Applications of Steklov-Type Eigenvalue Problems to Convergence of Difference Schemes for Parabolic and Hyperbolic Equations with Dynamical Boundary Conditions. - Lubin G. Vulkov (WNAA, 1996)

Finite Difference Schemes with Variable Weights for Parabolic Equations with Concentrated Capacity. - Iliya A. Brayanov; Lubin G. Vulkov (LSSC, 1997)

Construction and Convergence of Difference Schemes for a Model Elliptic Equation with Dirac-delta Function Coefficient. - Bosko S. Jovanovic; Juri D. Kandilarov; Lubin G. Vulkov (NAA, 2000)

Operator's Approach to the Problems with Concentrated Factors. - Bosko S. Jovanovic; Lubin G. Vulkov (NAA, 2000)

A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems. - Juri D. Kandilarov; Lubin G. Vulkov; A. I. Zadorin (NAA, 2000)

On the convergence of finite difference schemes for the heat equation with concentrated capacity. - Bosko S. Jovanovic; Lubin G. Vulkov (Numerische Mathematik, 2001)

Finite Volume Difference Methods for Convection-Dominated Problems with Interface. - Iliya A. Brayanov; Lubin G. Vulkov (LSSC, 2003)

Numerical Solution of a Reaction-Diffusion Elliptic Interface Problem with Strong Anisotropy. - Iliya A. Brayanov; Lubin G. Vulkov (Computing, 2003)

On the Convergence of Difference Schemes for Hyperbolic Problems with Concentrated Data. - Bosko S. Jovanovic; Lubin G. Vulkov (SIAM J. Numer. Anal., 2003)

Finite Difference Approximation of an Elliptic Interface Problem with Variable Coefficients. - Bosko S. Jovanovic; Lubin G. Vulkov (NAA, 2004)

Singularly perturbed differential equations with discontinuous coefficients and concentrated factors. - Ivanka Tr. Angelova; Lubin G. Vulkov (Appl. Math. Comput., 2004)

The Immersed Interface Method for a Nonlinear Chemical Diffusion Equation with Local Sites of Reactions. - Juri D. Kandilarov; Lubin G. Vulkov (Numer. Algorithms, 2004)

Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation. - Bosko S. Jovanovic; Lubin G. Vulkov (Appl. Math. Comput., 2005)

On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions. - Miglena N. Koleva; Lubin G. Vulkov (Appl. Math. Comput., 2005)

High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems. - Ivanka Tr. Angelova; Lubin G. Vulkov (J. Num. Math., 2005)

Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations. - Bosko S. Jovanovic; Miglena N. Koleva; Lubin G. Vulkov (Numerical Methods and Applications, 2006)

Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems. - Ivanka Tr. Angelova; Lubin G. Vulkov (LSSC, 2007)

A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems. - Juri D. Kandilarov; Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2007)

High-order finite difference schemes for elliptic problems with intersecting interfaces. - Ivanka Tr. Angelova; Lubin G. Vulkov (Appl. Math. Comput., 2007)

Blow up for some quasilinear equations with dynamical boundary conditions of parabolic type. - Lubin G. Vulkov (Appl. Math. Comput., 2007)

Finite Element Approximation of an Elliptic Boundary Value Problem with Interface. - Bosko S. Jovanovic; Lubin G. Vulkov (NAA, 2008)

A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation. - Miglena N. Koleva; Lubin G. Vulkov (NAA, 2008)

A Two-Grid Algorithm for Solution of the Difference Equations of a System of Singularly Perturbed Semilinear Equations. - Lubin G. Vulkov; A. I. Zadorin (NAA, 2008)

A Two-Grid Method on Layer-Adapted Meshes for a Semilinear 2D Reaction-Diffusion Problem. - Ivanka Tr. Angelova; Lubin G. Vulkov (LSSC, 2009)

Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2009)

Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference. - Naoyuki Ishimura; Miglena N. Koleva; Lubin G. Vulkov (NMA, 2010)

A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance. - Miglena N. Koleva; Lubin G. Vulkov (NMA, 2010)

Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics. - Miglena N. Koleva; Lubin G. Vulkov (Comput. Phys. Commun., 2010)

Numerical solution of a two-dimensional hyperbolic transmission problem. - Bosko S. Jovanovic; Lubin G. Vulkov (J. Comput. Appl. Math., 2010)

A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2011)

Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains. - Bosko S. Jovanovic; Miglena N. Koleva; Lubin G. Vulkov (J. Comput. Appl. Math., 2011)

Two Splitting Methods for a Fixed Strike Asian Option. - Tatiana P. Chernogorova; Lubin G. Vulkov (NAA, 2012)

Boundary Value Problems for Fractional PDE and Their Numerical Approximation. - Bosko S. Jovanovic; Lubin G. Vulkov; Aleksandra Delic (NAA, 2012)

A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2013)

A second-order positivity preserving numerical method for Gamma equation. - Miglena N. Koleva; Lubin G. Vulkov (Appl. Math. Comput., 2013)

Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance. - Miglena N. Koleva; Lubin G. Vulkov (Math. Comput. Model., 2013)

Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model. - Miglena N. Koleva; Lubin G. Vulkov (NMA, 2014)

A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow. - Tatiana Paraskevova Chernogorova; Lubin G. Vulkov (Comput. Math. Appl., 2014)

A Splitting Numerical Method for Primary and Secondary Pollutant Models. - Tatiana P. Chernogorova; Ivan Tomov Dimov; Lubin G. Vulkov (LSSC, 2015)

A Numerical Approach to Price Path Dependent Asian Options. - Tatiana P. Chernogorova; Lubin G. Vulkov (LSSC, 2015)

Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2015)

Operator splitting kernel based numerical method for a generalized Leland's model. - Miglena N. Koleva; Lubin G. Vulkov (J. Comput. Appl. Math., 2015)

Fitted finite volume positive difference scheme for a stationary model of air pollution. - Tatiana P. Chernogorova; Lubin G. Vulkov (Numer. Algorithms, 2015)

Computation of Delta Greek for Non-linear Models in Mathematical Finance. - Miglena N. Koleva; Lubin G. Vulkov (NAA, 2016)

American Options in an Illiquid Market: Nonlinear Complementary Method. - Walter Mudzimbabwe; Lubin G. Vulkov (NAA, 2016)

Two-grid algorithms for singularly perturbed reaction-diffusion problems on layer adapted meshes. - Ivanka Tr. Angelova; Lubin G. Vulkov (CoRR, 2016)

Numerical solution of a parabolic system in air pollution. - Tatiana P. Chernogorova; Lubin G. Vulkov (CoRR, 2016)

High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation. - Yuri M. Dimitrov; Lubin G. Vulkov (CoRR, 2016)

On splitting-based numerical methods for nonlinear models of European options. - Miglena N. Koleva; Lubin G. Vulkov (Int. J. Comput. Math., 2016)

A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem. - Miglena N. Koleva; Lubin G. Vulkov (J. Comput. Appl. Math., 2016)

IMEX schemes for a parabolic-ODE system of European options with liquidity shocks. - Walter Mudzimbabwe; Lubin G. Vulkov (J. Comput. Appl. Math., 2016)

Time Discretization/Linearization Approach Based on HOC Difference Schemes for Semilinear Parabolic Systems of Atmosphere Modelling. - Ivan Dimov 001; Juri D. Kandilarov; Venelin Todorov; Lubin G. Vulkov (LSSC, 2017)

A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2017)

A numerical study for optimal portfolio regime-switching model I. 2D Black-Scholes equation with an exponential non-linear term. - Miglena N. Koleva; Lubin G. Vulkov (J. Comput. Appl. Math., 2017)

Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations. - Piotr P. Matus; Le Minh Hieu; Lubin G. Vulkov (J. Comput. Appl. Math., 2017)

Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model. - Miglena N. Koleva; Walter Mudzimbabwe; Lubin G. Vulkov (Numer. Algorithms, 2017)

Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations. - Miglena N. Koleva; Lubin G. Vulkov (FDM, 2018)

Numerical Analysis of a Pollution and Environment Interaction Model. - Ivan Dimov 001; Juri D. Kandilarov; Venelin Todorov; Lubin G. Vulkov (NMA, 2018)

Front Fixing Finite Difference Method for Pricing a Corporate Bond with Credit Rating Migration. - Juri D. Kandilarov; Lubin G. Vulkov (NMA, 2018)

Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model. - Miglena N. Koleva; Lubin G. Vulkov (NMA, 2018)

Fast computational approach to the Delta Greek of non-linear Black-Scholes equations. - Miglena N. Koleva; Lubin G. Vulkov (J. Comput. Appl. Math., 2018)

Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching. - Slavi G. Georgiev; Lubin G. Vulkov (HPC, 2019)

Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law. - Miglena N. Koleva; Yury Poveshchenko; Lubin G. Vulkov (HPC, 2019)

Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards' Equation. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2019)

Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2019)

Efficient finite difference method for optimal portfolio in a power utility regime-switching model. - Tihomir B. Gyulov; Miglena N. Koleva; Lubin G. Vulkov (Int. J. Comput. Math., 2019)

Parameter Identification of Colony Collapse Disorder in Honeybees as a Contagion. - Atanas Z. Atanasov; Slavi G. Georgiev; Lubin G. Vulkov (MDIS, 2020)

Numerical method for optimal portfolio in an exponential utility regime-switching model. - Miglena N. Koleva; Lubin G. Vulkov (Int. J. Comput. Math., 2020)

Numerical analysis of one dimensional motion of magma without mass forces. - Miglena N. Koleva; Lubin G. Vulkov (J. Comput. Appl. Math., 2020)

Advanced numerical methods for complex scientific and engineering problems: Editorial introduction. - Zahari Zlatev; Pasqua D'Ambra; István Faragó; Vladimir Shaydurov; Lubin G. Vulkov (J. Comput. Appl. Math., 2020)

