PDEs and Sparsity
- V. Ozolins, Rongjie Lai, R.E. Caflisch and S.J. Osher.
“Compressed plane waves - compactly supported multiresolution basis for the Laplace operator,”
Proc. NAS 111 (2014) 1691-1696.
- 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.
- H. Schaeffer, S.J. Osher, R.E. Caflisch and C. Hauck.
“Sparse Dynamics for Partial Differential
Equations,”
Proc. NAS 110 (2013) 6634-6639.
Plasma Physics
- M.S. Rosin, L.F. Ricketson, A.M. Dimits, R.E. Caflisch, B.I. Cohen.
“Multilevel Monte Carlo simulation of Coulomb Collisions,”
J. Comp. Phys. 274 (2014) 140–157.
- L.F. Ricketson, M.S. Rosin, R.E. Caflisch, and A.M. Dimits.
“An entropy based thermalization scheme for hybrid simulations of
Coulomb collisions,”
J. Computational Physics, 273 (2014) 77–99.
- A. M. Dimits, B. I. Cohen, R. E. Caflisch, M.S. Rosin and L.F. Ricketson.
“Higher-order Time Integration of Coulomb Collisions in a Plasma Using Langevin Equations,”
J. Computational Physics 242 (2013) 561–580.
- R.E. Caflisch and M.S. Rosin.
“Beyond the Child-Langmuir limit,”
Phys. Rev. E 85, 056408 (2012).
- G. Dimarco, R.E. Caflisch, and L. Pareschi. “Direct simulation Monte Carlo schemes for Coulomb interactions in plasmas,” Communications in Applied and Industrial Mathematics, 1 (2010) 72 - 91.
- B.I. Cohen, A.M. Dimits, A. Friedman, and R.E. Caflisch. “Time-Step Considerations in Particle Simulation Algorithms for Coulomb Collisions in Plasmas,” IEEE Transactions on Plasma Science, 38 (2010) 2394 - 2406.
- A.M. Dimits, C. Wang, R.E. Caflisch, B.I. Cohen, and Y. Huang. “Understanding the accuracy of Nanbu's numerical Coulomb collision operator,” Journal of Computational Physics, 228 (2009) 4881-4892.
- R.E. Caflisch, C. Wang, G. Dimarco, B. Cohen, and A. Dimits. “A Hybrid Method for Accelerated Simulation of Coulomb Collisions in a Plasma,” MMS, 7 (2008) 865-887.
- C. Wang, T. Lin, R.E. Caflisch, B. Cohen, and A. Dimits. “Particle simulation of Coulomb collisions: Comparing the methods of Takizuka & Abe and Nanbu,” J. Comp. Phys. 227 (2008) 4308-4329.
Epitaxial Growth and Structure
- P. N. Patrone, R. E. Caflisch and D. Margetis.
“Characterizing equilibrium in epitaxial growth,”
European Phys. Lett., 97 (2012) 48012.
- Yi Sun, R.E. Cafisch and Bjorn Engquist
. “A Multiscale Method for Epitaxial Growth,” Multiscale Model. Simul. 9 (2011) pp. 335-354.
- J.M. Reich, X.B. Niu, Y.J. Lee, R.E. Caflisch, and C. Ratsch. “Lateral alloy segregation in thin heteroepitaxial films,” Phys. Rev. B 79, 073405 (2009).
- R.E. Caflisch. “Growth and Pattern Formation for Thin Films,” Progress in Industrial Mathematics at ECMI 2006. eds. L.L. Bonilla, M. Moscoso, G. Platero and J.M. Vega. Springer, Berlin (2008), 66-72.
- R.E. Caflisch. “Growth, Structure and Pattern Formation for Thin Films,” Proc. Barrett Conference., U. Tenn., Journal of Scientific Computing 37 (2008) 3-17.
- X. Niu, Y.J. Lee, R.E. Caflisch, and C. Ratsch. “Optimal capping layer thickness for stacked quantum dots,” Physical Review Letters, 101, 086103 (2008).
- R.E. Caflisch and D. Margetis. “Anisotropic step stiffness from a kinetic model of epitaxial growth,” Multiscale Modeling & Sim. 7 (2008) 242-273.
