Iterative approximation algorithms are successfully applied in parametric
approximation tasks. In particular, reduced basis methods make use
of the so-called Greedy algorithm for approximating solution sets
of parametrized partial differential equations. Recently, a-priori
convergence rate statements for this algorithm have been given (Buffa
et al 2009, Binev et al. 2010). The goal of the current study is
the extension to time-dependent problems, which are typically approximated
using the POD-Greedy algorithm (Haasdonk and Ohlberger 2008). In
this algorithm, each greedy step is invoking a temporal compression
step by performing a proper orthogonal decomposition (POD). Using
a suitable coefficient representation of the POD-Greedy algorithm,
we show that the existing convergence rate results of the Greedy
algorithm can be extended. In particular, exponential or algebraic
convergence rates of the Kolmogorov n-widths are maintained by the
POD-Greedy algorithm.
%0 Journal Article
%1 H13
%A Haasdonk, Bernard
%D 2013
%I EDP Sciences
%J ESAIM: Mathematical Modelling and Numerical Analysis
%K anm ians imported
%N 3
%P 859--873
%R 10.1051/m2an/2012045
%T Convergence Rates of the POD--Greedy Method
%U http://dx.doi.org/10.1051/m2an/2012045
%V 47
%X Iterative approximation algorithms are successfully applied in parametric
approximation tasks. In particular, reduced basis methods make use
of the so-called Greedy algorithm for approximating solution sets
of parametrized partial differential equations. Recently, a-priori
convergence rate statements for this algorithm have been given (Buffa
et al 2009, Binev et al. 2010). The goal of the current study is
the extension to time-dependent problems, which are typically approximated
using the POD-Greedy algorithm (Haasdonk and Ohlberger 2008). In
this algorithm, each greedy step is invoking a temporal compression
step by performing a proper orthogonal decomposition (POD). Using
a suitable coefficient representation of the POD-Greedy algorithm,
we show that the existing convergence rate results of the Greedy
algorithm can be extended. In particular, exponential or algebraic
convergence rates of the Kolmogorov n-widths are maintained by the
POD-Greedy algorithm.
@article{H13,
abstract = {Iterative approximation algorithms are successfully applied in parametric
approximation tasks. In particular, reduced basis methods make use
of the so-called Greedy algorithm for approximating solution sets
of parametrized partial differential equations. Recently, a-priori
convergence rate statements for this algorithm have been given (Buffa
et al 2009, Binev et al. 2010). The goal of the current study is
the extension to time-dependent problems, which are typically approximated
using the POD-Greedy algorithm (Haasdonk and Ohlberger 2008). In
this algorithm, each greedy step is invoking a temporal compression
step by performing a proper orthogonal decomposition (POD). Using
a suitable coefficient representation of the POD-Greedy algorithm,
we show that the existing convergence rate results of the Greedy
algorithm can be extended. In particular, exponential or algebraic
convergence rates of the Kolmogorov n-widths are maintained by the
POD-Greedy algorithm.},
added-at = {2021-09-29T14:33:27.000+0200},
author = {Haasdonk, Bernard},
biburl = {https://puma.ub.uni-stuttgart.de/bibtex/27027d5273eec5b771aedfb8599d038ce/britsteiner},
doi = {10.1051/m2an/2012045},
file = {:PDF/H13_www_preprint_POD_Greedy_Convergence.pdf:PDF;:PDF/H13_M2AN_POD_Greedy_Convergence_print_version.pdf:PDF},
groups = {haasdonk, haasdonk_all_papers},
interhash = {c2a9404d1cfa8066095b98931efd92e5},
intrahash = {7027d5273eec5b771aedfb8599d038ce},
journal = {{ESAIM}: Mathematical Modelling and Numerical Analysis},
keywords = {anm ians imported},
number = 3,
owner = {schmidta},
pages = {859--873},
publisher = {{EDP} Sciences},
timestamp = {2021-09-29T12:35:04.000+0200},
title = {Convergence Rates of the {POD}--{G}reedy Method},
url = {http://dx.doi.org/10.1051/m2an/2012045},
volume = 47,
year = 2013
}