6 papers · 1 filter
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…
The master equation for mean field game systems with fractional and nonlocal diffusions
Espen Robstad Jakobsen, Artur Rutkowski
We prove existence and uniqueness of classical solutions of the master equation for mean field game (MFG) systems with fractional and nonlocal diffusions. We cover a large class of…
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…