Lubin G. Vulkov

发表

Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2010, Comput. Phys. Commun..

Operator splitting kernel based numerical method for a generalized Leland's model

Miglena N. Koleva, Lubin G. Vulkov, 2015, J. Comput. Appl. Math..

On the Convergence of Difference Schemes for Hyperbolic Problems with Concentrated Data

Lubin G. Vulkov, Bosko S. Jovanovic, 2003, SIAM J. Numer. Anal..

Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations

Lubin G. Vulkov, Piotr P. Matus, Le Minh Hieu, 2017, J. Comput. Appl. Math..

Coordinate Transformation Approach for Numerical Solution of Environmental Problems

Lubin G. Vulkov, Tatiana P. Chernogorova, Ivan Dimov, 2016 .

Finite Difference Methods,Theory and Applications

Lubin G. Vulkov, István Faragó, Ivan Dimov, 2014, Lecture Notes in Computer Science.

Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media

Miglena N. Koleva, Lubin G. Vulkov, Tatiana P. Chernogorova, 2021, Appl. Math. Comput..

Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations

Miglena N. Koleva, Lubin G. Vulkov, Bosko S. Jovanovic, 2006, Numerical Methods and Applications.

American Options in an Illiquid Market: Nonlinear Complementary Method

Lubin G. Vulkov, Walter Mudzimbabwe, 2016, NAA.

High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems

Lubin G. Vulkov, Ivanka Tr. Angelova, 2005, J. Num. Math..

Fitted finite volume positive difference scheme for a stationary model of air pollution

Lubin G. Vulkov, Tatiana P. Chernogorova, 2014, Numerical Algorithms.

Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference

Miglena N. Koleva, Lubin G. Vulkov, Naoyuki Ishimura, 2010, NMA.

Finite Volume Difference Methods for Convection-Dominated Problems with Interface

Lubin G. Vulkov, Iliya A. Brayanov, 2003, LSSC.

On the convergence of finite difference schemes for the heat equation with concentrated capacity

Lubin G. Vulkov, Bosko S. Jovanovic, B. Jovanovic, 2001, Numerische Mathematik.

Boundary Value Problems for Fractional PDE and Their Numerical Approximation

Lubin G. Vulkov, Bosko S. Jovanovic, Aleksandra Delic, 2012, NAA.

Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2018, NMA.

Parallel Methods Based on a Defect-Correction Technique for Parabolic Singularly Perturbed Problems

Lubin G. Vulkov, John J. H. Miller, Piet Hemker, 2000 .

Numerical Analysis and Its Applications: First International Workshop, WNAA'96, Rousse, Bulgaria, June 24-26, 1996 Proceedings

Lubin G. Vulkov, Plamen Y. Yalamov, Jerzy Waśniewski, 1997 .

High-order finite difference schemes for elliptic problems with intersecting interfaces

Lubin G. Vulkov, Ivanka Tr. Angelova, L. Vulkov, 2007, Appl. Math. Comput..

Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers

Lubin G. Vulkov, Ivan Dimov, István Faragó, 2017, NAA.

Front Fixing Finite Difference Method for Pricing a Corporate Bond with Credit Rating Migration

Lubin G. Vulkov, Juri D. Kandilarov, 2018, NMA.

Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model

Miglena N. Koleva, Lubin G. Vulkov, Walter Mudzimbabwe, 2016, Numerical Algorithms.

On splitting-based numerical methods for nonlinear models of European options

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2016, Int. J. Comput. Math..

High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation pdf

Lubin G. Vulkov, Yuri M. Dimitrov, 2016, ArXiv.

Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type

Lubin G. Vulkov, L. Vulkov, 2007, Appl. Math. Comput..

A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance

Miglena N. Koleva, Lubin G. Vulkov, 2010, NMA.

Proceedings of the Third international conference on Numerical Analysis and its Applications

Lubin G. Vulkov, Zhilin Li, Jerzy Waśniewski, 2004 .

The Immersed Interface Method for a Nonlinear Chemical Diffusion Equation with Local Sites of Reactions

Lubin G. Vulkov, Juri D. Kandilarov, J. Kandilarov, 2004, Numerical Algorithms.

