Two-Step Greedy Algorithm for Reduced Order Quadratures

We present an algorithm to generate application-specific, global reduced order quadratures (ROQ) for multiple fast evaluations of weighted inner products between parameterized functions. If a reduced basis or any other projection-based model reduction technique is applied, the dimensionality of integrands is reduced dramatically; however, the cost of approximating the integrands by projection still scales as the size of the original problem. In...