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math.NA2025
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…
math.NA2025
Finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Ãyvind Stormark Auestad, Geir-Arne Fuglstad, Espen Robstad Jakobsen +1
We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretizati…
math.NA2024
Discretization of fractional fully nonlinear equations by powers of discrete Laplacians
Indranil Chowdhury, Espen Robstad Jakobsen, Robin Ãstern Lien
We study discretizations of fractional fully nonlinear equations by powers of discrete Laplacians. Our problems are parabolic and of order since they involve fractiona…