Espen R. Jakobsen

22 papers Journal 22
YearRankTypeTitle / Venue / Authors
2025 J jnl
Discretization of Fractional Fully Nonlinear Equations by Powers of Discrete Laplacians.
Dyn. Games Appl.
Indranil Chowdhury, Espen R. Jakobsen, Robin Østern Lien
2024 J jnl
On Fully Nonlinear Parabolic Mean Field Games with Nonlocal and Local Diffusions.
SIAM J. Math. Anal.
Indranil Chowdhury, Espen R. Jakobsen, Milosz Krupski
2023 J jnl
A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure.
CoRR
Félix del Teso, Espen R. Jakobsen
2023 J jnl
On Numerical Approximations of Fractional and Nonlocal Mean Field Games.
Found. Comput. Math.
Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen
2023 J jnl
Precise Error Bounds for Numerical Approximations of Fractional HJB EInquations.
CoRR
Indranil Chowdhury, Espen R. Jakobsen
2022 J jnl
Uniform tail estimates and L
CoRR
Félix del Teso, Jørgen Endal, Espen R. Jakobsen
2021 J jnl
On Numerical approximations of fractional and nonlocal Mean Field Games.
CoRR
Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen
2019 J jnl
On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations.
SIAM J. Numer. Anal.
Imran H. Biswas, Indranil Chowdhury, Espen R. Jakobsen
2019 J jnl
Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory.
SIAM J. Numer. Anal.
Félix del Teso, Jørgen Endal, Espen R. Jakobsen
2018 J jnl
Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments.
SIAM J. Numer. Anal.
Félix del Teso, Jørgen Endal, Espen R. Jakobsen
2014 J jnl
L
SIAM J. Math. Anal.
Jørgen Endal, Espen R. Jakobsen
2014 J jnl
On numerical methods and error estimates for degenerate fractional convection-diffusion equations.
Numerische Mathematik
Simone Cifani, Espen R. Jakobsen
2013 J jnl
On the spectral vanishing viscosity method for periodic fractional conservation laws.
Math. Comput.
Simone Cifani, Espen R. Jakobsen
2013 J jnl
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations.
Math. Comput.
Kristian Debrabant, Espen R. Jakobsen
2012 J jnl
Continuous Dependence Estimates for Nonlinear Fractional Convection-diffusion Equations.
SIAM J. Math. Anal.
Nathael Alibaud, Simone Cifani, Espen R. Jakobsen
2010 J jnl
Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE.
SIAM J. Numer. Anal.
Imran H. Biswas, Espen R. Jakobsen, Kenneth H. Karlsen
2009 J jnl
A Finite Element Like Scheme for Integro-Partial Differential Hamilton-Jacobi-Bellman Equations.
SIAM J. Numer. Anal.
Fabio Camilli, Espen R. Jakobsen
2008 J jnl
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions.
Numerische Mathematik
Espen R. Jakobsen, Kenneth H. Karlsen, Claudia La Chioma
2007 J jnl
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations.
Math. Comput.
Guy Barles, Espen R. Jakobsen
2006 J jnl
On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations.
Asymptot. Anal.
Espen R. Jakobsen
2005 J jnl
Error Bounds for Monotone Approximation Schemes for Hamilton-Jacobi-Bellman Equations.
SIAM J. Numer. Anal.
Guy Barles, Espen R. Jakobsen
2001 J jnl
On the Convergence Rate ofOperator Splitting for Hamilton-Jacobi Equations with Source Terms.
SIAM J. Numer. Anal.
Espen R. Jakobsen, Kenneth H. Karlsen, Nils Henrik Risebro