, a grant entitled Cooperative Research with
Austria with Dr. Peter Hellekalek's Random Number Generation (pLab) Group at
the University of Salzburg, Michael Mascagni, Principal Investigator,
$24,000 for four years, beginning September, 1999 at the Florida State
University.
- NSF-NATO Postdoctoral Fellowship for Dr. Aneta Karaivanova of the Central
Laboratory for Parallel Processing, Bulgarian Academy of Sciences, Michael
Mascagni, host and sponsor, $44,400 for one year beginning September, 1999
at the Florida State University.
- Department of Energy, Office of Basic Energy Sciences Grant entitled
The Impact of Random Numbers on Parallel Monte Carlo Applications,
Michael Mascagni, Principal Investigator, $150,000 for three years beginning
February, 1999 at the University of Southern Mississippi.
- Mississippi NASA Space Grant: University of Southern Mississippi
Subcontract, Michael Mascagni, Principal Investigator, $37,250 per year for
1997-1999 at the University of Southern Mississippi.
- Consiglio Nazionale delle Ricerche Program for Italian and Foreign
Research Institutions: Short-term Mobility Fellowships; Michael Mascagni
with sponsorship of Renato Spigler, Dipartimento di Matematica, Unversità di
Lecce, Italy. Travel expenses, lodging expenses, and Lit. 2,400,000,
March, 1994.
Research Contracts:
- Army Research Office, Mathematical and Computer Sciences Division,
Computational Mathematics proposal entitled Scrambled Quasirandom Numbers
and Applications, Michael Mascagni, Principal Investigator, $80,000,
support for 2.5 years beginning October 1, 2006 at the Florida State
University.
- Army Research Office, Mathematical and Computer Sciences Division,
proposal entitled
Support for the Fifth IMACS Seminar on Monte Carlo Methods, Michael
Mascagni, Principal Investigator, $10,000 travel support for the Fifth IMACS
Seminar on Monte Carlo Methods, May 16-20, 2005, at the Florida State
University.
- Lawrence Livermore National Laboratory/University of California, Research Contract
entitled Support for the Fifth IMACS Seminar on Monte Carlo Methods, Michael
Mascagni, Principal Investigator, $10,000 support for 1 year beginning
April 1, 2005 at Florida State University.
- Los Alamos National Laboratory/University of California, Research Contract
entitled Improved Methods for Random Number Generation, Michael
Mascagni, Principal Investigator, $70,000 support for 1 year beginning
October 1, 2003 at Florida State University.
- Army Research Office, Mathematical and Computer Sciences Division,
Computational Mathematics contract entitled Quasi-Monte Carlo Methods for
Markov Chain Problems, Michael Mascagni, Principal Investigator,
$249,000, support for 3 years beginning September 1, 2001.
- ASCI Level III Contract to Lawrence Livermore, Los Alamos, and Sandia
National Laboratories entitled Random Number for ASCI Monte Carlo
Applications, Michael Mascagni, Principal Investigator, $494,921 for
four years beginning October 1, 1999 at the Florida State University.
- Army Research Office, Mathematical and Computer Sciences Division,
Computational Mathematics Grant entitled Quasirandom Numbers for Parallel
and Distributed Applications, Michael Mascagni, Principal Investigator,
$487,085 for three years beginning March 1, 1999 at the University of
Southern Mississippi with a $195,417 subcontract to the Florida State
University.
- DoD High Performance Computing Modernization Office through Northrop
Grumman Data Systems, entitled Northrop Grumman High Performance
Computing Programming Environment and Training; Michael Mascagni,
Principal Investigator, $100,000 per year for 1997-1999 at the University of
Southern Mississippi.
- DARPA Contract Number DABT63-95-C-0123 for ITO: Scalable Systems and
Software, entitled A Scalable Pseudorandom Number Generation Library for
Parallel Monte Carlo Computations; Michael Mascagni and David Ceperley
(Department of Physics, University of Illinois at Urbana-Champaign and the
National Center for Supercomputing Applications), Principal Investigators,
$607,106 for three years beginning March 1, 1995 at the University of
Illinois.
Pending Research Proposals:
Declined Research Proposals:
- National Institutes of Health, National Institute of General Medical
Sciences proposal entitled Computational Biomolecular Electrostatics:
Stochastic Algorithms and Applications, Michael Mascagni and Marcia
Fenley, Principal Investigators, $1,265,370 support for 4 years beginning
April 1, 2008 at the Florida State University. Person months
committed: Calendar Year: 3.0, Academic Year: 1.0, Summer Period: 2.0, two
months summer support.
- U. S. Civilian Research and Development Foundation, proposal entitled
Stochastic Computational Methods for Solving Boundary-Value Problems in
Biomolecular Chemical Physics Applications, Michael Mascagni, U. S. Team
Leader, $68,400 ($11,400 local), support for 24 months beginning October 1,
2006 at the Florida State University.
- U. S. Civilian Research and Development Foundation, proposal entitled
Stochastic Computational Methods for Solving Boundary Value Problems in
Biomolecular Chemistry Applications, Michael Mascagni, U. S. Team
Leader, $59,550 ($11,110 local), support for 19 months beginning February 1,
2005 at the Florida State University.
- NSF/CISE Information Technology Research (ITR) Program proposal entitled
Development of a Multi-Purpose Tera to Peta Scale Collaborative Computing
Facility, Michael Mascagni, Co-Principal Investigator, $2,370,000
support for 5 years beginning October 1, 2004 at the Florida State
University.
- NIH, NIH Small Grant Program proposal entitled Accelerated Rosetta,
Michael Mascagni, Co-Principal Investigator, $50,000 support for 12 months
beginning on January 1, 2005, at North Carolina A&T University.
- NSF/CISE, CISE Research Infrastructure Program proposal entitled Equipment for a Networking Environment Supporting Security in the Extreme,
Michael Mascagni, Senior Personnel, $1,004,737 support for 60 months
beginning June 1, 2004.
- NSF Major Research Instrumentation Program entitled Development of a
Multi-purpose Tera to Peta Scale Computational Facility at FSU, Michael
Mascagni, Senior Personnel, $1,540,000 support for 24 months beginning
September 1, 2003.
- Collaboration in Basic Science and Engineering Grant from the National
Research Council for collaboration with the Bulgarian Academy of Sciences
entitled Deterministic Construction of Markov Chains for Enhanced
Convergence: Application to Integral Equations and Their Complexity,
Michael Mascagni, Principal Investigator, $8,200 travel support for 12
months.
- NSF/CISE Research Resources grant entitled Heterogeneous
Distributed-Computing Test-Bed for Stochastic Computations, Ashok
Srinivasan and Michael Mascagni Co-Principal Investigators, $148,320 for
equipment.
- NSF Information Technology Research, a grant entitled Quasirandom
Number Generation Software, Michael Mascagni, Principal Investigator,
$496,751 support for 36 months.
- NSF Engineering Directorate, a grant entitled Advanced Algorithms and
Visualization for Computational Design and Analysis of Transport Properties
of Two-phase Materials, Michael Mascagni, Co-Principal Investigator,
$149,480 support for 18 months.
-
Teaching and Training
Courses Taught:
-
CIS 8966: Masters Comprehensive Exam,
Spring 2009, Florida State University,
Department of Computer Science, 1 graduate students, 0 credits.
-
CIS 5970: Masters Thesis, Fall 2009, Florida State University, Department
of Computer Science, 1 graduate student, 3 credits.
-
CIS 5930: Random Number Generation, Fall 2009, Florida
State University, Department of Computer Science, 14 graduate students, 3
credits.
-
CIS 5930: Random Number Generation (DIS), Fall 2009, Florida
State University, Department of Computer Science, 1 graduate student, 3
credits.
-
CIS 5900: Random Number Techniques, Fall 2009, Florida
State University, Department of Computer Science, 1 graduate student, 3
credits.
