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Jakobsen, Espen Robstad

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Author ID: jakobsen.espen-robstad Recent zbMATH articles by "Jakobsen, Espen Robstad"
Published as: Jakobsen, E. R.; Jakobsen, Espen R.; Jakobsen, Espen Robstad
External Links: MGP
Documents Indexed: 45 Publications since 2001, including 1 Book

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 663 times in 330 Documents Cited by Year
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. Zbl 0998.65067
Barles, Guy; Jakobsen, Espen Robstad
70
2002
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Zbl 1123.65096
Barles, Guy; Jakobsen, Espen R.
50
2007
Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations. Zbl 1092.65077
Barles, Guy; Jakobsen, Espen R.
47
2005
A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations. Zbl 1105.45006
Jakobsen, Espen R.; Karlsen, Kenneth H.
44
2006
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Zbl 1276.65050
Debrabant, Kristian; Jakobsen, Espen R.
43
2013
Continuous dependence estimates for viscosity solutions of integro-PDEs. Zbl 1082.45008
Jakobsen, Espen R.; Karlsen, Kenneth H.
37
2005
Entropy solution theory for fractional degenerate convection-diffusion equations. Zbl 1217.35204
Cifani, Simone; Jakobsen, Espen R.
35
2011
On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems. Zbl 1050.35042
Jakobsen, Espen Robstad
27
2003
Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type. Zbl 1349.35311
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
19
2017
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations. Zbl 1086.35061
Jakobsen, Espen R.; Karlsen, Kenneth H.
19
2002
Continuous dependence estimates for nonlinear fractional convection-diffusion equations. Zbl 1387.35601
Alibaud, Nathaël; Cifani, Simone; Jakobsen, Espen R.
18
2012
On Neumann type problems for nonlocal equations set in a half space. Zbl 1323.35192
Barles, Guy; Chasseigne, Emmanuel; Georgelin, Christine; Jakobsen, Espen R.
17
2014
Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes. Zbl 1197.49028
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
16
2010
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations. Zbl 1247.65128
Cifani, Simone; Jakobsen, Espen R.; Karlsen, Kenneth H.
15
2011
Optimal continuous dependence estimates for fractional degenerate parabolic equations. Zbl 1304.35742
Alibaud, Nathaël; Cifani, Simone; Jakobsen, Espen R.
14
2014
A finite element like scheme for integro-partial differential Hamilton-Jacobi-Bellman equations. Zbl 1202.65080
Camilli, Fabio; Jakobsen, Espen R.
13
2009
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations. Zbl 1010.35050
Jakobsen, Espen R.; Karlsen, Kenneth H.
13
2002
On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations. Zbl 1285.35122
Barles, Guy; Georgelin, Christine; Jakobsen, Espen R.
12
2014
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. Zbl 1153.65125
Jakobsen, Espen R.; Karlsen, Kenneth H.; La Chioma, Claudia
12
2008
The discontinuous Galerkin method for fractal conservation laws. Zbl 1256.65089
Cifani, Simone; Jakobsen, Espen R.; Karlsen, Kenneth H.
11
2011
Difference-quadrature schemes for nonlinear degenerate parabolic integro-PDE. Zbl 1218.65147
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
11
2010
On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms. Zbl 1059.70012
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl; Risebro, Nils Henrik
11
2001
\(L^1\) contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. Zbl 1323.35096
Endal, J.; Jakobsen, E. R.
10
2014
On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Zbl 1305.65243
Cifani, Simone; Jakobsen, Espen R.
10
2014
On distributional solutions of local and nonlocal problems of porous medium type. Zbl 1382.35243
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
9
2017
On nonlocal quasilinear equations and their local limits. Zbl 1357.35273
Chasseigne, Emmanuel; Jakobsen, Espen R.
9
2017
On the spectral vanishing viscosity method for periodic fractional conservation laws. Zbl 1308.65171
Cifani, Simone; Jakobsen, Espen R.
9
2013
On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Zbl 1110.49026
Jakobsen, Espen R.
9
2006
Robust numerical methods for nonlocal (and local) equations of porous medium type. II: Schemes and experiments. Zbl 06995703
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
8
2018
On error bounds for approximation schemes for non-convex degenerate elliptic equations. Zbl 1067.65116
Jakobsen, E. R.
7
2004
On the well-posedness of solutions with finite energy for nonlocal equations of porous medium type. Zbl 1398.35258
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
5
2018
Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams. Zbl 1079.65094
Jakobsen, E. R.; Karlsen, K. H.
5
2005
On numerical density approximations of solutions of SDEs with unbounded coefficients. Zbl 1393.60075
Chen, Linghua; Jakobsen, Espen Robstad; Naess, Arvid
4
2018
A uniformly converging scheme for fractal conservation laws. Zbl 1298.65135
Droniou, Jérôme; Jakobsen, Espen R.
4
2014
Robust numerical methods for nonlocal (and local) equations of porous medium type. I: Theory. Zbl 1428.65005
del Teso, Felix; Endal, Jørgen; Jakobsen, Espen R.
3
2019
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems. Zbl 1422.93186
Jakobsen, Espen R.; Picarelli, Athena; Reisinger, Christoph
3
2019
On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations. Zbl 1411.45008
Biswas, Imran H.; Chowdhury, Indranil; Jakobsen, Espen R.
3
2019
Semi-Lagrangian schemes for parabolic equations. Zbl 1273.65110
Debrabant, Kristian; Jakobsen, Espen Robstad
3
2013
Error estimates for a class of finite difference-quadrature schemes for fully nonlinear degenerate parabolic integro-PDEs. Zbl 1170.65102
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
3
2008
Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion. Zbl 1125.65362
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
2
2007
\(W^{2,\infty}\) regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension. Zbl 1077.35072
