Espen Robstad Jakobsen

Om

Espen R. Jakobsen has been a professor at the Department of Mathematical Sciences since 2008. He is a member of the Differential Equations and Numerical Analysis (DNA) research group, a group he lead for about 10 years untill 2020.

Research interests

Partial differential equations, nonlinear/degenerate equations, non-local and fractional equations, numerical methods, mathematical analysis, numerical analysis, stochastic processes, nonlinear diffusion equations, control theory, scalar conservation laws, mean field games, mathematical finance, and mathematical modeling.

More information

Preprints of all publications
Information for prospective Master/PhD students
My teaching
CV, projects, prizes etc.

see my webpage http://folk.ntnu.no/erj/index.html

Publikasjoner

2018

Chen, Linghua; Jakobsen, Espen Robstad. (2018) L1 semigroup generation for Fokker-Planck operators associated with general Levy driven SDEs. Discrete and Continuous Dynamical Systems. Series A. volum 38 (11).
Vitenskapelig artikkel
Gesztesy, Fritz; Hanche-Olsen, Harald; Jakobsen, Espen Robstad; Lyubarskii, Yurii; Risebro, Nils Henrik; Seip, Kristian. (2018) Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume. European Mathematical Society (EMS) Publishing House. 2018. ISBN 978-3-03719-186-6.
Vitenskapelig antologi/Konferanseserie
Teso, Felix del; Endal, Jørgen; Jakobsen, Espen Robstad. (2018) On the well-posedness of solutions with finite energy for nonlocal equations of porous medium type. Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Teso, Felix del; Endal, Jørgen; Jakobsen, Espen Robstad. (2018) Robust numerical methods for nonlocal (and local) equations of porous medium type. Part II: Schemes and experiments. SIAM Journal on Numerical Analysis. volum 56 (6).
Vitenskapelig artikkel

2017

Chasseigne, Emmanuel; Jakobsen, Espen Robstad. (2017) On nonlocal quasilinear equations and their local limits. Journal of Differential Equations. volum 262 (6).
Vitenskapelig artikkel
Chen, Linghua; Jakobsen, Espen Robstad; Næss, Arvid. (2017) On numerical density approximations of solutions of SDEs with unbounded coefficients. Advances in Computational Mathematics. volum 44 (3).
Vitenskapelig artikkel
del Teso Mendez, Felix; Endal, Jørgen; Jakobsen, Espen Robstad. (2017) Sur des solutions distributionnelles de problemes locaux et non locaux de type milieux poreux. Comptes rendus. Mathematique. volum 355 (11).
Vitenskapelig artikkel
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen Robstad. (2017) Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type. Advances in Mathematics. volum 305.
Vitenskapelig artikkel

2014

Alibaud, N; Cifani, Simone; Jakobsen, Espen Robstad. (2014) Optimal Continuous Dependence Estimates for Fractional Degenerate Parabolic Equations. Archive for Rational Mechanics and Analysis. volum 213 (3).
Vitenskapelig artikkel
Barles, Guy; Chasseigne, Emmanuel; Georgelin, Christine; Jakobsen, Espen Robstad. (2014) On Neumann type problems for nonlocal equations set in a half space. Transactions of the American Mathematical Society. volum 366 (9).
Vitenskapelig artikkel
Barles, Guy; Georgelin, Christine; Jakobsen, Espen Robstad. (2014) On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations. Journal of Differential Equations. volum 256 (4).
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad. (2014) On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik. volum 127 (3).
Vitenskapelig artikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2014) Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. Hyperbolic Problems: Theory, Numerics, Applications. Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Droniou, Jerome; Jakobsen, Espen Robstad. (2014) A Uniformly Converging Scheme for Fractal Conservation Laws. Finite Volumes for Complex Applications VII - Methods and Theoretical Aspects.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Endal, Jørgen; Jakobsen, Espen Robstad. (2014) L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. SIAM Journal on Mathematical Analysis. volum 46 (6).
Vitenskapelig artikkel

2013

Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Mathematics of Computation. volum 82 (283).
Vitenskapelig artikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for parabolic equations. Recent Developments in Computational Finance. Foundations, Algorithms and Applications.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Jakobsen, Espen Robstad; Cifani, Simone. (2013) On the spectral vanishing viscosity method for periodic fractional conservation laws. Mathematics of Computation. volum 82 (283).
Vitenskapelig artikkel