-
CIS 5900: Computer Science Infrastructure, Fall 2009, Florida
State University, Department of Computer Science, 1 graduate student, 3
credits.
-
CGS 5427: Algorithm Design and Analysis, Fall 2009, Florida State
University, Department of Computer Science, 3 graduate students, 3 credits.
-
COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Fall 2009, Florida State University, Department of Computer Science, 13
undergraduate students, 3 credits.
-
CIS 5930: Monte Carlo Methods,
Summer Session B 2009, Florida
State University, Department of Computer Science, 6 graduate students, 3
credits.
-
MAP 5932: Monte Carlo Methods,
Summer Session B 2009, Florida
State University, Department of Mathematics, 8 graduate students, 3
credits.
-
CIS 3943: Computer Science Internship I, Summer Session A
2009, Florida State University,
Department of Computer Science, 1 undergraduate students, 3 credits.
-
CIS 8976: Masters Thesis Defense,
Spring 2009, Florida State University,
Department of Computer Science, 1 graduate students, 0 credits.
-
CIS 5970: Masters Thesis, Spring 2009, Florida State University, Department
of Computer Science, 1 graduate student, 3 credits.
-
CIS 5900: Design of Algorithms,
Spring 2009, Florida
State University, Department of Computer Science, 1 graduate student, 3
credits.
-
COT 5507: Analytic Methods for Computer Science, Spring
2009, Florida State University, Department of Computer Science, 17 graduate
students, 3 credits.
-
CGS 5427: Algorithm Design and Analysis, Spring 2009, Florida State
University, Department of Computer Science, 5 graduate students, 3 credits.
-
COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Spring 2009, Florida State University, Department of Computer Science, 23
undergraduate students, 3 credits.
-
CIS 5970: Masters Thesis, Fall 2008, Florida State University, Department
of Computer Science, 1 graduate student, 3 credits.
-
CIS 5900: Category Theory, Fall 2008, Florida
State University, Department of Computer Science, 1 graduate student, 3
credits.
-
CIS 5900: Computational Methods, Fall 2008, Florida
State University, Department of Computer Science, 1 graduate student, 3
credits.
-
CIS 5900: Programming Structure, Fall 2008, Florida
State University, Department of Computer Science, 1 graduate student, 1
credit.
- CGS 5429: Introduction to Computer Theory, Fall 2008, Florida State
University, Department of Computer Science, 12 graduate students, 3 credits.
- COT 4420: Theory of Computation, Fall 2008, Florida State University,
Department of Computer Science, 20 undergraduate students, 3 credits.
- CIS 5970: Masters Thesis, Summer 2008, Florida State University, Department
of Computer Science, 1 graduate student, 3 credits.
- CIS 5930: Random Number Generation, Summer 2008, Florida State
University, Department of Computer Science, 6 graduate students, 3 credits.
- CIS 5915: Graduate Software Project, Summer 2008, Florida State
University, Department of Computer Science, 1 graduate student, 3 credits.
- MAD 5932: Random Number Generation, Summer 2008, Florida State
University, Department of Computer Science, 2 graduate students, 3 credits.
- CIS 4930: Random Number Generation, Summer 2008, Florida State
University, Department of Computer Science, 1 undergraduate student, 3
credits.
- CIS 6900: Geometrical Problems in Monte Carlo, Spring 2008, Florida
State University, Department of Computer Science, 1 graduate student, 3
credits.
- CIS 5970: Masters Thesis, Spring 2008, Florida State University, Department
of Computer Science, 1 graduate student, 3 credits.
- CIS 5915: Graduate Software Project, Spring 2008, Florida State
University, Department of Computer Science, 1 graduate student, 3 credits.
- COT 5507: Analytic Methods for Computer Science, Spring
2008, Florida State University, Department of Computer Science, 21 graduate
students, 3 credits.
- CIS 8974: MS Projects Defense, Fall 2007, Florida State University,
Department of Computer Science, 1 graduate student, 0 credits.
- CIS 5915: Graduate Software Project, Fall 2007, Florida State
University, Department of Computer Science, 1 graduate student, 3 credits.
- MAD 5932: Monte Carlo Methods, Fall 2007, Florida
State University, Department of Mathematics, 9 graduate students, 3 credits.
- CIS 5930: Monte Carlo Methods, Fall 2007, Florida
State University, Department of Computer Science, 6 graduate students, 3
credits.
- CGS 5429: Introduction to Computer Theory, Fall 2007, Florida State
University, Department of Computer Science, 10 graduate students, 3 credits.
- COT 4420: Theory of Computation, Fall 2007, Florida State University,
Department of Computer Science, 26 undergraduate students, 3 credits.
- CIS 5970: Masters Thesis, Spring 2007, Florida State University, Department
of Computer Science, 1 graduate student, 3 credits.
- CIS 5900: Biochemical Monte Carlo Methods (Directed Individual Study),
Spring 2007, Florida State University, Department
of Computer Science, 1 graduate student, 3 credits.
- COT 5507: Analytic Methods for Computer Science, Spring
2007, Florida State University, Department of Computer Science, 20 graduate
students, 3 credits.
- CGS 5429: Introduction to Computer Theory,
Spring 2007, Florida State University, Department of Computer Science, 2 graduate students, 3 credits.
- COT 4420: Theory of Computation,
Spring 2007, Florida State University, Department of Computer Science, 35
undergraduate students, 3 credits.
- CIS 8976: Masters Thesis Defense, Fall 2006, Florida State University,
Department of Computer Science, 1 graduate students, 0 credits.
- CIS 5970: Masters Thesis, Fall 2006, Florida State University, Department
of Computer Science, 1 graduate student, 2 credits.
- CGS 5427: Algorithm Design and Analysis, Fall 2006, Florida State
University, Department of Computer Science, 4 graduate students, 3 credits.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Fall 2006, Florida State University, Department of Computer Science, 12
undergraduate students, 3 credits.
- Doctoral Examination, Sommersemester 2006, Eidgenössische Technische
Hochschule (ETH), Departments of Mathematics and Mechanical Engineering, 1
graduate student.
- 401-3470-00 G: Advanced Monte Carlo Methods II, Sommersemester 2006,
Eidgenössische Technische Hochschule (ETH), Department of Mathematics,
Seminar for Applied Mathematics, 12 graduate students, 3 credits.
- 401-3469-00 G: Advanced Monte Carlo Methods I, Wintersemester 2005-6,
Eidgenössische Technische Hochschule (ETH), Department of Mathematics,
Seminar for Applied Mathematics, 12 graduate students, 3 credits.
- CIS 5970: Masters Thesis, Spring 2006, Florida State University, Department
of Computer Science, 1 graduate student, 2 credits.
- CIS 5970: Masters Thesis, Fall 2005, Florida State University, Department
of Computer Science, 1 graduate student, 2 credits.
- CIS 5900: Monte Carlo Methods for Partial Differential Equations, Summer 2005, Florida
State University, Department of Computer Science, 1 graduate student, 2
credits.
- COT 5507: Analytic Methods for Computer Science, Summer
2005, Florida State University, Department of Computer Science, 8 graduate
students, 3 credits.
- CIS 5970: Masters Thesis, Summer 2005, Florida State University, Department
of Computer Science, 1 graduate student, 2 credits.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Spring 2005, Florida State University, Department of Computer Science, 41
undergraduate students, 3 credits.
- CGS 5427: Algorithm Design and Analysis, Spring 2004, Florida State
University, Department of Computer Science, 3 graduate students, 3 credits.
- CIS 5970: Masters Thesis, Spring 2005, Florida State University,
Department of Computer Science, 2 graduate students, 3 credits.
- CIS 4933: Honors Work, Fall 2004, Florida State University, Department
of Computer Science, 1 undergraduate student, 3 credits.
- COT 5507: Analytic Methods for Computer Science, Fall
2004, Florida State University, Department of Computer Science, 16 graduate
students, 2 undergraduate students, 3 credits.
