A note on incremental POD algorithms for continuous time data

  title={A note on incremental POD algorithms for continuous time data},
  author={Hiba Fareed and John R. Singler},
  journal={Applied Numerical Mathematics},
In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we developed an incremental approach to compute the proper orthogonal decomposition (POD) of PDE simulation data. Specifically, we developed an incremental algorithm for the SVD with respect to a weighted inner product for the discrete time POD computations. For continuous time data, we used an approximate approach to arrive at a discrete time POD problem and then applied the incremental SVD algorithm. In this… Expand
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  • J. Singler
  • Mathematics, Computer Science
  • SIAM J. Numer. Anal.
  • 2014
The derivations of existing error bounds for reduced order models of time varying partial differential equations (PDEs) constructed using proper orthogonal decomposition (POD) have relied on bounding the error between the POD data and various POD projections of that data, so this work considers time varying data taking values in two different Hilbert spaces. Expand