Lubin G. Vulkov

Axioms, January, 2024

Numerical Analysis of the Transfer Dynamics of Heavy Metals from Soil to Plant and Application to Contamination of Honey.

[BibT_eX]

[DOI]

Symmetry, 2024

2023

Inverse Problem Numerical Analysis of Forager Bee Losses in Spatial Environment without Contamination.

[BibT_eX]

[DOI]

Symmetry, December, 2023

Numerical Solution of the Retrospective Inverse Parabolic Problem on Disjoint Intervals.

[BibT_eX]

[DOI]

Comput., October, 2023

Coefficient identification in a SIS fractional-order modelling of economic losses in the propagation of COVID-19.

[BibT_eX]

[DOI]

J. Comput. Sci., May, 2023

Parameter Estimation Analysis in a Model of Honey Production.

[BibT_eX]

[DOI]

Axioms, February, 2023

2022

Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion.

[BibT_eX]

[DOI]

Comput. Appl. Math., December, 2022

Parameter Estimation Inspired by Temperature Measurements for a Chemotactic Model of Honeybee Thermoregulation.

[BibT_eX]

[DOI]

Proceedings of the Numerical Methods and Applications - 10th International Conference, 2022

Gradient Optimization in Reconstruction of the Diffusion Coefficient in a Time Fractional Integro-Differential Equation of Pollution in Porous Media.

[BibT_eX]

[DOI]

Tihomir B. Gyulov

Proceedings of the Modelling and Development of Intelligent Systems, 2022

Numerical Optimization Identification of a Keller-Segel Model for Thermoregulation in Honey Bee Colonies in Winter.

[BibT_eX]

[DOI]

Proceedings of the Modelling and Development of Intelligent Systems, 2022

2021

Computation of the unknown volatility from integral option price observations in jump-diffusion models.

[BibT_eX]

[DOI]

Math. Comput. Simul., 2021

Fitted finite volume method for indifference pricing in an exponential utility regime-switching model.

[BibT_eX]

[DOI]

Tihomir B. Gyulov

J. Comput. Appl. Math., 2021

Fast reconstruction of time-dependent market volatility for European options.

[BibT_eX]

[DOI]

Comput. Appl. Math., 2021

Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2021

Fitted Finite Volume Method for Unsaturated Flow Parabolic Problems with Space Degeneration.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 13th International Conference, 2021

Recovering the Time-Dependent Volatility in Jump-Diffusion Models from Nonlocal Price Observations.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 13th International Conference, 2021

Parameter Identification Approach for a Fractional Dynamics Model of Honeybee Population.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 13th International Conference, 2021

2020

High-accuracy numerical methods for a parabolic system in air pollution modeling.

[BibT_eX]

[DOI]

Neural Comput. Appl., 2020

Computational recovery of time-dependent volatility from integral observations in option pricing.

[BibT_eX]

[DOI]

J. Comput. Sci., 2020

Advanced numerical methods for complex scientific and engineering problems: Editorial introduction.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2020

Numerical analysis of one dimensional motion of magma without mass forces.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2020

Numerical method for optimal portfolio in an exponential utility regime-switching model.

[BibT_eX]

[DOI]

Int. J. Comput. Math., 2020

Parameter Identification of Colony Collapse Disorder in Honeybees as a Contagion.

[BibT_eX]

[DOI]

Proceedings of the Modelling and Development of Intelligent Systems, 2020

2019

Efficient finite difference method for optimal portfolio in a power utility regime-switching model.

[BibT_eX]

[DOI]

Tihomir B. Gyulov

Int. J. Comput. Math., 2019

Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 12th International Conference, 2019

Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards' Equation.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 12th International Conference, 2019

Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law.

[BibT_eX]

[DOI]

Yury Poveshchenko

Proceedings of the Advances in High Performance Computing, 2019

Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching.

[BibT_eX]

[DOI]

Proceedings of the Advances in High Performance Computing, 2019

2018

Fast computational approach to the Delta Greek of non-linear Black-Scholes equations.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2018

Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model.