Jakobsen, Espen Robstad
2
2004
Continuous dependence results for non-linear Neumann type boundary value problems. Zbl 1155.35043
Jakobsen, Espen R.; Georgelin, Christine A.
1
2008
Robust numerical methods for nonlocal (and local) equations of porous medium type. I: Theory. Zbl 1428.65005
del Teso, Felix; Endal, Jørgen; Jakobsen, Espen R.
3
2019
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems. Zbl 1422.93186
Jakobsen, Espen R.; Picarelli, Athena; Reisinger, Christoph
3
2019
On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations. Zbl 1411.45008
Biswas, Imran H.; Chowdhury, Indranil; Jakobsen, Espen R.
3
2019
Robust numerical methods for nonlocal (and local) equations of porous medium type. II: Schemes and experiments. Zbl 06995703
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
8
2018
On the well-posedness of solutions with finite energy for nonlocal equations of porous medium type. Zbl 1398.35258
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
5
2018
On numerical density approximations of solutions of SDEs with unbounded coefficients. Zbl 1393.60075
Chen, Linghua; Jakobsen, Espen Robstad; Naess, Arvid
4
2018
Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type. Zbl 1349.35311
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
19
2017
On distributional solutions of local and nonlocal problems of porous medium type. Zbl 1382.35243
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R.
9
2017
On nonlocal quasilinear equations and their local limits. Zbl 1357.35273
Chasseigne, Emmanuel; Jakobsen, Espen R.
9
2017
On Neumann type problems for nonlocal equations set in a half space. Zbl 1323.35192
Barles, Guy; Chasseigne, Emmanuel; Georgelin, Christine; Jakobsen, Espen R.
17
2014
Optimal continuous dependence estimates for fractional degenerate parabolic equations. Zbl 1304.35742
Alibaud, Nathaël; Cifani, Simone; Jakobsen, Espen R.
14
2014
On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations. Zbl 1285.35122
Barles, Guy; Georgelin, Christine; Jakobsen, Espen R.
12
2014
\(L^1\) contraction for bounded (nonintegrable) solutions of degenerate parabolic equations. Zbl 1323.35096
Endal, J.; Jakobsen, E. R.
10
2014
On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Zbl 1305.65243
Cifani, Simone; Jakobsen, Espen R.
10
2014
A uniformly converging scheme for fractal conservation laws. Zbl 1298.65135
Droniou, Jérôme; Jakobsen, Espen R.
4
2014
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Zbl 1276.65050
Debrabant, Kristian; Jakobsen, Espen R.
43
2013
On the spectral vanishing viscosity method for periodic fractional conservation laws. Zbl 1308.65171
Cifani, Simone; Jakobsen, Espen R.
9
2013
Semi-Lagrangian schemes for parabolic equations. Zbl 1273.65110
Debrabant, Kristian; Jakobsen, Espen Robstad
3
2013
Continuous dependence estimates for nonlinear fractional convection-diffusion equations. Zbl 1387.35601
Alibaud, Nathaël; Cifani, Simone; Jakobsen, Espen R.
18
2012
Entropy solution theory for fractional degenerate convection-diffusion equations. Zbl 1217.35204
Cifani, Simone; Jakobsen, Espen R.
35
2011
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations. Zbl 1247.65128
Cifani, Simone; Jakobsen, Espen R.; Karlsen, Kenneth H.
15
2011
The discontinuous Galerkin method for fractal conservation laws. Zbl 1256.65089
Cifani, Simone; Jakobsen, Espen R.; Karlsen, Kenneth H.
11
2011
Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes. Zbl 1197.49028
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
16
2010
Difference-quadrature schemes for nonlinear degenerate parabolic integro-PDE. Zbl 1218.65147
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
11
2010
A finite element like scheme for integro-partial differential Hamilton-Jacobi-Bellman equations. Zbl 1202.65080
Camilli, Fabio; Jakobsen, Espen R.
13
2009
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. Zbl 1153.65125
Jakobsen, Espen R.; Karlsen, Kenneth H.; La Chioma, Claudia
12
2008
Error estimates for a class of finite difference-quadrature schemes for fully nonlinear degenerate parabolic integro-PDEs. Zbl 1170.65102
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
3
2008
Continuous dependence results for non-linear Neumann type boundary value problems. Zbl 1155.35043
Jakobsen, Espen R.; Georgelin, Christine A.
1
2008
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Zbl 1123.65096
Barles, Guy; Jakobsen, Espen R.
50
2007
Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion. Zbl 1125.65362
Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.
2
2007
A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations. Zbl 1105.45006
Jakobsen, Espen R.; Karlsen, Kenneth H.
44
2006
On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Zbl 1110.49026
Jakobsen, Espen R.
9
2006
Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations. Zbl 1092.65077
Barles, Guy; Jakobsen, Espen R.
47
2005
Continuous dependence estimates for viscosity solutions of integro-PDEs. Zbl 1082.45008
Jakobsen, Espen R.; Karlsen, Kenneth H.
37
2005
Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams. Zbl 1079.65094
Jakobsen, E. R.; Karlsen, K. H.
5
2005
On error bounds for approximation schemes for non-convex degenerate elliptic equations. Zbl 1067.65116
Jakobsen, E. R.
7
2004
\(W^{2,\infty}\) regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension. Zbl 1077.35072
Jakobsen, Espen Robstad
2
2004
On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems. Zbl 1050.35042
Jakobsen, Espen Robstad
27
2003
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. Zbl 0998.65067
Barles, Guy; Jakobsen, Espen Robstad
70
2002
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations. Zbl 1086.35061
Jakobsen, Espen R.; Karlsen, Kenneth H.
19
2002
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations. Zbl 1010.35050
Jakobsen, Espen R.; Karlsen, Kenneth H.
13
2002
On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms. Zbl 1059.70012
Jakobsen, Espen Robstad; Karlsen, Kenneth Hvistendahl; Risebro, Nils Henrik
11
2001
all top 5

