Atanasov, Atanas Z.; Koleva, Miglena N.; Vulkov, Lubin G. Parameter estimation inspired by temperature measurements for a chemotactic model of honeybee thermoregulation. (English) Zbl 1521.92002 Georgiev, Ivan (ed.) et al., Numerical methods and applications. 10th international conference, NMA 2022, Borovets, Bulgaria, August 22–26, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13858, 36-47 (2023). MSC: 92-08 65M32 92C17 PDFBibTeX XMLCite \textit{A. Z. Atanasov} et al., Lect. Notes Comput. Sci. 13858, 36--47 (2023; Zbl 1521.92002) Full Text: DOI
Georgiev, Slavi G.; Vulkov, Lubin G. Computation of the unknown volatility from integral option price observations in jump-diffusion models. (English) Zbl 07429019 Math. Comput. Simul. 188, 591-608 (2021). MSC: 91-XX 65-XX PDFBibTeX XMLCite \textit{S. G. Georgiev} and \textit{L. G. Vulkov}, Math. Comput. Simul. 188, 591--608 (2021; Zbl 07429019) Full Text: DOI
Chernogorova, Tatiana P.; Koleva, Miglena N.; Vulkov, Lubin G. Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media. (English) Zbl 1465.76067 Appl. Math. Comput. 392, Article ID 125691, 16 p. (2021). MSC: 76M20 76S05 76R99 76V05 65N12 PDFBibTeX XMLCite \textit{T. P. Chernogorova} et al., Appl. Math. Comput. 392, Article ID 125691, 16 p. (2021; Zbl 1465.76067) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. Numerical method for optimal portfolio in an exponential utility regime-switching model. (English) Zbl 1490.91243 Int. J. Comput. Math. 97, No. 1-2, 120-140 (2020). MSC: 91G60 35K51 35K65 65M06 65M12 91G10 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, Int. J. Comput. Math. 97, No. 1--2, 120--140 (2020; Zbl 1490.91243) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. Numerical analysis of one dimensional motion of magma without mass forces. (English) Zbl 1490.86001 J. Comput. Appl. Math. 366, Article ID 112338, 19 p. (2020). MSC: 86-08 65M06 76S05 86A60 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, J. Comput. Appl. Math. 366, Article ID 112338, 19 p. (2020; Zbl 1490.86001) Full Text: DOI
Gyulov, Tihomir B.; Koleva, Miglena N.; Vulkov, Lubin G. Efficient finite difference method for optimal portfolio in a power utility regime-switching model. (English) Zbl 1499.65391 Int. J. Comput. Math. 96, No. 11, 2115-2134 (2019). MSC: 65M06 35K51 91G10 PDFBibTeX XMLCite \textit{T. B. Gyulov} et al., Int. J. Comput. Math. 96, No. 11, 2115--2134 (2019; Zbl 1499.65391) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. Fast computational approach to the delta Greek of non-linear Black-Scholes equations. (English) Zbl 1432.91139 J. Comput. Appl. Math. 340, 508-522 (2018). MSC: 91G60 65M06 91G20 65M12 35Q91 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, J. Comput. Appl. Math. 340, 508--522 (2018; Zbl 1432.91139) Full Text: DOI
Mudzimbabwe, Walter; Vulkov, Lubin Implicit-explicit schemes for European option pricing with liquidity shocks. (English) Zbl 1420.91520 Ehrhardt, Matthias (ed.) et al., Novel methods in computational finance. Cham: Springer. Math. Ind. 25, 243-251 (2017). MSC: 91G60 65M06 91G20 PDFBibTeX XMLCite \textit{W. Mudzimbabwe} and \textit{L. Vulkov}, Math. Ind. 25, 243--251 (2017; Zbl 1420.91520) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. (English) Zbl 1364.35376 J. Comput. Appl. Math. 318, 538-549 (2017). Reviewer: Valery V. Karachik (Chelyabinsk) MSC: 35Q91 35K58 91G60 91G10 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, J. Comput. Appl. Math. 318, 538--549 (2017; Zbl 1364.35376) Full Text: DOI
Matus, Piotr; Hieu, Le Minh; Vulkov, Lubin G. Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations. (English) Zbl 1348.65118 J. Comput. Appl. Math. 310, 186-199 (2017). MSC: 65M06 35K59 65M15 65M50 PDFBibTeX XMLCite \textit{P. Matus} et al., J. Comput. Appl. Math. 310, 186--199 (2017; Zbl 1348.65118) Full Text: DOI
Chernogorova, Tatiana; Dimov, Ivan; Vulkov, Lubin Coordinate transformation approach for numerical solution of environmental problems. (English) Zbl 1356.76185 Bátkai, András (ed.) et al., Mathematical problems in meteorological modelling. Contributions based on the presentations at the workshop, Budapest, Hungary, May 2014. Cham: Springer (ISBN 978-3-319-40155-3/hbk; 978-3-319-40157-7/ebook). Mathematics in Industry 24. The European Consortium for Mathematics in Industry, 117-127 (2016). MSC: 76M12 76M20 35K57 35Q35 86-08 PDFBibTeX XMLCite \textit{T. Chernogorova} et al., Math. Ind. 24, 117--127 (2016; Zbl 1356.76185) Full Text: DOI