- R.E. Caflisch and Y. Bae. “Strain in Layered Nanocrystals,” European J. Appl. Math., 18 (2007) 571-582.
- R.E. Caflisch. “Multiscale Modeling for Epitaxial Growth,” Proc. Intl. Congress Math., Vol. III, 2006, eds. M. Sanz-Sole, J. Soria, J.L. Varona and J. Verdera, Madrid, pp. 1419-1432.
- X. Niu, R. Vardavas, R.E. Caflisch, and C. Ratsch. “Level set simulation of directed self-assembly during epitaxial growth,” Physical Review B, Brief Report 74 (2006) Art. No. 193403.
- S. Lee, R.E. Caflisch, and Y.-J. Lee. “Exact artificial boundary conditions for continuum and discrete elasticity,” SIAM J. Applied Math. 66 (2006) 1749-1775.
- R.E. Caflisch, Y.-J. Lee, S. Shu, Y. Xiao, and J. Xu. “An application of multigrid methods for a discrete elastic model for epitaxial systems,” J. Comp. Phys., 219 (2006) 697-714.
- C.R. Connell, R.E. Caflisch, E. Luo, and G. Simms. “The Elastic Field of a Surface Step: The Marchenko-Parshin Formula in the Linear Case,” J. Comp. Appl. Math. 196 (2006) 368-386.
- C. Ratsch, J. Garcia, and R.E. Caflisch. “The influence of edge diffusion on the growth mode on vicinal surfaces,” Appl. Phys. Lett. 87 (2005) Art.No. 141901.
- R. Vardavas, C. Ratsch, and R.E. Caflisch. “Submonolayer growth in the presence of defect sites,” Surface Science 569 (2004) 185-192.
- C. Ratsch, C. Anderson, R.E. Caflisch, L. Feigenbaum, D. Shaevitz, M. Sheffler, and C. Tiee. “Multiple domain dynamics simulated with coupled level sets,” APPLIED MATHEMATICS LETTERS 16 (2003) 1165-1170.
- F. Gibou, C. Ratsch, and R.E. Caflisch. “Capture Numbers in Rate Equations and Scaling Laws for Epitaxial Growth,” PRB 67 (2003) Art. No. 155403.
- F. Gibou, R. Fedkiw, R.E. Caflisch, and S.J. Osher. “A level set approach for the numerical simulation of dendritic growth,” J. Scientific Comp. 19 (2003) 183-199.
- R.E. Caflisch and B. Li. “Analysis of island dynamics in epitaxial growth,” Multiscale Model.Sim.1 (2003) 150-171.
- A.C. Schindler, M.F. Gyure, G.D. Simms, D.D. Vvedensky, R.E. Caflisch, C. Connell, and E. Luo. “Theory of Strain Relaxation in Heteroepitaxial Systems,” Phys. Rev. B 67 (2003): art. no. 075316.
- R.E. Caflisch and D. Meyer. “A Reduced Order Model for Epitaxial Growth,” Recent advances in scientific computing and partial differential equations : international conference on the occasion of Stanley Osher's 60th birthday. Eds. S.Y. Cheng, C.-W. Shu, T. Tang. Contemporary Mathematics 330 (2002), 9-23.
- C. Ratsch, M.F. Gyure, R.E. Caflisch, F. Gibou, M. Petersen, M. Kang, J. Garcia, and D.D. Vvedensky. “Level-set method for island dynamics in epitaxial growth,” Phys. Rev. B, 65 (2002) art. no. 195403, U697-U709.
- M. Petersen, C. Ratsch, R.E. Caflisch, and A. Zangwill. “Level set approach to reversible epitaxial growth,” Phys. Rev. E, 64 (2001) art. no. 061602, U231-U236.
- C. Ratsch, M. Kang and R.E. Caflisch. “Atomic size effects in continuum modeling,” Phys. Rev. E 64. Art. #020601, (2001) U16-U18.
- F. Gibou, C. Ratsch, M.F. Gyure, S. Chen, and R.E. Caflisch. “Rate Equations and Capture Numbers with Implicit Island Correlations,” Phys. Rev. B., Rapid Communication, 63 Art. #115401, (2001) U528-U530.