- CIS 4933: Honors Work, Summer 2004, Florida State University, Department
of Computer Science, 1 undergraduate student, 3 credits.
- CIS 5900: Monte Carlo Methods in Computer Science, Summer 2004, Florida
State University, Department of Computer Science, 1 graduate student, 4
credits.
- CIS 5970: Masters Thesis, Spring 2004, Florida State University, Department
of Computer Science, 2 graduate students, 5/3 credits.
- CIS 6980: Doctoral Dissertation, Spring 2004, Florida State University,
Department of Computer Science, 1 graduate students, 2 credits.
- CIS 8976: Masters Thesis Defense, Spring 2004, Florida State University,
Department of Computer Science, 2 graduate students, 0 credits.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Spring 2004, Florida State University, Department of Computer Science, 74
undergraduate students, 3 credits.
- CGS 5427: Algorithm Design and Analysis, Spring 2004, Florida State
University, Department of Computer Science, 2 graduate students, 3 credits.
- CIS 6980: Doctoral Dissertation, Spring 2004, Florida State University,
Department of Computer Science, 1 graduate student, 9 credits.
- CIS 8985: Doctoral Dissertation Defense, Spring 2004, Florida State
University, Department of Computer Science, 1 graduate student, 0 credits.
- CIS 5930: Analytic Methods for Computer Science, Fall 2003,
Florida State University, Department of Computer Science, 5 graduate students,
3 credits.
- CIS 5970: Masters Thesis, Fall 2003, Florida State University, Department
of Computer Science, 2 graduate students, 3/2 credits.
- CIS 6980: Doctoral Dissertation, Fall 2003, Florida State University,
Department of Computer Science, 1 graduate student, 9 credits.
- CIS 8976: Masters Thesis Defense, Fall 2003, Florida State University,
Department of Computer Science, 1 graduate student, 0 credits.
- CIS 8985: Doctoral Dissertation Defense, Summer 2003, Florida State
University, Department of Computer Science, 1 graduate student, 0 credits.
- CIS 6980: Doctoral Dissertation, Summer 2003, Florida State University,
Department of Computer Science, 2 graduate students, 9/1 credits.
- CIS 5970: Masters Thesis, Summer 2003, Florida State University,
Department of Computer Science, 1 graduate student, 3 credits.
- MAT 6908: Particle Methods, Summer 2003, Florida State University,
Department of Computer Science, 1 graduate student, 5 credits.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Spring 2003, Florida State University, Department of Computer Science, 68
undergraduate students, 3 credits.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Spring 2003, Florida State University, Department of Computer Science, 9
distance undergraduate students, 3 credits.
- CGS 5427: Algorithm Design and Analysis, Spring 2003, Florida State
University, Department of Computer Science, 4 graduate students, 3 credits.
- CIS 5940: Supervised Teaching, Spring 2003, Florida State University,
Department of Computer Science, 1 graduate student, 3 credits.
- CIS 5970: Masters Thesis, Spring 2003, Florida State University,
Department of Computer Science, 2 graduate students, 6/1 credits.
- CIS 6900: Scrambled Quasirandom Number Generation, Spring 2003, Florida
State University, Department of Computer Science, 1 graduate student, 9
credits.
- CIS 6980: Doctoral Dissertation, Spring 2003, Florida State University,
Department of Computer Science, 1 graduate student, 6 credits.
- CIS 8976: Masters Thesis Defense, Spring 2003, Florida State University,
Department of Computer Science, 2 graduate students, 0 credits.
- Concentrated Special Topics Course (14 hours in one week):
Monte Carlo Methods for Partial Differential and Integral Equations, Universität Kaiserslautern,
Institut für Techno- und
Wirtschaftsmathematik (ITWM), Kaiserslautern, Germany, 20
graduate students.
- CIS 5930: Analytic Methods for Computer Science, Fall 2002,
Florida State University, Department of Computer Science, 10 graduate
students, 3 credits.
- CIS 6900: Scrambled Quasirandom Number Generation, Fall 2002, Florida
State University, Department of Computer Science, 1 graduate student, 8
credits.
- CIS 6980: Doctoral Dissertation, Fall 2002, Florida State University,
Department of Computer Science, 1 graduate student, 6 credits.
- 880500: Concrete Mathematics (Numerische Mathematik),
Sommersemester 2002, Universität Salzburg, Institut für
Scientific Computing, Salzburg, Austria, 6 undergraduate students.
- 880417: Special Topics in Scientific Computing-Monte-Carlo
Methods for Applied Computer Science (Ausgewählte Kapitel aus Scientific
Computing), Sommersemester 2002, Universität Salzburg, Institut für
Scientific Computing, Salzburg, Austria, 3 graduate students.
- CIS 4900: Research in Random Numbers, Spring 2002, Florida State
University, Department of Computer Science, 1 undergraduate student.
- CIS 4933: Honors Work, Spring 2002, Florida State University, Department
of Computer Science, 1 undergraduate student.
- CIS 5900: Particle Methods, Spring 2002, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 5970: Masters Thesis, Spring 2002, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 6900: Scrambled Quasirandom Number Generation, Spring 2002, Florida
State University, Department of Computer Science, 1 graduate student.
- CIS 6980: Doctoral Dissertation, Spring 2002, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 8976: Masters Thesis Defense, Spring 2002, Florida State University,
Department of Computer Science, 1 graduate student.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures, Fall
2001, Florida State University, Department of Computer Science, 5
undergraduate students, 3 credits.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures, Fall
2001, Florida State University, Department of Computer Science, 5 distance
undergraduate students, 3 credits.
- CGS 5427: Algorithm Design and Analysis, Fall 2001, Florida State
University, Department of Computer Science, 10 graduate students 3 credits..
- CIS 5900: Random Techniques in Computer Science, Fall 2001, Florida State
University, Department of Computer Science, 4 graduate students.
- CIS 5970: Thesis, Fall 2001, Florida State University, Department of
Computer Science, 1 graduate student.
- CIS 6900: Scrambling Quasirandom Numbers, Fall 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 6900: Random Techniques in Computer Science, Fall 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 8966: Masters Comprehensive Examination, Summer 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 6980: Doctoral Dissertation, Summer 2001, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 6900: Random Number Research, Summer 2001, Florida State University,
Department of Computer Science, 3 graduate students.
- CIS 5970: Masters These, Summer 2001, Florida State University, Department
of Computer Science, 1 graduate student.
- CIS 5915: Graduate Software Project, Summer 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 5900: Research In Random Numbers, Summer I 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 5915: Graduate Software Project, Summer I 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Spring 2001, Florida State University, Department of Computer Science, 48
undergraduate students.
- COP 4531: Complexity and Analysis of Algorithms and Data Structures,
Spring 2001, Florida State University, Department of Computer Science, 10
distance undergraduate students.
- CGS 5427: Algorithm Design and Analysis, Spring 2001, Florida State
University, Department of Computer Science, 7 graduate students.
- CIS 4900: Research In Random Numbers, Spring 2001, Florida State
University, Department of Computer Science, 1 undergraduate student.
- CIS 4933: Honors Work, Spring 2001, Florida State University, Department
of Computer Science, 1 undergraduate student.
- CIS 5900: Research In Random Numbers, Spring 2001, Florida State
University, Department of Computer Science, 4 graduate students.
- CIS 5915: Graduate Software Project, Spring 2001, Florida State
University, Department of Computer Science, 2 graduate students.
- CIS 6900: SETI@home Research, Spring 2001, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 8964: Preliminary Doctoral Examination, Spring 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 8966: Masters Comprehensive Examination, Spring 2001, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 4933: Honors Work, Fall 2000, Florida State University, Department of
Computer Science, 1 undergraduate student.
- CIS 5915: Graduate Software Research, Fall 2000, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 5970: Thesis, CIS 4933: Honors Work, Fall 2000, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 5915: Graduate Software Research, Summer 2000, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 5970: Thesis, Summer 2000, Florida State University, Department of
Computer Science, 2 graduate students.
