Currently, data size that we have to deal with is growing bigger and bigger. This fact implies that the computing time and computing power for dealing with the data is demanded. A way to circumvent the difficulty is as follows: Divide the data into several small blocks and then process these small blocks by several computers. Therefore, we need a tool for the decomposition-coordinated procedure. Alternating direction method of multipliers (ADMM) is a powerful algorithm for the mentioned purpose and has widely used in distributed optimizations. With ADMM algorithm, a big global optimization problem can be decomposed into several small local optimization problems. ADMM algorithm has been used in several recent distributed systems such as cloud systems and distributed antenna systems. In this thesis, we aim to apply the ADMM in a distributed antenna system. For the uplink setting, we develop a distributed demodulation algorithm, where multiple base stations collaborate with each other for data detection. On the other hand, for the downlink setting, we develop a distributed beamforming design algorithm, where multiple base stations collaborate to form a beamforming for mitigating the inter-cell interference. Finally, simulations are conducted to verify the efficiency of our designs.

Reconstructing sparse signals from undersampled measurements is a challenging problem that arises in many areas of data science, such as signal processing, circuit design, optical engineering and image processing. The most natural way to formulate such problems is by searching for sparse, or parsimonious, solutions in which the underlying phenomena can be represented using just a few parameters. Accordingly, a natural way to phrase such problems revolves around L0 minimization in which the sparsity of the desired solution is controlled by directly counting the number of non-zero parameters. However, due to the nonconvexity and discontinuity of the L0 norm such optimization problems can be quite difficult. One modern tactic to treat such problems is to leverage convex relaxations, such as exchanging the L0 norm for its convex analog, the L1 norm. However, to guarantee accurate reconstructions for L1 minimization, additional conditions must be imposed, such as the restricted isometry property. Accordingly, in this thesis, we propose a novel extension to current approaches revolving around truncated L1 minimization and demonstrate that such approach can, in important cases, provide a better approximation of L0 minimization. Considering that the nonconvexity of the truncated L1 norm makes truncated l1 minimization unreliable in practice, we further generalize our method to partial L1 minimization to combine the convexity of L1 minimization and the robustness of L0 minimization. In addition, we provide a tractable iterative scheme via the augmented Lagrangian method to solve both optimization problems. Our empirical study on synthetic data and image data shows encouraging results of the proposed partial L1 minimization in comparison to L1 minimization.

Dans cette thèse on utilise une méthode de Galerkin discontinue (GD) pour modéliser la propagation des ondes dans un matériau endommagé. Deux modèles différents pour la description de l’endommagement ont été considérés. Dans la première partie de la thèse on utilise un modèle d’endommagent assez général, basé sur une modélisation micromécanique. Pour ce modèle on établit un critère de stabilité basé sur une densité critique de fissuration. On développe aussi une méthode numérique GD capable de capturer les instabilités au niveau microscopique. On construit une solution exacte pour analyser la précision de la méthode proposée.Plusieurs résultats numériques vont permettre d’analyser la propagation des ondes dans les configurations planes et anti-planes. Dans la deuxième parte de la thèse on étudie la propagation des ondes dans un milieux fissuré (microfissures en contact avec frottement). La méthode numérique développée utilise une technique GD et la méthode du Lagrangien augmenté. En utilisant cette méthode on a pu calculer numériquement la vitesse de propagation moyenne dans un matériau endommagé. On a pu comparer les résultats obtenus avec les formules analytiques obtenues avec des approches micromécaniques. Finalement, on a utilisé les calculs numériques pour étudier la propagation des ondes après un impact sur une plaque céramique pour les deux modèles mécaniques considérés. / A discontinuous Galerkin (DG) technique for modeling wave propagation in damaged (brittle) materials is developed in this thesis. Two different types of mechanical models for describing the damaged materials are considered. In the first part of the thesis general micro-mechanics based damage models were used. A critical crack density parameter, which distinguishes between stable and unstable behaviors, wascomputed. A new DG-numerical scheme able to capture the instabilities and a micro-scale time step were proposed. An exact solution is constructed and the accuracy of the numerical scheme was analyzed. The wave propagation in one dimensional and anti-plane configuration was analyzed through several numerical computations. In the second part of the thesis the wave propagation in cracked materials with a nonlinear micro-structure (micro-cracks in frictional contact) was investigated. The numerical scheme developed makes use of a DG-method and an augmented Lagrangian technique. The effective wave velocity in a damaged material, obtained by a numerical upscaling homogenization method, was compared with analytical formula of effective elasticity theory. The wave propagation (speed, amplitude and pulse length) in micro-cracked materials in complex configurations was studied. Finally, numerical computations of blast wave propagation,for the both models, illustrate the role played by the micro-cracks orientation and by the friction.

