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

2021

Ersland, Olav; Jakobsen, Espen Robstad. (2021) On fractional and nonlocal parabolic Mean Field Games in the whole space. Journal of Differential Equations
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 (PNAS)
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 (PNAS)
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
Vitenskapelig artikkel

2019

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
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
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
Vitenskapelig artikkel

2018

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
Vitenskapelig artikkel
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. European Mathematical Society (EMS) Press
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
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
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) Press European Mathematical Society (EMS) Press
Vitenskapelig antologi/Konferanseserie

2017

Chen, Linghua; Jakobsen, Espen Robstad; Næss, Arvid. (2017) On numerical density approximations of solutions of SDEs with unbounded coefficients. Advances in Computational Mathematics
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
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
Vitenskapelig artikkel
Chasseigne, Emmanuel; Jakobsen, Espen Robstad. (2017) On nonlocal quasilinear equations and their local limits. Journal of Differential Equations
Vitenskapelig artikkel

2016

Chen, Linghua; Jakobsen, Espen Robstad; Næss, Arvid. (2016) The Numerical Path Integration Method for Stochastic Differential Equations. Doktoravhandlinger ved NTNU (219)
Doktorgradsavhandling

2014

Endal, Jørgen; Jakobsen, Espen Robstad. (2014) L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. SIAM Journal on Mathematical Analysis
Vitenskapelig artikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2014) Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. American Institute of Mathematical Sciences (AIMS) Press
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Cifani, Simone; Jakobsen, Espen Robstad. (2014) On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik
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
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
Vitenskapelig artikkel
Droniou, Jerome; Jakobsen, Espen Robstad. (2014) A Uniformly Converging Scheme for Fractal Conservation Laws. Springer Publishing Company
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
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
Vitenskapelig artikkel

2013

Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for parabolic equations. World Scientific
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Jakobsen, Espen Robstad; Cifani, Simone. (2013) On the spectral vanishing viscosity method for periodic fractional conservation laws. Mathematics of Computation
Vitenskapelig artikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Mathematics of Computation
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
Vitenskapelig artikkel

2011

Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractional degenerate convection-diffusion equations. BIT Numerical Mathematics
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
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractal conservation laws. IMA Journal of Numerical Analysis
Vitenskapelig artikkel

2010

Jakobsen, Espen Robstad. (2010) Monotone schemes. John Wiley & Sons
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Biswas, Imran Habib; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2010) DIFFERENCE-QUADRATURE SCHEMES FOR NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDE. SIAM Journal on Numerical Analysis
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
Vitenskapelig artikkel

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
Vitenskapelig artikkel

2008

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
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Georgelin, Christine. (2008) Continuous dependence results for non-linear Neumann type boundary value problems. Journal of Differential Equations
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
Vitenskapelig artikkel

2007

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
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2007) Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Mathematics of Computation
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
Vitenskapelig artikkel

2006

Jakobsen, Espen Robstad. (2006) On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Asymptotic Analysis
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.)
Vitenskapelig artikkel

2005

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

2004

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
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2004) On error bounds for approximation schemes for non-convex degenerate<BR/>elliptic equations. BIT Numerical Mathematics
Vitenskapelig artikkel

2003

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
Vitenskapelig artikkel
Jakobsen, E. R.; Karlsen, Kenneth Hvistendahl. (2003) A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations. Universitetet i Oslo Universitetet i Oslo
Rapport

2002

Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2002) Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations. Journal of Differential Equations
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2002) On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. Modélisation mathématique et analyse numérique
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
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
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
Vitenskapelig artikkel

