Russel Caflisch

Russel E. Caflisch is the Silver Professor of Mathematics at New York University, affiliated with the Department of Mathematics. His research interests include applied mathematics, partial differential equations, fluid dynamics, plasma physics, materials science, Monte Carlo methods, and computational finance. He holds a Ph.D. and M.S. in Mathematics from the Courant Institute of Mathematical Sciences, NYU, and a B.S. in Mathematics from Michigan State University. His work includes contributions to Monte Carlo methods, level set methods, and computational finance, with publications in journals such as Acta Numerica, Journal of Computational Physics, and Journal of Computational Finance.

Russel Caflisch is a Professor of Mathematics and Director of the Courant Institute at NYU, with expertise in applied mathematics, fluid dynamics, plasma physics, epitaxial growth, Monte Carlo methods, and computational finance. His research focuses on the mathematical analysis of complex physical systems, including the behavior of fluids and plasmas, the modeling of epitaxial growth processes, and the development of numerical methods for high-dimensional problems. He has contributed significantly to the study of stochastic integration, quasi-Monte Carlo methods, and the zero viscosity limit for Navier-Stokes equations. His work also addresses the challenges of computational finance, particularly in the valuation of mortgage-backed securities.