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You can install openmpi using your system's package manager, and run

sage -pip install mpi4py

to install mpi4py. Then you can run a Python script, say mpi_1.py, by

mpirun -np 4 ./sage -python mpi_1.py

(assuming the sage binary is in the current directory).

Note that in order to use Sage stuff in a Python script, one should import sage.all first.