Michael Mascagni

82 papers A 2B 2Misc 9Journal 50Unranked 17
YearRankTypeTitle / Venue / Authors
2025 J jnl
Moving permuted congruential generators beyond linear congruential generators.
Monte Carlo Methods Appl.
Christopher Draper, Michael Mascagni
2025 J jnl
WoSNN: Stochastic Solver for PDEs with Machine Learning.
CoRR
Silei Song, Arash Fahim, Michael Mascagni
2023 J jnl
A Metropolis random walk algorithm to estimate a lower bound of the star discrepancy.
Monte Carlo Methods Appl.
Maryam Alsolami, Michael Mascagni
2023 J jnl
Pass-efficient randomized LU algorithms for computing low-rank matrix approximation.
Monte Carlo Methods Appl.
Bolong Zhang, Michael Mascagni
2022 J jnl
A random walk algorithm to estimate a lower bound of the star discrepancy.
Monte Carlo Methods Appl.
Maryam Alsolami, Michael Mascagni
2022 J jnl
Scrambling additive lagged-Fibonacci generators.
Monte Carlo Methods Appl.
Haifa Aldossari, Michael Mascagni
2020 J jnl
CRE2019 Special Issue Introduction IJHPCA.
Int. J. High Perform. Comput. Appl.
Walid Keyrouz, Michael Mascagni
2020 J jnl
Examining sharp restart in a Monte Carlo method for the linearized Poisson-Boltzmann equation.
Monte Carlo Methods Appl.
W. John Thrasher, Michael Mascagni
2020 J jnl
Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification.
Monte Carlo Methods Appl.
Hao Ji, Michael Mascagni, Yaohang Li
2020 J jnl
Non-replicability circumstances in a neural network model with Hodgkin-Huxley-type neurons.
J. Comput. Neurosci.
Wilfredo Blanco, Paulo H. Lopes, Anderson Abner de S. Souza, Michael Mascagni
2020 J jnl
Pass-Efficient Randomized LU Algorithms for Computing Low-Rank Matrix Approximation.
CoRR
Bolong Zhang, Michael Mascagni
2019 J jnl
A computational investigation of the optimal Halton sequence in QMC applications.
Monte Carlo Methods Appl.
Manal Sarhan Bayousef, Michael Mascagni
2019 J jnl
CRE2017 Special Issue Introduction
Int. J. High Perform. Comput. Appl.
Michael Mascagni
2019 J jnl
Geometry entrapment in Walk-on-Subdomains.
Monte Carlo Methods Appl.
Preston Hamlin, W. John Thrasher, Walid Keyrouz, Michael Mascagni
2019 J jnl
Revisiting Kac's method: A Monte Carlo algorithm for solving the Telegrapher's equations.
Math. Comput. Simul.
Bolong Zhang, Wenjian Yu, Michael Mascagni
2019 J jnl
SpaRC: scalable sequence clustering using Apache Spark.
Bioinform.
Lizhen Shi, Xiandong Meng, Elizabeth Tseng, Michael Mascagni, Zhong Wang
2019 — conf
Three Numerical Reproducibility Issues That Can Be Explained as Round-Off Error.
ISC Workshops
Michael Mascagni
2017 J jnl
Feistel-inspired scrambling improves the quality of linear congruential generators.
Monte Carlo Methods Appl.
Asia Aljahdali, Michael Mascagni
2017 J jnl
Gaussian Variant of Freivalds' Algorithm for Efficient and Reliable Matrix Product Verification.
CoRR
Hao Ji, Michael Mascagni, Yaohang Li
2017 J jnl
The Impact of Soft Error Event Topography on the Reliability of Computer Memories.
IEEE Trans. Reliab.
Christopher Ogden, Michael Mascagni
2017 — conf
Validating the Correctness of Outsourced Computational Tasks Using Pseudorandom Number Generators.
DASC/PiCom/DataCom/CyberSciTech
Yaohang Li, Ravi Mukkamala, Michael Mascagni
2016 — conf
A Parallel Random Walk Solver for the Capacitance Calculation Problem in Touchscreen Design.
ACM Great Lakes Symposium on VLSI
Zhezhao Xu, Wenjian Yu, Chao Zhang, Bolong Zhang, Meijuan Lu, Michael Mascagni
2016 Misc conf
Acceleration and Parallelization of ZENO/Walk-on-Spheres.
ICCS
Derek Juba, Walid Keyrouz, Michael Mascagni, Mary Brady
2015 J jnl
Memory efficient lagged-Fibonacci random number generators for GPU supercomputing.
Monte Carlo Methods Appl.
Timothy D. Andersen, Michael Mascagni
2014 J jnl
High performance computing in quantitative finance: A review from the pseudo-random number generator perspective.
Monte Carlo Methods Appl.
Michael Mascagni, Yue Qiu, Lin-Yee Hin
2013 J jnl
Convergence Analysis of Markov Chain Monte Carlo Linear Solvers Using Ulam-von Neumann Algorithm.
SIAM J. Numer. Anal.
