Double greedy algorithms: Reduced basis methods for transport dominated problems
The central objective of this paper is to develop reduced basis methods for parameter dependent transport dominated problems that are rigorously proven to exhibit rate-optimal performance when compared with the Kolmogorov -widths of the solution sets. The central ingredient is the construction of computationally feasible “tight” surrogates which in turn are based on deriving a suitable well-conditioned variational formulation for the parameter dependent problem. The theoretical results are illustrated...