Koleva, Miglena N.; Vulkov, Lubin G. Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion. (English) Zbl 1513.35336 Comput. Appl. Math. 41, No. 8, Paper No. 406, 25 p. (2022). MSC: 35K65 62P12 65M06 PDFBibTeX XMLCite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, Comput. Appl. Math. 41, No. 8, Paper No. 406, 25 p. (2022; Zbl 1513.35336) 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
Gyulov, Tihomir B.; Koleva, Miglena N.; Vulkov, Lubin G. Fitted finite volume method for indifference pricing in an exponential utility regime-switching model. (English) Zbl 1460.91296 J. Comput. Appl. Math. 387, Article ID 112493, 17 p. (2021). MSC: 91G60 65C30 65M08 91G20 PDFBibTeX XMLCite \textit{T. B. Gyulov} et al., J. Comput. Appl. Math. 387, Article ID 112493, 17 p. (2021; Zbl 1460.91296) 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
Dimov, I.; Kandilarov, J.; Todorov, V.; Vulkov, L. Time discretization/linearization approach based on HOC difference schemes for semilinear parabolic systems of atmosphere modelling. (English) Zbl 1443.86007 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 11th international conference, LSSC 2017, Sozopol, Bulgaria, June 5–9, 2017. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 10665, 450-457 (2018). MSC: 86-10 86-08 86A10 65N06 35Q35 PDFBibTeX XMLCite \textit{I. Dimov} et al., Lect. Notes Comput. Sci. 10665, 450--457 (2018; Zbl 1443.86007) 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
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
Chernogorova, T.; Vulkov, L. A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow. (English) Zbl 1368.65154 Comput. Math. Appl. 67, No. 12, 2099-2111 (2014). MSC: 65M08 35Q35 PDFBibTeX XMLCite \textit{T. Chernogorova} and \textit{L. Vulkov}, Comput. Math. Appl. 67, No. 12, 2099--2111 (2014; Zbl 1368.65154) 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
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