Espen R. Jakobsen

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, MathSciNet, Zentralblatt MATH, Scopus, ISI.
Prizes	The Esso Prize at NTNU (2001), and the Carl-Erik Fröberg Prize (2006).
Teaching	MA8109 Stochastic Processes and Differential Equations TMA4195 Mathematical Modeling Previously: MA8105 Nonlinear Partial Differential Equations and Sobolev Spaces (spring) 2017 MA8109 Stochastic processes in systems theory (Stochastic Differential Equations) (fall): 2013. TMA4165 Differential Equations and Dynamical Systems (spring): 2011, 2012, 2013. TMA4195 Mathematical Modeling (fall): 2010, 2011, 2012, 2013, 2014, 2016. MA2105 Kompleks funksjonsteori med differensiallikninger (fall): 2008. TMA4305 Partielle differensiallikninger: spring 2008, spring 2009. MA8001 Mathematical Seminar for PhD-students (Viscosity Solution Theory): spring 2007. 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-, diplom- og fordypningsprosjektoppgaver.