Michael Mascagni

Publication Activity (10 Years)

Years Active: 1985-2023
Publications (10 Years): 21

Top Topics

Memory Efficient

Top Venues

Monte Carlo Methods Appl.

Int. J. High Perform. Comput. Appl.

Publications

Maryam Alsolami, Michael Mascagni
A Metropolis random walk algorithm to estimate a lower bound of the star discrepancy. Monte Carlo Methods Appl. 29 (2) (2023)
Bolong Zhang, Michael Mascagni
Pass-efficient randomized LU algorithms for computing low-rank matrix approximation. Monte Carlo Methods Appl. 29 (3) (2023)
Maryam Alsolami, Michael Mascagni
A random walk algorithm to estimate a lower bound of the star discrepancy. Monte Carlo Methods Appl. 28 (4) (2022)
Haifa Aldossari, Michael Mascagni
Scrambling additive lagged-Fibonacci generators. Monte Carlo Methods Appl. 28 (3) (2022)
Bolong Zhang, Michael Mascagni
Pass-Efficient Randomized LU Algorithms for Computing Low-Rank Matrix Approximation. CoRR (2020)
Hao Ji, Michael Mascagni, Yaohang Li
Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification. Monte Carlo Methods Appl. 26 (4) (2020)
W. John Thrasher, Michael Mascagni
Examining sharp restart in a Monte Carlo method for the linearized Poisson-Boltzmann equation. Monte Carlo Methods Appl. 26 (3) (2020)
Walid Keyrouz, Michael Mascagni
CRE2019 Special Issue Introduction IJHPCA. Int. J. High Perform. Comput. Appl. 34 (5) (2020)
Wilfredo Blanco, Paulo H. Lopes, Anderson Abner de S. Souza, Michael Mascagni
Non-replicability circumstances in a neural network model with Hodgkin-Huxley-type neurons. J. Comput. Neurosci. 48 (3) (2020)
Bolong Zhang, Wenjian Yu, Michael Mascagni
Revisiting Kac's method: A Monte Carlo algorithm for solving the Telegrapher's equations. Math. Comput. Simul. 156 (2019)
Michael Mascagni
. Int. J. High Perform. Comput. Appl. 33 (5) (2019)
Lizhen Shi, Xiandong Meng, Elizabeth Tseng, Michael Mascagni, Zhong Wang
SpaRC: scalable sequence clustering using Apache Spark. Bioinform. 35 (5) (2019)
Manal Bayousef, Michael Mascagni
A computational investigation of the optimal Halton sequence in QMC applications. Monte Carlo Methods Appl. 25 (3) (2019)
Michael Mascagni
Three Numerical Reproducibility Issues That Can Be Explained as Round-Off Error. ISC Workshops (2019)
Preston Hamlin, W. John Thrasher, Walid Keyrouz, Michael Mascagni
Geometry entrapment in Walk-on-Subdomains. Monte Carlo Methods Appl. 25 (4) (2019)
Hao Ji, Michael Mascagni, Yaohang Li
Gaussian Variant of Freivalds' Algorithm for Efficient and Reliable Matrix Product Verification. CoRR (2017)
Asia Aljahdali, Michael Mascagni
Feistel-inspired scrambling improves the quality of linear congruential generators. Monte Carlo Methods Appl. 23 (2) (2017)
Yaohang Li, Ravi Mukkamala, Michael Mascagni
Validating the Correctness of Outsourced Computational Tasks Using Pseudorandom Number Generators. DASC/PiCom/DataCom/CyberSciTech (2017)
Christopher Ogden, Michael Mascagni
The Impact of Soft Error Event Topography on the Reliability of Computer Memories. IEEE Trans. Reliab. 66 (4) (2017)
Derek Juba, Walid Keyrouz, Michael Mascagni, Mary Brady
Acceleration and Parallelization of ZENO/Walk-on-Spheres. ICCS (2016)
Zhezhao Xu, Wenjian Yu, Chao Zhang, Bolong Zhang, Meijuan Lu, Michael Mascagni
A Parallel Random Walk Solver for the Capacitance Calculation Problem in Touchscreen Design. ACM Great Lakes Symposium on VLSI (2016)
Timothy D. Andersen, Michael Mascagni
Memory efficient lagged-Fibonacci random number generators for GPU supercomputing. Monte Carlo Methods Appl. 21 (2) (2015)
Michael Mascagni, Yue Qiu, Lin-Yee Hin
High performance computing in quantitative finance: A review from the pseudo-random number generator perspective. Monte Carlo Methods Appl. 20 (2) (2014)
Hao Ji, Michael Mascagni, Yaohang Li
Convergence Analysis of Markov Chain Monte Carlo Linear Solvers Using Ulam-von Neumann Algorithm. SIAM J. Numer. Anal. 51 (4) (2013)
Michael Mascagni, Lin-Yee Hin
