Espen R. Jakobsen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Towards a Schauder theory for fractional viscous Hamilton-Jacobi equations Pure and Applied Functional Analysis	2025-01-16	Paper
On fully nonlinear parabolic mean field games with nonlocal and local diffusions SIAM Journal on Mathematical Analysis	2024-09-30	Paper
Optimal stability results and nonlinear duality for \(L^\infty\) entropy and \(L^1\) viscosity solutions Journal de Mathématiques Pures et Appliquées. Neuvième Série	2024-07-17	Paper
Nonlocal degenerate parabolic hyperbolic equations on bounded domains	2023-10-10	Paper
On numerical approximations of fractional and nonlocal mean field games Foundations of Computational Mathematics	2023-09-07	Paper
Precise Error Bounds for Numerical Approximations of Fractional HJB Equations	2023-08-30	Paper
Uniform tail estimates and \(L^p( {\mathbb{R}}^N) \)-convergence for finite-difference approximations of nonlinear diffusion equations Discrete and Continuous Dynamical Systems	2023-06-23	Paper
The master equation for mean field game systems with fractional and nonlocal diffusions	2023-05-30	Paper
Evolution driven by the infinity fractional Laplacian Calculus of Variations and Partial Differential Equations	2023-05-04	Paper
A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure	2023-03-09	Paper
On fractional and nonlocal parabolic mean field games in the whole space Journal of Differential Equations	2021-09-23	Paper
On fully nonlinear parabolic mean field games with examples of nonlocal and local diffusions	2021-04-14	Paper
The Liouville theorem and linear operators satisfying the maximum principle Journal de Mathématiques Pures et Appliquées. Neuvième Série	2020-09-17	Paper
Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory SIAM Journal on Numerical Analysis	2019-10-11	Paper
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems Electronic Communications in Probability	2019-09-19	Paper
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems Electronic Communications in Probability	2019-09-19	Paper
On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations SIAM Journal on Numerical Analysis	2019-05-06	Paper
Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments SIAM Journal on Numerical Analysis	2018-12-19	Paper
\(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes Discrete and Continuous Dynamical Systems	2018-10-10	Paper
On the well-posedness of solutions with finite energy for nonlocal equations of porous medium type Non-Linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis	2018-10-09	Paper
On numerical density approximations of solutions of SDEs with unbounded coefficients Advances in Computational Mathematics	2018-07-24	Paper
Characterization of nonlocal diffusion operators satisfying the Liouville theorem. Irrational numbers and subgroups of $\mathbb{R}^d$	2018-07-05	Paper
Robust numerical methods for nonlocal (and local) equations of porous medium type. Part II: Schemes and experiments (available as arXiv preprint)	2018-04-13	Paper
$L^1$ semigroup generation for Fokker-Planck operators associated with general L\'evy driven SDEs (available as arXiv preprint)	2018-01-11	Paper
On distributional solutions of local and nonlocal problems of porous medium type Comptes Rendus. Mathématique. Académie des Sciences, Paris	2017-11-23	Paper
On nonlocal quasilinear equations and their local limits Journal of Differential Equations	2017-01-09	Paper
Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type Advances in Mathematics	2016-11-14	Paper
$L^1$ Contraction for Bounded (Nonintegrable) Solutions of Degenerate Parabolic Equations SIAM Journal on Mathematical Analysis	2015-03-19	Paper
A uniformly converging scheme for fractal conservation laws Springer Proceedings in Mathematics & Statistics	2014-10-31	Paper
On Neumann type problems for nonlocal equations set in a half space Transactions of the American Mathematical Society	2014-09-19	Paper
Optimal continuous dependence estimates for fractional degenerate parabolic equations Archive for Rational Mechanics and Analysis	2014-08-15	Paper
On numerical methods and error estimates for degenerate fractional convection-diffusion equations Numerische Mathematik	2014-08-01	Paper
On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations Journal of Differential Equations	2014-03-06	Paper
Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations	2014-03-05	Paper
Semi-Lagrangian schemes for parabolic equations Recent Developments in Computational Finance	2013-09-24	Paper
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations Mathematics of Computation	2013-07-23	Paper
On the spectral vanishing viscosity method for periodic fractional conservation laws Mathematics of Computation	2013-07-23	Paper
Continuous dependence estimates for nonlinear fractional convection-diffusion equations SIAM Journal on Mathematical Analysis	2012-08-23	Paper
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations BIT	2012-01-10	Paper
The discontinuous Galerkin method for fractal conservation laws IMA Journal of Numerical Analysis	2011-08-19	Paper
Entropy solution theory for fractional degenerate convection-diffusion equations Annales de l'Institut Henri Poincaré. Analyse Non Linéaire	2011-06-01	Paper
Difference-quadrature schemes for nonlinear degenerate parabolic integro-PDE SIAM Journal on Numerical Analysis	2011-04-11	Paper
Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes Applied Mathematics and Optimization	2010-10-15	Paper
A finite element like scheme for integro-partial differential Hamilton-Jacobi-Bellman equations SIAM Journal on Numerical Analysis	2010-08-30	Paper
Continuous dependence results for non-linear Neumann type boundary value problems Journal of Differential Equations	2008-11-06	Paper
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions Numerische Mathematik	2008-09-09	Paper
ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES Journal of Hyperbolic Differential Equations	2008-08-26	Paper
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations Mathematics of Computation	2007-09-13	Paper
scientific article; zbMATH DE number 5190454 (Why is no real title available?)	2007-09-12	Paper
scientific article; zbMATH DE number 5142606 (Why is no real title available?) (available as arXiv preprint)	2007-04-13	Paper
A ``maximum principle for semicontinuous functions applicable to integro-partial differential equations NoDEA. Nonlinear Differential Equations and Applications	2006-10-27	Paper
Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations SIAM Journal on Numerical Analysis	2005-10-28	Paper
Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams BIT	2005-10-18	Paper
Continuous dependence estimates for viscosity solutions of integro-PDEs Journal of Differential Equations	2005-06-01	Paper
On error bounds for approximation schemes for non-convex degenerate elliptic equations BIT	2005-04-07	Paper
$W^{2,\infty }$ regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension Proceedings of the American Mathematical Society	2004-08-13	Paper
ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2004-08-06	Paper
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations Journal of Differential Equations	2002-11-28	Paper
scientific article; zbMATH DE number 1748349 (Why is no real title available?)	2002-06-11	Paper
scientific article; zbMATH DE number 1748349 (Why is no real title available?)	2002-06-11	Paper
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations ESAIM: Mathematical Modelling and Numerical Analysis	2002-05-29	Paper
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations ESAIM: Mathematical Modelling and Numerical Analysis	2002-05-29	Paper
On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms SIAM Journal on Numerical Analysis	2001-06-21	Paper
Optimal stability results and nonlinear duality for $L^\infty$ entropy and $L^1$ viscosity solutions (available as arXiv preprint)	N/A	Paper
Discretization of fractional fully nonlinear equations by powers of discrete Laplacians (available as arXiv preprint)	N/A	Paper
Towards a Schauder theory for fractional viscous Hamilton--Jacobi equations (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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