In this paper we address the subject of mathematical modelling, more precisely the optimization of algorithms for numerically solving partial differential equations. The problem proposed to be tackled in this paper is the implementation of an algorithm for solving partial differential equations in a significantly faster way than that obtained through applying finite difference schemes. The proper orthogonal decomposition (POD) method is a modern and efficient method of reducing the number of variables that occur as a result of applying centred difference schemes to partial differential equations, thus reducing the running time of the algorithm and the accumulation of truncation errors. Therefore, the POD method has been implemented to obtain a reduced order scheme applied to different partial differential equations, with some practical applications and comparisons with the analytical solutions.
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