Preprints:

  [5]   S. Cifani, and E. R. Jakobsen.

On numerical methods and error estimates for degenerate fractional convection-diffusion equations.
Submitted 2012. Preprint: PDF.

  [4]   G. Barles, E. Chasseigne, C. Georgelin, and E. R. Jakobsen.

On Neumann type problems for non-local equations set in a half space.
Submitted 2011. Preprint: PDF

  [3]   S. Cifani and E. R. Jakobsen.

On the spectral vanishing viscosity method for periodic fractional conservation laws.
Submitted 2010. Preprint: PDF

  [2]   N. Alibaud, S. Cifani, and E. R. Jakobsen.

Continuous dependence estimates for nonlinear fractional convection-diffusion equations.
To appear in SIAM J. Math. Anal. Preprint: PDF

  [1]   K. Debrabant and E. R. Jakobsen.

Semi-Lagrangian schemes for linear and fully non-linear diffusion equations.
To appear in Math. Comp. Preprint: PDF

Publications in refereed journals:

  [22]   S. Cifani, E. R. Jakobsen, and K. H. Karlsen.

The discontinuous Galerkin method for fractional degenerate convection-diffusion equations.
BIT 51(4), 809-844, 2011. (Preprint: PDF )

  [21]   S. Cifani, E. R. Jakobsen, and K. H. Karlsen.

The discontinuous Galerkin method for fractal conservation laws.
IMA J. Numer. Anal. 31(3):1090-1122, 2011. (Preprint: PDF)

  [20]   S. Cifani and E. R. Jakobsen.

Entropy solution theory for fractional degenerate convection-diffusion equations.
Ann. Inst. H. Poincare Anal. Non Lineaire 28(3):413-441, 2011. (Preprint: PDF)

  [19]   I. H. Biswas, E. R. Jakobsen, and K. H. Karlsen.

Difference-quadrature schemes for nonlinear degenerate parabolic integro-PDE.
SIAM J. Numer. Anal. 48(3): 1110-1135, 2010. (Preprint: PDF)

  [18]   I. H. Biswas, E. R. Jakobsen, and K. H. Karlsen.

Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes.
Appl. Math. Optim. 62(1): 47-80, 2010. (Preprint: PDF)

  [17]   F. Camilli and E. R. Jakobsen.

A Finite Element like Scheme for Integro-Partial Differential Hamilton-Jacobi-Bellman Equations.
SIAM J. Numer. Anal. 47(4): 2407-2431, 2009. (Preprint: PDF)

  [16]  E. R. Jakobsen, K. H. Karlsen, and C. La Chioma.

Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions.
Numer. Math. 110(2): 221-255, 2008. (Preprint: PDF)

  [15]  E. R. Jakobsen and C. A. Georgelin.

Continuous dependence results for non-linear Neumann type boundary value problems.
J. Differential Equations 245(9): 2355-2704, 2008. (Preprint: PDF)

  [14]   I. H. Biswas, E. R. Jakobsen, and K. H. Karlsen.

Error estimates for a class of finite difference-quadrature schemes for fully nonlinear degenerate parabolic integro-PDEs.
J. Hyperbolic Differ. Equ. 5(1): 187-219, 2008. (Preprint: PDF)

  [13]  G. Barles and E. R. Jakobsen.

Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations.
Math. Comp. 76(240): 1861-1893, 2007. (Preprint: PDF)

  [12]  E. R. Jakobsen.

On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations.
Asymptotic Analysis 49(3,4): 249-273, 2006. (Preprint: PDF)

  [11]  E. R. Jakobsen and K. H. Karlsen.

A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations.
NoDEA Nonlinear Differential Equations Appl. 13:137-165, 2006. (Preprint: PDF)

  [10]  G. Barles and E. R. Jakobsen.

Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations.
SIAM J. Numer. Anal. 43(2):540-558, 2005. (Preprint: PDF)

  [9]    E. R. Jakobsen and K. H. Karlsen.

Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source terms.
BIT 45(1): 37-67, 2005. (Preprint: PDF)

  [8]    E. R. Jakobsen and K. H. Karlsen.

Continuous dependence estimates for viscosity solutions of integro-PDEs.
J. Differential Equations 212(2): 278-318, 2005. (Preprint: PDF)

  [7]  E. R. Jakobsen.

On error bounds for approximation schemes for non-convex degenerate elliptic equations.
BIT 44(2): 269-285, 2004. (Preprint: PDF)

  [6]  E. R. Jakobsen.

W^{2,\infty} regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension.
Proc. Amer. Math. Soc. 132(11): 3203-3213, 2004. (Article: PDF)

  [5]  E. R. Jakobsen.

On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems.
Math. Models Methods Appl. Sci. (M3AS) 13(5): 613-644, 2003. (Preprint: PDF)

  [4]  G. Barles and E. R. Jakobsen.

On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations.
M2AN Math. Model. Numer. Anal. 36(1): 33-54, 2002. (Article: PDF)

  [3]  E. R. Jakobsen and K. H. Karlsen.

Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations.
Electron. J. Diff. Eqns. 2002(39): 1-10, 2002. (Article: PDF)

  [2]  E. R. Jakobsen and K. H. Karlsen.

Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations.
J. Differential Equations 183: 497-525, 2002. (Article: PDF)

  [1]  E. R. Jakobsen, K. H. Karlsen, and N. H. Risebro.

On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms.
Siam J. Numer. Anal. 39(2): 499-518, 2001. (Article: PDF)

Publications in refereed conference proceedings:

  [2]   I. H. Biswas, E. R. Jakobsen, and K. H. Karlsen.

Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion.
In Stochastic Analysis and Partial Differential Equations, Contemp. Math. 429, pp. 19--31,

Amer. Math. Soc., 2007. (Preprint: PDF)

  [1]  E. R. Jakobsen, K. H. Karlsen, and N. H. Risebro.

On the convergence rate of operator splitting for weakly coupled systems of Hamilton-Jacobi equations.

In Hyperbolic problems: theory, numerics, applications, Internat. Ser. Numer. Math. 141, pp. 553-562,

Birkhäuser, 2001. (Preprint: PDF)

Refereed chapter in book

  [1]   E. R. Jakobsen

Monotone schemes.

In Encyclopedia of Quantitative Finance, pp. 1253-1263,

John Wiley & Sons Ltd., 2010.

Theses:

  [2]  E. R. Jakobsen.

On the Theory and Numerical Analysis of Viscosity Solutions.
Doktor Ingeniør Thesis 2001:95, Norwegian University of Science and Technology, 2001.
    Download thesis: PS, PDF.

  [1]  E. R. Jakobsen.

The Stochastic Wave Equation.
Diploma Thesis, Norwegian University of Science and Technology, 1996.
    Download thesis: PS, PDF.