Cardinality constrained optimization problems (CCOP) are a new class of optimization problems with many applications. In this thesis, we propose a framework called mathematical programs with disjunctive subspaces constraints (MPDSC), a special case of mathematical programs with disjunctive constraints (MPDC), to investigate CCOP. Our method is different from the relaxed complementarity-type reformulation in the literature. The first contribution of this thesis is that we study various stationarity conditions for MPDSC, and then apply them to CCOP. In particular, we recover disjunctive-type strong (S-) stationarity and Mordukhovich (M-) stationarity for CCOP, and then reveal the relationship between them and those from the relaxed complementarity-type reformulation. The second contribution of this thesis is that we obtain some new results for MPDSC, which do not hold for MPDC in general. We show that many constraint qualifications like the relaxed constant positive linear dependence (RCPLD) coincide with their piecewise versions for MPDSC. Based on such result, we prove that RCPLD implies error bounds for MPDSC. These two results also hold for CCOP. All of these disjunctive-type constraint qualifications for CCOP derived from MPDSC are weaker than those from the relaxed complementarity-type reformulation in some sense. / Graduate

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Among other sources of uncertainties in hydrologic modeling, spatial rainfall variability, channel hydraulic variability, and model parameter uncertainty were evaluated. The Monte Carlo and Harr methods were used to assess 90% certainty bounds on simulated flows. The lumped watershed model, Hydrologic Simulation Program FORTRAN ? HSPF, was used to simulate streamflow at the outlet of the Luxapallila Creek watershed in Mississippi and Alabama. Analysis of parameter uncertainty propagation on streamflow simulations from 12 HSPF parameters was accomplished using 5,000 Monte Carlo random samples and 24 Harr selected points for each selected parameter. Spatial rainfall variability propagation on simulated flows was studied using six random grid point sets of Next Generation Weather Radar (NEXRAD) rainfall data (i.e., 109, 86, 58, 29, 6, and 2 grid points) from the baseline scenario (115 NEXRAD grid points). Uncertainty in channel hydraulic properties was assessed comparing the baseline scenario (USGS FTABLE) versus the EPA RF1 FTABLE scenario. The difference between the baseline scenario and the remaining scenarios in this study was evaluated using two criteria: the percentage of observed flows within the HSPF 90% certainty bounds (Reliability) and the width of the HSPF 90% certainty bounds (Sharpness). Daily observed streamflow data were clustered into three groups to assess the model performance by each class: below normal, normal, and above normal flows. The parameter uncertainty propagation results revealed that the higher the model Sharpness the lower the model Reliability. The model Sharpness and Reliability results using 2 NEXRAD grid points were markedly different from those results using the remaining NEXRAD data sets. The hydraulic property variability of the main channel affected storm event paths at the watershed outlet, especially the time to peak flow and recessing limbs of storm events. The comparison showed that Harr?s method could be an appropriate initial indicator of parameter uncertainty propagation on streamflow simulations, in particular for hydrology models with several parameters. Parameter uncertainty was still more important than those sources of uncertainty accomplished in this study because all of the median relative errors of model Reliability and Sharpness were lower than +/- 100%.

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In this thesis we study three stochastic partial differential equations (SPDE) that arise as stochastic gradient flows via the fluctuation-dissipation principle. For the first equation we establish a finer regularity statement based on a generalized Taylor expansion which is inspired by the theory of rough paths. The second equation is the thin-film equation with thermal noise which is a singular SPDE. In order to circumvent the issue of dealing with possible renormalization, we discretize the gradient flow structure of the deterministic thin-film equation. Choosing a specific discretization of the metric tensor, we resdiscover a well-known discretization of the thin-film equation introduced by Grün and Rumpf that satisfies a discrete entropy estimate. By proving a stochastic entropy estimate in this discrete setting, we obtain positivity of the scheme in the case of no-slip boundary conditions. Moreover, we analyze the associated rate functional and perform numerical experiments which suggest that the scheme converges. The third equation is the massive $\varphi^4_2$-model on the torus which is also a singular SPDE. In the spirit of Bakry and Émery, we obtain a gradient bound on the Markov semigroup. The proof relies on an $L^2$-estimate for the linearization of the equation. Due to the required renormalization, we use a stopping time argument in order to ensure stochastic integrability of the random constant in the estimate. A postprocessing of this estimate yields an even sharper gradient bound. As a corollary, for large enough mass, we establish a local spectral gap inequality which by ergodicity yields a spectral gap inequality for the $\varphi^4_2$- measure.