Computational recovery of time-dependent volatility from integral observations in option pricing. - Slavi G. Georgiev; Lubin G. Vulkov (J. Comput. Sci., 2020)

High-accuracy numerical methods for a parabolic system in air pollution modeling. - Venelin Todorov; Juri D. Kandilarov; Ivan Dimov 001; Lubin G. Vulkov (Neural Comput. Appl., 2020)

Parameter Identification Approach for a Fractional Dynamics Model of Honeybee Population. - Slavi G. Georgiev; Lubin G. Vulkov (LSSC, 2021)

Recovering the Time-Dependent Volatility in Jump-Diffusion Models from Nonlocal Price Observations. - Slavi G. Georgiev; Lubin G. Vulkov (LSSC, 2021)

Fitted Finite Volume Method for Unsaturated Flow Parabolic Problems with Space Degeneration. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2021)

Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media. - Tatiana P. Chernogorova; Miglena N. Koleva; Lubin G. Vulkov (Appl. Math. Comput., 2021)

Fast reconstruction of time-dependent market volatility for European options. - Slavi G. Georgiev; Lubin G. Vulkov (Comput. Appl. Math., 2021)

Fitted finite volume method for indifference pricing in an exponential utility regime-switching model. - Tihomir B. Gyulov; Miglena N. Koleva; Lubin G. Vulkov (J. Comput. Appl. Math., 2021)

Computation of the unknown volatility from integral option price observations in jump-diffusion models. - Slavi G. Georgiev; Lubin G. Vulkov (Math. Comput. Simul., 2021)

Numerical Optimization Identification of a Keller-Segel Model for Thermoregulation in Honey Bee Colonies in Winter. - Atanas Z. Atanasov; Miglena N. Koleva; Lubin G. Vulkov (MDIS, 2022)

Gradient Optimization in Reconstruction of the Diffusion Coefficient in a Time Fractional Integro-Differential Equation of Pollution in Porous Media. - Tihomir B. Gyulov; Lubin G. Vulkov (MDIS, 2022)

Parameter Estimation Inspired by Temperature Measurements for a Chemotactic Model of Honeybee Thermoregulation. - Atanas Z. Atanasov; Miglena N. Koleva; Lubin G. Vulkov (NMA, 2022)

Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion. - Miglena N. Koleva; Lubin G. Vulkov (Comput. Appl. Math., 2022)

Computation of the Unknown Time-Dependent Volatility of American Options from Integral Observations. - Slavi G. Georgiev; Lubin G. Vulkov (LSSC, 2023)

Numerical Determination of Source from Point Observation in a Time-Fractional Boundary-Value Problem on Disjoint Intervals. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2023)

Numerical Determination of Time-Dependent Volatility for American Option When the Optimal Exercise Boundary Is Known. - Miglena N. Koleva; Lubin G. Vulkov (LSSC, 2023)

Parameter Estimation Analysis in a Model of Honey Production. - Atanas Z. Atanasov; Slavi G. Georgiev; Lubin G. Vulkov (Axioms, 2023)

Coefficient identification in a SIS fractional-order modelling of economic losses in the propagation of COVID-19. - Slavi G. Georgiev; Lubin G. Vulkov (J. Comput. Sci., 2023)

Numerical Solution of the Retrospective Inverse Parabolic Problem on Disjoint Intervals. - Miglena N. Koleva; Lubin G. Vulkov (Comput., 2023)

Inverse Problem Numerical Analysis of Forager Bee Losses in Spatial Environment without Contamination. - Atanas Z. Atanasov; Miglena N. Koleva; Lubin G. Vulkov (Symmetry, 2023)

Parameter Optimization in a Model of Influence of Brood Deaths on Honeybee Population Dynamics. - Atanas Z. Atanasov; Slavi G. Georgiev; Lubin G. Vulkov (MDIS, 2024)

Optimization of Diffusion Parameters in Spherical Symmetry Models for Grain Drying. - Atanas Z. Atanasov; Miglena N. Koleva; Lubin G. Vulkov (MDIS, 2024)

Numerical Analysis of the Transfer Dynamics of Heavy Metals from Soil to Plant and Application to Contamination of Honey. - Atanas Z. Atanasov; Slavi G. Georgiev; Lubin G. Vulkov (Symmetry, 2024)

Numerical Reconstruction of the Source in Dynamical Boundary Condition of Laplace's Equation. - Miglena N. Koleva; Lubin G. Vulkov (Axioms, 2024)

Positive Fitted Finite Volume Method for Semilinear Parabolic Systems on Unbounded Domain. - Miglena N. Koleva; Lubin G. Vulkov (Axioms, 2024)

Inverse Boundary Conditions Interface Problems for the Heat Equation with Cylindrical Symmetry. - Miglena N. Koleva; Lubin G. Vulkov (Symmetry, 2024)

Numerical Algorithms for Identification of Convection Coefficient and Source in a Magnetohydrodynamics Flow. - Juri D. Kandilarov; Lubin G. Vulkov (Algorithms, 2024)