9 papers
ARMA approximation of a Non-separable Spatio-Temporal Model with Fractional Smoothnesses in Space and Time
S. Knutsen Furset, Geir-Arne Fuglstad, Espen R. Jakobsen
The Matérn covariance model is ubiquitous in spatial modelling, but there is no default choice for spatio-temporal modelling. In this paper, we consider the recently proposed ``di…
A Schauder regularity theory for nonlocal and mixed local-nonlocal viscous Hamilton$\unicode{x2013}$Jacobi equations
Espen Robstad Jakobsen, Robin Ãstern Lien, Artur Rutkowski
We prove space-time Schauder estimates $\unicode{x2013}$ optimal regularity estimates in Hölder spaces $\unicode{x2013}$ and well-posedness results for mild and classical solution…
A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure
Félix del Teso, Espen R. Jakobsen
We introduce and analyze a numerical approximation of the porous medium equation with fractional potential pressure introduced by Caffarelli and Vázquez: \[ \partial_t u = \nabla…
Nonlocal degenerate parabolic hyperbolic equations on bounded domains
Nathaël Alibaud, Jørgen Endal, Espen Jakobsen +1
We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations on bounded domains with general Dirichl…
Nonlocal degenerate parabolic hyperbolic equations on bounded domains. Part II: Existence
Jørgen Endal, Espen R Jakobsen, Ola Mæhlen
We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations on bounded domains with general Diric…
Long time behaviour of Mean Field Games with fractional diffusion
Olav Ersland, Espen Robstad Jakobsen, Alessio Porretta
In this paper we study the long time behaviour of mean field games systems with fractional diffusion, modeling the case that the individual dynamics of the players is driven by ind…