On the Computation of Blow-Up Solutions of Elliptic Equations with Semilinear Dynamical Boundary Conditions. - Miglena N. Koleva (LSSC, 2003)

Comparison of a Rothe-Two Grig Method and Other Numerical Schemes for Solving Semilinear Parabolic Equations. - Miglena N. Koleva (NAA, 2004)

Numerical Solution of the Heat Equation in Unbounded Domains Using Quasi-uniform Grids. - Miglena N. Koleva (LSSC, 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)

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)

Immersed Interface Difference Schemes for a Parabolic-Elliptic Interface Problem. - Iliya A. Brayanov; Juri D. Kandilarov; Miglena N. Koleva (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)

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

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)

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)

Positivity Preserving Numerical Method for Non-linear Black-Scholes Models. - Miglena N. Koleva (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)

Efficient Application of the Two-Grid Technique for Solving Time-Fractional Non-linear Parabolic Problem. - Miglena N. Koleva (FDM, 2014)

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

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)

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

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)

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)

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 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)

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)

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)

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)

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)

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)

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)

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)

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