Lubin G. Vulkov

111 papers Journal 54Unranked 49
YearRankTypeTitle / Venue / Authors
2025 J jnl
High-Order Approximations for a Pseudoparabolic Equation of Turbulent Mass-Transfer Diffusion.
Axioms
Miglena N. Koleva, Lubin G. Vulkov
2025 J jnl
Second-Order Implicit-Explicit Difference Scheme for Pseudoparabolic Equations with Nonlinear Flux.
Axioms
Miglena N. Koleva, Lubin G. Vulkov
2024 J jnl
Computational Reconstruction of the Volatility Term Structure in the General Hull-White Model.
Comput.
Slavi G. Georgiev, Lubin G. Vulkov
2024 J jnl
Identification of Boundary Conditions in a Spherical Heat Conduction Transmission Problem.
Symmetry
Miglena N. Koleva, Lubin G. Vulkov
2024 J jnl
Inverse Boundary Conditions Interface Problems for the Heat Equation with Cylindrical Symmetry.
Symmetry
Miglena N. Koleva, Lubin G. Vulkov
2024 J jnl
Numerical Algorithms for Identification of Convection Coefficient and Source in a Magnetohydrodynamics Flow.
Algorithms
Juri D. Kandilarov, Lubin G. Vulkov
2024 J jnl
Numerical Analysis of the Transfer Dynamics of Heavy Metals from Soil to Plant and Application to Contamination of Honey.
Symmetry
Atanas Z. Atanasov, Slavi G. Georgiev, Lubin G. Vulkov
2024 J jnl
Numerical Determination of a Time-Dependent Boundary Condition for a Pseudoparabolic Equation from Integral Observation.
Comput.
Miglena N. Koleva, Lubin G. Vulkov
2024 J jnl
Numerical Reconstruction of the Source in Dynamical Boundary Condition of Laplace's Equation.
Axioms
Miglena N. Koleva, Lubin G. Vulkov
2024 J jnl
Numerical Solution of External Boundary Conditions Inverse Multilayer Diffusion Problems.
Symmetry
Miglena N. Koleva, Lubin G. Vulkov
2024 — conf
Optimization of Diffusion Parameters in Spherical Symmetry Models for Grain Drying.
MDIS
Atanas Z. Atanasov, Miglena N. Koleva, Lubin G. Vulkov
2024 — conf
Parameter Optimization in a Model of Influence of Brood Deaths on Honeybee Population Dynamics.
MDIS
Atanas Z. Atanasov, Slavi G. Georgiev, Lubin G. Vulkov
2024 J jnl
Positive Fitted Finite Volume Method for Semilinear Parabolic Systems on Unbounded Domain.
Axioms
Miglena N. Koleva, Lubin G. Vulkov
2023 J jnl
Coefficient identification in a SIS fractional-order modelling of economic losses in the propagation of COVID-19.
J. Comput. Sci.
Slavi G. Georgiev, Lubin G. Vulkov
2023 — conf
Computation of the Unknown Time-Dependent Volatility of American Options from Integral Observations.
LSSC
Slavi G. Georgiev, Lubin G. Vulkov
2023 J jnl
Inverse Problem Numerical Analysis of Forager Bee Losses in Spatial Environment without Contamination.
Symmetry
Atanas Z. Atanasov, Miglena N. Koleva, Lubin G. Vulkov
2023 — conf
Numerical Determination of Source from Point Observation in a Time-Fractional Boundary-Value Problem on Disjoint Intervals.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2023 — conf
Numerical Determination of Time-Dependent Volatility for American Option When the Optimal Exercise Boundary Is Known.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2023 J jnl
Numerical Solution of the Retrospective Inverse Parabolic Problem on Disjoint Intervals.
Comput.
Miglena N. Koleva, Lubin G. Vulkov
2023 J jnl
Parameter Estimation Analysis in a Model of Honey Production.
Axioms
Atanas Z. Atanasov, Slavi G. Georgiev, Lubin G. Vulkov
2022 — conf
Gradient Optimization in Reconstruction of the Diffusion Coefficient in a Time Fractional Integro-Differential Equation of Pollution in Porous Media.
MDIS
Tihomir B. Gyulov, Lubin G. Vulkov
2022 — conf
Numerical Optimization Identification of a Keller-Segel Model for Thermoregulation in Honey Bee Colonies in Winter.
MDIS
Atanas Z. Atanasov, Miglena N. Koleva, Lubin G. Vulkov
2022 — conf
Parameter Estimation Inspired by Temperature Measurements for a Chemotactic Model of Honeybee Thermoregulation.
NMA
Atanas Z. Atanasov, Miglena N. Koleva, Lubin G. Vulkov
2022 J jnl
Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion.