- CIS 6900: Computing Set Uniformity, Summer 2000, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 8966: Masters Comprehensive Examination, Summer 2000, Florida State
University, Department of Computer Science, 1 graduate student.
- CIS 8976: Masters Thesis Defense, Summer 2000, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 4900: Analysis of Algorithms, Fall 2000, Florida State University,
Department of Computer Science, 1 undergraduate student.
- CIS 5910: Supervised Research, Fall 2000, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 5915: Graduate Software Project, Fall 2000, Florida State University,
Department of Computer Science, 1 graduate student.
- CIS 6900: Monte Carlo and Financial Computing Research, Fall 2000, Florida
State University, Department of Computer Science, 1 graduate student.
- CGS 5427: Algorithm Design and Analysis, Fall, 1999, Florida State
University, Department of Computer Science, 20 graduate students.
- COP 4530: Analysis of Algorithms, Fall, 1999, Florida State University,
Department of Computer Science, 72 undergraduate students.
- CIS 4900: Random Number Research, Fall, 1999, Florida State University,
Department of Computer Science, 1 undergraduate student.
- CIS 5910: Supervised Research, Fall, 1999, Florida State University,
Department of Computer Science, 2 graduate students.
- SC 781: Special Topics in Monte Carlo Methods, Spring 1998, University of
Southern Mississippi, Doctoral Program in Scientific Computing: 8 graduate
students.
- MAT 167: Calculus I with Analytical Geometry: Spring 1997, University of
Southern Mississippi, Department of Mathematics, 32 undergraduate students.
- COSC 173: Discrete Structures: Fall 1994, Georgetown University,
Department of Computer Science, 25 undergraduate students.
- Methods in Computational Neuroscience: Summer 1989, 1990, 1991, 1992:
Marine Biological Laboratory, Woods Hole, MA, 30 graduate students and
postdoctoral associates per year.
- V22.0421: Introduction to Numerical Analysis: Spring 1986, Spring 1987,
Courant Institute of Mathematical Sciences, New York University, Department
of Computer Science, total of 53 undergraduate students.
Graduate Student Committee Memberships:
-
Haohai Yu, Florida State University, Department of Computer Science,
Doctoral Committee Member (Current),
dissertation title TBD.
- Alexander Silalahi, Florida State University, Department of Physics,
Doctoral Committee Member (Current), dissertation title TBD.
- Robert Harris, Florida State University, Department of Physics, Doctoral
Committee Member (Current), dissertation title TBD.
- Joe Rhoads, Florida State University, Department of Mathematics, Doctoral
Committee Member (Current), dissertation title TBD.
- James McClain, Florida State University, Department of Computer Science, Doctoral
Committee Member (Current), dissertation title TBD.
- Yuhua Zhu, Florida State University, Department of Computer Science, Doctoral
Committee Member (Current), dissertation title TBD.
-
Samidh Chatterjee,
Department of Computer Science, Doctoral Committee Member (Current),
dissertation title TBD.
-
F. Steven Brailsford, Florida State University, Department of Computer Science,
Masters Committee Chair (Current), thesis title TBD.
-
Subhajit Datta, Florida State University, Department of Computer Science,
Doctoral Committee Member,
March 2009,
dissertation title Metrics and Techniques to Guide Software Development.
- Ali Tarhini, Université de Joseph Fourier, Grenoble, France, Laboratoire
Jean Kuntzmann de Mathématique Appliquées et Informatique, June, 2008, Doctoral Committee Member, dissertation
entitled: Numerical Analysis of Quasi-Monte Carlo Methods and
Applications to Coagulation Problems.
- Quoc M. Doan, Florida State University, Department of Physics, Doctoral
Committee Member April 2007, dissertation entitled: Study of Nematic Phase of a
Quantum Two-Dimensional Electron System.
- Alexei Bazavov, Florida State University, Department of Physics,
Doctoral Committee Member, August 2007, dissertation entitled: The Deconfining Phase
Transition in and off Equilibrium.
- Niraj Pandey, Florida State University, Department of Computer Science,
Masters Committee Chair August, 2008, Masters Committee Chair, project
entitled: Implementation of Leap Ahead Functions for Linear Congruential
and Lagged Fibonacci Generators.
- Jane Ren, Florida State University, Department of Computer Science,
December, 2006, Masters Committee Chair, thesis entitled: Design and
Implementation of the Scalable Parallel Random Number Generators Library
4.0.
- Tim Pillards, Katholieke Universiteit Leuven (Catholic University of
Leuven), Leuven, Belgium, Department
of Computer Science, Faculty of Engineering, October, 2006, Doctoral Committee Member, dissertation
entitled: Quasi-Monte Carlo Integration Over a Simplex in the Entire
Space.
- Goce Jakimoski, Florida State University, Department of Computer Science,
April, 2006, Doctoral Committee Member, dissertation entitled: Primitives
and Schemes for Non-Atomics Information Authentication.
- Hongmei Chi, Florida State University, Department of Computer Science,
August 2004, Doctoral Committee Chair, dissertation entitled: Scrambled Quasirandom Sequences and Their Applications.
- Tri Le-Van, Florida State University, Department of Computer Science,
April 2004, Doctoral Committee Member, dissertation entitled: Information
Hiding.
- Yaohang Li, Florida State University, Department of Computer Science,
August 2003, Doctoral Committee Chair, dissertation entitled: Grid-based Monte Carlo Applications.
- Han-Ku Lee, Florida State University, Department of Computer Science,
August 2003, Doctoral Committee Member, dissertation entitled: Efficient
Compilation of the HPJava Language for Parallel Computing.
- Thomas Asbury, Florida State University, Molecular Biophysics Program,
Doctoral Committee Member, 2003-2005, dissertation entitled: Computational Methods
in Atomic Structure Determination of Membrane Proteins.
- Vikram Aggarwal, Florida State University, Department of Computer
Science, August 2004, Masters Committee Member, thesis entitled: Stochastic Methods in Linear Algebra.
- Jason Parker, Florida State University, Department of Computer
Science, December 2003, Masters Committee Chair, thesis entitled: Extensions and Optimizations to the Scalable, Parallel Random Number
Generators Library.
- Nikhil R. Bandodkar, Florida State University, Department of Computer
Science, Masters Committee Member.
- Wenchang Yan, Florida State University, Department of Computer Science,
December 2001, Masters Committee Chair, project entitled: An Online Random Number Testing Engine with CORBA.
- Prative Chend Balasubramanian, Florida State University,
Department of Computer Science, August 2001, Masters Committee Chair,
project entitled: Inversive Congruential Generators for SPRNG.
- Yaohang Li, Florida State University, Department of Computer Science,
August 2000, Masters Committee Chair, thesis entitled:
The Computational Measure of Uniformity.
- John Mayer, University of Southern Mississippi Doctoral Program in
Scientific Computing, August 2000, Doctoral Committee Member.
- Hongbo (Mike) Zhou, University of Southern Mississippi Doctoral Program
in Scientific Computing, December 2000 Doctoral Committee Chair,
dissertation entitled, A Scientific Computing GUI Agent for Parallel Monte Carlo in a
Distributed Environment.
- Chi-Ok Hwang, University of Southern Mississippi Doctoral Program in
Scientific Computing, August 1999, Doctoral Committee Chair, dissertation
entitled:
New First Passage Algorithms with Applications to Permeability
Calculations
- Alice Qiao, University of Southern Mississippi Doctoral Program in
Scientific Computing, August 1999, Doctoral Committee Member, dissertation
entitled: Modally Optimized Dynamic Explicit Nonlinear Finite Difference Scheme:
MODEN FDS.
- Chen Qu, University of Southern Mississippi, Masters Program in
Mathematics, December 1997, Masters Committee Chair: non-thesis degree.
Graduate Students Graduated:
- F. Steven Brailsford,
Florida State University, Department of Computer Science, Masters Thesis,
M.S. April 2009 (Expected).