2012

Alibaud, N; Cifani, Simone; Jakobsen, Espen Robstad. (2012) CONTINUOUS DEPENDENCE ESTIMATES FOR NONLINEAR FRACTIONAL CONVECTION-DIFFUSION EQUATIONS. SIAM Journal on Mathematical Analysis. volum 44 (2).
Vitenskapelig artikkel

2011

Cifani, Simone; Jakobsen, Espen Robstad. (2011) Entropy solution theory for fractional degenerate convection-diffusion equations. Annales de l'Institut Henri Poincare. Analyse non linéar. volum 28 (3).
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractal conservation laws. IMA Journal of Numerical Analysis. volum 31 (3).
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractional degenerate convection-diffusion equations. BIT Numerical Mathematics. volum 51 (4).
Vitenskapelig artikkel

2010

Biswas, IH; Jakobsen, Espen Robstad; Karlsen, KH. (2010) Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes. Applied Mathematics and Optimization. volum 62 (1).
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2010) DIFFERENCE-QUADRATURE SCHEMES FOR NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDE. SIAM Journal on Numerical Analysis. volum 48 (3).
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2010) Monotone schemes. Encyclopedia of Quantitative Finance.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

2009

Camilli, F; Jakobsen, Espen Robstad. (2009) A FINITE ELEMENT LIKE SCHEME FOR INTEGRO-PARTIAL DIFFERENTIAL HAMILTON-JACOBI-BELLMAN EQUATIONS. SIAM Journal on Numerical Analysis. volum 47 (4).
Vitenskapelig artikkel

2008

Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth h.. (2008) Error estimates for a class of finite difference-quadrature schemes for fully nonlinear degenerate parabolic integro-PDEs. Journal of Hyperbolic Differential Equations. volum 5.
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; La Chioma, C; Karlsen, Kenneth h.. (2008) Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. Numerische Mathematik. volum 110.
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Georgelin, Christine. (2008) Continuous dependence results for non-linear Neumann type boundary value problems. Journal of Differential Equations. volum 245 (9).
Vitenskapelig artikkel

2007

Barles, Guy; Jakobsen, Espen Robstad. (2007) Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Mathematics of Computation. volum 76.
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth h.. (2007) Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion. Contemporary Mathematics. volum 429.
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2007) Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion. Contemporary Mathematics. volum 429.
Vitenskapelig artikkel

2006

Jakobsen, Espen R.; Karlsen, Kenneth Hvistendahl. (2006) A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations. NoDEA. Nonlinear differential equations and applications (Printed ed.). volum 13.
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2006) On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Asymptotic Analysis. volum 49 (3-4).
Vitenskapelig artikkel

2005

Barles, Guy; Jakobsen, Espen Robstad. (2005) Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations. SIAM Journal on Numerical Analysis. volum 43 (2).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2005) Continuous dependence estimates for viscosity solutions of integro-PDEs. Journal of Differential Equations. volum 212 (2).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth h.. (2005) Convergence rates for semi-discrete splitting approximations fordegenerate parabolic equations with source terms. BIT Numerical Mathematics. volum 45 (1).
Vitenskapelig artikkel

2004

Jakobsen, Espen Robstad. (2004) On error bounds for approximation schemes for non-convex degenerate<BR/>elliptic equations. BIT Numerical Mathematics.
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2004) W-2,W-infinity regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension. Proceedings of the American Mathematical Society. volum 132.
Vitenskapelig artikkel

2003

Jakobsen, E. R.; Karlsen, Kenneth Hvistendahl. (2003) A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations. 2003. ISBN 82-553-1382-6.
Rapport
Jakobsen, Espen Robstad. (2003) On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems. Mathematical Models and Methods in Applied Sciences. volum 13 (5).
Vitenskapelig artikkel

2002

Barles, Guy; Jakobsen, Espen Robstad. (2002) On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. Mathematical Modelling and Numerical Analysis. volum 36 (1).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2002) Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations. Electronic Journal of Differential Equations. volum 2002 (39).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2002) Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations. Journal of Differential Equations. volum 183.
Vitenskapelig artikkel

2001

Jakobsen, Espen R.; Karlsen, Kenneth Hvistendahl; Risebro, Nils Henrik. (2001) On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms. SIAM Journal on Numerical Analysis. volum 39 (2).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl; Risebro, Nils Henrik; Risebro, Nils Henrik. (2001) On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms. SIAM Journal on Numerical Analysis. volum 39 (2).
Vitenskapelig artikkel

