Faculty Profile

Photograph of Russel E. Caflisch

Russel E. Caflisch

Director, Courant Institute
Professor of Mathematics
Warren Weaver Hall, Office 1303


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.

Research Interests

Applied math, PDEs, fluid dynamics, plasma physics, materials science, Monte Carlo methods, and computational finance.

Selected Publications

R.E. Caflisch, "Monte Carlo and Quasi-Monte Carlo Methods", Acta Num. (1998), 1-49.
S. Chen, M. Kang, B. Merriman, R.E. Caflisch, C. Ratsch, R. Fedkiw, M.F. Gyure, and S. Osher, "Level Set Method for Thin Film Epitaxial Growth", J. Computational Physics, 167 (2001) 475-500.
Yang Wang and R.E. Caflisch, "Pricing and hedging American-style options: a simple simulation-based approach" J. Computational Finance, 13 (2010) 95-125.
V. Ozolins, Rongjie Lai, R.E. Caflisch and S.J. Osher "Compressed Modes for Variational Problems in Mathematics and Physics" Proc. NAS 110 (2013) 18368 - 18373
R. E. Caflisch, M. C. Lombardo, and M. Sammartino. "Vortex layers of small thickness." Comm. Pure Appl. Math. 73 (2020) 2104 - 2179.