- Niraj Pandey, Florida State University, Department of Computer Science,
Masters Project, August, 2008.
- Jane Ren, Florida State University, Department of Computer Science,
Masters Thesis, M.S. December 2006.
- Hongmei Chi, Florida State University, Department of Computer Science,
Ph.D. August 2004.
- Jason Parker, Florida State University, Department of Computer Science,
Masters Thesis, M.S. December 2003.
- Yaohang Li, Florida State University, Department of Computer Science,
Ph.D. August 2003.
- Wenchang Yan, Florida State University, Department of Computer Science,
Masters Project, M.S. December 2001.
- Prative Chend Balasubramanian, Florida State University, Department
of Computer Science, Masters Project, M.S. August 2001.
- Hongbo (Mike) Zhou, University of Southern Mississippi Doctoral Program in
Scientific Computing, Ph.D., December 2000.
- Yaohang Li, Florida State University, Department of Computer Science,
Masters Thesis, M.S. August 2000.
- Chi-Ok Hwang, University of Southern Mississippi Doctoral Program in
Scientific Computing, Ph.D. August 1999.
Undergraduate Research Students Supervised:
- Charles Mason, Florida State University, Department of Computer Science,
2004-2005.
- Jane Ren, Florida State University, Department of Computer Science,
2004-2005.
- Shyam Lakshmin, Florida State University, Department of Computer
Science, 1999-2001.
- Anna Suen, Florida State University, Department of Computer Science,
2000-2001.
- Jason Parker, Florida State University, Department of Computer Science,
1999-2000.
Undergraduate Honors Students Supervised:
- Jane Ren, Florida State University, Department of Computer Science,
graduated with Honors, December 2004.
Distance Learning Development Work:
I developed the distance learning version of COP 4531 for the Department of
Computer Science and the Office of Distributed and Distance Learning at the
Florida State University. This course was taught in the new Computer
Science curriculum by me in for the first time in Spring of 2001 to 10 distance
students, and was offered again, by me, in Fall 2001.
Service
University Committees:
- Associate Chair for Graduate Studies, Florida
State University, Department of Computer Science, 2008-present.
- Chair, Graduate Curriculum Committee, Florida State University,
Department of Computer Science, 2008-present.
-
SMALCS Departmental Representative, Florida State University, Department of
Computer Science, 2008-present.
-
Reviewer, Council on Faculty Research Support (COFRS), 2009.
- Promotion and Tenure Representative to the University, Florida State
University, Department of Computer Science, 2004-2005
- Promotion and Tenure Representative to the College of Arts and Sciences,
Florida State University, Department of Computer Science, 2004-2005.
- Promotion and Tenure Representative to the Science Area for the College
of Arts and Sciences, Florida State University, Department of Computer
Science, 2004-2005.
- Member, Chair Selection Advisory Committee, Florida State University,
Department of Computer Science, 2007-present.
- SACS/SMALCS Departmental Representative, Florida State University,
Department of Computer Science, 2006-2008.
- Member, Portfolio Committee, Florida State University, Department of
Computer Science, 2005-present.
- External Member, Mathematics Department Chair Selection Committee,
Florida State University, College of Arts and Sciences, 2004-Present.
- Member Graduate Admissions and Financial Aid Committee, Florida
State University, Department of Computer Science, 2004-present.
- Member, Faculty Recruitment Committee, Florida State University,
Department of Computer Science, 2001-present.
- Chair, Teaching Evaluation Committee (a advisory committee to the
Faculty Evaluation Committee), Florida State University, Department of
Computer Science, 2003-2005.
- Member, Faculty Evaluation Committee, Florida State University,
Department of Computer Science, 2002-2003.
- Chair, Faculty Recruitment Committee, Florida State University,
Department of Computer Science, 2001-2003.
- Member, Computational Science and Information Technology (CSIT)
Educational Graduate Program Committee, Florida State University, College of
Arts and Sciences, 2001-Present.
- External Member, Statistics Department Chair Selection Committee,
Florida State University, College of Arts and Sciences, 2001-Present.
- Member, CSIT Computational Biology Search Committee, Florida State
University, School of Computational Science and Information Technology,
2001-Present.
- Associate Member, Security and Assurance in Information Technology
Laboratory, Florida State University, Department of Computer Science,
2000-Present.
- Member, CSIT Computational Biology Committee, Florida State University,
School of Computational Science and Information Technology, 2001-Present.
- Chair, NSF/CISE Research Infrastructure Grant Committee, Florida State
University, Department of Computer Science, 2000-2001.
- Chair, COP 4531 Course Committee, Florida State University, Department
of Computer Science, 1999-Present.
- Member, Faculty Evaluation Committee, Florida State University,
Department of Computer Science, 2000-2001.
- Member, Information Security Committee, Florida State University,
Department of Computer Science, 2000-Present.
- Member, Graduate Affairs Committee, Florida State University, Department
of Computer Science, 1999-2002.
- Member, Equipment Committee, Florida State University, Department of
Computer Science, 1999-2002.
- Chair, COP 4530 Course Committee, Florida State University,
Department of Computer Science, 1999-2000.
- Member, Biological Computing Committee, Florida State University,
1999-2000.
- Member, Sloan Bioinformatics Proposal Curriculum Committee, Florida
State University, 1999-2000.
- Member, School of Mathematical Sciences Council, University of Southern
Mississippi, 1997-99.
- Library Liaison, Doctoral Program in Scientific Computing, University of
Southern Mississippi, 1997-99.
- Chair, Qualifying Examination Committee, Doctoral Program in
Scientific Computing, University of Southern Mississippi, 1997-99.
- Chair, Graduate Admissions Committee, Doctoral Program in Scientific
Computing, University of Southern Mississippi, 1997-99.
- Graduate Advisor for 12-15 students per semester, Doctoral Program in
Scientific Computing, University of Southern Mississippi, 1997-99.
- Chair, Mathematics Department Faculty Search Committee, University of
Southern Mississippi, 1997-98.
- External Advisory Committee Member evaluating SUNY-Brockport's Masters
Program in Computational Science, 1997.
University Service:
- Member, Advanced Topic Exam Committee for Mr. Yongjae Cha entitled
"Finding Hypergeometric Solutions of Linear Recurrence Equations,"
Department of Mathematics, Florida State University, 2008.
- Coordinator of a Florida State University Research Booth at SC07 (Annual
International High-Performance Computing and Networking Meeting), School of
Computational Science, Florida State University, 2007, Reno, .
- Coordinator of a Florida State University Research Booth at SC06 (Annual
International High-Performance Computing and Networking Meeting), School of
Computational Science, Florida State University, 2006, Tampa, FL.
- Coordinator of a Florida State University Research Booth at SC2004 (Annual
International High-Performance Computing and Networking Meeting), School of
Computational Science, Florida State University, 2004, Pittsburgh, PA.
- Organizing a
National Computational Science Institute special workshop on "Monte
Carlo Methods as Educational Tools," at the School of Computational Science,
Summer, 2005, School of Computational Science and Information Technology,
Florida State University, 2005. This workshop will be held immediately
before the 5th IMACS Seminar on Monte Carlo Methods, and will lead
into an "Educational Program" for the conference, to be held at Florida
State University, May 16-20, 2005.
- Departmental doctoral graduation representative: hooded doctoral
candidate Hongmei Chi, Department of Computer Science, Florida State
University, Summer 2004.
- Organized and hosted a
National Computational Science Institute "Second Look Workshop" at the
School of Computational Science and Information Technology, Summer, 2004,
School of Computational Science and Information Technology, Florida State
University, 2004.
- Host to Russel Caflisch, seminar speaker for the 2003-2004 CSIT/MARTECH
Seminar Series on Computational Materials Science, School of Computational
Science and Information Technology, 2004.
- Host to Peter Cummings, seminar speaker for the 2003-2004 CSIT/MARTECH
Seminar Series on Computational Materials Science, School of Computational
Science and Information Technology, 2004.