- S. Chen, B. Merriman, M. Kang, R.E. Caflisch, C. Ratsch, L.-T. Cheng, M.F. Gyure, R. Fedkiw, C. Anderson, and S. Osher. “A Level Set Method for Thin Film Epitaxial Growth,” J. Comp. Phys. 167 (2001) 475-500.
- R.L. Kosut, R.E. Caflisch, M. Gyure, D.G. Meyer, and A. Engelmann. “Feedback control of morphology during III-V semiconductor growth by molecular beam epitaxy,” Proceedings of the 38th IEEE Conference on Decision and Control, Phoenix, 1999. IEEE, Piscataway, NJ. p.4204-9 vol. 4.
- R.E. Caflisch, A. Engelmann, D. Meyer, and J. Hauser. “Trajectory morphing applied to epitaxial thin film growth,” 1999 American Controls Conference.
- R.E. Caflisch, M. Gyure, B. Merriman, S.J. Osher, C. Ratsch, D. Vvedensky and J. Zinck. “Island dynamics and the level set method for epitaxial growth,” Applied Math Letters 12 (1999) 13-22.
- R.E. Caflisch, W. E, M. Gyure, B. Merriman, and C. Ratsch. “Kinetic model for a step edge in epitaxial growth,” Phys. Rev. E 59 (1999) 6879-6887.
- R.E. Caflisch, M. Gyure, C. Ratsch, B. Merriman, S. Osher, J. Zinck, and D. Vvedensky. “Level set methods for simulation of epitaxial phenomena,” Phys. Rev. E 58 (1998) R6927-30.
Financial Mathematics
- Yang Wang and R.E. Caflisch.
“Martingales and Upper Bounds for American-Style Options,”
Communications in Mathematical Sciences, (2014) to appear.
- Y. Wang and R.E. Caflisch. “Pricing and hedging American-style options: a simple simulation-based approach,” J. Computational Finance, 13 (2010) 85-125.
- R.E. Caflisch and S. Chaudhary. “Monte Carlo Simulation for American Options,” A Celebration of Mathematical Modeling : The Joseph B. Keller Anniversary Volume, D. Givoli, M. J. Grote and G. C. Papanicolaou, eds. (2004).
- R.E. Caflisch, W. Morokoff, and A. Owen. “Valuation of Mortgage Backed Securities Using Brownian bridges to reduce effective dimension,” J. Computational Finance, 1 (1997) 27-46.
- R.E. Caflisch and W. Morokoff. “Quasi-Monte Carlo Simulation of Random Walks in Finance,” Monte Carlo and Quasi-Monte Carlo Methods 1996, Springer Lect. Notes Stat., eds. H. Niederreiter, P. Hellekalek, G. Larcher and P. Zinterhof, (1996) 340-352.
- R.E. Caflisch and W. Morokoff. “Valuation of Mortgage Backed Securities Using the Quasi-Monte Carlo Method,” Proc. Comp. Finance Conf., Stanford, 1996.
- R.E. Caflisch and W. Morokoff. “Quasi-Monte Carlo Computation of a Finance Problem,” in “Proceedings: Workshop on Quasi-Monte Carlo Methods and Their Applications,” ed. K.T. Fang and F.J. Hickernell, 1996, 15-30, and UCLA CAM Report 96-16.
- R.E. Caflisch, P.S. Hagan, D.E. Woodward, and J.B. Keller. “Optimal Pricing, Use and Exploration of Uncertain Natural Resources,” Applied Mathematical Finance 1 (1994) 87-108.
Monte Carlo Methods
- F. Barekat and R.E. Caflisch.
“Simulation with Fluctuating and Singular Rates,”
Communications in Computational Physics 16 (2014) 287-306.
- C.M. Wang, J.D. Hyman, A.G. Percus, and R.E. Caflisch. “Parallel Tempering for the Traveling Salesman Problem,” International Journal of Modern Physics C, 20 (2009) 539-556.
- R.E. Caflisch. “Monte Carlo and Quasi-Monte Carlo Methods,” Acta Numerica (1998) 1-49.
