Miglena N. Koleva
Orcid: 0000-0003-0360-3651
According to our database1,
Miglena N. Koleva
authored at least 50 papers
between 2003 and 2024.
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Bibliography
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
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
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
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
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
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model.
J. 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
2020
J. Comput. Appl. Math., 2020
Numerical method for optimal portfolio in an exponential utility regime-switching model.
Int. J. Comput. Math., 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
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
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
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
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
Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016
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
2014
Proceedings of the Numerical Methods and Applications - 8th International Conference, 2014
Efficient Application of the Two-Grid Technique for Solving Time-Fractional Non-linear Parabolic Problem.
Proceedings of the Finite Difference Methods, Theory and Applications, 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
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
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
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
2007
A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems.
Proceedings of the Large-Scale Scientific Computing, 6th International Conference, 2007
Proceedings of the Large-Scale Scientific Computing, 6th International Conference, 2007
2006
Proceedings of the Numerical Methods and Applications, 6th International Conference, 2006
2005
On the blow-up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions.
Appl. Math. Comput., 2005
Numerical Solution of the Heat Equation in Unbounded Domains Using Quasi-uniform Grids.
Proceedings of the Large-Scale Scientific Computing, 5th International Conference, 2005
2004
Comparison of a Rothe-Two Grig Method and Other Numerical Schemes for Solving Semilinear Parabolic Equations.
Proceedings of the Numerical Analysis and Its Applications, Third International Conference, 2004
2003
On the Computation of Blow-Up Solutions of Elliptic Equations with Semilinear Dynamical Boundary Conditions.
Proceedings of the Large-Scale Scientific Computing, 4th International Conference, 2003