[BibT_eX]

[DOI]

Proceedings of the Numerical Methods and Applications - 9th International Conference, 2018

Front Fixing Finite Difference Method for Pricing a Corporate Bond with Credit Rating Migration.

[BibT_eX]

[DOI]

Proceedings of the Numerical Methods and Applications - 9th International Conference, 2018

Numerical Analysis of a Pollution and Environment Interaction Model.

[BibT_eX]

[DOI]

Proceedings of the Numerical Methods and Applications - 9th International Conference, 2018

Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations.

[BibT_eX]

[DOI]

Proceedings of the Finite Difference Methods. Theory and Applications, 2018

2017

Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model.

[BibT_eX]

[DOI]

Walter Mudzimbabwe

Numer. Algorithms, 2017

Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations.

[BibT_eX]

[DOI]

Piotr P. Matus

Le Minh Hieu

J. Comput. Appl. Math., 2017

A numerical study for optimal portfolio regime-switching model I. 2D Black-Scholes equation with an exponential non-linear term.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2017

A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 11th International Conference, 2017

Time Discretization/Linearization Approach Based on HOC Difference Schemes for Semilinear Parabolic Systems of Atmosphere Modelling.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 11th International Conference, 2017

2016

IMEX schemes for a parabolic-ODE system of European options with liquidity shocks.

[BibT_eX]

[DOI]

Walter Mudzimbabwe

J. Comput. Appl. Math., 2016

A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2016

On splitting-based numerical methods for nonlinear models of European options.

[BibT_eX]

[DOI]

Int. J. Comput. Math., 2016

High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation.

[BibT_eX]

[DOI]

Yuri M. Dimitrov

CoRR, 2016

Numerical solution of a parabolic system in air pollution.

[BibT_eX]

[DOI]

CoRR, 2016

Two-grid algorithms for singularly perturbed reaction-diffusion problems on layer adapted meshes.

[BibT_eX]

[DOI]

CoRR, 2016

American Options in an Illiquid Market: Nonlinear Complementary Method.

[BibT_eX]

[DOI]

Walter Mudzimbabwe

Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016

Computation of Delta Greek for Non-linear Models in Mathematical Finance.

[BibT_eX]

[DOI]

Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016

2015

Fitted finite volume positive difference scheme for a stationary model of air pollution.

[BibT_eX]

[DOI]

Numer. Algorithms, 2015

Operator splitting kernel based numerical method for a generalized Leland's model.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2015

Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 10th International Conference, 2015

A Numerical Approach to Price Path Dependent Asian Options.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 10th International Conference, 2015

A Splitting Numerical Method for Primary and Secondary Pollutant Models.

[BibT_eX]

[DOI]

Ivan Tomov Dimov

Tatiana Paraskevova Chernogorova

Proceedings of the Large-Scale Scientific Computing - 10th International Conference, 2015

2014

A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow.

[BibT_eX]

[DOI]

Comput. Math. Appl., 2014

Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model.

[BibT_eX]

[DOI]

Proceedings of the Numerical Methods and Applications - 8th International Conference, 2014

2013

Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance.

[BibT_eX]

[DOI]

Math. Comput. Model., 2013

A second-order positivity preserving numerical method for Gamma equation.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2013

A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 9th International Conference, 2013

2012

Boundary Value Problems for Fractional PDE and Their Numerical Approximation.

[BibT_eX]

[DOI]

Aleksandra Delic

Proceedings of the Numerical Analysis and Its Applications - 5th International Conference, 2012

Two Splitting Methods for a Fixed Strike Asian Option.

[BibT_eX]

[DOI]

Proceedings of the Numerical Analysis and Its Applications - 5th International Conference, 2012

2011

Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2011

A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing - 8th International Conference, 2011

2010

Numerical solution of a two-dimensional hyperbolic transmission problem.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2010

Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics.