Tidsskriftspublikasjoner

Chowdhury, Indranil; Ersland, Olav; Jakobsen, Espen Robstad. (2022) On Numerical Approximations of Fractional and Nonlocal Mean Field Games. Foundations of Computational Mathematics.
Vitenskapelig artikkel
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen Robstad. (2022) Uniform tail estimates and Lp(RN)-convergence for finite-difference approximations of nonlinear diffusion equations. Discrete and Continuous Dynamical Systems. Series A. volum 43 (3-4).
Vitenskapelig artikkel
Ersland, Olav; Jakobsen, Espen Robstad. (2021) On fractional and nonlocal parabolic Mean Field Games in the whole space. Journal of Differential Equations. volum 301.
Vitenskapelig artikkel
Grunert, Katrin; Holden, Helge; Jakobsen, Espen Robstad; Stenseth, Nils Christian. (2021) Evolutionarily stable strategies in stable and periodically fluctuating populations: The Rosenzweig–MacArthur predator–prey model. Proceedings of the National Academy of Sciences of the United States of America. volum 118 (4).
Vitenskapelig artikkel
Grunert, Katrin; Holden, Helge; Jakobsen, Espen Robstad; Stenseth, Nils Christian. (2021) Reply to Best and Ashby: The concept of evolutionarily stable strategies (ESS) helps link ecology and evolution. Proceedings of the National Academy of Sciences of the United States of America. volum 118 (18).
Brev til redaktøren
Alibaud, Nathael; del Teso, Félix; Endal, Jørgen; Jakobsen, Espen Robstad. (2020) The Liouville theorem and linear operators satisfying the maximum principle. Journal des Mathématiques Pures et Appliquées. volum 142.
Vitenskapelig artikkel
Biswas, Imran Habib; Chowdhury, Indranil; Jakobsen, Espen Robstad. (2019) On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations. SIAM Journal on Numerical Analysis. volum 57 (2).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Picarelli, Athena; Reisinger, Christoph. (2019) Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems. Electronic Communications in Probability. volum 24 (59).
Vitenskapelig artikkel
Teso, Felix del; Endal, Jørgen; Jakobsen, Espen Robstad. (2019) Robust numerical methods for nonlocal (and local) equations of porous medium type. Part I: Theory. SIAM Journal on Numerical Analysis. volum 57 (5).
Vitenskapelig artikkel
Chen, Linghua; Jakobsen, Espen Robstad. (2018) L1 semigroup generation for Fokker-Planck operators associated with general Levy driven SDEs. Discrete and Continuous Dynamical Systems. Series A. volum 38 (11).
Vitenskapelig artikkel
Teso, Felix del; Endal, Jørgen; Jakobsen, Espen Robstad. (2018) Robust numerical methods for nonlocal (and local) equations of porous medium type. Part II: Schemes and experiments. SIAM Journal on Numerical Analysis. volum 56 (6).
Vitenskapelig artikkel
Chasseigne, Emmanuel; Jakobsen, Espen Robstad. (2017) On nonlocal quasilinear equations and their local limits. Journal of Differential Equations. volum 262 (6).
Vitenskapelig artikkel
Chen, Linghua; Jakobsen, Espen Robstad; Næss, Arvid. (2017) On numerical density approximations of solutions of SDEs with unbounded coefficients. Advances in Computational Mathematics. volum 44 (3).
Vitenskapelig artikkel
del Teso Mendez, Felix; Endal, Jørgen; Jakobsen, Espen Robstad. (2017) Sur des solutions distributionnelles de problemes locaux et non locaux de type milieux poreux. Comptes rendus. Mathematique. volum 355 (11).
Vitenskapelig artikkel
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen Robstad. (2017) Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type. Advances in Mathematics. volum 305.
Vitenskapelig artikkel
Alibaud, N; Cifani, Simone; Jakobsen, Espen Robstad. (2014) Optimal Continuous Dependence Estimates for Fractional Degenerate Parabolic Equations. Archive for Rational Mechanics and Analysis. volum 213 (3).
Vitenskapelig artikkel
Barles, Guy; Chasseigne, Emmanuel; Georgelin, Christine; Jakobsen, Espen Robstad. (2014) On Neumann type problems for nonlocal equations set in a half space. Transactions of the American Mathematical Society. volum 366 (9).
Vitenskapelig artikkel
Barles, Guy; Georgelin, Christine; Jakobsen, Espen Robstad. (2014) On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations. Journal of Differential Equations. volum 256 (4).
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad. (2014) On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik. volum 127 (3).
Vitenskapelig artikkel
Endal, Jørgen; Jakobsen, Espen Robstad. (2014) L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. SIAM Journal on Mathematical Analysis. volum 46 (6).
Vitenskapelig artikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Mathematics of Computation. volum 82 (283).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Cifani, Simone. (2013) On the spectral vanishing viscosity method for periodic fractional conservation laws. Mathematics of Computation. volum 82 (283).
Vitenskapelig artikkel
