Lubin G. Vulkov

Publication Activity (10 Years)

Years Active: 1996-2024
Publications (10 Years): 49

Top Topics

Parameter Identification

Numerical Analysis

Diffusion Models

Top Venues

J. Comput. Appl. Math.

Publications

Miglena N. Koleva, Lubin G. Vulkov
Numerical Reconstruction of the Source in Dynamical Boundary Condition of Laplace's Equation. Axioms 13 (1) (2024)
Atanas Z. Atanasov, Slavi G. Georgiev, Lubin G. Vulkov
Numerical Analysis of the Transfer Dynamics of Heavy Metals from Soil to Plant and Application to Contamination of Honey. Symmetry 16 (1) (2024)
Miglena N. Koleva, Lubin G. Vulkov
Numerical Determination of Time-Dependent Volatility for American Option When the Optimal Exercise Boundary Is Known. LSSC (2023)
Slavi G. Georgiev, Lubin G. Vulkov
Computation of the Unknown Time-Dependent Volatility of American Options from Integral Observations. LSSC (2023)
Miglena N. Koleva, Lubin G. Vulkov
Numerical Determination of Source from Point Observation in a Time-Fractional Boundary-Value Problem on Disjoint Intervals. LSSC (2023)
Slavi G. Georgiev, Lubin G. Vulkov
Coefficient identification in a SIS fractional-order modelling of economic losses in the propagation of COVID-19. J. Comput. Sci. 69 (2023)
Atanas Z. Atanasov, Slavi G. Georgiev, Lubin G. Vulkov
Parameter Estimation Analysis in a Model of Honey Production. Axioms 12 (2) (2023)
Atanas Z. Atanasov, Miglena N. Koleva, Lubin G. Vulkov
Inverse Problem Numerical Analysis of Forager Bee Losses in Spatial Environment without Contamination. Symmetry 15 (12) (2023)
Miglena N. Koleva, Lubin G. Vulkov
Numerical Solution of the Retrospective Inverse Parabolic Problem on Disjoint Intervals. Comput. 11 (10) (2023)
Atanas Z. Atanasov, Miglena N. Koleva, Lubin G. Vulkov
Numerical Optimization Identification of a Keller-Segel Model for Thermoregulation in Honey Bee Colonies in Winter. MDIS (2022)
Atanas Z. Atanasov, Miglena N. Koleva, Lubin G. Vulkov
Parameter Estimation Inspired by Temperature Measurements for a Chemotactic Model of Honeybee Thermoregulation. NMA (2022)
Miglena N. Koleva, Lubin G. Vulkov
Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion. Comput. Appl. Math. 41 (8) (2022)
Tihomir B. Gyulov, Lubin G. Vulkov
Gradient Optimization in Reconstruction of the Diffusion Coefficient in a Time Fractional Integro-Differential Equation of Pollution in Porous Media. MDIS (2022)
Slavi G. Georgiev, Lubin G. Vulkov
Computation of the unknown volatility from integral option price observations in jump-diffusion models. Math. Comput. Simul. 188 (2021)
Slavi G. Georgiev, Lubin G. Vulkov
Fast reconstruction of time-dependent market volatility for European options. Comput. Appl. Math. 40 (1) (2021)
Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model. J. Comput. Appl. Math. 387 (2021)
Slavi G. Georgiev, Lubin G. Vulkov
Recovering the Time-Dependent Volatility in Jump-Diffusion Models from Nonlocal Price Observations. LSSC (2021)
Tatiana P. Chernogorova, Miglena N. Koleva, Lubin G. Vulkov
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media. Appl. Math. Comput. 392 (2021)
Slavi G. Georgiev, Lubin G. Vulkov
Parameter Identification Approach for a Fractional Dynamics Model of Honeybee Population. LSSC (2021)
Miglena N. Koleva, Lubin G. Vulkov
Fitted Finite Volume Method for Unsaturated Flow Parabolic Problems with Space Degeneration. LSSC (2021)
Slavi G. Georgiev, Lubin G. Vulkov
Computational recovery of time-dependent volatility from integral observations in option pricing. J. Comput. Sci. 39 (2020)
Miglena N. Koleva, Lubin G. Vulkov
Numerical analysis of one dimensional motion of magma without mass forces. J. Comput. Appl. Math. 366 (2020)
Venelin Todorov, Juri D. Kandilarov, Ivan Dimov, Lubin G. Vulkov
High-accuracy numerical methods for a parabolic system in air pollution modeling. Neural Comput. Appl. 32 (10) (2020)
Zahari Zlatev, Pasqua D'Ambra, István Faragó, Vladimir Shaydurov, Lubin G. Vulkov
Advanced numerical methods for complex scientific and engineering problems: Editorial introduction. J. Comput. Appl. Math. 372 (2020)
Miglena N. Koleva, Lubin G. Vulkov
Numerical method for optimal portfolio in an exponential utility regime-switching model. Int. J. Comput. Math. 97 (1-2) (2020)
Atanas Z. Atanasov, Slavi G. Georgiev, Lubin G. Vulkov
Parameter Identification of Colony Collapse Disorder in Honeybees as a Contagion. MDIS (2020)
Miglena N. Koleva, Lubin G. Vulkov
Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards' Equation. LSSC (2019)
