Espen Robstad Jakobsen
Foto:
Kai T. Dragland / NTNU
About
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 more than 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, 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 https://folk.ntnu.no/erj/index.html
Publications
2025
-
Alibaud, Nathaël;
Endal, Jørgen;
Jakobsen, Espen R.;
Mæhlen, Ola.
(2025)
Nonlocal degenerate parabolic-hyperbolic equations on bounded domains.
Annales de l'Institut Henri Poincare. Analyse non linéar
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad;
Krupski, Miłosz.
(2025)
A strongly degenerate fully nonlinear mean field game with nonlocal diffusion.
Journal of Differential Equations
Academic article
2024
-
Jakobsen, Espen Robstad;
Rutkowski, Artur Jakub.
(2024)
Towards a Schauder theory for fractional viscous Hamilton-Jacobi equations.
Pure and Applied Functional Analysis
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad.
(2024)
Precise error bounds for numerical approximations of fractional HJB equations.
IMA Journal of Numerical Analysis
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad;
Lien, Robin Østern.
(2024)
Discretization of Fractional Fully Nonlinear Equations by Powers of Discrete Laplacians.
Dynamic Games and Applications
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad;
Krupski, Milosz.
(2024)
On fully nonlinear parabolic mean field games with nonlocal and local diffusions.
SIAM Journal on Mathematical Analysis
Academic article
-
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
Academic article
2023
-
Teso, Félix del;
Endal, Jørgen;
Jakobsen, Espen Robstad;
Vázquez, Juan Luis.
(2023)
Evolution driven by the infinity fractional Laplacian.
Calculus of Variations and Partial Differential Equations
Academic article
2022
-
Chowdhury, Indranil;
Ersland, Olav;
Jakobsen, Espen Robstad.
(2022)
On Numerical Approximations of Fractional and Nonlocal Mean Field Games.
Foundations of Computational Mathematics
Academic article
-
Teso, Félix del;
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
Academic article
2021
-
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)
Reader opinion piece
-
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)
Academic article
-
Ersland, Olav;
Jakobsen, Espen Robstad.
(2021)
On fractional and nonlocal parabolic Mean Field Games in the whole space.
Journal of Differential Equations
Academic article
2020
-
Alibaud, Nathael;
Teso, Félix del;
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2020)
The Liouville theorem and linear operators satisfying the maximum principle.
Journal des Mathématiques Pures et Appliquées
Academic article
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
Academic article
-
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
Academic article
-
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
Academic article
2018
-
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
Academic anthology/Conference proceedings
-
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.
Academic chapter/article/Conference paper
-
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
Academic article
-
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
Academic article
2017
-
Teso, Félix del;
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2017)
Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type.
Advances in Mathematics
Academic article
-
Mendez, Felix del Teso;
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2017)
Sur des solutions distributionnelles de problemes locaux et non locaux de type milieux poreux.
Comptes rendus. Mathematique
Academic article
-
Chasseigne, Emmanuel;
Jakobsen, Espen Robstad.
(2017)
On nonlocal quasilinear equations and their local limits.
Journal of Differential Equations
Academic article
-
Chen, Linghua;
Jakobsen, Espen Robstad;
Næss, Arvid.
(2017)
On numerical density approximations of solutions of SDEs with unbounded coefficients.
Advances in Computational Mathematics
Academic article
2016
-
Chen, Linghua;
Jakobsen, Espen Robstad;
Næss, Arvid.
(2016)
The Numerical Path Integration Method for Stochastic Differential Equations.
Norges teknisk-naturvitenskapelige universitet
Norges teknisk-naturvitenskapelige universitet
Doctoral dissertation
2014
-
Barles, Guy;
Georgelin, Christine;
Jakobsen, Espen Robstad.
(2014)
On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations.
Journal of Differential Equations
Academic article
-
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2014)
L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations.
SIAM Journal on Mathematical Analysis
Academic article
-
Droniou, Jerome;
Jakobsen, Espen Robstad.
(2014)
A Uniformly Converging Scheme for Fractal Conservation Laws.
Academic chapter/article/Conference paper
-
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
Academic article
-
Alibaud, N;
Cifani, Simone;
Jakobsen, Espen Robstad.
(2014)
Optimal Continuous Dependence Estimates for Fractional Degenerate Parabolic Equations.
Archive for Rational Mechanics and Analysis
Academic article
-
Debrabant, Kristian;
Jakobsen, Espen Robstad.
