Miglena N. Koleva

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 28

Top Topics

Finite Difference

Top Venues

J. Comput. Appl. Math.

Int. J. Comput. 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)
Miglena N. Koleva, Lubin G. Vulkov
Numerical Determination of Time-Dependent Volatility for American Option When the Optimal Exercise Boundary Is Known. 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)
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, 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)
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)
Miglena N. Koleva, Lubin G. Vulkov
Fitted Finite Volume Method for Unsaturated Flow Parabolic Problems with Space Degeneration. LSSC (2021)
Miglena N. Koleva, Lubin G. Vulkov
Numerical analysis of one dimensional motion of magma without mass forces. J. Comput. Appl. Math. 366 (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)
Miglena N. Koleva, Lubin G. Vulkov
Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards' Equation. LSSC (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)
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)
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)
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)
Miglena N. Koleva
Efficient Application of the Two-Grid Technique for Solving Time-Fractional Non-linear Parabolic Problem. FDM (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)
Miglena N. Koleva
Positivity Preserving Numerical Method for Non-linear Black-Scholes Models. 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)
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)
Miglena N. Koleva, Lubin G. Vulkov
Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains. LSSC (2009)
Miglena N. Koleva, Lubin G. Vulkov
A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation. NAA (2008)
Iliya A. Brayanov, Juri D. Kandilarov, Miglena N. Koleva
Immersed Interface Difference Schemes for a Parabolic-Elliptic Interface Problem. LSSC (2007)
Juri D. Kandilarov, Miglena N. Koleva, Lubin G. Vulkov
A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems. LSSC (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)
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)
Miglena N. Koleva
Numerical Solution of the Heat Equation in Unbounded Domains Using Quasi-uniform Grids. LSSC (2005)
Miglena N. Koleva
Comparison of a Rothe-Two Grig Method and Other Numerical Schemes for Solving Semilinear Parabolic Equations. NAA (2004)
Miglena N. Koleva
On the Computation of Blow-Up Solutions of Elliptic Equations with Semilinear Dynamical Boundary Conditions. LSSC (2003)