L’adaptation des surfaces pour des fonctions prédéterminées par le choix des matériaux métalliques ou des couches minces ayant des propriétés mécaniques avancées peut potentiellement permettre de réaliser des nouvelles applications à petites échelles. Concevoir de telles applications utilisant des nouveaux matériaux nécessite en premier lieu la connaissance des propriétés mécaniques des matériaux ciblés à l’échelle microscopique et nanoscopique. Une méthode souvent appliquée pour caractériser les matériaux à petites échelles est la nanoindentation, qui peut être vue comme une mesure de dureté à l’échelle nanoscopique. Ce travail présente une contribution relative à l'interprétation des résultats de la nanoindentation, qui fait intervenir un grand nombre de phénomènes physiques couplés à l'aide de simulations numériques. A cette fin une approche interdisciplinaire, adaptée aux phénomènes apparaissant à petites échelles, et située à l’intersection entre la physique, la mécanique et la science des matériaux a été utilisée. Des modèles numériques de la nanoindentation ont été conçus à l'échelle atomique (modèle discret) et à l'échelle des milieux continus (méthode des éléments finis), pour étudier le comportement du nickel pur. Ce matériau a été choisi pour ses propriétés mécaniques avancées, sa résistance à l'usure et sa bio-compatibilité, qui peuvent permettre des applications futures intéressantes à l'échelle nanoscopique, particulièrement dans le domaine biomédical. Des méthodes avancées de mécanique du solide ont été utilisées pour prendre en compte les grandes déformations locales du matériau (par la formulation corotationelle), et pour décrire les conditions de contact qui évoluent au cours de l'analyse dans le modèle à l'échelle des milieux continus (traitement des conditions de contact unilatérales et tangentielles par une forme de Lagrangien augmenté). L’application des modèles numériques a permis de contribuer à l’identification des phénomènes qui gouvernent la nanoindentation du nickel pur. Le comportement viscoplastique du nickel pur pendant nanoindentation a été identifié dans une étude expérimentale-numérique couplée, et l'effet cumulatif de la rugosité et du frottement sur la dispersion des résultats de la nanoindentation a été montré par une étude numérique (dont les résultats sont en accord avec des tendances expérimentales). Par ailleurs, l’utilisation de l’outil numérique pour une autre application à petites échelles, la manipulation des objets par contact, a contribué à la compréhension de la variation de l’adhésion électrostatique pendant micromanipulation. La déformation plastique des aspérités de surface sur le bras de manipulateur (en nickel pur) a été identifiée comme une source potentielle d’augmentation importante de l'adhésion pendant la micromanipulation, qui peut potentiellement causer des problèmes de relâche et de précision de positionnement, observés expérimentalement. Les résultats présentés dans cette thèse montrent que des simulations numériques basées sur la physique du problème traité peuvent expliquer des tendances expérimentales et contribuer à la compréhension et l'interprétation d'essais couramment utilisé pour la caractérisation aux petites échelles. Le travail réalisé dans cette thèse s’inscrit dans un projet de recherche appelé "mini-micro-nano" (mµn), financé par la Communauté Française de Belgique dans le cadre de "l'Action de Recherche Concertée", convention 04/09-310.