(2014)
Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations.
Academic chapter/article/Conference paper
-
Cifani, Simone;
Jakobsen, Espen Robstad.
(2014)
On numerical methods and error estimates for degenerate fractional convection-diffusion equations.
Numerische Mathematik
Academic article
2013
-
Debrabant, Kristian;
Jakobsen, Espen Robstad.
(2013)
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations.
Mathematics of Computation
Academic article
-
Jakobsen, Espen Robstad;
Cifani, Simone.
(2013)
On the spectral vanishing viscosity method for periodic fractional conservation laws.
Mathematics of Computation
Academic article
-
Debrabant, Kristian;
Jakobsen, Espen Robstad.
(2013)
Semi-Lagrangian schemes for parabolic equations.
Academic chapter/article/Conference paper
2012
-
Alibaud, N;
Cifani, Simone;
Jakobsen, Espen Robstad.
(2012)
CONTINUOUS DEPENDENCE ESTIMATES FOR NONLINEAR FRACTIONAL CONVECTION-DIFFUSION EQUATIONS.
SIAM Journal on Mathematical Analysis
Academic article
2011
-
Cifani, Simone;
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2011)
The discontinuous Galerkin method for fractal conservation laws.
IMA Journal of Numerical Analysis
Academic article
-
Cifani, Simone;
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2011)
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations.
BIT Numerical Mathematics
Academic article
-
Cifani, Simone;
Jakobsen, Espen Robstad.
(2011)
Entropy solution theory for fractional degenerate convection-diffusion equations.
Annales de l'Institut Henri Poincare. Analyse non linéar
Academic article
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
Academic article
-
Jakobsen, Espen Robstad.
(2010)
Monotone schemes.
Academic chapter/article/Conference paper
-
Biswas, Imran Habib;
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2010)
DIFFERENCE-QUADRATURE SCHEMES FOR NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDE.
SIAM Journal on Numerical Analysis
Academic article
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
Academic article
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
Academic article
-
Biswas, Imran Habib;
Jakobsen, Espen Robstad;
Chioma, C La;
Karlsen, Kenneth h..
(2008)
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions.
Numerische Mathematik
Academic article
-
Jakobsen, Espen Robstad;
Georgelin, Christine.
(2008)
Continuous dependence results for non-linear Neumann type boundary value problems.
Journal of Differential Equations
Academic article
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
Academic article
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2007)
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations.
Mathematics of Computation
Academic article
-
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
Academic article
2006
-
Jakobsen, Espen Robstad.
(2006)
On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations.
Asymptotic Analysis
Academic article
-
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.)
Academic article
2005
-
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2005)
Continuous dependence estimates for viscosity solutions of integro-PDEs.
Journal of Differential Equations
Academic article
-
Jakobsen, Espen Robstad;
Karlsen, Kenneth h..
(2005)
Convergence rates for semi-discrete splitting approximations fordegenerate parabolic equations with source terms.
BIT Numerical Mathematics
Academic article
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2005)
Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations.
SIAM Journal on Numerical Analysis
Academic article
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
Academic article
-
Jakobsen, Espen Robstad.
(2004)
On error bounds for approximation schemes for non-convex degenerate<BR/>elliptic equations.
BIT Numerical Mathematics
Academic article
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
Academic article
-
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
Report
2002
-
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2002)
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations.
Electronic Journal of Differential Equations
Academic article
-
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2002)
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations.
Journal of Differential Equations
Academic article
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2002)
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations.
Modélisation mathématique et analyse numérique
Academic article
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
Academic article
-
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
Academic article
Journal publications
-
Alibaud, Nathaël;
Endal, Jørgen;
Jakobsen, Espen R.;
Mæhlen, Ola.
(2025)
Nonlocal degenerate parabolic-hyperbolic equations on bounded domains.
Annales de l'Institut Henri Poincare. Analyse non linéar
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad;
Krupski, Miłosz.
(2025)
A strongly degenerate fully nonlinear mean field game with nonlocal diffusion.
Journal of Differential Equations
Academic article
-
Jakobsen, Espen Robstad;
Rutkowski, Artur Jakub.
(2024)
Towards a Schauder theory for fractional viscous Hamilton-Jacobi equations.
Pure and Applied Functional Analysis
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad.
(2024)
Precise error bounds for numerical approximations of fractional HJB equations.