Mudzimbabwe, Walter; Vulkov, Lubin IMEX schemes for a parabolic-ODE system of European options with liquidity shocks. (English) Zbl 1331.91193 J. Comput. Appl. Math. 299, 245-256 (2016). MSC: 91G60 65L12 91G20 PDFBibTeX XMLCite \textit{W. Mudzimbabwe} and \textit{L. Vulkov}, J. Comput. Appl. Math. 299, 245--256 (2016; Zbl 1331.91193) Full Text: DOI arXiv
Koleva, Miglena N.; Vulkov, Lubin G. A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem. (English) Zbl 1338.91154 J. Comput. Appl. Math. 293, 112-127 (2016). MSC: 91G60 65M06 65M12 91G20 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, J. Comput. Appl. Math. 293, 112--127 (2016; Zbl 1338.91154) Full Text: DOI arXiv
Chernogorova, Tatiana; Dimov, Ivan; Vulkov, Lubin A splitting numerical method for primary and secondary pollutant models. (English) Zbl 07227080 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 10th international conference, LSSC 2015, Sozopol, Bulgaria, June 8–12, 2015. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 9374, 319-326 (2015). MSC: 65-XX PDFBibTeX XMLCite \textit{T. Chernogorova} et al., Lect. Notes Comput. Sci. 9374, 319--326 (2015; Zbl 07227080) Full Text: DOI
Chernogorova, Tatiana; Vulkov, Lubin A numerical approach to price path dependent Asian options. (English) Zbl 1441.91090 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 10th international conference, LSSC 2015, Sozopol, Bulgaria, June 8–12, 2015. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 9374, 63-71 (2015). MSC: 91G60 65M08 91G20 PDFBibTeX XMLCite \textit{T. Chernogorova} and \textit{L. Vulkov}, Lect. Notes Comput. Sci. 9374, 63--71 (2015; Zbl 1441.91090) Full Text: DOI
Chernogorova, Tatiana; Vulkov, Lubin Fitted finite volume positive difference scheme for a stationary model of air pollution. (English) Zbl 1325.65146 Numer. Algorithms 70, No. 1, 171-189 (2015). MSC: 65N08 35J25 92D40 PDFBibTeX XMLCite \textit{T. Chernogorova} and \textit{L. Vulkov}, Numer. Algorithms 70, No. 1, 171--189 (2015; Zbl 1325.65146) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. Operator splitting kernel based numerical method for a generalized Leland’s model. (English) Zbl 1334.65132 J. Comput. Appl. Math. 275, 294-303 (2015). MSC: 65M06 91G60 35Q91 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, J. Comput. Appl. Math. 275, 294--303 (2015; Zbl 1334.65132) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. A second-order positivity preserving numerical method for gamma equation. (English) Zbl 1329.91140 Appl. Math. Comput. 220, 722-734 (2013). MSC: 91G60 65M08 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, Appl. Math. Comput. 220, 722--734 (2013; Zbl 1329.91140) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance. (English) Zbl 1286.65100 Math. Comput. Modelling 57, No. 9-10, 2564-2575 (2013). MSC: 65M06 91G60 35K20 35K55 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, Math. Comput. Modelling 57, No. 9--10, 2564--2575 (2013; Zbl 1286.65100) Full Text: DOI
Kolev, Mikhail K.; Koleva, Miglena N.; Vulkov, Lubin G. Two positivity preserving flux limited, second-order numerical methods for a haptotaxis model. (English) Zbl 1282.92017 Numer. Methods Partial Differ. Equations 29, No. 4, 1121-1148 (2013). Reviewer: Charis Harley (Johannesburg) MSC: 92C50 35Q92 65M06 92-08 PDFBibTeX XMLCite \textit{M. K. Kolev} et al., Numer. Methods Partial Differ. Equations 29, No. 4, 1121--1148 (2013; Zbl 1282.92017) Full Text: DOI
Jovanović, Boško S.; Vulkov, Lubin G. Analysis and numerical approximation of a parabolic-hyperbolic transmission problem. (English) Zbl 1251.65122 Cent. Eur. J. Math. 10, No. 1, 73-84 (2012). Reviewer: Thomas Sonar (Braunschweig) MSC: 65M06 35M13 65M12 PDFBibTeX XMLCite \textit{B. S. Jovanović} and \textit{L. G. Vulkov}, Cent. Eur. J. Math. 10, No. 1, 73--84 (2012; Zbl 1251.65122) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. A numerical study of a parabolic Monge-Ampère equation in mathematical finance. (English) Zbl 1318.91197 Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 461-468 (2011). MSC: 91G60 35Q91 65M06 91G10 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, Lect. Notes Comput. Sci. 6046, 461--468 (2011; Zbl 1318.91197) Full Text: DOI