Tidsskriftspublikasjoner

Alibaud, Nathaël; Letnes, Jørgen Endal; Jakobsen, Espen Robstad. (2024) Optimal stability results and nonlinear duality for L∞ entropy and L1 viscosity solutions. Journal des Mathématiques Pures et Appliquées
Vitenskapelig artikkel
Chowdhury, Indranil; Jakobsen, Espen Robstad. (2024) Precise Error Bounds for Numerical Approximations of Fractional HJB Equations. IMA Journal of Numerical Analysis
Vitenskapelig artikkel
Chowdhury, Indranil; Jakobsen, Espen Robstad; Krupski, Milosz. (2024) On fully nonlinear parabolic mean field games with examples of nonlocal and local diffusions. SIAM Journal on Mathematical Analysis
Vitenskapelig artikkel
Chowdhury, Indranil; Jakobsen, Espen Robstad; Lien, Robin Østern. (2024) Discretization of Fractional Fully Nonlinear Equations by Powers of Discrete Laplacians. Dynamic Games and Applications
Vitenskapelig artikkel
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen Robstad; Vázquez, Juan Luis. (2023) Evolution driven by the infinity fractional Laplacian. Calculus of Variations and Partial Differential Equations
Vitenskapelig artikkel
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
Vitenskapelig artikkel
Ersland, Olav; Jakobsen, Espen Robstad. (2021) On fractional and nonlocal parabolic Mean Field Games in the whole space. Journal of Differential Equations
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 (PNAS)
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 (PNAS)
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
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
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
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
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
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
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
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
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
Vitenskapelig artikkel
Chasseigne, Emmanuel; Jakobsen, Espen Robstad. (2017) On nonlocal quasilinear equations and their local limits. Journal of Differential Equations
Vitenskapelig artikkel
Endal, Jørgen; Jakobsen, Espen Robstad. (2014) L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. SIAM Journal on Mathematical Analysis
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad. (2014) On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik
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
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
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
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Cifani, Simone. (2013) On the spectral vanishing viscosity method for periodic fractional conservation laws. Mathematics of Computation
Vitenskapelig artikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Mathematics of Computation
Vitenskapelig artikkel
Alibaud, N; Cifani, Simone; Jakobsen, Espen Robstad. (2012) CONTINUOUS DEPENDENCE ESTIMATES FOR NONLINEAR FRACTIONAL CONVECTION-DIFFUSION EQUATIONS. SIAM Journal on Mathematical Analysis
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractional degenerate convection-diffusion equations. BIT Numerical Mathematics
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
Vitenskapelig artikkel
Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractal conservation laws. IMA Journal of Numerical Analysis
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
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
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
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
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Georgelin, Christine. (2008) Continuous dependence results for non-linear Neumann type boundary value problems. Journal of Differential Equations
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
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
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2007) Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Mathematics of Computation
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
Vitenskapelig artikkel
Jakobsen, Espen Robstad. (2006) On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Asymptotic Analysis
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.)
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
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2005) Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations. SIAM Journal on Numerical Analysis
Vitenskapelig artikkel
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl . (2005) Continuous dependence estimates for viscosity solutions of integro-PDEs. Journal of Differential Equations
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
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. (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
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
Vitenskapelig artikkel
Barles, Guy; Jakobsen, Espen Robstad. (2002) On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. Modélisation mathématique et analyse numérique
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
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
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
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) Press European Mathematical Society (EMS) Press
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. European Mathematical Society (EMS) Press
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2014) Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations. American Institute of Mathematical Sciences (AIMS) Press
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Droniou, Jerome; Jakobsen, Espen Robstad. (2014) A Uniformly Converging Scheme for Fractal Conservation Laws. Springer Publishing Company
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for parabolic equations. World Scientific
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel
Jakobsen, Espen Robstad. (2010) Monotone schemes. John Wiley & Sons
Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

Rapport

Chen, Linghua; Jakobsen, Espen Robstad; Næss, Arvid. (2016) The Numerical Path Integration Method for Stochastic Differential Equations. Doktoravhandlinger ved NTNU (219)
Doktorgradsavhandling
Jakobsen, E. R.; Karlsen, Kenneth Hvistendahl. (2003) A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations. Universitetet i Oslo Universitetet i Oslo
Rapport

Undervisning

Emner

Formidling

2024

Vitenskapelig foredrag

Jakobsen, Espen Robstad. (2024) On Mean Field Games with nonlocal and nonlinear diffusions. UiO Norwegian meeting on PDEs 2024 , Oslo 2024-06-05 - 2024-06-07

2023

Vitenskapelig foredrag

Jakobsen, Espen Robstad; del Teso, Félix. (2023) A convergent discretisation of the porous medium equation with fractional pressure. University of Bielefeld Nonlocal Equations: Analysis and Numerics 2023-03-06 - 2023-03-10
Vitenskapelig foredrag

Jakobsen, Espen Robstad; del Teso, Félix. (2023) A convergent discretisation of the porous medium equation with fractional pressure. Uppsala Universitet Mini-symposium 11/5: Kinetic equations, fractional porous medium, random fields and large deviations. 2023-05-11 - 2023-05-11
Vitenskapelig foredrag

Jakobsen, Espen Robstad; Rutkowski, Artur Jakub. (2023) The master equation for mean field games with fractional and nonlocal diffusions. Department of Mathematics, Baylor University Baylor Applied Math Seminar , Online, 2023-11-06 - 2023-11-06
Vitenskapelig foredrag

Jakobsen, Espen Robstad; Rutkowski, Artur Jakub. (2023) The master equation for mean field games with fractional and nonlocal diffusions. SPDEs, optimal control and mean field games - analysis, numerics and applications , Center for Interdisciplinary Research (ZiF), Bielefeld 2023-07-10 - 2023-07-14
Vitenskapelig foredrag

Jakobsen, Espen Robstad; del Teso, Félix. (2023) A convergent discretisation of the porous medium equation with fractional pressure. EURO-JAPANESE CONFERENCE ON NONLINEAR DIFFUSIONS , ICMAT-UAM, Madrid (Spain) 2023-10-16 - 2023-10-20
Vitenskapelig foredrag

Jakobsen, Espen Robstad; del Teso, Félix. (2023) A convergent discretisation of the porous medium equation with fractional pressure. Institut Mittag-Leffler Stochastic Flows , Djursholm 2023-11-27 - 2023-12-01

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. Autonomous University of Madrid Regularity for nonlinear diffusion equations. Green functions and functional inequalities , 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. University of Bielfeld, Germany 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. Universitetet i Oslo NHR 60. A conference in honour of Nils Henrik Risebro on the occasion of his 60th birthday. , Oslo 2022-09-12 - 2022-09-14