Slavi G. Georgiev, Lubin G. Vulkov
Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching. HPC (2019)
Miglena N. Koleva, Yuri Poveschenko, Lubin G. Vulkov
Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law. HPC (2019)
Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov
Efficient finite difference method for optimal portfolio in a power utility regime-switching model. Int. J. Comput. Math. 96 (11) (2019)
Miglena N. Koleva, Lubin G. Vulkov
Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method. LSSC (2019)
Miglena N. Koleva, Lubin G. Vulkov
Fast computational approach to the Delta Greek of non-linear Black-Scholes equations. J. Comput. Appl. Math. 340 (2018)
Miglena N. Koleva, Lubin G. Vulkov
Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations. FDM (2018)
Miglena N. Koleva, Lubin G. Vulkov
Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model. NMA (2018)
Ivan Dimov, Juri D. Kandilarov, Venelin Todorov, Lubin G. Vulkov
Numerical Analysis of a Pollution and Environment Interaction Model. NMA (2018)
Juri D. Kandilarov, Lubin G. Vulkov
Front Fixing Finite Difference Method for Pricing a Corporate Bond with Credit Rating Migration. NMA (2018)
Miglena N. Koleva, Walter Mudzimbabwe, Lubin G. Vulkov
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model. Numer. Algorithms 74 (1) (2017)
Piotr P. Matus, Le Minh Hieu, Lubin G. Vulkov
Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations. J. Comput. Appl. Math. 310 (2017)
Ivan Dimov, Juri D. Kandilarov, Venelin Todorov, Lubin G. Vulkov
Time Discretization/Linearization Approach Based on HOC Difference Schemes for Semilinear Parabolic Systems of Atmosphere Modelling. LSSC (2017)
Miglena N. Koleva, Lubin G. Vulkov
A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models. LSSC (2017)
Miglena N. Koleva, Lubin G. Vulkov
A numerical study for optimal portfolio regime-switching model I. 2D Black-Scholes equation with an exponential non-linear term. J. Comput. Appl. Math. 318 (2017)
Walter Mudzimbabwe, Lubin G. Vulkov
IMEX schemes for a parabolic-ODE system of European options with liquidity shocks. J. Comput. Appl. Math. 299 (2016)
Walter Mudzimbabwe, Lubin G. Vulkov
American Options in an Illiquid Market: Nonlinear Complementary Method. NAA (2016)
Ivanka Tr. Angelova, Lubin G. Vulkov
Two-grid algorithms for singularly perturbed reaction-diffusion problems on layer adapted meshes. CoRR (2016)
Tatiana P. Chernogorova, Lubin G. Vulkov
Numerical solution of a parabolic system in air pollution. CoRR (2016)
Yuri M. Dimitrov, Lubin G. Vulkov
High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation. CoRR (2016)
Miglena N. Koleva, Lubin G. Vulkov
Computation of Delta Greek for Non-linear Models in Mathematical Finance. NAA (2016)
Miglena N. Koleva, Lubin G. Vulkov
A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem. J. Comput. Appl. Math. 293 (2016)
Miglena N. Koleva, Lubin G. Vulkov
On splitting-based numerical methods for nonlinear models of European options. Int. J. Comput. Math. 93 (5) (2016)
Miglena N. Koleva, Lubin G. Vulkov
Operator splitting kernel based numerical method for a generalized Leland's model. J. Comput. Appl. Math. 275 (2015)
Miglena N. Koleva, Lubin G. Vulkov
Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks. LSSC (2015)
Tatiana P. Chernogorova, Ivan Tomov Dimov, Lubin G. Vulkov
A Splitting Numerical Method for Primary and Secondary Pollutant Models. LSSC (2015)
Tatiana P. Chernogorova, Lubin G. Vulkov
A Numerical Approach to Price Path Dependent Asian Options. LSSC (2015)
Tatiana P. Chernogorova, Lubin G. Vulkov
Fitted finite volume positive difference scheme for a stationary model of air pollution. Numer. Algorithms 70 (1) (2015)
Tatiana Paraskevova Chernogorova, Lubin G. Vulkov
A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow. Comput. Math. Appl. 67 (12) (2014)
Miglena N. Koleva, Lubin G. Vulkov
Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model. NMA (2014)
Miglena N. Koleva, Lubin G. Vulkov
A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance. LSSC (2013)
Miglena N. Koleva, Lubin G. Vulkov
A second-order positivity preserving numerical method for Gamma equation. Appl. Math. Comput. 220 (2013)
Miglena N. Koleva, Lubin G. Vulkov
Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance. Math. Comput. Model. 57 (9-10) (2013)
Tatiana P. Chernogorova, Lubin G. Vulkov
Two Splitting Methods for a Fixed Strike Asian Option. NAA (2012)
