Espen R. Jakobsen

Publication Activity (10 Years)

Years Active: 2001-2023
Publications (10 Years): 8

Top Topics

Nonlinear Diffusion

Numerical Methods

Alternating Direction

Image Denoising

Top Venues

SIAM J. Numer. Anal.

Found. Comput. Math.

Publications

Indranil Chowdhury, Espen R. Jakobsen
Precise Error Bounds for Numerical Approximations of Fractional HJB EInquations. CoRR (2023)
Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen
On Numerical Approximations of Fractional and Nonlocal Mean Field Games. Found. Comput. Math. 23 (4) (2023)
Félix del Teso, Espen R. Jakobsen
A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure. CoRR (2023)
Félix del Teso, Jørgen Endal, Espen R. Jakobsen
)-convergence for finite-difference approximations of nonlinear diffusion equations. CoRR (2022)
Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen
On Numerical approximations of fractional and nonlocal Mean Field Games. CoRR (2021)
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) (2019)
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) (2019)
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) (2018)
Jørgen Endal, Espen R. Jakobsen
Contraction for Bounded (Nonintegrable) Solutions of Degenerate Parabolic Equations. SIAM J. Math. Anal. 46 (6) (2014)
Simone Cifani, Espen R. Jakobsen
On numerical methods and error estimates for degenerate fractional convection-diffusion equations. Numerische Mathematik 127 (3) (2014)
Simone Cifani, Espen R. Jakobsen
On the spectral vanishing viscosity method for periodic fractional conservation laws. Math. Comput. 82 (283) (2013)
Kristian Debrabant, Espen R. Jakobsen
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. Math. Comput. 82 (283) (2013)
Nathael Alibaud, Simone Cifani, Espen R. Jakobsen
Continuous Dependence Estimates for Nonlinear Fractional Convection-diffusion Equations. SIAM J. Math. Anal. 44 (2) (2012)
Imran H. Biswas, Espen R. Jakobsen, Kenneth H. Karlsen
Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE. SIAM J. Numer. Anal. 48 (3) (2010)
Fabio Camilli, Espen R. Jakobsen
A Finite Element Like Scheme for Integro-Partial Differential Hamilton-Jacobi-Bellman Equations. SIAM J. Numer. Anal. 47 (4) (2009)
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) (2008)
Guy Barles, Espen R. Jakobsen
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. Math. Comput. 76 (260) (2007)
Espen R. Jakobsen
On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. Asymptot. Anal. 49 (3-4) (2006)
Guy Barles, Espen R. Jakobsen
Error Bounds for Monotone Approximation Schemes for Hamilton-Jacobi-Bellman Equations. SIAM J. Numer. Anal. 43 (2) (2005)
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) (2001)