[LA-SiGMA] Reminder - LASiGMA Seminar Today - Dr. Michael Mascagni, 3:30pm

[shelley lee]

Dear All,

As a reminder, Dr. Michael Mascagni of Florida State University will be
giving a talk today at 3:30pm, at Louisiana State University's Digital Media
Center, 1008B. The title of his talk is "Monte Carlo Methods and Partial
Differential Equations: Algorithms and Implications for High-Performance
Computing."

Abstract:
This talk gives a brief overview of the history of the Monte Carlo method
for the numerical solution of partial differential equations (PDEs) focusing
on the Feynman-Kac formula for the probabilistic representation of the
solution of the PDEs.  We then take the example of solving the linearized
Poisson-Boltzmann equation to compare and contrast standard deterministic
numerical approaches with the Monte Carlo method.  Monte Carlo methods have
always been popular due to the ease of finding computational work that can
be done in parallel.  We look at how to extract parallelism from Monte Carlo
methods, and some newer ideas based on Monte Carlo domain decomposition that
extract even more parallelism.  In light of this, we look at the
implications of using Monte Carlo to on high-performance architectures and
algorithmic resilience.

Biography:
Michael Mascagni studied Neurobiology at the Rockefeller University, and he
also took graduate classes uptown, at Columbia University, and downtown, at
the Courant Institute of Mathematical Sciences of New York University.
Eventually, he obtained his M.S. and Ph.D. in Mathematics from Courant.  

Upon graduation, he obtained a post-doctoral research position in the
Mathematical Research Branch of an institute of the National Institutes of
Health, in Bethesda, MD and they moved to Washington, DC.  It was during
this period his research moved away from modeling the nervous system to
studying the high-performance computing implications of the algorithms he
developed and used.  He was one of the first to use random number-based
algorithms on the massively parallel Connection Machine at the Naval
Research Lab in D.C.  In fact, after two years at NIH he moved to the
Institute for Defense Analyses' Supercomputing Research Center in Bowie, MD.
This organization works for the National Security Agency, and it was there
that his interests in parallel computing, random number generation, number
theory, and discrete mathematics were nurtured

Eventually, he join a Computer Science department and he moved to Florida
State University as an Associate Professor of Computer Science, he has since
been promoted to Full Professor.  While at FSU he also has appointments as
Professor of Mathematics, Professor of Scientific Computing, and a faculty
member of the Graduate Program in Molecular Biophysics.
His areas of research are parallel and distributed computing, Grid
computing, Cloud computing, random number generation, Monte Carlo methods,
computational number theory and discrete algorithms, and applications to
materials science, biochemistry, electrostatics, and finance.

Note, this seminar will ONLY be available via abobe connect. To access the
talk, please click on the link below http://connect.lsu.edu/la-sigma/ 

Regards,

Shelley Lee
Project Coordinator
225-578-0465




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