IMA Journal of Numerical Analysis
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad;
Lien, Robin Østern.
(2024)
Discretization of Fractional Fully Nonlinear Equations by Powers of Discrete Laplacians.
Dynamic Games and Applications
Academic article
-
Chowdhury, Indranil;
Jakobsen, Espen Robstad;
Krupski, Milosz.
(2024)
On fully nonlinear parabolic mean field games with nonlocal and local diffusions.
SIAM Journal on Mathematical Analysis
Academic article
-
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
Academic article
-
Teso, Félix del;
Endal, Jørgen;
Jakobsen, Espen Robstad;
Vázquez, Juan Luis.
(2023)
Evolution driven by the infinity fractional Laplacian.
Calculus of Variations and Partial Differential Equations
Academic article
-
Chowdhury, Indranil;
Ersland, Olav;
Jakobsen, Espen Robstad.
(2022)
On Numerical Approximations of Fractional and Nonlocal Mean Field Games.
Foundations of Computational Mathematics
Academic article
-
Teso, Félix del;
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
Academic article
-
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)
Reader opinion piece
-
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)
Academic article
-
Ersland, Olav;
Jakobsen, Espen Robstad.
(2021)
On fractional and nonlocal parabolic Mean Field Games in the whole space.
Journal of Differential Equations
Academic article
-
Alibaud, Nathael;
Teso, Félix del;
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2020)
The Liouville theorem and linear operators satisfying the maximum principle.
Journal des Mathématiques Pures et Appliquées
Academic article
-
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
Academic article
-
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
Academic article
-
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
Academic article
-
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
Academic article
-
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
Academic article
-
Teso, Félix del;
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2017)
Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type.
Advances in Mathematics
Academic article
-
Mendez, Felix del Teso;
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2017)
Sur des solutions distributionnelles de problemes locaux et non locaux de type milieux poreux.
Comptes rendus. Mathematique
Academic article
-
Chasseigne, Emmanuel;
Jakobsen, Espen Robstad.
(2017)
On nonlocal quasilinear equations and their local limits.
Journal of Differential Equations
Academic article
-
Chen, Linghua;
Jakobsen, Espen Robstad;
Næss, Arvid.
(2017)
On numerical density approximations of solutions of SDEs with unbounded coefficients.
Advances in Computational Mathematics
Academic article
-
Barles, Guy;
Georgelin, Christine;
Jakobsen, Espen Robstad.
(2014)
On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations.
Journal of Differential Equations
Academic article
-
Endal, Jørgen;
Jakobsen, Espen Robstad.
(2014)
L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations.
SIAM Journal on Mathematical Analysis
Academic article
-
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
Academic article
-
Alibaud, N;
Cifani, Simone;
Jakobsen, Espen Robstad.
(2014)
Optimal Continuous Dependence Estimates for Fractional Degenerate Parabolic Equations.
Archive for Rational Mechanics and Analysis
Academic article
-
Cifani, Simone;
Jakobsen, Espen Robstad.
(2014)
On numerical methods and error estimates for degenerate fractional convection-diffusion equations.
Numerische Mathematik
Academic article
-
Debrabant, Kristian;
Jakobsen, Espen Robstad.
(2013)
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations.
Mathematics of Computation
Academic article
-
Jakobsen, Espen Robstad;
Cifani, Simone.
(2013)
On the spectral vanishing viscosity method for periodic fractional conservation laws.
Mathematics of Computation
Academic article
-
Alibaud, N;
Cifani, Simone;
Jakobsen, Espen Robstad.
(2012)
CONTINUOUS DEPENDENCE ESTIMATES FOR NONLINEAR FRACTIONAL CONVECTION-DIFFUSION EQUATIONS.
SIAM Journal on Mathematical Analysis
Academic article
-
Cifani, Simone;
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2011)
The discontinuous Galerkin method for fractal conservation laws.
IMA Journal of Numerical Analysis
Academic article
-
Cifani, Simone;
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2011)
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations.
BIT Numerical Mathematics
Academic article
-
Cifani, Simone;
Jakobsen, Espen Robstad.
(2011)
Entropy solution theory for fractional degenerate convection-diffusion equations.
Annales de l'Institut Henri Poincare. Analyse non linéar
Academic article
-
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
Academic article
-
Biswas, Imran Habib;
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2010)
DIFFERENCE-QUADRATURE SCHEMES FOR NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDE.
