Some New Convergence Analysis and Applications of POD-Greedy Algorithms

Abstract

In this article, we derive a novel convergence estimate for the weak POD-Greedy method with multiple POD modes and variable greedy thresholds in terms of the entropy numbers of the parametric solution manifold. Combining the POD with the Empirical Interpolation Method (EIM), we also propose an EIM-POD-Greedy method with entropy-based convergence analysis for simultaneously approximating parametrized target functions by separable approximants. Several numerical experiments are presented to demonstrate the effectiveness of the proposed algorithm compared to traditional methods.