Espen R. Jakobsen

April 2015

Professor of Mathematics

  +47-73 59 35 12   (office)
  +47-73 59 35 20   (IMF)
  +47-73 59 35 24   (fax)
  erj at  (e-mail)
  Room 1148, SB II
  Alfred Getz vei 1
   Department of Mathematical
   NO-7491 Trondheim

Department of Mathematical Sciences (IMF), the DNA group.

On sabbatical leave Fall 2015 - Spring 2016:
Département de mathématiques et applications at ENS, Paris, France.

Partial Differential Equations (PDEs), Fractional Differential Equations (FDEs)
    Bellman, Isaacs, and Black-Scholes equations, scalar conservation laws,
    convection diffusion and porous medium equations... local, non-local, fractional versions

Theory of PDEs and FDEs
    Existence, uniqueness, continuous dependence, regularity, approximation...
    Viscosity/Entropy/Weak/Distributional solutions

Numerical Methods, Convergence, and Error Estimates
    Finite difference, Semi-Lagrangian, Galerkin, and Spectral methods ...
Stochastic Processes, Stochastic Control Theory, Mathematical Finance
    Approximation of stochastic differential equations, representation formulas, reflected jump processes ...

CV for Espen R. Jakobsen.

Waves and Nonlinear Phenomena, NFR Toppforsk project, 2016-2021.
Discrete Models in Mathematical Analysis, NFR project 213638, 2012-2016.
Integro-PDEs: Numerical methods, Analysis, and Applications to Finance, NFR project 176877, 2006-2010.
Viscosity methods, Hamilton-Jacobi-Bellman equations, and applications to finance, NFR project 151608, 2002-2005.

View the complete list    -    or try  Google scholar, MathSciNetZentralblatt MATHScopus,  ISI.

The Esso Prize at NTNU (2001), and the Carl-Erik Fröberg Prize (2006).

TMA4195 Mathematical Modeling

For Students
Master-, diplom- og fordypningsprosjektoppgaver.