SIAM Journal on Numerical Analysis
Academic article
-
Camilli, F;
Jakobsen, Espen Robstad.
(2009)
A FINITE ELEMENT LIKE SCHEME FOR INTEGRO-PARTIAL DIFFERENTIAL HAMILTON-JACOBI-BELLMAN EQUATIONS.
SIAM Journal on Numerical Analysis
Academic article
-
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
Academic article
-
Biswas, Imran Habib;
Jakobsen, Espen Robstad;
Chioma, C La;
Karlsen, Kenneth h..
(2008)
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions.
Numerische Mathematik
Academic article
-
Jakobsen, Espen Robstad;
Georgelin, Christine.
(2008)
Continuous dependence results for non-linear Neumann type boundary value problems.
Journal of Differential Equations
Academic article
-
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
Academic article
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2007)
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations.
Mathematics of Computation
Academic article
-
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
Academic article
-
Jakobsen, Espen Robstad.
(2006)
On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations.
Asymptotic Analysis
Academic article
-
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.)
Academic article
-
Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2005)
Continuous dependence estimates for viscosity solutions of integro-PDEs.
Journal of Differential Equations
Academic article
-
Jakobsen, Espen Robstad;
Karlsen, Kenneth h..
(2005)
Convergence rates for semi-discrete splitting approximations fordegenerate parabolic equations with source terms.
BIT Numerical Mathematics
Academic article
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2005)
Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations.
SIAM Journal on Numerical Analysis
Academic article
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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
Academic article
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Jakobsen, Espen Robstad.
(2004)
On error bounds for approximation schemes for non-convex degenerate<BR/>elliptic equations.
BIT Numerical Mathematics
Academic article
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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
Academic article
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Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2002)
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations.
Electronic Journal of Differential Equations
Academic article
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Jakobsen, Espen Robstad;
Karlsen, Kenneth Hvistendahl.
(2002)
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations.
Journal of Differential Equations
Academic article
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Barles, Guy;
Jakobsen, Espen Robstad.
(2002)
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations.
Modélisation mathématique et analyse numérique
Academic article
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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
Academic article
-
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
Academic article
Books
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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
Academic anthology/Conference proceedings
Part of book/report
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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.
Academic chapter/article/Conference paper
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Droniou, Jerome;
Jakobsen, Espen Robstad.
(2014)
A Uniformly Converging Scheme for Fractal Conservation Laws.
Academic chapter/article/Conference paper
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Debrabant, Kristian;
Jakobsen, Espen Robstad.
(2014)
Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations.
Academic chapter/article/Conference paper
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Debrabant, Kristian;
Jakobsen, Espen Robstad.
(2013)
Semi-Lagrangian schemes for parabolic equations.
Academic chapter/article/Conference paper
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Jakobsen, Espen Robstad.
(2010)
Monotone schemes.
Academic chapter/article/Conference paper
Report
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Chen, Linghua;
Jakobsen, Espen Robstad;
Næss, Arvid.
(2016)
The Numerical Path Integration Method for Stochastic Differential Equations.