Hao Ji, Michael Mascagni, Yaohang Li
2013 J jnl
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model.
Monte Carlo Methods Appl.
Michael Mascagni, Lin-Yee Hin
2012 J jnl
Parallel random number generators in Monte Carlo derivative pricing: An application-based test.
Monte Carlo Methods Appl.
Michael Mascagni, Lin-Yee Hin
2010 J jnl
Monte Carlo methods for computing the capacitance of the unit cube.
Math. Comput. Simul.
Chi-Ok Hwang, Michael Mascagni, Taeyoung Won
2010 J jnl
Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation.
Math. Comput. Simul.
Abdujabor Rasulov, Gulnora Raimova, Michael Mascagni
2009 J jnl
A decentralized parallel implementation for parallel tempering algorithm.
Parallel Comput.
Yaohang Li, Michael Mascagni, Andrey Gorin
2009 J jnl
Scrambled Soboĺ sequences via permutation.
Monte Carlo Methods Appl.
Michael Mascagni, Haohai Yu
2008 A conf
Random Number Generation for serial, parallel, distributed, and Grid-based financial computations.
IPDPS
Michael Mascagni
2007 — conf
Decentralized Replica Exchange Parallel Tempering: An Efficient Implementation of Parallel Tempering Using MPI and SPRNG.
ICCSA (3)
Yaohang Li, Michael Mascagni, Andrey Gorin
2007 Misc conf
Efficient Generation of Parallel Quasirandom Faure Sequences Via Scrambling.
International Conference on Computational Science (1)
Hongmei Chi, Michael Mascagni
2005 Misc conf
An Efficient Monte Carlo Approach for Solving Linear Problems in Biomolecular Electrostatics.
International Conference on Computational Science (3)
Charles Fleming, Michael Mascagni, Nikolai A. Simonov
2005 J jnl
Grid-based Quasi-Monte Carlo Applications.
Monte Carlo Methods Appl.
Yaohang Li, Michael Mascagni
2005 Misc conf
On the Scrambled Sobol Sequence.
International Conference on Computational Science (3)
Hongmei Chi, Peter Beerli, Deidre W. Evans, Michael Mascagni
2005 J jnl
On the optimal Halton sequence.
Math. Comput. Simul.
Hongmei Chi, Michael Mascagni, T. Warnock
2004 J jnl
A Grid Workflow-based Monte Carlo Simultation Environment.
Neural Parallel Sci. Comput.
Yaohang Li, Michael Mascagni, Robert A. van Engelen, Qin Cai
2004 J jnl
Monte Carlo Methods for Calculating Some Physical Properties of Large Molecules.
SIAM J. Sci. Comput.
Michael Mascagni, Nikolai A. Simonov
2004 J jnl
On the Scrambled Halton Sequence.
Monte Carlo Methods Appl.
Michael Mascagni, Hongmei Chi
2004 J jnl
Parallel Quasirandom Walks on the Boundary.
Monte Carlo Methods Appl.
Aneta Karaivanova, Michael Mascagni, Nikolai A. Simonov
2004 J jnl
Parallel linear congruential generators with Sophie-Germain moduli.
Parallel Comput.
Michael Mascagni, Hongmei Chi
2004 J jnl
Parameterizing parallel multiplicative lagged-Fibonacci generators.
Parallel Comput.
Michael Mascagni, Ashok Srinivasan
2004 J jnl
Quasirandom Sequences in Branching Random Walks.
Monte Carlo Methods Appl.
Abdujabor Rasulov, Aneta Karaivanova, Michael Mascagni
2004 J jnl
Random Walk Algorithms for Estimating Effective Properties of Digitized Porous Media.
Monte Carlo Methods Appl.
Nikolai A. Simonov, Michael Mascagni
2003 J jnl
A Feynman-Kac path-integral implementation for Poisson's equation using an h-conditioned Green's function.
Math. Comput. Simul.
Chi-Ok Hwang, Michael Mascagni, James A. Given
2003 J jnl
Analysis and comparison of Green's function first-passage algorithms with "Walk on Spheres" algorithms.
Math. Comput. Simul.
Chi-Ok Hwang, Michael Mascagni
2003 J jnl
Analysis of Large-Scale Grid-Based Monte Carlo Applications.
Int. J. High Perform. Comput. Appl.
Yaohang Li, Michael Mascagni
2003 — conf
Computational Infrastructure for Parallel, Distributed, and Grid-Based Monte Carlo Computations.
LSSC
Michael Mascagni, Yaohang Li
2003 Misc conf
GCIMCA: A Globus and SPRNG Implementation of a Grid-Computing Infrastructure for Monte Carlo Applications.
PDPTA
Yaohang Li, Michael Mascagni, Robert van Engelen
2003 B conf
Grid-based Nonequilibrium Multiple-Time Scale Molecular Dynamics/Brownian Dynamics Simulations of Ligand-Receptor Interactions in Structured Protein Systems.
CCGRID
Yaohang Li, Michael Mascagni, Michael H. Peter
2003 B conf
Improving Performance via Computational Replication on a Large-Scale Computational Grid.