Comput. Appl. Math.
Miglena N. Koleva, Lubin G. Vulkov
2021 J jnl
Computation of the unknown volatility from integral option price observations in jump-diffusion models.
Math. Comput. Simul.
Slavi G. Georgiev, Lubin G. Vulkov
2021 J jnl
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media.
Appl. Math. Comput.
Tatiana P. Chernogorova, Miglena N. Koleva, Lubin G. Vulkov
2021 J jnl
Fast reconstruction of time-dependent market volatility for European options.
Comput. Appl. Math.
Slavi G. Georgiev, Lubin G. Vulkov
2021 — conf
Fitted Finite Volume Method for Unsaturated Flow Parabolic Problems with Space Degeneration.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2021 J jnl
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model.
J. Comput. Appl. Math.
Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov
2021 — conf
Parameter Identification Approach for a Fractional Dynamics Model of Honeybee Population.
LSSC
Slavi G. Georgiev, Lubin G. Vulkov
2021 — conf
Recovering the Time-Dependent Volatility in Jump-Diffusion Models from Nonlocal Price Observations.
LSSC
Slavi G. Georgiev, Lubin G. Vulkov
2020 J jnl
Advanced numerical methods for complex scientific and engineering problems: Editorial introduction.
J. Comput. Appl. Math.
Zahari Zlatev, Pasqua D'Ambra, István Faragó, Vladimir Shaydurov, Lubin G. Vulkov
2020 J jnl
Computational recovery of time-dependent volatility from integral observations in option pricing.
J. Comput. Sci.
Slavi G. Georgiev, Lubin G. Vulkov
2020 J jnl
High-accuracy numerical methods for a parabolic system in air pollution modeling.
Neural Comput. Appl.
Venelin Todorov, Juri D. Kandilarov, Ivan Dimov, Lubin G. Vulkov
2020 J jnl
Numerical analysis of one dimensional motion of magma without mass forces.
J. Comput. Appl. Math.
Miglena N. Koleva, Lubin G. Vulkov
2020 J jnl
Numerical method for optimal portfolio in an exponential utility regime-switching model.
Int. J. Comput. Math.
Miglena N. Koleva, Lubin G. Vulkov
2020 — conf
Parameter Identification of Colony Collapse Disorder in Honeybees as a Contagion.
MDIS
Atanas Z. Atanasov, Slavi G. Georgiev, Lubin G. Vulkov
2019 J jnl
Efficient finite difference method for optimal portfolio in a power utility regime-switching model.
Int. J. Comput. Math.
Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov
2019 — ed.
Finite Difference Methods. Theory and Applications - 7th International Conference, FDM 2018, Lozenetz, Bulgaria, June 11-16, 2018, Revised Selected Papers
FDM
Ivan Dimov, István Faragó, Lubin G. Vulkov
2019 — conf
Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching.
HPC
Slavi G. Georgiev, Lubin G. Vulkov
2019 — conf
Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law.
HPC
Miglena N. Koleva, Yury Poveshchenko, Lubin G. Vulkov
2019 — conf
Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2019 — conf
Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards' Equation.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2018 J jnl
Fast computational approach to the Delta Greek of non-linear Black-Scholes equations.
J. Comput. Appl. Math.
Miglena N. Koleva, Lubin G. Vulkov
2018 — conf
Front Fixing Finite Difference Method for Pricing a Corporate Bond with Credit Rating Migration.
NMA
Juri D. Kandilarov, Lubin G. Vulkov
2018 — conf
Numerical Analysis of a Pollution and Environment Interaction Model.
NMA
Ivan Dimov, Juri D. Kandilarov, Venelin Todorov, Lubin G. Vulkov
2018 — conf
Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model.
NMA
Miglena N. Koleva, Lubin G. Vulkov
2018 — conf
Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations.
FDM
Miglena N. Koleva, Lubin G. Vulkov
2017 — conf
A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2017 J jnl
A numerical study for optimal portfolio regime-switching model I. 2D Black-Scholes equation with an exponential non-linear term.
J. Comput. Appl. Math.
Miglena N. Koleva, Lubin G. Vulkov
2017 J jnl
Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations.
J. Comput. Appl. Math.
Piotr P. Matus, Le Minh Hieu, Lubin G. Vulkov
2017 J jnl
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model.
Numer. Algorithms
Miglena N. Koleva, Walter Mudzimbabwe, Lubin G. Vulkov
2017 — ed.
Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers
NAA
Ivan Dimov, István Faragó, Lubin G. Vulkov
2017 — conf
Time Discretization/Linearization Approach Based on HOC Difference Schemes for Semilinear Parabolic Systems of Atmosphere Modelling.
