While supercritical geothermal resources receive increasing attention, it has so far remained unclear if and how they could be utilized. In order to provide a tool that can simulate both the natural transient evolution of resource near magma intrusion its response possible operation schemes, we augmented CSMP++ simulation platform with Peaceman-type well model. For purpose generic porous medium...

This paper deals with the numerical approximation of American-style option values governed by partial differential complementarity problems. For a variety of oneand two-asset American options we investigate by ample numerical experiments the temporal convergence behaviour of three modern splitting methods: the explicit payoff approach, the Ikonen–Toivanen approach and the Peaceman–Rachford meth...

Abstract This paper is concerned with the rigorous error analysis of a fully discrete scheme obtained by using central fluxes discontinuous Galerkin (dG) method in space and Peaceman–Rachford splitting time. We apply to general class wave-type problems show that resulting approximations as well derivatives thereof satisfy bounds order polynomial degree used dG discretization two In particular, ...

In this work we design and analyze a numerical method to solve efficiently two dimensional initial-boundary value reaction-diffusion problems, where the diffusion parameter can be very small in comparison with the reaction term. The method is defined by combining the Peaceman & Rachford alternating direction method to discretize in time with a finite difference scheme of HODIE type, which is de...

In this paper we provide a theoretical and numerical comparison of convergence rates forward-backward, Douglas-Rachford, Peaceman-Rachford algorithms for minimizing the sum convex proper lower semicontinuous function strongly differentiable with Lipschitz continuous gradient. Our results extend made in [1], when both functions are smooth, to context where only one is assumed differentiable. Opt...