- B. Moskowitz and R.E. Caflisch. “Smoothness and Dimension Reduction in Quasi-Monte Carlo Methods,” Math. Comp. Modeling 23 (1996) 37-54.
- W.J. Morokoff and R.E. Caflisch. “Quasi-Monte Carlo Integration,” J. Comp. Phys. 122 (1995) 218-230.
- W.J. Morokoff and R.E. Caflisch. “Quasi-Random Sequences and Their Discrepancies,” SIAM J. Sci. Stat. Comp. 15 (1994) 1251-1279.
- W.J. Morokoff and R.E. Caflisch. “A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation,” SIAM J. Num. Anal. 30 (1993) 1558-1573.
Fluid Dynamics, including Singularities, Vortex Dynamics, Inviscid Limits, Multiphase flow
- K. Malakuti, R.E. Caflisch, M. Siegel and A. Virodov .
“Detection of complex singularities for a function of several variables,”
IMA Journal of Applied Mathematics 78 (2013) 714-728.
- M. Siegel and R.E. Caflisch. “Calculation of complex singular solutions to the 3D incompressible Euler equations,” Physica D 238 (2009) 2368-2379.
- R.E. Caflisch and M. Siegel. “A Semi-Analytic Approach to Euler Singularities,” Methods and Applications of Analysis, 11 (2004) 423-430.
- M. Siegel, R.E. Caflisch, and S. Howison. “Global existence, singular solutions and ill-posedness for the Muskat problem,” CPAM 57 (2004), 1374 - 1411.
- R.E. Caflisch. “Birkhoff-Rott equation,” Supplement III. Encyclopaedia of Mathematics. p. 71-72 Managing Editor: M. Hazewinkel Kluwer Academic Publishers, 2002.
- M. C. Lombardo, R.E. Caflisch, and M. Sammartino. “Asymptotic analysis of the linearized Navier- Stokes equation on an exterior circular domain: explicit solution and the zero viscosity limit,” Comm. PDE 26 (2001) 335-354.
- R.E. Caflisch and M. Sammartino. “Existence and singularities for the Prandtl boundary layer equations,” ZAMM 80 (2000) 733-744.
- S.-S. Kao and R.E. Caflisch. “Steady buoyant droplets with circulation,” Physics of Fluids, 10 (1998) 1891-1902.
- M. Sammartino and R.E. Caflisch. “Zero viscosity limit for analytic solutions of Navier-Stokes equation on a half-space II. Construction of the Navier-Stokes solution,” Comm. Math.Phys. 192 (1998) 463-491.
- M. Sammartino and R.E. Caflisch. “Zero viscosity limit for analytic solutions of Navier-Stokes equation on a half-space I. Existence for Euler and Prandtl equations,” Comm. Math.Phys. 192 (1998) 433-461.
- R.E. Caflisch and M. Sammartino. “Navier-Stokes equations on an exterior circular domain: construction of the solution and zero vis- cosity limit,” COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 324 (1997) 861-866.
- R.E. Caflisch, I. Klapper, and G. Steele. “Remarks on Singularities, Dimension and Energy Dissipation for Ideal Hydrodynamics and MHD,” Comm. Math. Phys. 184 (1997) 443-455.
- R.E. Caflisch and M. Sammartino. “Zero viscosity limit for analytic solutions of Navier-Stokes equations,” Rendiconti del Circolo Matematico di Palermo, Ser. II, Suppl. 45 (1996) 595-605.
- D. Senouf, R.E. Caflisch, and N. Ercolani. “Pole dynamics and oscillations for complex Burgers equation in the small dispersion limit,” Nonlinearity 9 (1996) 1671-1702.
- R.E. Caflisch, N. Ercolani, and G. Steele. “Geometry of Singularities for the Steady Boussinesq Equations,” Selecta Math. N.S. 2 (1996) 369-414.
- R.E. Caflisch, T.Y. Hou, and J. Lowengrub. “Almost Optimal Convergence of the Point Vortex Method for Vortex Sheets using Numerical Filtering,” Math. Comp. 68 (1999) 1465-1496.
- R.E. Caflisch, X.-F. Li, and M. Shelley. “The Collapse of an Axi-Symmetric, Swirling Vortex Sheet,” Nonlinearity, 6 (1993) 843-867.