LSSC
Ivan Dimov, Juri D. Kandilarov, Venelin Todorov, Lubin G. Vulkov
2016 J jnl
A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem.
J. Comput. Appl. Math.
Miglena N. Koleva, Lubin G. Vulkov
2016 — conf
American Options in an Illiquid Market: Nonlinear Complementary Method.
NAA
Walter Mudzimbabwe, Lubin G. Vulkov
2016 — conf
Computation of Delta Greek for Non-linear Models in Mathematical Finance.
NAA
Miglena N. Koleva, Lubin G. Vulkov
2016 J jnl
High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation.
CoRR
Yuri M. Dimitrov, Lubin G. Vulkov
2016 J jnl
IMEX schemes for a parabolic-ODE system of European options with liquidity shocks.
J. Comput. Appl. Math.
Walter Mudzimbabwe, Lubin G. Vulkov
2016 J jnl
Numerical solution of a parabolic system in air pollution.
CoRR
Tatiana P. Chernogorova, Lubin G. Vulkov
2016 J jnl
On splitting-based numerical methods for nonlinear models of European options.
Int. J. Comput. Math.
Miglena N. Koleva, Lubin G. Vulkov
2016 J jnl
Two-grid algorithms for singularly perturbed reaction-diffusion problems on layer adapted meshes.
CoRR
Ivanka Tr. Angelova, Lubin G. Vulkov
2015 — conf
A Numerical Approach to Price Path Dependent Asian Options.
LSSC
Tatiana P. Chernogorova, Lubin G. Vulkov
2015 — conf
A Splitting Numerical Method for Primary and Secondary Pollutant Models.
LSSC
Tatiana P. Chernogorova, Ivan Tomov Dimov, Lubin G. Vulkov
2015 — ed.
Finite Difference Methods, Theory and Applications - 6th International Conference, FDM 2014, Lozenetz, Bulgaria, June 18-23, 2014, Revised Selected Papers
FDM
Ivan Dimov, István Faragó, Lubin G. Vulkov
2015 J jnl
Fitted finite volume positive difference scheme for a stationary model of air pollution.
Numer. Algorithms
Tatiana P. Chernogorova, Lubin G. Vulkov
2015 — conf
Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2015 J jnl
Operator splitting kernel based numerical method for a generalized Leland's model.
J. Comput. Appl. Math.
Miglena N. Koleva, Lubin G. Vulkov
2014 J jnl
A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow.
Comput. Math. Appl.
Tatiana Paraskevova Chernogorova, Lubin G. Vulkov
2014 — conf
Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model.
NMA
Miglena N. Koleva, Lubin G. Vulkov
2013 — conf
A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2013 J jnl
A second-order positivity preserving numerical method for Gamma equation.
Appl. Math. Comput.
Miglena N. Koleva, Lubin G. Vulkov
2013 — ed.
Numerical Analysis and Its Applications - 5th International Conference, NAA 2012, Lozenetz, Bulgaria, June 15-20, 2012, Revised Selected Papers
NAA
Ivan Dimov, István Faragó, Lubin G. Vulkov
2013 J jnl
Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance.
Math. Comput. Model.
Miglena N. Koleva, Lubin G. Vulkov
2012 — conf
Boundary Value Problems for Fractional PDE and Their Numerical Approximation.
NAA
Bosko S. Jovanovic, Lubin G. Vulkov, Aleksandra Delic
2012 — conf
Two Splitting Methods for a Fixed Strike Asian Option.
NAA
Tatiana P. Chernogorova, Lubin G. Vulkov
2011 — conf
A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2011 J jnl
Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains.
J. Comput. Appl. Math.
Bosko S. Jovanovic, Miglena N. Koleva, Lubin G. Vulkov
2010 — conf
A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance.
NMA
Miglena N. Koleva, Lubin G. Vulkov
2010 — conf
Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference.
NMA
Naoyuki Ishimura, Miglena N. Koleva, Lubin G. Vulkov
2010 J jnl
Numerical solution of a two-dimensional hyperbolic transmission problem.
J. Comput. Appl. Math.
Bosko S. Jovanovic, Lubin G. Vulkov
2010 J jnl
Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics.
Comput. Phys. Commun.
Miglena N. Koleva, Lubin G. Vulkov
2009 — conf
A Two-Grid Method on Layer-Adapted Meshes for a Semilinear 2D Reaction-Diffusion Problem.
LSSC
Ivanka Tr. Angelova, Lubin G. Vulkov
2009 — ed.
Numerical Analysis and Its Applications, 4th International Conference, NAA 2008, Lozenetz, Bulgaria, June 16-20, 2008. Revised Selected Papers
NAA
Svetozar Margenov, Lubin G. Vulkov, Jerzy Wasniewski
2009 — conf
Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains.
