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cs.CE2016
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…
q-fin.CP2016
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…
cs.CE2016
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…