Espen Robstad Jakobsen
Background and activities
Espen R. Jakobsen has been a professor at the Department of Mathematical Sciences since 2008. He is currently the leader of the Differential Equations and Numerical Analysis (DNA) research group at the department.
Research interests
Partial differential equations, non-local and fractional equations, numerical methods, mathematical analysis, numerical analysis, stochastic processes, control theory, 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
Scientific, academic and artistic work
A selection of recent journal publications, artistic productions, books, including book and report excerpts. See all publications in the database
Journal publications
- (2019) On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations. SIAM Journal on Numerical Analysis. vol. 57 (2).
- (2019) Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems. Electronic Communications in Probability. vol. 24.
- (2019) Robust numerical methods for nonlocal (and local) equations of porous medium type. Part I: Theory. SIAM Journal on Numerical Analysis. vol. 57 (5).
- (2018) L1 semigroup generation for Fokker-Planck operators associated with general Levy driven SDEs. Discrete and Continuous Dynamical Systems. Series A. vol. 38 (11).
- (2018) Robust numerical methods for nonlocal (and local) equations of porous medium type. Part II: Schemes and experiments. SIAM Journal on Numerical Analysis. vol. 56 (6).
- (2017) On nonlocal quasilinear equations and their local limits. Journal of Differential Equations. vol. 262 (6).
- (2017) On numerical density approximations of solutions of SDEs with unbounded coefficients. Advances in Computational Mathematics. vol. 44 (3).
- (2017) Sur des solutions distributionnelles de problemes locaux et non locaux de type milieux poreux. Comptes rendus. Mathematique. vol. 355 (11).
- (2017) Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type. Advances in Mathematics. vol. 305.
- (2014) Optimal Continuous Dependence Estimates for Fractional Degenerate Parabolic Equations. Archive for Rational Mechanics and Analysis. vol. 213 (3).
- (2014) On Neumann type problems for nonlocal equations set in a half space. Transactions of the American Mathematical Society. vol. 366 (9).
- (2014) On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations. Journal of Differential Equations. vol. 256 (4).
- (2014) On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik. vol. 127 (3).
- (2014) L1 contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. SIAM Journal on Mathematical Analysis. vol. 46 (6).
- (2013) Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Mathematics of Computation. vol. 82 (283).
- (2013) On the spectral vanishing viscosity method for periodic fractional conservation laws. Mathematics of Computation. vol. 82 (283).
- (2012) CONTINUOUS DEPENDENCE ESTIMATES FOR NONLINEAR FRACTIONAL CONVECTION-DIFFUSION EQUATIONS. SIAM Journal on Mathematical Analysis. vol. 44 (2).
- (2011) Entropy solution theory for fractional degenerate convection-diffusion equations. Annales de l'Institut Henri Poincare. Analyse non linéar. vol. 28 (3).
- (2011) The discontinuous Galerkin method for fractal conservation laws. IMA Journal of Numerical Analysis. vol. 31 (3).
- (2011) The discontinuous Galerkin method for fractional degenerate convection-diffusion equations. BIT Numerical Mathematics. vol. 51 (4).