Miglena N. Koleva

56 papers Journal 27Unranked 29

Year	Rank	Type	Title / 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`	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 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	J	`jnl`	Positive Fitted Finite Volume Method for Semilinear Parabolic Systems on Unbounded Domain. Axioms Miglena N. Koleva, 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
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`	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	—	`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
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
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	—	`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`	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`	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
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`	Computation of Delta Greek for Non-linear Models in Mathematical Finance. NAA Miglena N. Koleva, 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
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	—	`conf`	Efficient Application of the Two-Grid Technique for Solving Time-Fractional Non-linear Parabolic Problem. FDM Miglena N. Koleva
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	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`	Positivity Preserving Numerical Method for Non-linear Black-Scholes Models. NAA Miglena N. Koleva
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`	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`	Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains. LSSC Miglena N. Koleva, Lubin G. Vulkov
2008	—	`conf`	A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation. NAA Miglena N. Koleva, 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	—	`conf`	Immersed Interface Difference Schemes for a Parabolic-Elliptic Interface Problem. LSSC Iliya A. Brayanov, Juri D. Kandilarov, Miglena N. Koleva
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	—	`conf`	Numerical Solution of the Heat Equation in Unbounded Domains Using Quasi-uniform Grids. LSSC Miglena N. Koleva
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
2004	—	`conf`	Comparison of a Rothe-Two Grig Method and Other Numerical Schemes for Solving Semilinear Parabolic Equations. NAA Miglena N. Koleva
2003	—	`conf`	On the Computation of Blow-Up Solutions of Elliptic Equations with Semilinear Dynamical Boundary Conditions. LSSC Miglena N. Koleva