Lubin G. Vulkov
Orcid: 0000-0003-0684-8574Affiliations:
- Rousse University, Bulgaria
According to our database1,
Lubin G. Vulkov
authored at least 95 papers
between 1996 and 2024.
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Bibliography
2024
Numerical Algorithms for Identification of Convection Coefficient and Source in a Magnetohydrodynamics Flow.
Algorithms, September, 2024
Inverse Boundary Conditions Interface Problems for the Heat Equation with Cylindrical Symmetry.
Symmetry, August, 2024
Positive Fitted Finite Volume Method for Semilinear Parabolic Systems on Unbounded Domain.
Axioms, August, 2024
Numerical Reconstruction of the Source in Dynamical Boundary Condition of Laplace's Equation.
Axioms, January, 2024
Numerical Analysis of the Transfer Dynamics of Heavy Metals from Soil to Plant and Application to Contamination of Honey.
Symmetry, 2024
2023
Inverse Problem Numerical Analysis of Forager Bee Losses in Spatial Environment without Contamination.
Symmetry, December, 2023
Numerical Solution of the Retrospective Inverse Parabolic Problem on Disjoint Intervals.
Comput., October, 2023
Coefficient identification in a SIS fractional-order modelling of economic losses in the propagation of COVID-19.
J. Comput. Sci., May, 2023
Numerical Determination of Time-Dependent Volatility for American Option When the Optimal Exercise Boundary Is Known.
Proceedings of the Large-Scale Scientific Computations - 14th International Conference, 2023
Numerical Determination of Source from Point Observation in a Time-Fractional Boundary-Value Problem on Disjoint Intervals.
Proceedings of the Large-Scale Scientific Computations - 14th International Conference, 2023
Computation of the Unknown Time-Dependent Volatility of American Options from Integral Observations.
Proceedings of the Large-Scale Scientific Computations - 14th International Conference, 2023
2022
Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion.
Comput. Appl. Math., December, 2022
Parameter Estimation Inspired by Temperature Measurements for a Chemotactic Model of Honeybee Thermoregulation.
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.
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.
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.
Math. Comput. Simul., 2021
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model.
J. Comput. Appl. Math., 2021
Comput. Appl. Math., 2021
Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media.
Appl. Math. Comput., 2021
Fitted Finite Volume Method for Unsaturated Flow Parabolic Problems with Space Degeneration.
Proceedings of the Large-Scale Scientific Computing - 13th International Conference, 2021
Recovering the Time-Dependent Volatility in Jump-Diffusion Models from Nonlocal Price Observations.
Proceedings of the Large-Scale Scientific Computing - 13th International Conference, 2021
Parameter Identification Approach for a Fractional Dynamics Model of Honeybee Population.
Proceedings of the Large-Scale Scientific Computing - 13th International Conference, 2021
2020
Neural Comput. Appl., 2020
Computational recovery of time-dependent volatility from integral observations in option pricing.
J. Comput. Sci., 2020
Advanced numerical methods for complex scientific and engineering problems: Editorial introduction.
J. Comput. Appl. Math., 2020
J. Comput. Appl. Math., 2020
Numerical method for optimal portfolio in an exponential utility regime-switching model.
Int. J. Comput. Math., 2020
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.
Int. J. Comput. Math., 2019
Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method.
Proceedings of the Large-Scale Scientific Computing - 12th International Conference, 2019
Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards' Equation.
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.
Proceedings of the Advances in High Performance Computing, 2019
Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching.
Proceedings of the Advances in High Performance Computing, 2019
2018
Fast computational approach to the Delta Greek of non-linear Black-Scholes equations.
J. Comput. Appl. Math., 2018
Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model.
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.
Proceedings of the Numerical Methods and Applications - 9th International Conference, 2018
Proceedings of the Numerical Methods and Applications - 9th International Conference, 2018
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.
Numer. Algorithms, 2017
Analysis of second order difference schemes on non-uniform grids for quasilinear parabolic equations.
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.
J. Comput. Appl. Math., 2017
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.
Proceedings of the Large-Scale Scientific Computing - 11th International Conference, 2017
2016
J. Comput. Appl. Math., 2016
A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem.
J. Comput. Appl. Math., 2016
Int. J. Comput. Math., 2016
High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation.
CoRR, 2016
Two-grid algorithms for singularly perturbed reaction-diffusion problems on layer adapted meshes.
CoRR, 2016
Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016
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.
Numer. Algorithms, 2015
J. Comput. Appl. Math., 2015
Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks.
Proceedings of the Large-Scale Scientific Computing - 10th International Conference, 2015
Proceedings of the Large-Scale Scientific Computing - 10th International Conference, 2015
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.
Comput. Math. Appl., 2014
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.
Math. Comput. Model., 2013
Appl. Math. Comput., 2013
Proceedings of the Large-Scale Scientific Computing - 9th International Conference, 2013
2012
Proceedings of the Numerical Analysis and Its Applications - 5th International Conference, 2012
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.
J. Comput. Appl. Math., 2011
Proceedings of the Large-Scale Scientific Computing - 8th International Conference, 2011
2010
J. Comput. Appl. Math., 2010
Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics.
Comput. Phys. Commun., 2010
Proceedings of the Numerical Methods and Applications - 7th International Conference, 2010
Proceedings of the Numerical Methods and Applications - 7th International Conference, 2010
2009
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.
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.
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.
Proceedings of the Numerical Analysis and Its Applications, 4th International Conference, 2008
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.
Appl. Math. Comput., 2007
High-order finite difference schemes for elliptic problems with intersecting interfaces.
Appl. Math. Comput., 2007
A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems.
Proceedings of the Large-Scale Scientific Computing, 6th International Conference, 2007
Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems.
Proceedings of the Large-Scale Scientific Computing, 6th International Conference, 2007
2006
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.
J. Num. Math., 2005
On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions.
Appl. Math. Comput., 2005
Stability of difference schemes for parabolic equations with dynamical boundary conditions and conditions on conjugation.
Appl. Math. Comput., 2005
2004
The Immersed Interface Method for a Nonlinear Chemical Diffusion Equation with Local Sites of Reactions.
Numer. Algorithms, 2004
Singularly perturbed differential equations with discontinuous coefficients and concentrated factors.
Appl. Math. Comput., 2004
Finite Difference Approximation of an Elliptic Interface Problem with Variable Coefficients.
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.
SIAM J. Numer. Anal., 2003
Numerical Solution of a Reaction-Diffusion Elliptic Interface Problem with Strong Anisotropy.
Computing, 2003
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.
Numerische Mathematik, 2001
2000
A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems.
Proceedings of the Numerical Analysis and Its Applications, 2000
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.
Proceedings of the Numerical Analysis and Its Applications, 2000
1997
Finite Difference Schemes with Variable Weights for Parabolic Equations with Concentrated Capacity.
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.
Proceedings of the Numerical Analysis and Its Applications, First International Workshop, 1996