Espen Robstad Jakobsen
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
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
-
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
-
Chowdhury, Indranil;
Ersland, Olav;
Jakobsen, Espen Robstad.
(2022)
On Numerical Approximations of Fractional and Nonlocal Mean Field Games.
Foundations of Computational Mathematics
Academic article
2021
-
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)
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
Letter to the editor
-
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
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
-
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
-
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
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) Publishing House
European Mathematical Society (EMS) Publishing House
Academic anthology/Conference proceedings
-
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) Publishing House
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
2017
-
Chasseigne, Emmanuel;
Jakobsen, Espen Robstad.
(2017)
On nonlocal quasilinear equations and their local limits.
Journal of Differential Equations
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
-
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.
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
-
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
-
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
2013
-
Debrabant, Kristian;
Jakobsen, Espen Robstad.
(2013)
Semi-Lagrangian schemes for parabolic equations.
World Scientific
Academic chapter/article/Conference paper
-
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
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.
(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 fractional degenerate convection-diffusion equations.
BIT Numerical Mathematics
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.
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
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
-
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;
La Chioma, C;
Karlsen, Kenneth h..
(2008)
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions.
Numerische Mathematik
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
-
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
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2007)
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations.
Mathematics of Computation
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
-
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 h..
(2005)
Convergence rates for semi-discrete splitting approximations fordegenerate parabolic equations with source terms.
BIT Numerical Mathematics
Academic article
2004
-
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.
(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
2003
-
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
-
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
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
-
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
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2002)
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations.
Mathematical Modelling and Numerical Analysis
Academic article
2001
-
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
-
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
Journal publications
-
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
-
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
-
Chowdhury, Indranil;
Ersland, Olav;
Jakobsen, Espen Robstad.
(2022)
On Numerical Approximations of Fractional and Nonlocal Mean Field Games.
Foundations of Computational Mathematics
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
-
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
Letter to the editor
-
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
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
-
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
-
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.
(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
-
Chasseigne, Emmanuel;
Jakobsen, Espen Robstad.
(2017)
On nonlocal quasilinear equations and their local limits.
Journal of Differential Equations
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
-
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
-
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;
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
-
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
-
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.
(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 fractional degenerate convection-diffusion equations.
BIT Numerical Mathematics
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
-
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;
La Chioma, C;
Karlsen, Kenneth h..
(2008)
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions.
Numerische Mathematik
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
-
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
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2007)
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations.
Mathematics of Computation
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
-
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 h..
(2005)
Convergence rates for semi-discrete splitting approximations fordegenerate parabolic equations with source terms.
BIT Numerical Mathematics
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.
(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.
(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
-
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
-
Barles, Guy;
Jakobsen, Espen Robstad.
(2002)
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations.
Mathematical Modelling and 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
-
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
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) Publishing House
European Mathematical Society (EMS) Publishing House
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) Publishing House
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.
(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
-
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
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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
Media
2023
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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
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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
2022
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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
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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. Autonomous University of Madrid 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; 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
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Academic lectureJakobsen, 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
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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. MFO Workshop 2126b (Oberwolfach) 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: CLASSIFICATION IN THE CONSTANT COEFFICIENT CASE. University of Bielefeld Analysis of nonlocal and nonsmooth models , Bielefeld 2019-03-25 - 2019-03-29
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Academic lectureJakobsen, 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
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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) 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
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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
2016
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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
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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
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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) Well-posedness and numerical approximation of distributional solutions of non-local equations of porous medium type . 3rd Conference on Nonlocal Operators and Partial Differential Equations , Bedlewo 2016-06-27 - 2016-07-01
2015
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Academic lectureJakobsen, 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
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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) 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
2014
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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
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Academic lectureJakobsen, 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
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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