Cited by 448 Authors

27 Jakobsen, Espen Robstad
14 Vazquez, Juan Luis
13 del Teso, Félix
12 Reisinger, Christoph
10 Goreac, Dan
10 Karlsen, Kenneth Hvistendahl
9 Barles, Guy
8 Krylov, Nicolaĭ Vladimirovich
8 Picarelli, Athena
7 Forsyth, Peter A.
6 Bokanowski, Olivier
6 Endal, Jørgen
6 Mou, Chenchen
6 Serea, Oana-Silvia
6 Świȩch, Andrzej
6 Tan, Xiaolu
5 Alibaud, Nathaël
5 Bayraktar, Erhan
5 Biswas, Imran H.
5 Cifani, Simone
5 El-Ajou, Ahmad
5 Feng, Xiaobing
5 Lindgren, Erik
5 Momani, Shaher M.
5 Quirós Gracián, Fernando
4 Andreianov, Boris
4 Arqub, Omar Abu
4 Chasseigne, Emmanuel
4 Gassiat, Paul
4 Imbert, Cyril
4 Pham, Huyên
4 Risebro, Nils Henrik
4 Silva, Francisco J.
4 Zidani, Hasnaa
3 Alonso Rodríguez, Ana
3 Bennett, Jonathan
3 Bonnans, Joseph Frédéric
3 de Pablo, Arturo
3 Duan, Jinqiao
3 Georgelin, Christine A.
3 Guillen, Nestor
3 Hu, Bei
3 Karch, Grzegorz
3 Karniadakis, George Em
3 Kassmann, Moritz
3 Koley, Ujjwal
3 Lee, Ki-Ahm
3 Lewis, Thomas Lee
3 Ley, Olivier
3 Lundström, Niklas L. P.
3 Monneau, Régis
3 Nakano, Yumiharu
3 Oberhauser, Harald
3 Olofsson, Marcus
3 Quincampoix, Marc
3 Stan, Diana
3 Topp, Erwin
3 Touzi, Nizar
3 Wan, Justin W. L.
3 Warin, Xavier
3 Wu, Jianglun
3 Zhang, Wujun
3 Zhang, Yufei
2 Arisawa, Mariko
2 Barrios Barrera, Begoña
2 Bélanger, A. C.
2 Benth, Fred Espen
2 Bhauryal, Neeraj
2 Bonforte, Matteo
2 Brasco, Lorenzo
2 Brassart, Matthieu
2 Buckdahn, Rainer
2 Kinderknecht, Yana A.
2 Carlini, Elisabetta
2 Chen, Linghua
2 Chen, Zhen-Qing
2 Chowdhury, Indranil
2 Csomós, Petra
2 Cusimano, Nicole
2 Diehl, Joscha
2 dos Reis, Gonçalo
2 Droniou, Jérôme
2 Du, Qiang
2 Fahim, Arash
2 Friz, Peter Karl
2 Gerardo-Giorda, Luca
2 Gyöngy, István
2 Hamadene, Saïd
2 Henderson, Vicky
2 Jiang, Lishang
2 Kim, Panki
2 Kim, Yong-Cheol
2 Labahn, George
2 Li, Can
2 Liang, Gechun
2 Liang, Jin
2 Lv, Guangying
2 Mao, Zhiping
2 Marchi, Claudio
2 Muratori, Matteo
...and 348 more Authors
all top 5