No / Many studies have been conducted to investigate the performance of priority queuing (PQ) systems with constant service capacity. However, due to the time-varying nature of wireless channels in wireless communication networks, the service capacity of queuing systemsmay vary over time. Therefore, it is necessary to investigate the performance of PQ systems in the presence of varying service capacity. In addition, self-similar traffic has been discovered to be a ubiquitous phenomenon in various communication networks, which poses great challenges to performance modelling of scheduling systems due to its fractal-like nature. Therefore, this paper develops a flow-decomposition based approach to performance modelling of PQ systems subject to self-similar traffic and varying service capacity. It specifically proposes an analytical model to investigate queue length distributions of individual traffic flows. The validity and accuracy of the model is demonstrated via extensive simulation experiments.

As the interest in electric heavy-duty vehicles has grown, so has the need for route planning tools to coordinate fleets of electric vehicles. This problem is called the Electric Vehicle Routing Problem (EVRP) and it can be solved using a Branch-Price-and-Cut method, where routes for individual vehicles are iteratively generated using information from the coordinated problem. These routes are computed in a pricing problem, which is a Resource Constrained Elementary Shortest Path Problem (RCESPP). Because of its iterative nature, the Branch-Price-and-Cut method is dependent on a fast solver for this RCSPP to get a good computational performance. In this thesis, we have implemented a labeling algorithm for the RCESSP for electric vehicles with state-of-the-art acceleration strategies. We further suggest a new bounding method that exploits the electric aspects of the problem. The algorithm's performance and the effect of the different acceleration strategies are evaluated on benchmark instances for the EVRP, and we report significantly improved computational times when using our bounding method for all types of instances. We find that route relaxation methods (ng-routes) were particularly advantageous in test instances with a combination of clustered and randomly distributed customers. Interestingly, for test instances with only randomly distributed customers, ng-relaxation required longer processing time to achieve elementary optimal routes and for these instances, the bounding methods gave better computational performance.

Cette thèse porte sur l'étude des performances d'estimateurs en traitement du signal, et s'attache en particulier à étudier les bornes inférieures de l'erreur quadratique moyenne (EQM) pour l'estimation de points de rupture, afin de caractériser le comportement d'estimateurs, tels que celui du maximum de vraisemblance (dans le contexte fréquentiste), mais surtout du maximum a posteriori ou de la moyenne conditionnelle (dans le contexte bayésien). La difficulté majeure provient du fait que, pour un signal échantillonné, les paramètres d'intérêt (à savoir les points de rupture) appartiennent à un espace discret. En conséquence, les résultats asymptotiques classiques (comme la normalité asymptotique du maximum de vraisemblance) ou la borne de Cramér-Rao ne s'appliquent plus. Quelques résultats sur la distribution asymptotique du maximum de vraisemblance provenant de la communauté mathématique sont actuellement disponibles, mais leur applicabilité à des problèmes pratiques de traitement du signal n'est pas immédiate. Si l'on décide de concentrer nos efforts sur l'EQM des estimateurs comme indicateur de performance, un travail important autour des bornes inférieures de l'EQM a été réalisé ces dernières années. Plusieurs études ont ainsi permis de proposer des inégalités plus précises que la borne de Cramér-Rao. Ces dernières jouissent en outre de conditions de régularité plus faibles, et ce, même en régime non asymptotique, permettant ainsi de délimiter la plage de fonctionnement optimal des estimateurs. Le but de cette thèse est, d'une part, de compléter la caractérisation de la zone asymptotique (en particulier lorsque le rapport signal sur bruit est élevé et/ou pour un nombre d'observations infini) dans un contexte d'estimation de points de rupture. D'autre part, le but est de donner les limites fondamentales de l'EQM d'un estimateur dans la plage non asymptotique. Les outils utilisés ici sont les bornes inférieures de l’EQM de la famille Weiss-Weinstein qui est déjà connue pour être plus précise que la borne de Cramér-Rao dans les contextes, entre autres, de l’analyse spectrale et du traitement d’antenne. Nous fournissons une forme compacte de cette famille dans le cas d’un seul et de plusieurs points de ruptures puis, nous étendons notre analyse aux cas où les paramètres des distributions sont inconnus. Nous fournissons également une analyse de la robustesse de cette famille vis-à-vis des lois a priori utilisées dans nos modèles. Enfin, nous appliquons ces bornes à plusieurs problèmes pratiques : données gaussiennes, poissonniennes et processus exponentiels. / This thesis deals with the study of estimators' performance in signal processing. The focus is the analysis of the lower bounds on the Mean Square Error (MSE) for abrupt change-point estimation. Such tools will help to characterize performance of maximum likelihood estimator in the frequentist context but also maximum a posteriori and conditional mean estimators in the Bayesian context. The main difficulty comes from the fact that, when dealing with sampled signals, the parameters of interest (i.e., the change points) lie on a discrete space. Consequently, the classical large sample theory results (e.g., asymptotic normality of the maximum likelihood estimator) or the Cramér-Rao bound do not apply. Some results concerning the asymptotic distribution of the maximum likelihood only are available in the mathematics literature but are currently of limited interest for practical signal processing problems. When the MSE of estimators is chosen as performance criterion, an important amount of work has been provided concerning lower bounds on the MSE in the last years. Then, several studies have proposed new inequalities leading to tighter lower bounds in comparison with the Cramér-Rao bound. These new lower bounds have less regularity conditions and are able to handle estimators’ MSE behavior in both asymptotic and non-asymptotic areas. The goal of this thesis is to complete previous results on lower bounds in the asymptotic area (i.e. when the number of samples and/or the signal-to-noise ratio is high) for change-point estimation but, also, to provide an analysis in the non-asymptotic region. The tools used here will be the lower bounds of the Weiss-Weinstein family which are already known in signal processing to outperform the Cramér-Rao bound for applications such as spectral analysis or array processing. A closed-form expression of this family is provided for a single and multiple change points and some extensions are given when the parameters of the distributions on each segment are unknown. An analysis in terms of robustness with respect to the prior influence on our models is also provided. Finally, we apply our results to specific problems such as: Gaussian data, Poisson data and exponentially distributed data.

