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  1. Employees

Språkvelger

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Espen Robstad Jakobsen

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Espen Robstad Jakobsen

Professor
Department of Mathematical Sciences
Faculty of Information Technology and Electrical Engineering

espen.jakobsen@ntnu.no
+4773593512 Sentralbygg 2, 1148, Gløshaugen, Alfred Getz vei 1
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About Publications Teaching Outreach

About

CV

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

Competencies

  • Differential equations
  • Fractional and non-local differential equations
  • Fully non-linear partial differential equations
  • Mean field games
  • Numerical analysis
  • Partial differential equations
  • Stochastic analysis
  • Stochastic control theory

Publications

  • Chronological
  • By category
  • See all publications in Cristin

2025

  • 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

  • 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
  • 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
  • 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

2023

  • 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
    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
  • 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
    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)
    Letter to the editor
  • Ersland, Olav; Jakobsen, Espen Robstad. (2021) On fractional and nonlocal parabolic Mean Field Games in the whole space. Journal of Differential Equations
    Academic article
  • 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

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
    Academic article

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
    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
  • 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

  • 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, 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
    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
  • 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

2017

  • 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
  • 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
    Academic article
  • 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
    Academic article
  • Chasseigne, Emmanuel; Jakobsen, Espen Robstad. (2017) On nonlocal quasilinear equations and their local limits. Journal of Differential Equations
    Academic article

2016

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

2014

  • Endal, Jørgen; Jakobsen, Espen Robstad. (2014) L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. SIAM Journal on Mathematical Analysis
    Academic article
  • 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
    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
  • 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
  • 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
  • Droniou, Jerome; Jakobsen, Espen Robstad. (2014) A Uniformly Converging Scheme for Fractal Conservation Laws. Springer Publishing Company
    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

2013

  • Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for parabolic equations. World Scientific
    Academic chapter/article/Conference paper
  • 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 linear and fully non-linear diffusion equations. Mathematics of Computation
    Academic article

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 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
  • Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractal conservation laws. IMA Journal of Numerical Analysis
    Academic article

2010

  • Jakobsen, Espen Robstad. (2010) Monotone schemes. John Wiley & Sons
    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
  • 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

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; La Chioma, C; 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.. (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

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 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
  • Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl . (2005) Continuous dependence estimates for viscosity solutions of integro-PDEs. Journal of Differential Equations
    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 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
  • 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

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

  • 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
  • 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
  • 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
  • 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
  • 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
    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
  • 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
    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)
    Letter to the editor
  • Ersland, Olav; Jakobsen, Espen Robstad. (2021) On fractional and nonlocal parabolic Mean Field Games in the whole space. Journal of Differential Equations
    Academic article
  • 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
  • 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
    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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
    Academic article
  • 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
    Academic article
  • Chasseigne, Emmanuel; Jakobsen, Espen Robstad. (2017) On nonlocal quasilinear equations and their local limits. 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
  • Cifani, Simone; Jakobsen, Espen Robstad. (2014) On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik
    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
  • 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
  • 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
  • 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 linear and fully non-linear diffusion equations. 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 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
  • Cifani, Simone; Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl. (2011) The discontinuous Galerkin method for fractal conservation laws. IMA Journal of Numerical Analysis
    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
  • 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
  • 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; La Chioma, C; 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.. (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; 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 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
  • 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. (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
  • 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, 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
  • 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 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

  • 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

  • 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
    Academic chapter/article/Conference paper
  • 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
    Academic chapter/article/Conference paper
  • Droniou, Jerome; Jakobsen, Espen Robstad. (2014) A Uniformly Converging Scheme for Fractal Conservation Laws. Springer Publishing Company
    Academic chapter/article/Conference paper
  • Debrabant, Kristian; Jakobsen, Espen Robstad. (2013) Semi-Lagrangian schemes for parabolic equations. World Scientific
    Academic chapter/article/Conference paper
  • Jakobsen, Espen Robstad. (2010) Monotone schemes. John Wiley & Sons
    Academic chapter/article/Conference paper

Report

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

  • Academic lecture
    Jakobsen, 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
  • Academic lecture
    Jakobsen, Espen Robstad; Chowdhury, Indranil; Krupski, Milosz. (2025) Fully nonlinear parabolic mean field games: Existence and uniqueness results, and some degenerate problems. University of Durham Durham Symposium on Mean Field Games , Durham 2025-03-25 - 2025-03-28

2024

  • Academic lecture
    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
  • Academic lecture
    Jakobsen, Espen Robstad. (2024) On Mean Field Games with nonlocal and nonlinear diffusions. Department of Mathematical Sciences, Durham University Analysis and PDE seminar, Durham University , Durham 2024-11-19 - 2024-11-19