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model. Monte Carlo Methods Appl. 19 (2) (2013)
Michael Mascagni, Lin-Yee Hin
Parallel random number generators in Monte Carlo derivative pricing: An application-based test. Monte Carlo Methods Appl. 18 (2) (2012)
Abdujabor Rasulov, Gulnora Raimova, Michael Mascagni
Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation. Math. Comput. Simul. 80 (6) (2010)
Chi-Ok Hwang, Michael Mascagni, Taeyoung Won
Monte Carlo methods for computing the capacitance of the unit cube. Math. Comput. Simul. 80 (6) (2010)
Michael Mascagni, Haohai Yu
Scrambled Soboĺ sequences via permutation. Monte Carlo Methods Appl. 15 (4) (2009)
Yaohang Li, Michael Mascagni, Andrey Gorin
A decentralized parallel implementation for parallel tempering algorithm. Parallel Comput. 35 (5) (2009)
Michael Mascagni
Random Number Generation for serial, parallel, distributed, and Grid-based financial computations. IPDPS (2008)
Hongmei Chi, Michael Mascagni
Efficient Generation of Parallel Quasirandom Faure Sequences Via Scrambling. International Conference on Computational Science (1) (2007)
Yaohang Li, Michael Mascagni, Andrey Gorin
Decentralized Replica Exchange Parallel Tempering: An Efficient Implementation of Parallel Tempering Using MPI and SPRNG. ICCSA (3) (2007)
Yaohang Li, Michael Mascagni
Grid-based Quasi-Monte Carlo Applications. Monte Carlo Methods Appl. 11 (1) (2005)
Charles Fleming, Michael Mascagni, Nikolai A. Simonov
An Efficient Monte Carlo Approach for Solving Linear Problems in Biomolecular Electrostatics. International Conference on Computational Science (3) (2005)
Hongmei Chi, Michael Mascagni, T. Warnock
On the optimal Halton sequence. Math. Comput. Simul. 70 (1) (2005)
Hongmei Chi, Peter Beerli, Deidre W. Evans, Michael Mascagni
On the Scrambled Sobol Sequence. International Conference on Computational Science (3) (2005)
Aneta Karaivanova, Michael Mascagni, Nikolai A. Simonov
Parallel Quasirandom Walks on the Boundary. Monte Carlo Methods Appl. 10 (3-4) (2004)
Michael Mascagni, Ashok Srinivasan
Parameterizing parallel multiplicative lagged-Fibonacci generators. Parallel Comput. 30 (5-6) (2004)
Nikolai A. Simonov, Michael Mascagni
Random Walk Algorithms for Estimating Effective Properties of Digitized Porous Media. Monte Carlo Methods Appl. 10 (3-4) (2004)
Michael Mascagni, Hongmei Chi
Parallel linear congruential generators with Sophie-Germain moduli. Parallel Comput. 30 (11) (2004)
Michael Mascagni, Hongmei Chi
On the Scrambled Halton Sequence. Monte Carlo Methods Appl. 10 (3-4) (2004)
Abdujabor Rasulov, Aneta Karaivanova, Michael Mascagni
Quasirandom Sequences in Branching Random Walks. Monte Carlo Methods Appl. 10 (3-4) (2004)
Michael Mascagni, Nikolai A. Simonov
Monte Carlo Methods for Calculating Some Physical Properties of Large Molecules. SIAM J. Sci. Comput. 26 (1) (2004)
Yaohang Li, Michael Mascagni, Robert A. van Engelen, Qin Cai
A Grid Workflow-based Monte Carlo Simultation Environment. Neural Parallel Sci. Comput. 12 (3) (2004)
Yaohang Li, Michael Mascagni, Michael H. Peter
Grid-based Nonequilibrium Multiple-Time Scale Molecular Dynamics/Brownian Dynamics Simulations of Ligand-Receptor Interactions in Structured Protein Systems. CCGRID (2003)
Ashok Srinivasan, Michael Mascagni, David Ceperley
Testing parallel random number generators. Parallel Comput. 29 (1) (2003)
Yaohang Li, Michael Mascagni
Improving Performance via Computational Replication on a Large-Scale Computational Grid. CCGRID (2003)
Michael Mascagni, Chi-Ok Hwang
epsilon-Shell error analysis for "Walk On Spheres" algorithms. Math. Comput. Simul. 63 (2) (2003)
Chi-Ok Hwang, Michael Mascagni
Analysis and comparison of Green's function first-passage algorithms with "Walk on Spheres" algorithms. Math. Comput. Simul. 63 (6) (2003)
Aneta Karaivanova, Michael Mascagni, Nikolai A. Simonov
Solving BVPs Using Quasirandom Walks on the Boundary. LSSC (2003)
Yaohang Li, Michael Mascagni