LSSC
Miglena N. Koleva, Lubin G. Vulkov
2008 — conf
A Two-Grid Algorithm for Solution of the Difference Equations of a System of Singularly Perturbed Semilinear Equations.
NAA
Lubin G. Vulkov, A. I. Zadorin
2008 — conf
A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation.
NAA
Miglena N. Koleva, Lubin G. Vulkov
2008 — conf
Finite Element Approximation of an Elliptic Boundary Value Problem with Interface.
NAA
Bosko S. Jovanovic, Lubin G. Vulkov
2007 — conf
A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems.
LSSC
Juri D. Kandilarov, Miglena N. Koleva, Lubin G. Vulkov
2007 J jnl
Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type.
Appl. Math. Comput.
Lubin G. Vulkov
2007 J jnl
High-order finite difference schemes for elliptic problems with intersecting interfaces.
Appl. Math. Comput.
Ivanka Tr. Angelova, Lubin G. Vulkov
2007 — conf
Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems.
LSSC
Ivanka Tr. Angelova, Lubin G. Vulkov
2006 — conf
Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations.
Numerical Methods and Applications
Bosko S. Jovanovic, Miglena N. Koleva, Lubin G. Vulkov
2005 J jnl
High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems.
J. Num. Math.
Ivanka Tr. Angelova, Lubin G. Vulkov
2005 — ed.
Numerical Analysis and Its Applications, Third International Conference, NAA 2004, Rousse, Bulgaria, June 29 - July 3, 2004, Revised Selected Papers
NAA
Zhilin Li, Lubin G. Vulkov, Jerzy Wasniewski
2005 J jnl
On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions.
Appl. Math. Comput.
Miglena N. Koleva, Lubin G. Vulkov
2005 J jnl
Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation.
Appl. Math. Comput.
Bosko S. Jovanovic, Lubin G. Vulkov
2004 — conf
Finite Difference Approximation of an Elliptic Interface Problem with Variable Coefficients.
NAA
Bosko S. Jovanovic, Lubin G. Vulkov
2004 J jnl
Singularly perturbed differential equations with discontinuous coefficients and concentrated factors.
Appl. Math. Comput.
Ivanka Tr. Angelova, Lubin G. Vulkov
2004 J jnl
The Immersed Interface Method for a Nonlinear Chemical Diffusion Equation with Local Sites of Reactions.
Numer. Algorithms
Juri D. Kandilarov, Lubin G. Vulkov
2003 — conf
Finite Volume Difference Methods for Convection-Dominated Problems with Interface.
LSSC
Iliya A. Brayanov, Lubin G. Vulkov
2003 J jnl
Numerical Solution of a Reaction-Diffusion Elliptic Interface Problem with Strong Anisotropy.
Computing
Iliya A. Brayanov, Lubin G. Vulkov
2003 J jnl
On the Convergence of Difference Schemes for Hyperbolic Problems with Concentrated Data.
SIAM J. Numer. Anal.
Bosko S. Jovanovic, Lubin G. Vulkov
2001 — ed.
Numerical Analysis and Its Applications, Second International Conference, NAA 2000, Rousse, Bulgaria, June 11-15, 2000, Revised Papers
NAA
Lubin G. Vulkov, Jerzy Wasniewski, Plamen Y. Yalamov
2001 J jnl
On the convergence of finite difference schemes for the heat equation with concentrated capacity.
Numerische Mathematik
Bosko S. Jovanovic, Lubin G. Vulkov
2000 — conf
A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems.
NAA
Juri D. Kandilarov, Lubin G. Vulkov, A. I. Zadorin
2000 — conf
Construction and Convergence of Difference Schemes for a Model Elliptic Equation with Dirac-delta Function Coefficient.
NAA
Bosko S. Jovanovic, Juri D. Kandilarov, Lubin G. Vulkov
2000 — conf
Operator's Approach to the Problems with Concentrated Factors.
NAA
Bosko S. Jovanovic, Lubin G. Vulkov
1997 — conf
Finite Difference Schemes with Variable Weights for Parabolic Equations with Concentrated Capacity.
LSSC
Iliya A. Brayanov, Lubin G. Vulkov
1997 — ed.
Numerical Analysis and Its Applications, First International Workshop, WNAA'96, Rousse, Bulgaria, June 24-26, 1996, Proceedings
WNAA
Lubin G. Vulkov, Jerzy Wasniewski, Plamen Y. Yalamov
1996 — conf
Applications of Steklov-Type Eigenvalue Problems to Convergence of Difference Schemes for Parabolic and Hyperbolic Equations with Dynamical Boundary Conditions.
WNAA
Lubin G. Vulkov