The main object of this thesis is to obtain numerous applications of fractional derivative operator concerning analytic and ρ-valent (or multivalent) functions in the open unit disk by introducing new classes and deriving new properties. Our finding will provide interesting new results and indicate extensions of a number of known results. In this thesis we investigate a wide class of problems. First, by making use of certain fractional derivative operator, we define various new classes of ρ-valent functions with negative coefficients in the open unit disk such as classes of ρ-valent starlike functions involving results of (Owa, 1985a), classes of ρ-valent starlike and convex functions involving the Hadamard product (or convolution) and classes of κ-uniformly ρ-valent starlike and convex functions, in obtaining, coefficient estimates, distortion properties, extreme points, closure theorems, modified Hadmard products and inclusion properties. Also, we obtain radii of convexity, starlikeness and close-to-convexity for functions belonging to those classes. Moreover, we derive several new sufficient conditions for starlikeness and convexity of the fractional derivative operator by using certain results of (Owa, 1985a), convolution, Jack's lemma and Nunokakawa' Lemma. In addition, we obtain coefficient bounds for the functional |α_ρ+2-θα²_ρ+1| of functions belonging to certain classes of p-valent functions of complex order which generalized the concepts of starlike, Bazilevič and non-Bazilevič functions. We use the method of differential subordination and superordination for analytic functions in the open unit disk in order to derive various new subordination, superordination and sandwich results involving the fractional derivative operator. Finally, we obtain some new strong differential subordination, superordination, sandwich results for ρ-valent functions associated with the fractional derivative operator by investigating appropriate classes of admissible functions. First order linear strong differential subordination properties are studied. Further results including strong differential subordination and superordination based on the fact that the coefficients of the functions associated with the fractional derivative operator are not constants but complex-valued functions are also studied.

Cet article étudie la sensibilité des estimations de certaines variables explicatives de la croissance économique dans des régressions en coupe transversale sur un ensemble de pays. Il applique un modèle modifié de l’analyse de sensibilité de Leamer (1983, 1985). Mes résultats confirment la conclusion de Levine and Renelt (1992), toutefois, je montre que plus de variables sont solidement corrélées à la croissance économique. Entre 1990-2010, je trouve que huit sur vingt cinq variables ont des coefficients significatifs et sont solidement corrélées à la croissance de long terme, notamment, les parts de l’investissement et des dépenses étatiques dans le PIB, la primauté du droit et une variable dichotomique pour les pays subsahariens. Je trouve aussi une preuve empirique solide de l'hypothèse de la convergence conditionnelle, ce qui est cohérent avec le modèle de croissance néoclassique. / This paper examines the robustness of explanatory variables in cross-country growth regressions. It employs a variant of Leamer’s (1983, 1985) extreme-bounds analysis. My results confirm Levine and Renelt’s (1992) conclusion, but identify more variables to be robustly correlated with economic growth. Of 25 explanatory variables tested, I find 8 to be significantly and robustly correlated with long-term growth over the 1990-2010 period. The strongest evidence is for the investment ratio, government consumption share in GDP, the rule of law, and the Sub-Saharan dummy. I also find strong empirical evidence for conditional convergence, which is consistent with the neoclassical growth model.