Banca de QUALIFICAÇÃO: LUCAS MATHEUS AUGUSTO OLIMPIO GUANABARA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : LUCAS MATHEUS AUGUSTO OLIMPIO GUANABARA
DATE: 26/10/2023
TIME: 14:00
LOCAL: Sala de Seminários do DEST
TITLE:

Numerical Integration for Composite Functions in Multidimensional Domains through a
Lebesgue Quadrature

KEY WORDS:

Numerical Integration; Quasi Monte-Carlo Methods; Lebesgue Quadratures.

PAGES: 55
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUMMARY:

The present dissertation aims to introduce a numerical integration method, whose
application will run on domains containing a high number of dimensions. In this regard, the
developed methodology seeks to present a Lebesgue quadrature, which is based on partitions
of the image of a function, where each weight is associated with a value of the function
defined in its image. For Riemann-Integrable functions, we demonstrate
the existence of a Lebesgue quadrature and show how to construct quadratures of this type
for composite functions, in which the method exhibited good efficiency, surpassing Quasi
Monte-Carlo methods. The method involves arbitrarily approximating the value of a given
finite sum using information generated by a histogram, to demonstrate that the numerical
integration of a composite function, whose argument’s density has been previously
determined, can be evaluated very easily.

COMMITTEE MEMBERS:
Externo ao Programa - 1048587 - ANTONIO MARCOS BATISTA DO NASCIMENTO - nullInterno - 3309089 - BRUNO DOS SANTOS SOLHEID
Interno - 3061368 - DIEGO FERRAZ DE SOUZA
Presidente - 3010614 - ELIARDO GUIMARAES DA COSTA