Espen R Jakobsen's homepage

Espen R. Jakobsen

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)

Address:
   Department of Mathematical Sciences
   NTNU
   NO-7491 Trondheim

Affiliation:	Department of Mathematical Sciences (IMF), the Differential Equations group.
Research:	Nonlinear Partial Differential Equations (Bellman, Isaacs, and Black-Scholes equations and non-local versions, fractional conservation laws...) Mathematical theory of Viscosity Solutions/Weak Solutions (Existence, uniqueness, continuous dependence, regularity, approximation...) Numerical Methods, Convergence, and Error Estimates (Finite difference, Semi-Lagrangian, and Galerkin methods ...) Stochastic Control Theory, Mathematical Finance

Project:	Integro-PDEs: Numerical methods, Analysis, and Applications to Finance Funded by eVita/ NFR.
Publications:	Publications and preprints - MathSciNet report
Prizes:	The Esso Prize at NTNU (2001), and the Carl-Erik Fröberg Prize (2006).
Teaching:	No teaching this semester. Previously: 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.