Cited in 113 Serials

18 Applied Mathematics and Optimization
18 Journal of Differential Equations
13 SIAM Journal on Numerical Analysis
10 Mathematics of Computation
10 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
10 SIAM Journal on Control and Optimization
8 The Annals of Applied Probability
8 Stochastic Processes and their Applications
8 Calculus of Variations and Partial Differential Equations
8 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
7 Computers & Mathematics with Applications
7 Journal of Computational Physics
7 Numerische Mathematik
7 Transactions of the American Mathematical Society
7 Journal of Scientific Computing
7 NoDEA. Nonlinear Differential Equations and Applications
6 Archive for Rational Mechanics and Analysis
6 Advances in Mathematics
6 Applied Mathematics and Computation
6 Applied Numerical Mathematics
6 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Journal of Computational and Applied Mathematics
4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
4 Potential Analysis
3 Journal of Mathematical Analysis and Applications
3 BIT
3 Numerical Methods for Partial Differential Equations
3 Communications in Partial Differential Equations
3 Discrete and Continuous Dynamical Systems
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 Entropy
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Networks and Heterogeneous Media
3 SIAM Journal on Financial Mathematics
2 Automatica
2 Calcolo
2 Mathematische Annalen
2 Systems & Control Letters
2 Stochastic Analysis and Applications
2 Probability Theory and Related Fields
2 Journal of Economic Dynamics & Control
2 International Journal of Computer Mathematics
2 SIAM Journal on Mathematical Analysis
2 Journal of Dynamics and Differential Equations
2 Finance and Stochastics
2 Mathematical Finance
2 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
2 Communications in Nonlinear Science and Numerical Simulation
2 Quantitative Finance
2 Journal of Hyperbolic Differential Equations
2 Stochastics
2 Frontiers of Mathematics in China
2 Discrete and Continuous Dynamical Systems. Series S
2 Analysis & PDE
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Communications in Mathematical Physics
1 Communications on Pure and Applied Mathematics
1 Israel Journal of Mathematics
1 Journal of Mathematical Biology
1 Mathematical Methods in the Applied Sciences
1 Acta Mathematica Vietnamica
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 The Annals of Probability
1 Czechoslovak Mathematical Journal
1 Illinois Journal of Mathematics
1 Journal of Functional Analysis
1 Journal of Optimization Theory and Applications
1 Manuscripta Mathematica
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Monatshefte für Mathematik
1 Mathematical and Computer Modelling
1 Japan Journal of Industrial and Applied Mathematics
1 Journal of Global Optimization
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Mathematical Programming. Series A. Series B
1 Analele Ştiinţifice ale Universităţii Al. I. Cuza din Iaşi. Serie Nouă. Matematică
1 SIAM Journal on Scientific Computing
1 Topological Methods in Nonlinear Analysis
1 St. Petersburg Mathematical Journal
1 Advances in Computational Mathematics
1 Applied Mathematical Finance
1 Electronic Communications in Probability
1 Bernoulli
1 Differential Equations and Dynamical Systems
1 Journal of Inequalities and Applications
1 Chaos
1 Fractional Calculus & Applied Analysis
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 International Journal of Theoretical and Applied Finance
1 Communications in Contemporary Mathematics
1 Methodology and Computing in Applied Probability
1 Foundations of Computational Mathematics
1 Journal of Systems Science and Complexity
1 Advanced Nonlinear Studies
1 Stochastics and Dynamics
1 Communications on Pure and Applied Analysis
1 Multiscale Modeling & Simulation
1 Analysis and Applications (Singapore)
...and 13 more Serials

Citations by Year