Analysis of Large-Scale Grid-Based Monte Carlo Applications. Int. J. High Perform. Comput. Appl. 17 (4) (2003)
Yaohang Li, Michael Mascagni, Robert van Engelen
GCIMCA: A Globus and SPRNG Implementation of a Grid-Computing Infrastructure for Monte Carlo Applications. PDPTA (2003)
Chi-Ok Hwang, Michael Mascagni, James A. Given
A Feynman-Kac path-integral implementation for Poisson's equation using an h-conditioned Green's function. Math. Comput. Simul. 62 (3-6) (2003)
Michael Mascagni, Yaohang Li
Computational Infrastructure for Parallel, Distributed, and Grid-Based Monte Carlo Computations. LSSC (2003)
Michael Mascagni, Nikolai A. Simonov
Monte Carlo Method for Calculating the Electrostatic Energy of a Molecule. International Conference on Computational Science (2003)
Michael Mascagni, Aneta Karaivanova
A Parallel Quasi-Monte Carlo Method for Solving Systems of Linear Equations. International Conference on Computational Science (2) (2002)
Yaohang Li, Michael Mascagni
Grid-Based Monte Carlo Application. GRID (2002)
Michael Mascagni, Aneta Karaivanova
A Monte Carlo Approach for Finding More than One Eigenpair. Numerical Methods and Application (2002)
Ashok Srinivasan, Michael Mascagni
Monte Carlo Techniques for Estimating the Fiedler Vector in Graph Applications. International Conference on Computational Science (2) (2002)
Chi-Ok Hwang, Michael Mascagni
A Feynman-Kac Path-Integral Implementation for Poisson's Equation. International Conference on Computational Science (1) (2001)
Chi-Ok Hwang, Michael Mascagni, James A. Given
Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic Permeability. Monte Carlo Methods Appl. 7 (3-4) (2001)
Michael Mascagni, Aneta Karaivanova, Yaohang Li
A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems. Monte Carlo Methods Appl. 7 (3-4) (2001)
James A. Given, Michael Mascagni, Chi-Ok Hwang
Continuous Path Brownian Trajectories for Diffusion Monte Carlo via First- and Last-Passage Distributions. LSSC (2001)
Michael Mascagni, Aneta Karaivanova
Matrix Computations Using Quasirandom Sequences. NAA (2000)
Michael Mascagni, Ashok Srinivasan
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation. ACM Trans. Math. Softw. 26 (3) (2000)
Mike Zhou, Michael Mascagni
The Cycle Server: A Web Platform for Running Parallel Monte Carlo Applications on a Heterogeneous Condor Pool of Workstations. ICPP Workshops (2000)
Michael Mascagni, Ashok Srinivasan
Corrigendum: Algorithm 806: SPRNG: a scalable library for pseudorandom number generation. ACM Trans. Math. Softw. 26 (4) (2000)
Michael Mascagni
SPRNG: A Scalable Library for Pseudorandom Number Generation. PPSC (1999)
Muhammad Z. Hydari, David Ceperley, Ashok Srinivasan, Michael Mascagni
Classical Monte Carlo with a Fast High-Quality Pseudo Random Number Library in Java. PPSC (1999)
Michael Mascagni
Parallel Linear Congruential Generators with Prime Moduli. Parallel Comput. 24 (5-6) (1998)
Steven A. Cuccaro, Michael Mascagni, Daniel V. Pryor
Techniques for Testing the Quality of Parallel Pseudorandom Number Generators. PPSC (1995)
Josep Lluís Larriba-Pey, Michael Mascagni, Angel Jorba, Juan J. Navarro
An Analysis of the Parallel Computation of Arbitrarily Branched Cable Neuron Models. PPSC (1995)
Arthur Sherman, Michael Mascagni
A Gradient Random Walk Method for Two-Dimensional Reaction-Diffusion Equations. SIAM J. Sci. Comput. 15 (6) (1994)
Daniel V. Pryor, Steven A. Cuccaro, Michael Mascagni, M. L. Robinson
Implementation of a portable and reproducible parallel pseudorandom number generator. SC (1994)
Michael Mascagni, Steven A. Cuccaro, Daniel V. Pryor, M. L. Robinson
Recent Developments in Parallel Pseudorandom Number Generation. PPSC (1993)
Willard L. Miranker, Michael Mascagni, Siegfried M. Rump
Case Studies for Augmented Floating-Point. Accurate Scientific Computations (1985)
Michael Mascagni, Willard L. Miranker
Arithmetically improved algorithmic performance. Computing 35 (2) (1985)