Norges teknisk-naturvitenskapelige universitet
Norges teknisk-naturvitenskapelige universitet
Doctoral dissertation
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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
Report
Teaching
Courses
- MA8105 - Non-Linear Partial Differential Equations and Sobolev Spaces
- TMA4170 - Fourier Analysis
- MA8109 - Stochastic Processes and Differential Equations
- TMA4212 - Numerical Solution of Differential Equations by Difference Methods
- TMA4120 - Mathematics 4K - Complex analysis, differential equations and Fourier analysis
Outreach
2025
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Academic lectureJakobsen, Espen Robstad; Chowdhury, Indranil; Krupski, Milosz. (2025) Fully nonlinear parabolic mean field games: Existence and uniqueness results, and some degenerate problems. Seminaire EDP, departement des Mathématiques, University of Besancon 2025-05-06 - 2025-05-06
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Academic lectureJakobsen, Espen Robstad; Chowdhury, Indranil; Krupski, Milosz. (2025) Fully nonlinear parabolic mean field games: Existence and uniqueness results, and some degenerate problems. Durham Symposium on Mean Field Games , Durham 2025-03-25 - 2025-03-28
2024
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Academic lectureJakobsen, Espen Robstad. (2024) On Mean Field Games with nonlocal and nonlinear diffusions. Analysis and PDE seminar, Durham University , Durham 2024-11-19 - 2024-11-19
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Academic lectureJakobsen, Espen Robstad. (2024) On Mean Field Games with nonlocal and nonlinear diffusions. Norwegian meeting on PDEs 2024 , Oslo 2024-06-05 - 2024-06-07
2023
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Academic lectureJakobsen, Espen Robstad; Teso, Félix del. (2023) A convergent discretisation of the porous medium equation with fractional pressure. Stochastic Flows , Djursholm 2023-11-27 - 2023-12-01
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Academic lectureJakobsen, Espen Robstad; Teso, Félix del. (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
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Academic lectureJakobsen, Espen Robstad; Rutkowski, Artur Jakub. (2023) The master equation for mean field games with fractional and nonlocal diffusions. Baylor Applied Math Seminar , Online, 2023-11-06 - 2023-11-06
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, Espen Robstad; Teso, Félix del. (2023) A convergent discretisation of the porous medium equation with fractional pressure. Mini-symposium 11/5: Kinetic equations, fractional porous medium, random fields and large deviations. 2023-05-11 - 2023-05-11
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Academic lectureJakobsen, Espen Robstad; Teso, Félix del. (2023) A convergent discretisation of the porous medium equation with fractional pressure. Nonlocal Equations: Analysis and Numerics 2023-03-06 - 2023-03-10
2022
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Academic lectureJakobsen, 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. , Oslo 2022-09-12 - 2022-09-14
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Academic lectureJakobsen, 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 , Madrid 2022-06-13 - 2022-06-17
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Academic lectureJakobsen, 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
2021
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Academic lectureJakobsen, 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 , Oslo 2021-11-25 - 2021-11-26
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Academic lectureJakobsen, 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 , Oberwolfach, Germany, and online (zoom) 2021-06-27 - 2021-07-03
2019
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Academic lectureJakobsen, Espen Robstad. (2019) THE LIOUVILLE THEOREM AND LINEAR OPERATORS SATISFYING THE MAX PRINCIPLE. Journée EMS , Tours 2019-06-13 - 2019-09-13
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Academic lectureJakobsen, 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 , Bielefeld 2019-03-25 - 2019-03-29
2018
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Academic lectureJakobsen, 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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Academic lectureJakobsen, 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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Academic lectureJakobsen, Espen Robstad. (2017) On numerical methods for nonlocal nonlinear PDEs. CHiPS workshop June 2017 , NTNU 2017-06-27 - 2017-06-30
2016
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Academic lectureJakobsen, 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 , Linz 2016-11-21 - 2016-11-25
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Academic lectureJakobsen, Espen Robstad. (2016) On error estimates for monotone approximations for Bellman and Isaacs equations. Analysis seminar , University of Jyväskylä 2016-11-25 - 2016-11-25
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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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Academic lectureJakobsen, 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
2015
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Academic lectureJakobsen, 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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Academic lectureJakobsen, 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
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Academic lectureJakobsen, Espen Robstad. (2015) Uniqueness and properties of bounded distributional solutions of non-local equations of porous medium type. Analysis seminar , University of Tours, Tours 2015-11-05 - 2015-11-05
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Academic lectureJakobsen, Espen Robstad. (2015) Recent results on non-local degenerate PDEs. Seminar: Journee de rentree de l’equipe d’Analyse, DMA, , Ecole Normale Superieur, rue d'Ulm, Paris 2015-09-22 - 2015-09-22
2014
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Academic lectureJakobsen, Espen Robstad. (2014) L1 contraction for bounded (non-integrable) solutions of degenerate parabolic equations. Journées d’Analyse Non Linéaire , Besancon 2014-06-19 - 2014-06-20
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Academic lectureJakobsen, 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 , Madrid 2014-07-07 - 2014-07-11
2013
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Academic lectureJakobsen, Espen Robstad. (2013) Well-posedness of fractional degenerate parabolic equations. 26th Nordic and 1st European-Nordic Congress of Mathematicians , Lund 2013-06-10 - 2013-06-13
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Academic lectureJakobsen, Espen Robstad. (2013) Recent results on fractional degenerate parabolic equations. Workshop on nonlinear equations , Madrid 2013-10-17 - 2013-10-18
2012
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Academic lectureDebrabant, 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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Academic lectureJakobsen, 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. , Magdeburg 2000-02-27 - 2000-03-03