Alibaud, N; Cifani, Simone; Jakobsen, Espen Robstad. (2012) CONTINUOUS DEPENDENCE ESTIMATES FOR NONLINEAR FRACTIONAL CONVECTION-DIFFUSION EQUATIONS. SIAM Journal on Mathematical Analysis. volum 44 (2).
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad. (2011) Entropy solution theory for fractional degenerate convection-diffusion equations. Annales de l'Institut Henri Poincare. Analyse non linéar. volum 28 (3).
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractal conservation laws. IMA Journal of Numerical Analysis. volum 31 (3).
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractional degenerate convection-diffusion equations. BIT Numerical Mathematics. volum 51 (4).
Vitenskapelig artikkel
Biswas, IH; Jakobsen, Espen Robstad; Karlsen, KH. (2010) Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes. Applied Mathematics and Optimization. volum 62 (1).
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2010) DIFFERENCE-QUADRATURE SCHEMES FOR NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDE. SIAM Journal on Numerical Analysis. volum 48 (3).
Vitenskapelig artikkel
Camilli, F; Jakobsen, Espen Robstad. (2009) A FINITE ELEMENT LIKE SCHEME FOR INTEGRO-PARTIAL DIFFERENTIAL HAMILTON-JACOBI-BELLMAN EQUATIONS. SIAM Journal on Numerical Analysis. volum 47 (4).
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth h.. (2008) Error estimates for a class of finite difference-quadrature schemes for fully nonlinear degenerate parabolic integro-PDEs. Journal of Hyperbolic Differential Equations. volum 5.
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; La Chioma, C; Karlsen, Kenneth h.. (2008) Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. Numerische Mathematik. volum 110.
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Georgelin, Christine. (2008) Continuous dependence results for non-linear Neumann type boundary value problems. Journal of Differential Equations. volum 245 (9).
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2007) Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Mathematics of Computation. volum 76.
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth h.. (2007) Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion. Contemporary Mathematics. volum 429.
Vitenskapelig artikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2007) Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion. Contemporary Mathematics. volum 429.
Vitenskapelig artikkel
Jakobsen, Espen R.; Karlsen, Kenneth Hvistendahl. (2006) A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations. NoDEA. Nonlinear differential equations and applications (Printed ed.). volum 13.
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2006) On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Asymptotic Analysis. volum 49 (3-4).
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2005) Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations. SIAM Journal on Numerical Analysis. volum 43 (2).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2005) Continuous dependence estimates for viscosity solutions of integro-PDEs. Journal of Differential Equations. volum 212 (2).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth h.. (2005) Convergence rates for semi-discrete splitting approximations fordegenerate parabolic equations with source terms. BIT Numerical Mathematics. volum 45 (1).
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2004) On error bounds for approximation schemes for non-convex degenerate<BR/>elliptic equations. BIT Numerical Mathematics.
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2004) W-2,W-infinity regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension. Proceedings of the American Mathematical Society. volum 132.
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2003) On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems. Mathematical Models and Methods in Applied Sciences. volum 13 (5).
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2002) On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. Mathematical Modelling and Numerical Analysis. volum 36 (1).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2002) Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations. Electronic Journal of Differential Equations. volum 2002 (39).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2002) Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations. Journal of Differential Equations. volum 183.
Vitenskapelig artikkel
Jakobsen, Espen R.; Karlsen, Kenneth Hvistendahl; Risebro, Nils Henrik. (2001) On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms. SIAM Journal on Numerical Analysis. volum 39 (2).
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl; Risebro, Nils Henrik; Risebro, Nils Henrik. (2001) On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms. SIAM Journal on Numerical Analysis. volum 39 (2).
Vitenskapelig artikkel