Bosko S. Jovanovic, Lubin G. Vulkov, Aleksandra Delic
Boundary Value Problems for Fractional PDE and Their Numerical Approximation. NAA (2012)
Miglena N. Koleva, Lubin G. Vulkov
A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance. LSSC (2011)
Bosko S. Jovanovic, Miglena N. Koleva, Lubin G. Vulkov
Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains. J. Comput. Appl. Math. 236 (3) (2011)
Miglena N. Koleva, Lubin G. Vulkov
A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance. NMA (2010)
Naoyuki Ishimura, Miglena N. Koleva, Lubin G. Vulkov
Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference. NMA (2010)
Bosko S. Jovanovic, Lubin G. Vulkov
Numerical solution of a two-dimensional hyperbolic transmission problem. J. Comput. Appl. Math. 235 (3) (2010)
Miglena N. Koleva, Lubin G. Vulkov
Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics. Comput. Phys. Commun. 181 (3) (2010)
Ivanka Tr. Angelova, Lubin G. Vulkov
A Two-Grid Method on Layer-Adapted Meshes for a Semilinear 2D Reaction-Diffusion Problem. LSSC (2009)
Miglena N. Koleva, Lubin G. Vulkov
Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains. LSSC (2009)
Lubin G. Vulkov, A. I. Zadorin
A Two-Grid Algorithm for Solution of the Difference Equations of a System of Singularly Perturbed Semilinear Equations. NAA (2008)
Miglena N. Koleva, Lubin G. Vulkov
A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation. NAA (2008)
Bosko S. Jovanovic, Lubin G. Vulkov
Finite Element Approximation of an Elliptic Boundary Value Problem with Interface. NAA (2008)
Juri D. Kandilarov, Miglena N. Koleva, Lubin G. Vulkov
A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems. LSSC (2007)
Ivanka Tr. Angelova, Lubin G. Vulkov
High-order finite difference schemes for elliptic problems with intersecting interfaces. Appl. Math. Comput. 187 (2) (2007)
Ivanka Tr. Angelova, Lubin G. Vulkov
Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems. LSSC (2007)
Lubin G. Vulkov
Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type. Appl. Math. Comput. 191 (1) (2007)
Bosko S. Jovanovic, Miglena N. Koleva, Lubin G. Vulkov
Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations. Numerical Methods and Applications (2006)
Bosko S. Jovanovic, Lubin G. Vulkov
Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation. Appl. Math. Comput. 163 (2) (2005)
Ivanka Tr. Angelova, Lubin G. Vulkov
High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems. J. Num. Math. 13 (1) (2005)
Miglena N. Koleva, Lubin G. Vulkov
On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions. Appl. Math. Comput. 161 (1) (2005)
Bosko S. Jovanovic, Lubin G. Vulkov
Finite Difference Approximation of an Elliptic Interface Problem with Variable Coefficients. NAA (2004)
Juri D. Kandilarov, Lubin G. Vulkov
The Immersed Interface Method for a Nonlinear Chemical Diffusion Equation with Local Sites of Reactions. Numer. Algorithms 36 (4) (2004)
Ivanka Tr. Angelova, Lubin G. Vulkov
Singularly perturbed differential equations with discontinuous coefficients and concentrated factors. Appl. Math. Comput. 158 (3) (2004)
Bosko S. Jovanovic, Lubin G. Vulkov
On the Convergence of Difference Schemes for Hyperbolic Problems with Concentrated Data. SIAM J. Numer. Anal. 41 (2) (2003)
Iliya A. Brayanov, Lubin G. Vulkov
Finite Volume Difference Methods for Convection-Dominated Problems with Interface. LSSC (2003)
Iliya A. Brayanov, Lubin G. Vulkov
Numerical Solution of a Reaction-Diffusion Elliptic Interface Problem with Strong Anisotropy. Computing 71 (2) (2003)
Bosko S. Jovanovic, Lubin G. Vulkov
On the convergence of finite difference schemes for the heat equation with concentrated capacity. Numerische Mathematik 89 (4) (2001)
Bosko S. Jovanovic, Juri D. Kandilarov, Lubin G. Vulkov
Construction and Convergence of Difference Schemes for a Model Elliptic Equation with Dirac-delta Function Coefficient. NAA (2000)
Juri D. Kandilarov, Lubin G. Vulkov, A. I. Zadorin
A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems. NAA (2000)
Bosko S. Jovanovic, Lubin G. Vulkov
Operator's Approach to the Problems with Concentrated Factors. NAA (2000)
Iliya A. Brayanov, Lubin G. Vulkov
Finite Difference Schemes with Variable Weights for Parabolic Equations with Concentrated Capacity. LSSC (1997)
Lubin G. Vulkov
Applications of Steklov-Type Eigenvalue Problems to Convergence of Difference Schemes for Parabolic and Hyperbolic Equations with Dynamical Boundary Conditions. WNAA (1996)