- R.E. Caflisch. “Singularity Formation for Complex Solutions of the 3D Incompressible Euler Equations,” Physica D, 67 (1993) 1-18.
- R.E. Caflisch and X.-F. Li. “Lagrangian Theory for 3D Vortex Sheets with Axial or Helical Symmetry,” Transport Th. Stat. Phys. 21 (1992) 559-578.
- R.E. Caflisch, G. Baker, and M. Siegel. “Singularity Formation during Rayleigh-Taylor Instability,” J. Fluid Mech. 252 (1993) 51-78.
- R.E. Caflisch, N. Ercolani, T. Hou, and Y. Landis. “Multi-Valued Solutions and Branch Point Singularities for Nonlinear Hyperbolic or Elliptic Systems,” Comm. Pure Appl. Math. 46 (1993) 453-499.
- M. Affouf and R.E. Caflisch. “A Numerical Study of Riemann problem Solutions and Stability for a Viscous Conservation Law of Mixed Type,” SIAM J. Applied Math. 51 (1991) 605-634.
- R.E. Caflisch and S. Semmes. “A Nonlinear Approximation for Vortex Sheet Evolution and Singularity Formation,” Physica D 41 (1990) 197-207.
- R.E. Caflisch, O. Orellana, and M. Siegel. “A Localized Approximation for Vortical Flows,” SIAM J. Applied Math. 50 (1990) 1517-1532.
- R.E. Caflisch and J.S. Lowengrub. “Convergence of the Vortex Method for Vortex Sheets,” SIAM J. Num. Anal. 26 (1989) 1060-1080.
- R.E. Caflisch and F. Lund. “The Sound of a Singularity,” Physics of Fluids A, 1 (1989) 909-910.
- R.E. Caflisch and O.F. Orellana. “Singularity Formation and Ill-Posedness for the Evolution of Vortex Sheets,” SIAM J. Math. Anal. 20 (1989) 293-307.
- R.E. Caflisch, C. Lim, J.H.C. Luke, and A.S. Sangani. “Periodic Solutions for Three Sedimenting Spheres,” Phys. Fl. 31 (1988) 3175-3179.
- R.E. Caflisch and O. Orellana. “Long Time Existence for Slightly Perturbed Vortex Sheets,” Comm. Pure Appl. Math., (1986) 807-838.
- R.E. Caflisch and J.H.C. Luke. “Variance in the Sedimentation Speed of a Suspension,” Phys. Fluids, 28 (1985) 759-760.
- R.E. Caflisch, M. Miksis, G.C. Papanicolaou, and L. Ting. “Wave Propagation in Bubbly Liquids at Finite Volume Fraction,” J. Fluid Mechanics, 160 (1985) 1-14.
- R.E. Caflisch, M. Miksis, G.C. Papanicolaou, and L. Ting. “Effective Equations for Wave Propagation in Bubbly Liquids,” J. Fluid Mechanics, 153 (1985) 259-273.
- R.E. Caflisch. “Global Existence for a Nonlinear Theory of Bubbly Liquids,” Comm. Pure Appl. Math., 38 (1985) 157-166.
- R.E. Caflisch and G.C. Papanicolaou. “Dynamic Theory of Suspensions with Brownian Effects,” SIAM J. Appl. Math. 43 (1983), 885-906.
Boltzmann Equation for Rarefied Gas Dynamics
- R.E. Caflisch, M.C. Lombardo and M. Sammartino.
“Asymptotic analysis of a slightly rarefied gas with nonlocal boundary conditions,”
J. Stat. Phys., 143 (2011) 725–739.
- M.C. Lombardo, R.E. Caflisch, and M. Sammartino. “Non-Local Scattering Kernel and the Hydrodynamic Limit,” J. Statistical Physics 130 (2008) 69-82.
- L. Pareschi and R.E. Caflisch. “An Implicit Monte Carlo Method for Rarefied Gas Dynamics I. The Space Homogeneous Case,” J. Comp. Phys. 154 (1999) 90-116.
