Russel E. Caflisch

About

Professor of Mathematics at NYU Courant. Research interests include applied mathematics, partial differential equations, fluid dynamics, plasma physics, materials science, Monte Carlo methods, and computational finance.

Education

• Ph.D., Mathematics, Courant Institute of Mathematical Sciences, NYU, June 1978
• M.S., Mathematics, Courant Institute of Mathematical Sciences, NYU, February 1977
• B.S., Mathematics, Michigan State University, June 1975

Selected publications

• Monte Carlo and Quasi-Monte Carlo Methods
• Level Set Method for Thin Film Epitaxial Growth
• Pricing and hedging American-style options: a simple simulation-based approach
• Compressed Modes for Variational Problems in Mathematics and Physics
• Vortex layers of small thickness