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Long-time behavior of the proper orthogonal decomposition method


Jens Kemper, Department ofMathematics, Bielefeld University, P.O. Box 100131, 33501 Bielefeld, Germany.



We present explicit error bounds concerning the behavior of the proper orthogonal decomposition (POD) method when the data are drawn from long trajectories. We express the error of the POD method in terms of the canonical angle for systems with exponentially decaying behavior. We test our theoretical bounds numerically using a linear parabolic equation. The considerations are motivated by a subdivision algorithm for the computation of invariant measures in discrete dynamical systems using the POD method as a model reduction tool. Copyright © 2011 John Wiley & Sons, Ltd.

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