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In this paper, we investigate three fundamental problems in the Massively Parallel Computation (MPC) model: (i) grid graph connectivity, (ii) approximate Euclidean Minimum Spanning Tree (EMST), and (iii) approximate DBSCAN. Our first result is a O(1)-round Las Vegas (i.e., succeeding with high probability) MPC algorithm for computing the connected components on a d-dimensional c-penetration grid graph ((d,c)-grid graph), where both d and c are positive integer constants. In such a grid graph, each vertex is a point with integer coordinates in ℕ^d, and an edge can only exist between two distinct vertices with 𝓁_∞-norm at most c. To our knowledge, the current best existing result for computing the connected components (CC’s) on (d,c)-grid graphs in the MPC model is to run the state-of-the-art MPC CC algorithms that are designed for general graphs: they achieve O(log log n + log D) [Behnezhad et al., 2019] and O(log log n + log 1/(λ)) [Sepehr Assadi et al., 2019] rounds, respectively, where D is the diameter and λ is the spectral gap of the graph. With our grid graph connectivity technique, our second main result is a O(1)-round Las Vegas MPC algorithm for computing approximate Euclidean MST. The existing state-of-the-art result on this problem is the O(1)-round MPC algorithm proposed by Andoni et al. [Alexandr Andoni et al., 2014], which only guarantees an approximation on the overall weight in expectation. In contrast, our algorithm not only guarantees a deterministic overall weight approximation, but also achieves a deterministic edge-wise weight approximation. The latter property is crucial to many applications, such as finding the Bichromatic Closest Pair and Single-Linkage Clustering. Last, but not least, our third main result is a O(1)-round Las Vegas MPC algorithm for computing an approximate DBSCAN clustering in O(1)-dimensional Euclidean space.