- Host to Robert V. Kohn, seminar speaker for the 2003-2004 CSIT/MARTECH
Seminar Series on Computational Materials Science, School of Computational
Science and Information Technology, 2004.
- Host to Mark Stiles, seminar speaker for the 2003-2004 CSIT/MARTECH
Seminar Series on Computational Materials Science, School of Computational
Science and Information Technology, 2003.
- Host to Rajiv Kalia, seminar speaker for the 2003-2004 CSIT/MARTECH
Seminar Series on Computational Materials Science, School of Computational
Science and Information Technology, 2003.
- Organizer for the 2003-2004 CSIT/MARTECH Seminar Series on Computational
Materials Science, School of Computational Science and Information
Technology, 2003-2004.
- Florida State University Coordinator for the Falls Creek Falls Workshop
on Computational Science for Oak Ridge National Laboratory's Partner
Universities, 2003.
- Coordinator of a Florida State University Research Booth at SC2003
(Annual International High-Performance Computing and Networking Meeting),
School of Computational Science and Information Technology, Florida State
University, 2003, Phoenix, AZ.
- Departmental doctoral graduation representative: hooded doctoral
candidates Han-Ku Lee, Sangmi Lee, Yaohang Li, and Sang Boem Lim, Department
of Computer Science, Florida State University, Summer 2003.
- Organized and hosted the
National Computational Science Institute "Second Look Workshop" at the
School of Computational Science and Information Technology, August 3-9, for
25 undergraduate faculty from various Southeastern Colleges and
Universities, and the two instructors from the
Shodor Educational Foundation, School of Computational Science and
Information Technology, Florida State University, 2003.
- Host to Dr. Stephen L. Scott, colloquium speaker from Oak Ridge National
Laboratory, Department of Computer Science, Florida State University, 2003.
- Trip to San Diego, CA to attend the 2003 NPACI (National Partnership for
Computational Infrastructure) All Hands Meeting and to explore ways to
foster cooperation between FSU and NPACI and the San Diego Supercomputer
Center.
- Host to Dr. Duncan Buell, colloquium speaker from the University of
South Carolina, Department of Computer Science, Florida State University,
2003.
- Host to Ms. Xiaosong Ma, faculty candidate from the University of
Illinois at Urbana-Champaign, Department of Computer Science, Florida State
University, 2003.
- Host to Mr. Ting Yu, faculty candidate from the University of Illinois
at Urbana-Champaign, Department of Computer Science, Florida State
University, 2003.
- Host to Prof. Abdujabar Rasulov, visiting Fulbright Scholar from
University of World Economy and Diplomacy, Tashkent, Uzbekistan, at the
School of Computational Science and Information Technology, Florida State
University, 2002-2003.
- Coordinator of a Florida State University Research Booth at SC2002
(Annual International High-Performance Computing and Networking Meeting),
School of Computational Science and Information Technology, Florida State
University, 2002, Baltimore, MD.
- Host to Dr. Ashok Srinivasan, faculty candidate from the University of
California, Santa Barbara, Department of Computer Science, Florida State
University, 2001.
- Trip to Melbourne, FL to meet with researchers at Harris Corporation
with members of the Department of Computer Science, Florida State
University, 2000.
- Trip to Deland, FL to recruit graduate students for the Department of
Computer Science, Florida State University, 1999.
- Trip to Bethesda, MD to recruit Dr. Mark Boguski to the Florida State
University Bioinformatics External Advisors Committee, 1999.
Administration:
- Director of Graduate Studies, Department of Computer Science, Florida
State University, 2008-Present.
- Coordinator, Doctoral Program in Scientific Computing, University of
Southern Mississippi, 1997-1999.
- Director, University of Southern Mississippi's Programming Environment
and Training Research activities at the Naval Oceanographic Office at
Stennis Space Center, MS, 1997-1999.
Service to International Organizations:
- Society for Industrial and Applied Mathematics (SIAM) Visiting Lecturer,
1999-Present.
- Member, Board of Directors, International Association for Mathematics
and Computers in Simulation (IMACS), 2005-Present.
- Member, Technical Committee on Monte Carlo Methods, International Association for Mathematics
and Computers in Simulation (IMACS), 2005-Present.
- External Reviewer, New Researchers Start-up Program of Fonds québécois de la recherche sur la
nature et les technologies (FQRNT), 2009, Québec, Canada.
- Member, International Program Committee for the International Conference on Computational Science 2010 (ICCS 2010),
2010, Amsterdam, The Netherlands.
- Member, International Program Committee for the 2007 International Conference on Computational Science and its
Applications (ICCSA 2010), 2010, Fukuoka, Japan.
- Member, Educational Committee, SC09: International Conference for
High Performance Computing, Networking, Storage and Analysis, 2009,
Portland, OR.
- Member, International Program Committee for the International Conference on Computational Science 2009 (ICCS 2009),
2009, Baton Rouge, LA.
- Member, International Program Committee for the Sixth
IMACS Seminar on Monte Carlo Methods (MCM2009),
2009, Brussels, Belgium.
- Member, Program Committee for International Parallel and Distributed
Computing (IPDPS) 2009, Rome, Italy.
- Member, Program Committee for High Performance Computing
2009 (HPC 2009), which is part of the SCS Spring MultiConference, 2009,
San Diego, CA.
- Member, International Program Committee for the 2007 International Conference on Computational Science and its
Applications (ICCSA 2008), 2008, Perugia, Italy.
- Member, Educational Committee, SC08: International Conference for
High Performance Computing, Networking, Storage and Analysis, 2008,
Austin, TX.
- Organizer of a minisymposium entitled "Parallel Stochastic Methods
in Computational Biology," at the 13th SIAM Conference on Parallel
Processing for Scientific Computing (PP08), 2008,
Atlanta, GA.
- Member, Program Committee for High Performance Computing and
Simulation
2008 (HPCS 2008), which is part of the SCS Spring MultiConference, 2008, Ottawa,
Ontario, Canada.
- Member, Program Committee for High Performance Computing and Simulation
2008 (HPCS 2008), which is part of the SCS Spring MultiConference, 2008, Ottawa,
Ontario, Canada.
- External Reviewer, Habilitation of Dr. Sylvain Maire, Assistant
Professor, Université de Toulon et du Var,
Institut des Sciences de l'Ingénieur de Toulon et du Var,
Modélisation Numérique et Couplages, 2007,
Toulon, France.
- Organizer of two invited minisymposia on "Stochastic
Computing and Applications," with Dr. Wesley Petersen, Eidgenössische
Technische Hochschule (ETH), Zürich, Switzerland,
at the Sixth International Congress on Industrial and Applied Mathematics (ICIAM
2007), 2007, Zürich, Switzerland.
- Organizer of an minisymposium on "Probabilistic
Numerical Methods for PDEs and Stochastic PDEs," with Dr. Wesley Petersen,
Eidgenössische
Technische Hochschule (ETH), Zürich, Switzerland,
at the
Sixth International Congress on Industrial and Applied Mathematics (ICIAM
2007), 2007, Zürich, Switzerland.
- Member, International Program Committee for the Sixth
IMACS Seminar on Monte Carlo Methods (MCM2007),
2007, Reading, United Kingdom.
- Member, International Program Committee for The 2007 IEEE
International Symposium on Bioinformatics and Life Science Computing
(BLSC07), 2007, Niagara Falls, Ontario, Canada.
- Member, International Program Committee for the International Conference on Computational Science 2007 (ICCS 2007),
2007, Beijing, People's Republic of China.
- Member, International Program Committee for the 2007 International Conference on Computational Science and its
Applications (ICCSA 2007), 2007, Kuala Lumpur, Malaysia.
- Member, Review Panel, Förderung der wissenschaftlichen Forschung
(Austrian Science Fund), Doktoralskolleg (Doctoral Program) Review, 2006,
Vienna Austria.
