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) - local and nonlocal/fractional
    Bellman, Isaacs, Black-Scholes, and Fokker-Planck equations; scalar conservation laws;
    convection-diffusion, porous medium, and Stefan problems; Mean field game system...

Theoretical aspects
    Existence, uniqueness, stability, continuous dependence, regularity, approximation...
    Viscosity/Entropy/Weak/Distributional/Classical solutions

Numerical Methods, Convergence, and Error Estimates
    Finite difference, Semi-Lagrangian, Galerkin, and Spectral methods; Path Integration ...
Stochastic Processes, Stochastic Control Theory, Mathematical Finance
    Approximation, Stochastic Differential Equations, Dynamic Programming, reflected 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
MA8105 Nonlinear Partial Differential Equations and Sobolev Spaces

    Previously:
    • TMA4100 Matematikk 1 (fall): 2018
    • MA8109 Stochastic Processes and Differential Equations (fall): 2013, 2017.
    • MA8105 Nonlinear Partial Differential Equations and Sobolev Spaces (spring): 2017
    • MA8001 Mathematical Seminar for PhD-students:
        Spring 2007 -- Viscosity solution theory,
        Fall 2017 -- Boundary value problems for conservation laws.
    • TMA4305 Partielle differensiallikninger: spring 2008, spring 2009.
    • TMA4195 Mathematical Modeling (fall): 2010, 2011, 2012, 2013, 2014, 2016, 2017.
    • TMA4165 Differential Equations and Dynamical Systems (spring): 2011, 2012, 2013.
    • MA2105 Kompleks funksjonsteori med differensiallikninger (fall): 2008.
    • TMA4105 Matematikk 2 (spring): 2006, 2007.
    • TMA4120 Matematikk 4K (fall): 2005, 2006, 2007, 2008 x 2, 2014.
    • 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- og fordypningsprosjektoppgaver.

Other things...