Concepedia

Russel E. Caflisch

RE

88

Publications

9.2K

Citations

41

H-Index

1979

Active since

Affiliations

University of California, Los Angeles(Current)

Courant Institute of Mathematical Sciences

New York University

Stanford University

Lawrence Livermore National Laboratory

Russel E. Caflisch is an author at University of California, Los Angeles specializing in engineering, physics, and numerical simulation.

Top concepts

EngineeringPhysicsNumerical AnalysisNumerical SimulationFluid DynamicsMultiscale ModelingNatural SciencesApplied PhysicsComputational MechanicsHydrodynamics

Publications per year

1979–2021

88

Publications

88

Monte Carlo and quasi-Monte Carlo methods

Russel E. Caflisch · Acta Numerica · 1998 · 1.7K citations

Numerical Analysis, Engineering, Monte Carlo +12

Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension

Russel E. Caflisch, William J. Morokoff, Art B. Owen · The Journal of Computational Finance · 1997 · 512 citations

Standard Monte Carlo, Effective Dimension, Real Estate Finance +17

Quasi-Monte Carlo Integration

William J. Morokoff, Russel E. Caflisch · Journal of Computational Physics · 1995 · 475 citations

Quasi-monte Carlo Integration, Engineering, Monte Carlo +5

Zero Viscosity Limit for Analytic Solutions, of the Navier-Stokes Equation on a Half-Space.¶I. Existence for Euler and Prandtl Equations

M. Sammartino, Russel E. Caflisch · Communications in Mathematical Physics · 1998 · 400 citations

Elliptic Equation, Engineering, Navier-stokes Equation +5

Quasi-Random Sequences and Their Discrepancies

William J. Morokoff, Russel E. Caflisch · SIAM Journal on Scientific Computing · 1994 · 371 citations

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