I did some basic tests with F # and Mono 2.0, and everything worked fine. I know that others have done a much deeper test, and I came across a few errors, but mostly report positive experiences (plus the mono and F # commands respond quite well to error messages).
I have not tested MPI.NET at all, but they say that it works under mono: http://www.osl.iu.edu/research/mpi.net/faq/?category=general
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