Institutt for matematiske fag » Ansatte » Espen Robstad Jakobsen

Espen R. Jakobsen

April 2015

Professor of Mathematics

Contact
  +47-73 59 35 12   (office)
  +47-73 59 35 20   (IMF)
  espen.jakobsen at 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 games ... Theoretical aspects Existence, uniqueness, stability, continuous dependence, regularity, approximation... Viscosity/Entropy/Weak/Distributional/Classical solutions Numerical Methods, Simulation, Convergence, and Error Estimates Finite difference, Semi-Lagrangian, Galerkin, and Spectral methods; Path Integration, Monte Carlo, neural net based methods ... Stochastic Processes, Stochastic Control Theory, Mathematical Finance Approximation, Stochastic Differential Equations, Dynamic Programming, jump and reflected processes
CV	CV 04.2024.
Projects	IMod. Partial differential equations, statistics and data: An interdisciplinary approach to data-based modelling, NFR Large-scale Interdisciplinary Researcher Project 325114, 2022-2028. Waves and Nonlinear Phenomena, NFR Toppforsk project 250070, 2016-2022. 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	Complete list - [Google scholar] [MathSciNet] [zbMATH] [Scopus] [ISI]
Prizes	The Esso Prize at NTNU (2001), the Carl-Erik Fröberg Prize (2006).
Teaching	TMA4170 Fourier Analysis Previously: TMA4212 Numerical Solution of Differential Equations by Difference Methods (spring): 2022, 2023, 2024. TMA4100 Matematikk 1 (fall): 2018, 2019. MA8109 Stochastic Processes and Differential Equations (fall): 2013, 2017, 2019, 2023. MA8105 Nonlinear Partial Differential Equations and Sobolev Spaces (spring): 2017, 2019. MA8001 Mathematical Seminar for PhD-students: Fall 2022 -- Linear stochastic PDEs, Spring 2007, 2019 -- Viscosity solution theory, Fall 2017 -- Boundary value problems for conservation laws. TMA4305 Partielle differensiallikninger: 2008v, 2009v. 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, 2021, 2022, 2024. 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...	Success stories - Math and buisiness/industry. Clay Mathematics Institute - Millennium Problems. IMU - International Mathematical Union. Differential Equations - Wikipedia article. Nonlocal Equations Wiki.