[BibT_eX]

[DOI]

Comput. Phys. Commun., 2010

A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance.

[BibT_eX]

[DOI]

Proceedings of the Numerical Methods and Applications - 7th International Conference, 2010

Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference.

[BibT_eX]

[DOI]

Naoyuki Ishimura

Proceedings of the Numerical Methods and Applications - 7th International Conference, 2010

2009

Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing, 7th International Conference, 2009

A Two-Grid Method on Layer-Adapted Meshes for a Semilinear 2D Reaction-Diffusion Problem.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing, 7th International Conference, 2009

2008

A Two-Grid Algorithm for Solution of the Difference Equations of a System of Singularly Perturbed Semilinear Equations.

[BibT_eX]

[DOI]

A. I. Zadorin

Proceedings of the Numerical Analysis and Its Applications, 4th International Conference, 2008

A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation.

[BibT_eX]

[DOI]

Proceedings of the Numerical Analysis and Its Applications, 4th International Conference, 2008

Finite Element Approximation of an Elliptic Boundary Value Problem with Interface.

[BibT_eX]

[DOI]

Proceedings of the Numerical Analysis and Its Applications, 4th International Conference, 2008

2007

Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2007

High-order finite difference schemes for elliptic problems with intersecting interfaces.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2007

A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing, 6th International Conference, 2007

Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems.

[BibT_eX]

[DOI]

Proceedings of the Large-Scale Scientific Computing, 6th International Conference, 2007

2006

Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations.

[BibT_eX]

[DOI]

Proceedings of the Numerical Methods and Applications, 6th International Conference, 2006

2005

High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems.

[BibT_eX]

[DOI]

J. Num. Math., 2005

On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2005

Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2005

2004

The Immersed Interface Method for a Nonlinear Chemical Diffusion Equation with Local Sites of Reactions.

[BibT_eX]

[DOI]

Numer. Algorithms, 2004

Singularly perturbed differential equations with discontinuous coefficients and concentrated factors.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2004

Finite Difference Approximation of an Elliptic Interface Problem with Variable Coefficients.

[BibT_eX]

[DOI]

Proceedings of the Numerical Analysis and Its Applications, Third International Conference, 2004

2003

On the Convergence of Difference Schemes for Hyperbolic Problems with Concentrated Data.

[BibT_eX]

[DOI]

SIAM J. Numer. Anal., 2003

Numerical Solution of a Reaction-Diffusion Elliptic Interface Problem with Strong Anisotropy.

[BibT_eX]

[DOI]

Iliya A. Brayanov

Computing, 2003

Finite Volume Difference Methods for Convection-Dominated Problems with Interface.

[BibT_eX]

[DOI]

Iliya A. Brayanov

Proceedings of the Large-Scale Scientific Computing, 4th International Conference, 2003

2001

On the convergence of finite difference schemes for the heat equation with concentrated capacity.

[BibT_eX]

[DOI]

Numerische Mathematik, 2001

2000

A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems.

[BibT_eX]

[DOI]

A. I. Zadorin

Proceedings of the Numerical Analysis and Its Applications, 2000

Operator's Approach to the Problems with Concentrated Factors.

[BibT_eX]

[DOI]

Proceedings of the Numerical Analysis and Its Applications, 2000

Construction and Convergence of Difference Schemes for a Model Elliptic Equation with Dirac-delta Function Coefficient.

[BibT_eX]

[DOI]

Proceedings of the Numerical Analysis and Its Applications, 2000

1997

Finite Difference Schemes with Variable Weights for Parabolic Equations with Concentrated Capacity.

[BibT_eX]

Iliya A. Brayanov

Proceedings of the Large-Scale Scientific Computation for Engineering and Environmental Problems, 1997

1996

Applications of Steklov-Type Eigenvalue Problems to Convergence of Difference Schemes for Parabolic and Hyperbolic Equations with Dynamical Boundary Conditions.

[BibT_eX]

[DOI]