- R.E. Caflisch, S. Jin, and G. Russo. “Uniformly Accurate Schemes for Hyperbolic Systems with Relaxation,” SIAM J. Numerical Analysis, 34 (1997) 246-281.
- R.E. Caflisch and T.-P. Liu. “Stability of Shock Waves for the Broadwell Equations,” Comm. Math. Phys. 114 (1988) 103-130.
- R.E. Caflisch. “Asymptotic Expansions of Solutions for the Boltzmann Equation,” J. Transport Th. Stat. Phys., 16 (1987) 701-725.
- C. Bardos, R.E. Caflisch, and B. Nicolaenko. “The Milne and Kramers Problems for the Boltzmann Equation of a Hard Sphere Gas,” Comm. Pure Appl. Math., 39 (1986) 323-352.
- R.E. Caflisch. “The Half-Space Problem for the Boltzmann Equation at Zero Temperature,” Comm. Pure Appl. Math., 38 (1985) 529-547.
- R.E. Caflisch. “Fluid Dynamics and the Boltzmann Equation,” in Studies Stat. Mech., Vol. 10, Nonequilibrium Phenomena I: The Boltzmann Equation, E.W. Montroll and J.L. Lebowitz, eds., North-Holland, 1983, pp. 193-223.
- R.E. Caflisch and B. Nicolaenko. “Shock Profile Solutions of the Boltzmann Equation,” Comm. Math. Phys., 86 (1982), pp. 161-194.
- R.E. Caflisch. “The Fluid Dynamic Limit of the Nonlinear Boltzmann Equation,” Comm. Pure Appl. Math., 33 (1980), pp. 651-666.
- R.E. Caflisch. “The Boltzmann Equation with a Soft Potential, Part II: Nonlinear, Spatially-Periodic,” Comm. Math. Phys., 74 (1980), pp. 97-109.
- R.E. Caflisch. “The Boltzmann Equation with a Soft Potential, Part I: Linear, Spatially Homogeneous,” Comm. Math. Phys., 74 (1980), pp. 71-95.
- R.E. Caflisch. “Navier-Stokes and Boltzmann Shock Profiles for a Model of Gas Dynamics,” Comm. Pure Appl. Math., 32 (1979), pp. 589-616.
- R.E. Caflisch and G.C. Papanicolaou. “The Fluid Dynamic Limit of a Nonlinear Model Boltzmann Equation,” Comm. Pure Appl. Math., 32 (1979), pp. 521-554.
Miscellaneous
- P. Thiyanaratnam, R.E. Caflisch, P.S. Motta, and J.W. Judy. “Modeling, Simulation and Design for a Customizable Electrodeposition Process,” SIAM J. Appl. Math. 69 (2009) 1043-1064.
- R.E. Caflisch, M.F. Gyure, H. Robinson, and E. Yablonovitch. “Modeling, Design and Optimization of a Solid State Qubit,” SIAM J. Appl. Math. 65 (2005) 1285-1304.
- R.E. Caflisch. “A Simplified Version of the Abstract Cauchy-Kowalewski Theorem with Weak Singularities,” Bull. AMS, 23 (1990) 495-500.
- R.E. Caflisch and C.D. Levermore. “Equilibrium for Radiation in a Homogeneous Plasma,” Phys. Fluids, 29 (1986) 748-752.
- R.E. Caflisch and J. Maddocks. “Nonlinear Dynamical Theory of the Elastica,” Proc. Roy. Soc. Edinburgh, 99A (1984) 1-23.
- R.E. Caflisch and K.C. Nunan. “Evaluation of a Function at Infinity from Its Power Series,” Phys. Rev. Letters, 46 (1981), pp. 1255-1256.
- R.E. Caflisch and J.B. Keller. “Quench Front Propagation,” Nucl. Eng. and Design, 65 (1981), pp. 97-102.
- R.E. Caflisch. “An Inverse Problem for Toeplitz Matrices and the Synthesis of Discrete Transmission Lines,” J. Linear Algebra and Its Applications, 38 (1980), pp. 207-225.
- R.E. Caflisch, C. Peskin, and G. Strumolo. “Distortion of the Arterial Pulse,” Math. Bio. Sci., 51 (1980), pp. 229-260.
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