Finite Element Approximation of an Elliptic Boundary Value Problem with Interface

Lubin G. Vulkov, Bosko S. Jovanovic, B. Jovanovic, 2009, NAA.

Advanced numerical methods for complex scientific and engineering problems: Editorial introduction

Lubin G. Vulkov, Zahari Zlatev, Pasqua D'Ambra, 2020, J. Comput. Appl. Math..

Finite Difference Schemes with Variable Weights for Parabolic Equations with Concentrated Capacity

Lubin G. Vulkov, Iliya A. Brayanov, 1997, LSSC.

Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations

Miglena N. Koleva, Lubin G. Vulkov, 2018, FDM.

A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems

Miglena N. Koleva, Lubin G. Vulkov, Juri D. Kandilarov, 2007, LSSC.

Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks

Miglena N. Koleva, Lubin G. Vulkov, 2015, LSSC.

A Splitting Numerical Method for Primary and Secondary Pollutant Models

Lubin G. Vulkov, Ivan Tomov Dimov, Tatiana P. Chernogorova, 2015, LSSC.

Finite difference approach to penalty methods for pricing two-factor American put option

Miglena N. Koleva, Lubin G. Vulkov, 2018 .

A numerical study for optimal portfolio regime-switching model I. 2D Black-Scholes equation with an exponential non-linear term

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2017, J. Comput. Appl. Math..

Time Discretization/Linearization Approach Based on HOC Difference Schemes for Semilinear Parabolic Systems of Atmosphere Modelling

Lubin G. Vulkov, Ivan Tomov Dimov, Venelin Todorov, 2017, LSSC.

Fast computational approach to the Delta Greek of non-linear Black-Scholes equations

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2017, J. Comput. Appl. Math..

Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law

Miglena N. Koleva, Lubin G. Vulkov, Yuri Poveschenko, 2019, HPC.

Numerical Solution of a Reaction-Diffusion Elliptic Interface Problem with Strong Anisotropy

Lubin G. Vulkov, Iliya A. Brayanov, 2003, Computing.

Efficient finite difference method for optimal portfolio in a power utility regime-switching model

Miglena N. Koleva, Lubin G. Vulkov, Tihomir B. Gyulov, 2019, Int. J. Comput. Math..

Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2009, LSSC.

Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2013, Math. Comput. Model..

Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards' Equation

Miglena N. Koleva, Lubin G. Vulkov, 2019, LSSC.

Numerical solution of a parabolic system in air pollution pdf

Lubin G. Vulkov, Tatiana P. Chernogorova, 2016, ArXiv.

Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching

Lubin G. Vulkov, Slavi G. Georgiev, 2019, HPC.

A Two-Grid Method on Layer-Adapted Meshes for a Semilinear 2D Reaction-Diffusion Problem

Lubin G. Vulkov, Ivanka Tr. Angelova, 2009, LSSC.

A second-order positivity preserving numerical method for Gamma equation

Miglena N. Koleva, Lubin G. Vulkov, 2013, Appl. Math. Comput..

Revised Papers from the Second International Conference on Numerical Analysis and Its Applications

Lubin G. Vulkov, Plamen Y. Yalamov, Jerzy Wasniewski, 2000 .

Proceedings of the First International Workshop on Numerical Analysis and Its Applications

Lubin G. Vulkov, Plamen Y. Yalamov, Jerzy Wasniewski, 1996 .

A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance

Miglena N. Koleva, Lubin G. Vulkov, 2013, LSSC.

A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models

Miglena N. Koleva, Lubin G. Vulkov, 2017, LSSC.

Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method

Miglena N. Koleva, Lubin G. Vulkov, 2019, LSSC.

Numerical Analysis and Its Applications, 4th International Conference, NAA 2008, Lozenetz, Bulgaria, June 16-20, 2008. Revised Selected Papers

Lubin G. Vulkov, Svetozar Margenov, Jerzy Waśniewski, 2009, NAA.