- External Reviewer, Promotion Case of Dr. Sharam Rahimi to
Associate Professor, Southern Illinois University, Department of Computer Science, 2006,
Carbondale, IL.
- External Reviewer, Promotion Case of Dr. David R. C. Hill to
Professor, Grade 2, Blaise Pascal University, Department of Computer Science, 2006,
Clermont-Ferrand, France.
- External Reviewer, Promotion and Tenure Case of Dr. Peter R.
Kramer to
Associate Professor with Tenure, Rensselaer Polytechnic Institute, Department of
Mathematical Sciences, 2005, Troy, NY.
- Member, International Program Committee for the International Conference on Computational Science 2006 (ICCS 2006),
2005, Reading, UK.
- Member, National Institutes of Health Study Section
Committee for Software Development and Maintenance Applications, 2005.
- Member, International Program Committee for Computational Finance 2006, 2006, London, UK.
- Member, International Program Committee for the 2006
High Performance Computing Symposium (HPC 2006), 2006, Huntsville, AL.
- Member, Program Committee for The Seventh International Conference on
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC-06),
Ulm, Germany.
- Organizer and General Chair, Fifth IMACS Seminar on Monte Carlo
Methods, 2005, Tallahassee, FL.
- Mail reviewer for Cooperative Grants Program of the U.S. Civilian Research and Development
Foundation (CRDF), 2005.
- Member, Scientific Advisory Committee for the Second International
Conference on Computational Finance and Its Applications 2006, Imperial
College, London, UK.
- Organizer, Workshop entitled
Parallel Monte Carlo Algorithms for Diverse Applications in a Distributed
Setting, at
the International Conference on
Computational Science 2005 (ICCS 2005), Atlanta, GA.
- Member, International Program Committee for the 2005 International Conference on Computational Science and its
Applications (ICCSA 2005), 2005, Singapore.
- Member, Program Committee for The International Workshop on High
Performance Computing in Medicine and Biology (HiPCoMB-05), to be held
in conjunction with The 11th Conference on Parallel and Distributed
Systems (ICPADS-05), Fukuoka Institute of Technology, Japan.
- Member, Program Committee for The Third International Workshop on
Biomedical Computations on the Grid (BioGrid'05) held in conjunction
with
CCGrid2005, 2005, Cardiff, Wales, UK.
- Member, International Program Committee for The First
Open International Conference on Modeling and Simulation, 2005,
Clermont-Ferrand, France.
- External Member, Promotion Committee of Dr. Louise Perkins to
Professor, University of Southern Mississippi, Department of Computer
Science and Statistics, 2004, Hattiesburg, MS.
- External Member, Promotion Committee of Dr. Marios Dikaiakos to
Associate Professor with tenure, University of Cyprus, Department of
Computer Science, 2004, Nicosia, Cyprus.
- Member, International Program Committee for the International Conference on Computational Science 2005 (ICCS 2005),
2005, Atlanta, GA.
- Member, International Program Committee for the 2005
High Performance Computing Symposium (HPC 2005), 2005, San Diego, CA.
- Organizer, Minsyposium entitled Monte Carlo Computations in Biology
and Materials Science
, at
the 2005 Society for Industrial and Applied Mathematics Computational
Science and Engineering Conference, Orlando, FL.
- External peer reviewer for Dr. Marcin Paprzycki's promotion to Associate
Professor, Department of Computer Science, Oklahoma State University, 2003,
Stillwater, OK.
- Member, Program Committee for the Second International Workshop on
Biomedical Computations on the Grid (BioGrid'04) held in conjunction
with
CCGrid2004, 2004, Chicago, Illinois.
- Mail reviewer for Cooperative Grants Program of the U.S. Civilian Research and Development
Foundation (CRDF), October, 2003.
- Member, International Program Committee for the 2004 International Conference on Computational Science and its
Applications (ICCSA 2004), 2004, Santa Maria degli Angeli of Assisi
(Perugia), Italy.
- Member, International Program Committee for 2004
International Conference on Computational Science (ICCS 2004), 2004,
Kraków, Poland.
- Organizer of a minisymposium on "Fault Tolerant High-Performance
Computing," with Dr. Ashok Srinivasan of the Department of Computer Science
at Florida State University at the
Eleventh Conference on
Parallel Processing for Scientific Computing,
2004, San Francisco, CA.
- External peer reviewer for Dr. Olivier Smidts' tenure case for the Fonds
National de la Recherche Scientifique, Université Libre de Bruxelles,
Service de Métrologie Nucléaire,
Brussels, Belgium, 2002.
- Organizer of three invited minisymposia on "Stochastic
Computing and Applications," with Dr. Wesley Petersen, Eidgenössische
Technische Hochschule (ETH), Zürich, Switzerland,
at the
Fifth International Congress on Industrial and Applied Mathematics (ICIAM
2003), 2003, Sydney, Australia.
- Member, International Program Committee for 2003
International Conference on Computational Science (ICCS 2003), 2003, St.
Petersburg, Russia/Melbourne, Australia.
- Member, Program Committee for the First International Workshop on
Biomedical Computations on the Grid (BioGrod'03) held in conjunction
with
CCGrid2003, 2003, Tokyo, Japan.
- Member, International Program Committee for the Fourth IMACS Seminar on
Monte Carlo Methods, 2003, Berlin, Germany.
- Member, Organizing Committee for the Fourth IMACS Seminar on Monte
Carlo Methods, 2003, Berlin, Germany.
- Member, Organizing Committee for the Forth International
Conference on Large Scale Scientific Computation (ICLSSC-2003), 2003,
Sozopol, Bulgaria.
- Member, Program Committee for the
2003 International Conference on Computational Science and Its Applications
(ICCSA 2003), 2003, Montreal, Canada.
- Member, International Program Committee for 2002
International Conference on Computational Science (ICCS 2002), 2002,
Amsterdam, Netherlands.
- Member, International Program Committee for the Fifth International
Conference on Numerical Methods and Applications, 2002, Borovets,
Bulgaria.
- Panelist for NSF, Information Technology Research, April 2001, Arlington,
VA.
- Mail reviewer for the State of Kansas EPSCoR Defense Program, June, 2000.
- Mail reviewer for NSF, Division of Mathematical Sciences, June 2000.
- Member, International Program Committee for the Second IMACS Seminar on
Monte Carlo Methods, June, 1999, Varna, Bulgaria.
- Member, Organizing Committee for the First Southern Symposium on
Computing, December, 1998, Hattiesburg, MS.
- Panelist for NSF, CISE/CCR, December 1998, Arlington, VA.
- Chairman, Organizing Committee Chair for a Programming Environment
and Training Workshop entitled "High-Performance Monte Carlo Tools'',
April 23-24, 1998, Stennis Space Center, MS.
- Member, Organizing Committee Member for the Seventh SIAM Conference on
Parallel Processing for Scientific Computing, March, 1995, San
Francisco, CA.
Service to Industry and Government:
- Consultant, The Florida Lottery, Tallahassee, FL, 2007-Present.
- Consultant, The Mathworks (producers of Matlab), Natick, MA,
2007-Present.
- Consultant, Züricher Kantonalbank (ZKB), Zürich, Switzerland, 2005-Present.
- Consultant, Oak Ridge National Laboratory, Computer Science and
Mathematics Division, Oak Ridge, TN, 2003-Present.
- Member, Scientific Advisory Board, PDH International Incorporated,
Hallandale, FL, 2002-Present.
- Consultant, PDH International Incorporated, Hallandale, FL, 2001-Present.
- Consultant, Bettis Laboratory, West Mifflin, PA, 1999-Present.
- Consultant, Arthur. D. Little, Cambridge, MA, 1999.
- Consultant, Commander, Naval Meteorology and Oceanography
Command, Stennis Space Center, MS, 1997-1999.
Security Clearances Held:
- Department of Energy L Clearance, 2000-Present.
- Department of Energy Q Clearance, 1999.
