2 citations · 3 across the 6 of their papers we have counts for
6 papers
A Comparison Study of Two High Accuracy Numerical Methods for a Parabolic System in Air Pollution Modelling
Ivan Dimov, Juri Kandilarov, Venelin Todorov +1
We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order co…
Two-grid algorithms for singularly perturbed reaction-diffusion problems on layer adapted meshes
Ivanka Tr. Angelova, Lubin G. Vulkov
We propose a new two-grid approach based on Bellman-Kalaba quasilinearization and Axelsson-Xu finite element two-grid method for the solution of singularly perturbed reaction-diffu…
High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation
Yuri M. Dimitrov, Lubin G. Vulkov
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in fin…
Numerical solution of a parabolic system in air pollution
Tatiana P. Chernogorova, Lubin G. Vulkov
An air pollution model is generally described by a system of PDEs on unbounded domain. Transformation of the independent variable is used to convert the problem for nonlinear air p…
IMEX schemes for a Parabolic-ODE system of European Options with Liquidity Shocks
W. Mudzimbabwe, Lubin G. Vulkov
The coupled system, where one is a degenerate parabolic equation and the other has not a diffusion term arises in the modeling of European options with liquidity shocks. Two implic…
A Positive Flux Limited Difference Scheme for Option Pricing 2D Fully Non-linear Parabolic Equation with Uncertain Correlation
Miglena N. Koleva, Lubin G. Vulkov
We consider a two-asset non-linear model of option pricing in an environment where the correlation is not known precisely, but varies between two known values. First we discuss the…