A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems

Lubin G. Vulkov, A. I. Zadorin, Juri D. Kandilarov, 2000, NAA.

Revised Selected Papers of the 5th International Conference on Numerical Analysis and Its Applications - Volume 8236

Lubin G. Vulkov, István Faragó, Ivan Dimov, 2012 .

A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation

Miglena N. Koleva, Lubin G. Vulkov, 2008, NAA.

Singularly perturbed differential equations with discontinuous coefficients and concentrated factors

Lubin G. Vulkov, Ivanka Tr. Angelova, 2004, Appl. Math. Comput..

Numerical Analysis and Its Applications, Third International Conference, NAA 2004, Rousse, Bulgaria, June 29 - July 3, 2004, Revised Selected Papers

Lubin G. Vulkov, Zhilin Li, Jerzy Waśniewski, 2005, NAA.

Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation

Lubin G. Vulkov, Bosko S. Jovanovic, 2005, Appl. Math. Comput..

A Two-Grid Algorithm for Solution of the Difference Equations of a System of Singularly Perturbed Semilinear Equations

Lubin G. Vulkov, A. I. Zadorin, 2008, NAA.

Finite Difference Approximation of an Elliptic Interface Problem with Variable Coefficients

Lubin G. Vulkov, Bosko S. Jovanovic, B. Jovanovic, 2004, NAA.

Numerical solution of a two-dimensional hyperbolic transmission problem

Lubin G. Vulkov, Bosko S. Jovanovic, B. Jovanovic, 2010, J. Comput. Appl. Math..

Construction and Convergence of Difference Schemes for a Model Elliptic Equation with Dirac-delta Function Coefficient

Lubin G. Vulkov, Bosko S. Jovanovic, Juri D. Kandilarov, 2000, NAA.

Two-grid algorithms for singularly perturbed reaction-diffusion problems on layer adapted meshes pdf

Lubin G. Vulkov, Ivanka Tr. Angelova, 2016, ArXiv.

A Numerical Approach to Price Path Dependent Asian Options

Lubin G. Vulkov, Tatiana P. Chernogorova, 2015, LSSC.

Numerical method for optimal portfolio in an exponential utility regime-switching model

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2020, Int. J. Comput. Math..

A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2016, J. Comput. Appl. Math..

Operator's Approach to the Problems with Concentrated Factors

Lubin G. Vulkov, Bosko S. Jovanovic, 2000, NAA.

Computation of Delta Greek for Non-linear Models in Mathematical Finance

Miglena N. Koleva, Lubin G. Vulkov, 2016, NAA.

Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems

Lubin G. Vulkov, Ivanka Tr. Angelova, 2007, LSSC.

A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance

Miglena N. Koleva, Lubin G. Vulkov, 2011, LSSC.

Applications of Steklov-Type Eigenvalue Problems to Convergence of Difference Schemes for Parabolic and Hyperbolic Equations with Dynamical Boundary Conditions

Lubin G. Vulkov, 1996, WNAA.

Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model

Miglena N. Koleva, Lubin G. Vulkov, 2014, NMA.

On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions

Miglena N. Koleva, Lubin G. Vulkov, 2005, Appl. Math. Comput..

Numerical analysis and its applications : 5th International Conference, NAA 2012, Lozenetz, Bulgaria, June 15-20, 2012, revised selected papers

Lubin G. Vulkov, István Faragó, Ivan Dimov, 2013 .

Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains

Miglena N. Koleva, Lubin G. Vulkov, Bosko S. Jovanovic, 2011, J. Comput. Appl. Math..

IMEX schemes for a parabolic-ODE system of European options with liquidity shocks

Lubin G. Vulkov, Walter Mudzimbabwe, 2016, J. Comput. Appl. Math..

Computational recovery of time-dependent volatility from integral observations in option pricing

Lubin G. Vulkov, Slavi G. Georgiev, 2020, J. Comput. Sci..

A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow

Lubin G. Vulkov, Tatiana P. Chernogorova, 2014, Comput. Math. Appl..