Bøker

Gesztesy, Fritz; Hanche-Olsen, Harald; Jakobsen, Espen Robstad; Lyubarskii, Yurii; Risebro, Nils Henrik; Seip, Kristian. (2018) Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume. European Mathematical Society (EMS) Publishing House. 2018. ISBN 978-3-03719-186-6.
Vitenskapelig antologi/Konferanseserie

Del av bok/rapport

Teso, Felix del; Endal, Jørgen; Jakobsen, Espen Robstad. (2018) On the well-posedness of solutions with finite energy for nonlocal equations of porous medium type. Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2014) Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. Hyperbolic Problems: Theory, Numerics, Applications. Proceedings of the Fourteenth International Conference on Hyperbolic Problems held in Padova, June 25-29, 2012.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Droniou, Jerome; Jakobsen, Espen Robstad. (2014) A Uniformly Converging Scheme for Fractal Conservation Laws. Finite Volumes for Complex Applications VII - Methods and Theoretical Aspects.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for parabolic equations. Recent Developments in Computational Finance. Foundations, Algorithms and Applications.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Jakobsen, Espen Robstad. (2010) Monotone schemes. Encyclopedia of Quantitative Finance.
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

Rapport

Jakobsen, E. R.; Karlsen, Kenneth Hvistendahl. (2003) A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations. 2003. ISBN 82-553-1382-6.
Rapport

Undervisning

Emner

Formidling

2022

Vitenskapelig foredrag

Jakobsen, Espen Robstad; Ersland, Olav; Chowdhury, Indranil; Krupski, Milosz; Rutkowski, Artur Jakub. (2022) Existence and uniqueness results for Mean Field Game systems with fractional or nonlinear diffusions. Regularity for nonlinear diffusion equations. Green functions and functional inequalities . Autonomous University of Madrid; Madrid. 2022-06-13 - 2022-06-17.
Vitenskapelig foredrag

Jakobsen, Espen Robstad; Ersland, Olav; Krupski, Milosz; Chowdhury, Indranil; Camilli, Fabio. (2022) Nonlocal MFGs, analysis and numerics. Nonlocal Equations: Analysis and Numerics ; 2022-02-21 - 2022-02-25.
Vitenskapelig foredrag

Jakobsen, Espen Robstad; Ersland, Olav; Krupski, Milosz; Chowdhury, Indranil; Rutkowski, Artur Jakub. (2022) Existence and uniqueness results for Mean Field Game systems with fractional, mixed and/or nonlinear diffusions. NHR 60. A conference in honour of Nils Henrik Risebro on the occasion of his 60th birthday. . Universitetet i Oslo; Oslo. 2022-09-12 - 2022-09-14.

2021

Vitenskapelig foredrag

Jakobsen, Espen Robstad; Chowdhury, Indranil; Ersland, Olav; Camilli, Fabio. (2021) Semi-Lagrangian schemes for nonlocal HJB-equations and Mean Field Games. Numerical Methods for Fully Nonlinear and Related PDEs . MFO Workshop 2126b (Oberwolfach); Oberwolfach, Germany, and online (zoom). 2021-06-27 - 2021-07-03.
Vitenskapelig foredrag

Jakobsen, Espen Robstad; Krupski, Milosz; Chowdhury, Indranil; Ersland, Olav. (2021) Wellposedness of some Mean Field Game models. Rough path techniques in stochastic analysis and mathematical probability . UiO; Oslo. 2021-11-25 - 2021-11-26.

2019

Vitenskapelig foredrag

Jakobsen, Espen Robstad. (2019) THE LIOUVILLE THEOREM AND LINEAR OPERATORS SATISFYING THE MAX PRINCIPLE. Journée EMS . University of Tours; Tours. 2019-06-13 - 2019-09-13.
Vitenskapelig foredrag

Jakobsen, Espen Robstad. (2019) THE LIOUVILLE THEOREM AND LINEAR OPERATORS SATISFYING THE MAX PRINCIPLE: CLASSIFICATION IN THE CONSTANT COEFFICIENT CASE. Analysis of nonlocal and nonsmooth models . University of Bielefeld; Bielefeld. 2019-03-25 - 2019-03-29.