Espen R. Jakobsen

April 2015

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 (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
CV for Espen R. Jakobsen.

Projects
Waves and Nonlinear Phenomena, NFR Toppforsk project 250070, 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.

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

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

Teaching
TMA4195 Mathematical Modeling

For Students
Master-, diplom- og fordypningsprosjektoppgaver.