Numerical Analysis of a Pollution and Environment Interaction Model

Lubin G. Vulkov, Ivan Tomov Dimov, Venelin Todorov, 2018, NMA.

Two Splitting Methods for a Fixed Strike Asian Option

Lubin G. Vulkov, Tatiana P. Chernogorova, 2012, NAA.

Fast reconstruction of time-dependent market volatility for European options

Lubin G. Vulkov, Slavi G. Georgiev, 2021, Comput. Appl. Math..

Simultaneous identification of time-dependent volatility and interest rate for European options

Lubin G. Vulkov, Slavi G. Georgiev, 2021 .

Numerical analysis of a finite difference scheme for optimal portfolio in a power utility regime-switching model

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2021 .

Fitted finite volume method for indifference pricing in an exponential utility regime-switching model

Miglena N. Koleva, Lubin G. Vulkov, Tihomir B. Gyulov, 2021, J. Comput. Appl. Math..

Computation of the unknown volatility from integral option price observations in jump-diffusion models

Lubin G. Vulkov, Slavi G. Georgiev, 2021, Math. Comput. Simul..

Numerical Determination of Time-Dependent Implied Volatility by a Point Observation

Lubin G. Vulkov, Slavi G. Georgiev, 2021 .

Numerical material identification of subsurface flow in unsaturated soil

Miglena N. Koleva, Lubin G. Vulkov, 2021 .

Application of the Two‐grid Method to a Heat Radiation Problem

Miglena N. Koleva, Lubin G. Vulkov, Boško S. Jovanović, 2009 .

Analysis of Immersed Interface Difference Schemes for Reaction-diffusion Problems with Singular Own Sources

Lubin G. Vulkov, Juri D. Kandilarov, 2003 .

Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type

Miglena N. Koleva, Lubin G. Vulkov, 2007 .

Finite difference approximation of strong solutions of a parabolic interface problem on disconnected domains

Lubin G. Vulkov, B. Jovanovic, Boško S. Jovanović, 2008 .

Energy stability for a class of two-dimensional interface linear parabolic problems

Lubin G. Vulkov, B. Jovanovic, Boško S. Jovanović, 2005 .

Two‐grid Interpolation Algorithms for Difference Schemes of Exponential Type for Semilinear Diffusion Convection‐Dominated Equations

Lubin G. Vulkov, A. I. Zadorin, 2008 .

Marchuk identity-type second order difference schemes of 2-d and 3-d elliptic problems with intersected interfaces

Lubin G. Vulkov, Ivanka Tr. Angelova, 2007 .

Numerical approach to optimal portfolio in a power utility regime-switching model

Miglena N. Koleva, Lubin G. Vulkov, Tihomir B. Gyulov, 2017 .

Numerical solution of time-fractional Black–Scholes equation

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2017 .

Construction and implementation of finite-difference schemes for systems of diffusion equations with localized chemical reactions

Lubin G. Vulkov, Juri D. Kandilarov, J. Kandilarov, 2000 .

Finite volume difference scheme for a transformed stationary air pollution problem

Lubin G. Vulkov, Tatiana P. Chernogorova, 2012 .

The immersed interface method for two-dimensional heat-diffusion equations with singular own sources

Lubin G. Vulkov, Juri D. Kandilarov, 2007 .

Numerical solution of a parabolic transmission problem

Lubin G. Vulkov, B. Jovanovic, Boško S. Jovanović, 2011 .

High-order compact difference schemes with Richardson extrapolation for semilinear parabolic systems

Lubin G. Vulkov, Venelin Todorov, Ivan Dimov, 2016 .

Well Posedness and a Monotone Iterative Method for a Nonlinear Interface Problem on Disjoint Intervals

Lubin G. Vulkov, 2007 .

Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains

Miglena N. Koleva, Lubin G. Vulkov, L. Vulkov, 2007 .

High order ε-uniform methods for singularly perturbed reaction-diffusion problems with discontinuous coefficients and singular sources

Lubin G. Vulkov, Ivanka Tr. Dimitrova, 2004 .

Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing

Miglena N. Koleva, Lubin G. Vulkov, Naoyuki Ishimura, 2010 .