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ORCIDEspen R. Jakobsen
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- affiliation: Norwegian University of Science and Technology (NTNU), Trondheim
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Journal Articles
- 2023
[j17]Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen:
On Numerical Approximations of Fractional and Nonlocal Mean Field Games. Found. Comput. Math. 23(4): 1381-1431 (2023)- 2019
- [j16]Imran H. Biswas, Indranil Chowdhury
, Espen R. Jakobsen:
On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations. SIAM J. Numer. Anal. 57(2): 799-827 (2019) - [j15]Félix del Teso, Jørgen Endal, Espen R. Jakobsen:
Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory. SIAM J. Numer. Anal. 57(5): 2266-2299 (2019) - 2018
- [j14]Linghua Chen, Espen Robstad Jakobsen, Arvid Naess:
On numerical density approximations of solutions of SDEs with unbounded coefficients. Adv. Comput. Math. 44(3): 693-721 (2018) - [j13]Félix del Teso, Jørgen Endal, Espen R. Jakobsen:
Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments. SIAM J. Numer. Anal. 56(6): 3611-3647 (2018) - 2014
- [j12]Simone Cifani, Espen R. Jakobsen:
On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik 127(3): 447-483 (2014) - [j11]Jørgen Endal, Espen R. Jakobsen:
L1 Contraction for Bounded (Nonintegrable) Solutions of Degenerate Parabolic Equations. SIAM J. Math. Anal. 46(6): 3957-3982 (2014) - 2013
- [j10]Kristian Debrabant, Espen R. Jakobsen:
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Math. Comput. 82(283): 1433-1462 (2013) - [j9]Simone Cifani, Espen R. Jakobsen:
On the spectral vanishing viscosity method for periodic fractional conservation laws. Math. Comput. 82(283): 1489-1514 (2013) - 2012
- [j8]Nathael Alibaud, Simone Cifani, Espen R. Jakobsen:
Continuous Dependence Estimates for Nonlinear Fractional Convection-diffusion Equations. SIAM J. Math. Anal. 44(2): 603-632 (2012) - 2010
- [j7]Imran H. Biswas, Espen R. Jakobsen, Kenneth H. Karlsen:
Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE. SIAM J. Numer. Anal. 48(3): 1110-1135 (2010) - 2009
- [j6]Fabio Camilli, Espen R. Jakobsen:
A Finite Element Like Scheme for Integro-Partial Differential Hamilton-Jacobi-Bellman Equations. SIAM J. Numer. Anal. 47(4): 2407-2431 (2009) - 2008
- [j5]Espen R. Jakobsen, Kenneth H. Karlsen, Claudia La Chioma:
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. Numerische Mathematik 110(2): 221-255 (2008) - 2007
- [j4]Guy Barles, Espen R. Jakobsen:
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Math. Comput. 76(260): 1861-1893 (2007) - 2006
- [j3]Espen R. Jakobsen:
On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Asymptot. Anal. 49(3-4): 249-273 (2006) - 2005
- [j2]Guy Barles, Espen R. Jakobsen:
Error Bounds for Monotone Approximation Schemes for Hamilton-Jacobi-Bellman Equations. SIAM J. Numer. Anal. 43(2): 540-558 (2005) - 2001
- [j1]Espen R. Jakobsen, Kenneth H. Karlsen, Nils Henrik Risebro:
On the Convergence Rate ofOperator Splitting for Hamilton-Jacobi Equations with Source Terms. SIAM J. Numer. Anal. 39(2): 499-518 (2001)
Informal and Other Publications
- 2024
- [i5]Indranil Chowdhury, Espen Robstad Jakobsen, Robin Østern Lien:
Discretization of fractional fully nonlinear equations by powers of discrete Laplacians. CoRR abs/2401.09926 (2024) - 2023
- [i4]Félix del Teso, Espen R. Jakobsen:
A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure. CoRR abs/2303.05168 (2023) - [i3]Indranil Chowdhury, Espen R. Jakobsen:
Precise Error Bounds for Numerical Approximations of Fractional HJB EInquations. CoRR abs/2308.16434 (2023) - 2022
- [i2]Félix del Teso, Jørgen Endal, Espen R. Jakobsen:
Uniform tail estimates and Lp(RN)-convergence for finite-difference approximations of nonlinear diffusion equations. CoRR abs/2202.02297 (2022) - 2021
- [i1]Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen:
On Numerical approximations of fractional and nonlocal Mean Field Games. CoRR abs/2105.00073 (2021)
Coauthor Index
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