Ishimura, Naoyuki; Koleva, Miglena N.; Vulkov, Lubin G. Numerical solution of a nonlinear evolution equation for the risk preference. (English) Zbl 1318.65076 Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 445-452 (2011). MSC: 65N40 35C07 35Q91 65N50 91G80 PDFBibTeX XMLCite \textit{N. Ishimura} et al., Lect. Notes Comput. Sci. 6046, 445--452 (2011; Zbl 1318.65076) Full Text: DOI
Koleva, Miglena N.; Vulkov, Lubin G. Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics. (English) Zbl 1205.65217 Comput. Phys. Commun. 181, No. 3, 663-670 (2010). MSC: 65L10 34B15 65L20 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, Comput. Phys. Commun. 181, No. 3, 663--670 (2010; Zbl 1205.65217) Full Text: DOI
Jovanović, Boško S.; Vulkov, Lubin G. Numerical solution of a two-dimensional hyperbolic transmission problem. (English) Zbl 1208.65129 J. Comput. Appl. Math. 235, No. 3, 519-534 (2010). Reviewer: Iwan Gawriljuk (Eisenach) MSC: 65M06 65M12 65M15 35L20 PDFBibTeX XMLCite \textit{B. S. Jovanović} and \textit{L. G. Vulkov}, J. Comput. Appl. Math. 235, No. 3, 519--534 (2010; Zbl 1208.65129) Full Text: DOI
Jovanović, Boško S.; Vulkov, Lubin G. Finite difference approximations for some interface problems with variable coefficients. (English) Zbl 1158.65059 Appl. Numer. Math. 59, No. 2, 349-372 (2009). Reviewer: Iulian Coroian (Baia Mare) MSC: 65M06 65M15 65N06 65M12 65N12 35K15 35J25 PDFBibTeX XMLCite \textit{B. S. Jovanović} and \textit{L. G. Vulkov}, Appl. Numer. Math. 59, No. 2, 349--372 (2009; Zbl 1158.65059) Full Text: DOI
Kandilarov, Juri D.; Koleva, Miglena N.; Vulkov, Lubin G. A second-order Cartesian grid finite volume technique for elliptic interface problems. (English) Zbl 1229.65155 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 6th international conference, LSSC 2007, Sozopol, Bulgaria, June 5–9, 2007. Revised papers. Berlin: Springer (ISBN 978-3-540-78825-6/pbk). Lecture Notes in Computer Science 4818, 679-687 (2008). MSC: 65M06 65M12 PDFBibTeX XMLCite \textit{J. D. Kandilarov} et al., Lect. Notes Comput. Sci. 4818, 679--687 (2008; Zbl 1229.65155) Full Text: DOI
Kandilarov, Juri D.; Vulkov, Lubin G. The immersed interface method for two-dimensional heat-diffusion equations with singular own sources. (English) Zbl 1118.65095 Appl. Numer. Math. 57, No. 5-7, 486-497 (2007). Reviewer: Piotr Matus (Minsk) MSC: 65M06 35K05 PDFBibTeX XMLCite \textit{J. D. Kandilarov} and \textit{L. G. Vulkov}, Appl. Numer. Math. 57, No. 5--7, 486--497 (2007; Zbl 1118.65095) Full Text: DOI
Koleva, Miglena; Vulkov, Lubin Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type. (English) Zbl 1116.65109 J. Comput. Appl. Math. 202, No. 2, 414-434 (2007). Reviewer: Angela Handlovičová (Bratislava) MSC: 65M20 65M12 35J05 65M15 35K60 PDFBibTeX XMLCite \textit{M. Koleva} and \textit{L. Vulkov}, J. Comput. Appl. Math. 202, No. 2, 414--434 (2007; Zbl 1116.65109) Full Text: DOI
Angelova, I. T.; Vulkov, L. G. High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems. (English) Zbl 1071.65109 J. Numer. Math. 13, No. 1, 1-18 (2005). Reviewer: Manuel Calvo (Zaragoza) MSC: 65L10 65L12 65L20 34B05 PDFBibTeX XMLCite \textit{I. T. Angelova} and \textit{L. G. Vulkov}, J. Numer. Math. 13, No. 1, 1--18 (2005; Zbl 1071.65109) Full Text: DOI
Jovanović, Bosko S.; Vulkov, Lubin G. Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation. (English) Zbl 1081.65089 Appl. Math. Comput. 163, No. 2, 849-868 (2005). Reviewer: Stefan Jakobsson (Stockholm) MSC: 65M12 65M06 35K15 65M15 65M50 PDFBibTeX XMLCite \textit{B. S. Jovanović} and \textit{L. G. Vulkov}, Appl. Math. Comput. 163, No. 2, 849--868 (2005; Zbl 1081.65089) Full Text: DOI
Kandilarov, Juri D.; Vulkov, Lubin G. The immersed interface method for a nonlinear chemical diffusion equation with local sites of reactions. (English) Zbl 1074.65102 Numer. Algorithms 36, No. 4, 285-307 (2004). Reviewer: Marek Brandner (Plzeň) MSC: 65M06 35K57 80A32 80M20 PDFBibTeX XMLCite \textit{J. D. Kandilarov} and \textit{L. G. Vulkov}, Numer. Algorithms 36, No. 4, 285--307 (2004; Zbl 1074.65102) Full Text: DOI