- Department of Defense Top Secret Clearance, 1990-1996, 1997-1999.
Service to Local Organizations:
- President, Board of Directors, Big Bend Community
Orchestra, Tallahassee, FL, 2009-Present.
- Member, Board of Directors, The Artist Series, Tallahassee, FL, 2009-Present.
- Member, Orchestra Committee, First Violin Section, Big Bend Community
Orchestra, Tallahassee, FL, 2001-Present.
- Member, Troop Committee, Boy Scout Troop 118, Tallahassee, Florida,
2002-Present.
- Member Messiah Accompaniment Orchestra, First Violin Section,
Tallahassee, FL, 1999-Present.
- Member, Troop Committee, Boy Scout Troop 684, Zürich, Switzerland,
2005-2006.
- Member, Tenor Section, Lehrergesangverein Zürich
(www.lgz-zh.ch), Zürich, Switzerland, 2005-2006.
- Member, First Violin Section, Orchesterverein Zürich (www.ovz.ch),
Zürich, Switzerland, 2005-2006.
- Member, First Violin Section, Neumunster Orchester Zürich,
Zürich, Switzerland, 2006.
- Concertmaster, Big Bend Community Orchestra, Tallahassee, FL, 2000-2004,
2006-Present.
- Concertmaster, Immanuel Baptist Church, Tallahassee, FL, Easter
2007.
- Member 20th Century Krewe, Springtime Tallahassee, Tallahassee, FL,
2000-2005.
- Assistant Chair, Popcorn Committee, Boy Scout Troop 118, Tallahassee,
Florida, 2004-2005.
- Member, Pit Orchestra for Rodger's and Hammerstein's Carousel, Brookwood
School, Thomasville, Georgia, 2003.
- Member, Universitätsorchester Salzburg (University of Salzburg
Orchestra), Salzburg, Austria, Sommersemester 2002.
- Advancement Chairman, Cub Scout Pack 114, Gilchrist Elementary School,
Tallahassee, FL, 2000-2001.
Editorial and Reviewing Service:
- Member, Editorial Board for SIAM Journal on Scientific Computing,
2008-Present.
- Member, Editorial Board for Mathematics and Computers in Simulation,
2005-Present.
- Member, Editorial Board for Monte Carlo Methods and Applications,
2000-Present.
- Member, Editorial Board for Advances in Computing, Theory and Practice,
1998-Present.
- Reviewer for Mathematical Reviews, 1995-Present.
-
Textbook reviewer for Springer Verlag, Inc., 2009-Present.
- Textbook reviewer for McGraw-Hill, Inc., 2005-Present.
- Textbook reviewer for John Wiley and Sons, Inc., 2004-Present.
- External Journal Reviewer for the proposed Journal of Computational
Science and Engineering for Birkhauser, Basel, Switzerland, 2003.
- Book Reviewer for The Journal of Statistical Physics, Mathematics of
Computation, and Connection Science, 1989.
Refereeing Service:
- Modélisation et Mathématique et Analyse Numérique, 2009
- The 2009 International Conference on
Computational Science and its Applications (ICCSA), 2009
-
Physical Review, 2009
-
The 2009 International Conference on Computational Science (ICCS), 2009
-
High Performance Computing 2009 (HPC 2009)
-
International Parallel and Distributed Computing (IPDPS), 2009
-
Information Sciences, 2008
-
Journal of Computational Physics, 2008
-
Mathematics and Computers in Simulation, 2008
-
Monte Carlo Methods and Applications, 2008
-
Communications in Applied Mathematics and Computational Science, 2008
- SIAM Journal on Scientific Computing, 2008
- Journal of Computational Physics, 2008
- Monte Carlo Methods and Applications, 2008
- The 2008 International Conference on
Computational Science and its Applications (ICCSA), 2008
- Computing in Science & Engineering, 2008
- Conference: High Performance Computing and Simulation 2008 (HPCS 2008)
- Journal of Computational Neuroscience, 2008
- Mathematics and Computers in Simulation, 2007
- Journal of Computational Physics, 2007
- Journal of Computational Neuroscience, 2007
- SIAM Journal on Numerical Analysis, 2007
- Monte Carlo Methods and Applications, 2007
- SIAM Journal on Scientific Computing, 2007
- Computational Statistics and Data Analysis, 2007
- The 2007 International Conference on Computational Science (ICCS), 2007
- Monte Carlo Methods and Applications, 2006
- Parallel Computing, 2006
- Physical Review E, 2006
- Parallel Processing Letters, 2006
- Parallel and Distributed Computing, a workshop
of The 2006 International Conference on Computational Science and its
Applications, 2006
- The 2006 International Conference on Computational Science (ICCS), 2006
- The 2006 International Conference on
Computational Science and its Applications (ICCSA), 2006
- The International Workshop on High Performance Computing in Medicine and
Biology 2006, 2006
- Computational Finance 2006, 2006
- Mathematics and Computers in Simulation, 2006
- 2006
High Performance Computing Symposium, 2006
- Computer Physics Communications, 2006
- Mathematics and Computers in Simulation, 2006
- Monte Carlo Methods and Applications, 2006
- Second International
Conference on Computational Finance and Its Applications 2006, 2006
- The Journal of Computational and Applied Mathematics, 2005
- The Journal of Computational Physics, 2005
- The International Workshop on High
Performance Computing in Medicine and Biology 2005, 2005
- Pattern Recognition Letters, 2005
- Journal of Computational Physics, 2005
- SIAM Journal on Scientific Computing, 2005
- The 2005 International Conference on Computational Science and its
Applications, 2005
- The 2005 International Conference on Computational Science, 2005
- The Third International Workshop on
Biomedical Computations on the Grid, 2005
- SIAM Journal on Scientific Computing, 2005
- The Journal of Computational Physics, 2005
- Parallel Computing, 2005
- Pattern Recognition Letters, 2005
- 2005 High Performance Computing Symposium, 2005
- Journal of Computational Physics, 2004
- Journal of Computational and Applied Mathematics, 2004
- ACM Transactions on Mathematical Software, 2004
- Monte Carlo Methods and Applications, 2004
- Numerical Methods for Partial Differential Equations, 2004
- Journal of Computational Physics, 2004
- The Fourth IMACS Seminar on Monte Carlo Methods, 2004
- Monte Carlo Methods and Applications, 2004
- The 2004 International Conference on Computational Science and its
Applications, 2004
- The 2004 International Conference on Computational Science, 2004
- IEEE SoutheastCon 2004, 2004
- Fourth International Conference on Large-Scale Scientific Computations
- IEEE Internet Computing
- The 2003 International Conference on Computational Science
- Future Generation Computer Systems
- Fifth International Conference on Numerical Methods and Applications
- 16th Annual ACM International Conference on Supercomputing
- Journal of Computational and Applied Mathematics
- Parallel Processing Letters
- The 2002 International Conference on Computational Science
- IEEE Transactions on Neural Networks
- Third IMACS Seminar on Monte Carlo Methods
- Third International Conference on Large-Scale Scientific Computations
- Fourth International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing
- Operations Research
- Parallel Algorithms and Applications
- IEEE Transactions on Computers
- SC '99
- Journal of Computational Neurosciences
- Parallel and Distributed Computing Practices
- The 12th Workshop on Parallel and Distributed Simulation
- ACM Transactions on Modeling and Computer Simulation
- Journal of the ACM
- Journal of Computational Physics
- Journal of Statistical Computation and Simulation
- ACM Transactions on Mathematical Software
- Supercomputing '95
- IEEE Computational Science and Engineering
- SIAM Journal on Applied Mathematics
- SIAM Journal on Scientific and Statistical Computing
- SIAM Journal on Scientific Computing
- The Journal of Supercomputing
- The International Journal of High Speed Computing
- Connection Science
- Biological Cybernetics
- Annals of Biomedical Engineering
- The 8th International Parallel Processing Symposium
- The International Parallel Processing Symposium '95
- Computers and Mathematics with Applications