Espen R. Jakobsen

Professor of Mathematics

Contact
  +47-73 59 35 12   (office)
  +47-73 59 35 20   (IMF)
  +47-73 59 35 24   (fax)
  erj at math.ntnu.no (e-mail)

Office
  Room 1148, SB II
  Alfred Getz vei 1
  Gløshaugen

Address
   Department of Mathematical
   Sciences
   NTNU
   NO-7491 Trondheim

Affiliation	Department of Mathematical Sciences (IMF), the DNA group.
Research	Partial Differential Equations, Fractional Differential Equations Bellman, Isaacs, and Black-Scholes equations and non-local versions, fractional conservation laws and anomalous diffusion equations... Mathematical theory of Viscosity Solutions/Entropy Solutions Existence, uniqueness, continuous dependence, regularity, approximation... Numerical Methods, Convergence, and Error Estimates> Finite difference, Semi-Lagrangian, Galerkin, and Spectral methods ... Stochastic Control Theory, Mathematical Finance
CV	CV for Espen R. Jakobsen.
Project	Integro-PDEs: Numerical methods, Analysis, and Applications to Finance Funded by eVITA/ NFR.
Publications	View the complete list - or try MathSciNet, Zentralblatt MATH, Scopus, ISI, Academic Search and Google scholar.
Prizes	The Esso Prize at NTNU (2001), and the Carl-Erik Fröberg Prize (2006).
Teaching	TMA4165 Differential Equations and Dynamical Systems. Previously: TMA4165 Differential Equations and Dynamical Systems (NTNU): spring 2011. TMA4195 Mathematical Modeling (NTNU): fall 2010, fall 2011. MA2105 Kompleks funksjonsteori med differensiallikninger (NTNU): fall 2008. TMA4305 Partielle differensiallikninger (NTNU): spring 2008, spring 2009. MA8001 Mathematical Seminar for PhD-students (Viscosity Solution Theory) (NTNU): spring 2007. TMA4105 Matematikk 2 (NTNU): spring 2006, spring 2007. TMA4120 Matematikk 4K (NTNU): fall 2005, fall 2006, fall 2007, fall 2008 x 2. MAT 232 Functional Analysis (University of Bergen): spring 2004. SIF5009 Mathematics 3 (NTNU): spring 2002, fall 2002. Intensive course in high school calculus (University of Agder): summer 1994.
For Students	Master-, diplom- og fordypningsprosjektoppgaver.