2023

  • Academic lecture
    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
  • Academic lecture
    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
  • Academic lecture
    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
  • Academic lecture
    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
  • Academic lecture
    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
  • Academic lecture
    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

2022

  • Academic lecture
    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
  • Academic lecture
    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
  • Academic lecture
    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

2021

  • Academic lecture
    Jakobsen, Espen Robstad; Krupski, Milosz; Chowdhury, Indranil; Ersland, Olav. (2021) Wellposedness of some Mean Field Game models. UiO Rough path techniques in stochastic analysis and mathematical probability , Oslo 2021-11-25 - 2021-11-26
  • Academic lecture
    Jakobsen, Espen Robstad; Chowdhury, Indranil; Ersland, Olav; Camilli, Fabio. (2021) Semi-Lagrangian schemes for nonlocal HJB-equations and Mean Field Games. MFO Workshop 2126b (Oberwolfach) Numerical Methods for Fully Nonlinear and Related PDEs , Oberwolfach, Germany, and online (zoom) 2021-06-27 - 2021-07-03

2019

  • Academic lecture
    Jakobsen, Espen Robstad. (2019) THE LIOUVILLE THEOREM AND LINEAR OPERATORS SATISFYING THE MAX PRINCIPLE: CLASSIFICATION IN THE CONSTANT COEFFICIENT CASE. University of Bielefeld Analysis of nonlocal and nonsmooth models , Bielefeld 2019-03-25 - 2019-03-29
  • Academic lecture
    Jakobsen, Espen Robstad. (2019) THE LIOUVILLE THEOREM AND LINEAR OPERATORS SATISFYING THE MAX PRINCIPLE. University of Tours Journée EMS , Tours 2019-06-13 - 2019-09-13

2018

  • Academic lecture
    Jakobsen, 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

  • Academic lecture
    Jakobsen, Espen Robstad. (2017) On numerical methods for nonlocal nonlinear PDEs. CHiPS project at IMF, NTNU (leader Elena Celledoni) CHiPS workshop June 2017 , NTNU 2017-06-27 - 2017-06-30
  • Academic lecture
    Jakobsen, 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

2016

  • Academic lecture
    Jakobsen, Espen Robstad. (2016) On error estimates for monotone approximations for Bellman and Isaacs equations. Department of Mathematics and Statistics Analysis seminar , University of Jyväskylä 2016-11-25 - 2016-11-25
  • Academic lecture
    Jakobsen, Espen Robstad. (2016) On error estimates for monotone approximations for Bellman and Isaacs equations. RICAM Numerical methods for Hamilton-Jacobi equations in optimal control and related fields , Linz 2016-11-21 - 2016-11-25
  • Academic lecture
    Jakobsen, 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
  • Academic lecture
    Jakobsen, 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
  • Academic lecture
    Jakobsen, 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

  • Academic lecture
    Jakobsen, Espen Robstad. (2015) Uniqueness and properties of bounded distributional solutions of non-local equations of porous medium type. Laboratoire de Mathématiques et Physique Théorique Analysis seminar , University of Tours, Tours 2015-11-05 - 2015-11-05
  • Academic lecture
    Jakobsen, 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
  • Academic lecture
    Jakobsen, Espen Robstad. (2015) Recent results on non-local degenerate PDEs . Analysis group, Département de mathématiques et applications Seminar: Journee de rentree de l’equipe d’Analyse, DMA, , Ecole Normale Superieur, rue d'Ulm, Paris 2015-09-22 - 2015-09-22
  • Academic lecture
    Jakobsen, 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

  • Academic lecture
    Jakobsen, Espen Robstad. (2014) On quasilinear fractional PDEs and their local limits. Viscosity solution theory. AIMS, http://www.aimsciences.org/conferences/2014/ The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications , Madrid 2014-07-07 - 2014-07-11
  • Academic lecture
    Jakobsen, Espen Robstad. (2014) L1 contraction for bounded (non-integrable) solutions of degenerate parabolic equations. Universite de Franche-Comte http://lmb.univ-fcomte.fr/ Journées d’Analyse Non Linéaire , Besancon 2014-06-19 - 2014-06-20

2013

  • Academic lecture
    Jakobsen, Espen Robstad. (2013) Recent results on fractional degenerate parabolic equations. https://sites.google.com/site/nonlinearmadri2013/ Workshop on nonlinear equations , Madrid 2013-10-17 - 2013-10-18
  • Academic lecture
    Jakobsen, Espen Robstad. (2013) Well-posedness of fractional degenerate parabolic equations. http://www.maths.lth.se/nordic26/ 26th Nordic and 1st European-Nordic Congress of Mathematicians , Lund 2013-06-10 - 2013-06-13

2012

  • Academic lecture
    Debrabant, 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

  • Academic lecture
    Jakobsen, 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

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