Követés
Espen R. Jakobsen
Espen R. Jakobsen
Professor of Mathematics, NTNU, Trondheim, Norway
E-mail megerősítve itt: ntnu.no - Kezdőlap
Cím
Hivatkozott rá
Hivatkozott rá
Év
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations
G Barles, ER Jakobsen
ESAIM: Mathematical Modelling and Numerical Analysis 36 (1), 33-54, 2002
2182002
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
G Barles, E Jakobsen
Mathematics of Computation 76 (260), 1861-1893, 2007
1742007
Semi-Lagrangian schemes for linear and fully non-linear diffusion equations.
K Debrabant, ER Jakobsen
Math. Comput. 82 (283), 1433-1462, 2013
1472013
Error bounds for monotone approximation schemes for Hamilton--Jacobi--Bellman equations
G Barles, ER Jakobsen
SIAM journal on numerical analysis 43 (2), 540-558, 2005
1452005
A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations
ER Jakobsen, KH Karlsen
Nonlinear Differential Equations and Applications NoDEA 13, 137-165, 2006
1402006
Continuous dependence estimates for viscosity solutions of integro-PDEs
ER Jakobsen, KH Karlsen
Journal of Differential Equations 212 (2), 278-318, 2005
1262005
Entropy solution theory for fractional degenerate convection–diffusion equations
S Cifani, ER Jakobsen
Annales de l'Institut Henri Poincaré C 28 (3), 413-441, 2011
822011
On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems
ER Jakobsen
Mathematical Models and Methods in Applied Sciences 13 (05), 613-644, 2003
752003
Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
IH Biswas, ER Jakobsen, KH Karlsen
Applied mathematics and optimization 62, 47-80, 2010
702010
On Neumann type problems for nonlocal equations set in a half space
G Barles, E Chasseigne, C Georgelin, E Jakobsen
Transactions of the American Mathematical Society 366 (9), 4873-4917, 2014
602014
Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations
ER Jakobsen, KH Karlsen
Journal of Differential Equations 183 (2), 497-525, 2002
602002
Continuous dependence estimates for nonlinear fractional convection-diffusion equations
N Alibaud, S Cifani, ER Jakobsen
SIAM Journal on Mathematical Analysis 44 (2), 603-632, 2012
452012
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions
ER Jakobsen, KH Karlsen, C La Chioma
Numerische Mathematik 110 (2), 221-255, 2008
412008
A finite element like scheme for integro-partial differential Hamilton–Jacobi–Bellman equations
F Camilli, ER Jakobsen
SIAM Journal on Numerical Analysis 47 (4), 2407-2431, 2009
392009
Robust numerical methods for nonlocal (and local) equations of porous medium type. Part II: Schemes and experiments
F Del Teso, J Endal, ER Jakobsen
SIAM Journal on Numerical Analysis 56 (6), 3611-3647, 2018
362018
Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type
F Del Teso, J Endal, ER Jakobsen
Advances in Mathematics 305, 78-143, 2017
362017
On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations
G Barles, C Georgelin, ER Jakobsen
Journal of Differential Equations 256 (4), 1368-1394, 2014
352014
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations
S Cifani, ER Jakobsen, KH Karlsen
BIT Numerical mathematics 51 (4), 809-844, 2011
352011
On distributional solutions of local and nonlocal problems of porous medium type
F del Teso, J Endal, ER Jakobsen
Comptes Rendus Mathematique 355 (11), 1154-1160, 2017
342017
The discontinuous Galerkin method for fractal conservation laws
S Cifani, ER Jakobsen, KH Karlsen
IMA journal of numerical analysis 31 (3), 1090-1122, 2011
342011
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