CCGRID
Yaohang Li, Michael Mascagni
2003 Misc conf
Monte Carlo Method for Calculating the Electrostatic Energy of a Molecule.
International Conference on Computational Science
Michael Mascagni, Nikolai A. Simonov
2003 — conf
Solving BVPs Using Quasirandom Walks on the Boundary.
LSSC
Aneta Karaivanova, Michael Mascagni, Nikolai A. Simonov
2003 J jnl
Testing parallel random number generators.
Parallel Comput.
Ashok Srinivasan, Michael Mascagni, David Ceperley
2003 J jnl
epsilon-Shell error analysis for "Walk On Spheres" algorithms.
Math. Comput. Simul.
Michael Mascagni, Chi-Ok Hwang
2002 — conf
A Monte Carlo Approach for Finding More than One Eigenpair.
Numerical Methods and Application
Michael Mascagni, Aneta Karaivanova
2002 Misc conf
A Parallel Quasi-Monte Carlo Method for Solving Systems of Linear Equations.
International Conference on Computational Science (2)
Michael Mascagni, Aneta Karaivanova
2002 — conf
Grid-Based Monte Carlo Application.
GRID
Yaohang Li, Michael Mascagni
2002 Misc conf
Monte Carlo Techniques for Estimating the Fiedler Vector in Graph Applications.
International Conference on Computational Science (2)
Ashok Srinivasan, Michael Mascagni
2001 Misc conf
A Feynman-Kac Path-Integral Implementation for Poisson's Equation.
International Conference on Computational Science (1)
Chi-Ok Hwang, Michael Mascagni
2001 J jnl
A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems.
Monte Carlo Methods Appl.
Michael Mascagni, Aneta Karaivanova, Yaohang Li
2001 — conf
Continuous Path Brownian Trajectories for Diffusion Monte Carlo via First- and Last-Passage Distributions.
LSSC
James A. Given, Michael Mascagni, Chi-Ok Hwang
2001 J jnl
Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic Permeability.
Monte Carlo Methods Appl.
Chi-Ok Hwang, Michael Mascagni, James A. Given
2000 J jnl
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation.
ACM Trans. Math. Softw.
Michael Mascagni, Ashok Srinivasan
2000 J jnl
Corrigendum: Algorithm 806: SPRNG: a scalable library for pseudorandom number generation.
ACM Trans. Math. Softw.
Michael Mascagni, Ashok Srinivasan
2000 — conf
Matrix Computations Using Quasirandom Sequences.
NAA
Michael Mascagni, Aneta Karaivanova
2000 — conf
The Cycle Server: A Web Platform for Running Parallel Monte Carlo Applications on a Heterogeneous Condor Pool of Workstations.
ICPP Workshops
Mike Zhou, Michael Mascagni
1999 — conf
Classical Monte Carlo with a Fast High-Quality Pseudo Random Number Library in Java.
PP
Muhammad Z. Hydari, David Ceperley, Ashok Srinivasan, Michael Mascagni
1999 — conf
SPRNG: A Scalable Library for Pseudorandom Number Generation.
PP
Michael Mascagni
1998 J jnl
Parallel Linear Congruential Generators with Prime Moduli.
Parallel Comput.
Michael Mascagni
1996 — ch.
Parallel Weiner Integral Methods for Elliptic BVPs: A Tale of Two Architectures.
Applications on Advanced Architecture Computers
Michael Mascagni
1995 — conf
An Analysis of the Parallel Computation of Arbitrarily Branched Cable Neuron Models.
PP
Josep Lluís Larriba-Pey, Michael Mascagni, Angel Jorba, Juan J. Navarro
1995 — ed.
Proceedings of the Seventh SIAM Conference on Parallel Processing for Scientific Computing, PP 1995, San Francisco, California, USA, February 15-17, 1995
PP
David H. Bailey, Petter E. Bjørstad, John R. Gilbert, Michael Mascagni, Robert S. Schreiber, Horst D. Simon, Virginia Torczon, Layne T. Watson
1995 — conf
Techniques for Testing the Quality of Parallel Pseudorandom Number Generators.
PP
Steven A. Cuccaro, Michael Mascagni, Daniel V. Pryor
1994 J jnl
A Gradient Random Walk Method for Two-Dimensional Reaction-Diffusion Equations.
SIAM J. Sci. Comput.
Arthur Sherman, Michael Mascagni
1994 A conf
Implementation of a portable and reproducible parallel pseudorandom number generator.
SC
Daniel V. Pryor, Steven A. Cuccaro, Michael Mascagni, M. L. Robinson
1993 — conf
Recent Developments in Parallel Pseudorandom Number Generation.
PPSC
Michael Mascagni, Steven A. Cuccaro, Daniel V. Pryor, M. L. Robinson
1985 J jnl
Arithmetically improved algorithmic performance.
Computing
Michael Mascagni, Willard L. Miranker
1985 — conf
Case Studies for Augmented Floating-Point.
Accurate Scientific Computations
Willard L. Miranker, Michael Mascagni, Siegfried M. Rump