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
Kompetanseord
- Analyse
- Anvendt matematikk
- Differensialligninger
- Fraksjonelle og ikke lokale differensiallikninger
- Fullt ikke-lineære partielle differensiallikninger
- Matematikk
- Matematisk modellering og numeriske metoder
- Mean field games
- Numerisk analyse
- Partielle differensialligninger
- Stokastisk analyse
- Stokastisk kontrollteori
Publikasjoner
2022
-
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
2021
-
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
2020
-
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
2019
-
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
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
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Vitenskapelig foredragJakobsen, 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.
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Vitenskapelig foredragJakobsen, 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.
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Vitenskapelig foredragJakobsen, 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
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Vitenskapelig foredragJakobsen, 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.
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Vitenskapelig foredragJakobsen, 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
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Vitenskapelig foredragJakobsen, 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.
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Vitenskapelig foredragJakobsen, 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.
2018
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Vitenskapelig foredragJakobsen, Espen Robstad. (2018) The Liouville Theorem and linear Operators satisfying the max principle: Classification in the contant coefficient case. Joint meeting of the Italian Mathematical Union, the Italian Society of Industrial and Applied Mathematics and the Polish Mathematical Society. ; 2018-09-17 - 2018-09-20.
2017
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Vitenskapelig foredragJakobsen, Espen Robstad. (2017) Numerical methods for non-linear nonlocal PDEs and their convergence analysis. The 27th edition of the Biennial Numerical Analysis Conference ; University of Strathclyde. 2017-06-27 - 2017-06-30.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2017) On numerical methods for nonlocal nonlinear PDEs. CHiPS workshop June 2017 . CHiPS project at IMF, NTNU (leader Elena Celledoni); NTNU. 2017-06-27 - 2017-06-30.
2016
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Vitenskapelig foredragJakobsen, Espen Robstad. (2016) On error estimates for monotone approximations for Bellman and Isaacs equations. Analysis seminar . Department of Mathematics and Statistics; University of Jyväskylä. 2016-11-25 - 2016-11-25.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2016) On error estimates for monotone approximations for Bellman and Isaacs equations. Numerical methods for Hamilton-Jacobi equations in optimal control and related fields . RICAM; Linz. 2016-11-21 - 2016-11-25.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2016) ”Optimal L1” theory for 2nd order HJB equations, duality, and anisotropic quasilinear degenerate parabolic equations. HJ2016: Hamilton-Jacobi Equations: new trends and applications ; Rennes. 2016-05-30 - 2016-06-03.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2016) Uniqueness and properties of bounded distributional solutions of non-local equations of porous medium type. 27th Nordic Congress of Mathematicians ; 2016-03-16 - 2016-03-20.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2016) Well-posedness and numerical approximation of distributional solutions of non-local equations of porous medium type. 3rd Conference on Nonlocal Operators and Partial Differential Equations ; Bedlewo. 2016-06-27 - 2016-07-01.
2015
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Vitenskapelig foredragJakobsen, Espen Robstad. (2015) On non-local quasi-linear PDEs and their local limits. Workshop: A nonlocal PDEs day ; Autonomous University of Madrid (UAM), Madrid. 2015-12-09 - 2015-12-09.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2015) Recent results on non-local degenerate PDEs. Seminar: Journee de rentree de l’equipe d’Analyse, DMA, . Analysis group, Département de mathématiques et applications; Ecole Normale Superieur, rue d'Ulm, Paris. 2015-09-22 - 2015-09-22.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2015) Uniqueness and properties of bounded distributional solutions of non-local equations of porous medium type. Analysis seminar . Laboratoire de Mathématiques et Physique Théorique; University of Tours, Tours. 2015-11-05 - 2015-11-05.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2015) Viscosity solution theory for non-local PDEs. 5 ème Ecole de printemps EDP Non-linéaire, Mathématiques et Interactions: modèles non locaux et applications ; Ecole Supérieure de Technologie d'Essaouira, Essaouira. 2015-04-27 - 2015-04-30.
2014
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Vitenskapelig foredragJakobsen, Espen Robstad. (2014) L1 contraction for bounded (non-integrable) solutions of degenerate parabolic equations. Journées d’Analyse Non Linéaire . Universite de Franche-Comte http://lmb.univ-fcomte.fr/; Besancon. 2014-06-19 - 2014-06-20.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2014) On quasilinear fractional PDEs and their local limits. Viscosity solution theory. The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications . AIMS, http://www.aimsciences.org/conferences/2014/; Madrid. 2014-07-07 - 2014-07-11.
2013
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Vitenskapelig foredragJakobsen, Espen Robstad. (2013) Recent results on fractional degenerate parabolic equations. Workshop on nonlinear equations . https://sites.google.com/site/nonlinearmadri2013/; Madrid. 2013-10-17 - 2013-10-18.
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Vitenskapelig foredragJakobsen, Espen Robstad. (2013) Well-posedness of fractional degenerate parabolic equations. 26th Nordic and 1st European-Nordic Congress of Mathematicians . http://www.maths.lth.se/nordic26/; Lund. 2013-06-10 - 2013-06-13.
2012
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Vitenskapelig foredragDebrabant, Kristian; Jakobsen, Espen Robstad. (2012) Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. Fourteenth International Conference devoted to Theory, Numerics and Applications of Hyperbolic Problems – HYP2012 ; Padova. 2012-06-25 - 2012-06-29.
2001
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Vitenskapelig foredragJakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl; Risebro, Nils Henrik; Risebro, Nils Henrik. (2001) On the convergence rate of operator splitting for weakly coupled systems of Hamilton-Jacobi equations. Eighth International Conference on Hyperbolic problems: theory, numerics, applications. . [Mangler data]; Magdeburg. 2000-02-27 - 2000-03-03.