A surface reconstruction and image enhancement non-linear finite element technique based on minimization of L1 norm of the total variation of the gradient is introduced. Since minimization in the L1 norm is computationally expensive, we seek to improve the performance of this algorithm in two fronts: first, local L1- minimization, which allows parallel implementation; second, application of the Augmented Lagrangian method to solve the minimization problem. We show that local solution of the minimization problem is feasible. Furthermore, the Augmented Lagrangian method can successfully be used to solve the L1 minimization problem. This result is expected to be useful for improving algorithms computing digital elevation maps for natural and urban terrain, fitting surfaces to point-cloud data, and image super-resolution.

O método numérico para fluidos incompressíveis desenvolvido no presente estudo é o Moving Particle Semi-Implicit Method (MPS) que enxerga o domínio discretizado em partículas, é baseado em representação lagrangeana e não tem a necessidade de utilização de malhas. O método MPS tem como equações governantes uma forma particular da equação de Navier-Stokes e a equação da continuidade para fluidos incompressíveis e não viscosos. Os métodos de simulação de fluidos mais comumente utilizados são baseados em representação euleriana e utilizam malhas para descrever a geometria do domínio a ser simulado. Devido a essas diferenças, uma das grandes virtudes do método de partículas é a facilidade de investigação de fenômenos altamente não-lineares como o de superfície livre com quebra de ondas, de líquidos no interior de uma embarcação em movimento, de ondas batendo na parte externa do casco de um navio, etc. Em artigos já publicados, resultados de experimentos físicos mostraram boa aderência aos resultados numéricos de simulações realizadas com o método MPS. No presente trabalho, resultados das forças de excitação das simulações com ondas regulares foram comparados com os resultados do programa Wave Analysis MIT (WAMIT) que é um programa consagrado no meio científico. Houve uma boa concordância de resultados entre os dois programas. A otimização do cálculo de vizinhança forneceu uma grande economia de tempo computacional. A maior contribuição deste estudo foi a otimização da função que resolve o sistema linear implementando no código desenvolvido um código paralelizado de uso público existente chamado Portable, Extensible Toolkit for Scientific Computation (PETSc) que proporcionou um bom ganho de desempenho. / A numerical method called Moving Particle Semi-implicit (MPS) method was developed in this study to analyze incompressible fluids. It is a particle method using a lagrangean representation without any grid. The governing equations are the Navier-Stokes equation and continuity equation for incompressible and non-viscous flow. Most of the computational fluid dynamics (CFD) methods are based on eulerian representation and use grids to describe the geometry of the simulated domain. These differences make the MPS method easier to analyze highly nonlinear phenomena as free surface with wave breaking, sloshing, slamming, etc. In previously published articles, results of physical experiments had shown good agreement with the numerical results obtained with MPS method. In the present work, results of exciting forces were compared with the results obtained with a validated program called Wave Analysis MIT (WAMIT). It had a good agreement of results between these two programs. The optimization of the neighborhood calculation function got a good economy of computational time. The greatest contribution of this study was the optimization of the linear system solver. It was made implementing in the developed code a parallelized public code called Portable, Extensible Toolkit for Scientific Computation (PETSc) that provided a good performance profit.

The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a fascinating subject, drawing significant interests from both academicians and practitioners. Its fascination lies in its potential as an effective risk management tool for the insurers. There are many ways of formulating the optimal design of reinsurance, depending on the chosen objective and constraints. In this thesis, we address the problem of optimal reinsurance designs from an insurer’s perspective. For an insurer, an appropriate use of the reinsurance helps to reduce the adverse risk exposure and improve the overall viability of the underlying business. On the other hand, reinsurance incurs additional cost to the insurer in the form of reinsurance premium. This implies a classical risk and reward tradeoff faced by the insurer. The primary objective of the thesis is to develop theoretically sound and yet practical solution in the quest for optimal reinsurance designs. In order to achieve such an objective, this thesis is divided into two parts. In the first part, a number of reinsurance models are developed and their optimal reinsurance treaties are derived explicitly. This part focuses on the risk measure minimization reinsurance models and discusses the optimal reinsurance treaties by exploiting two of the most common risk measures known as the Value-at-Risk (VaR) and the Conditional Tail Expectation (CTE). Some additional important economic factors such as the reinsurance premium budget, the insurer’s profitability are also considered. The second part proposes an innovative method in formulating the reinsurance models, which we refer as the empirical approach since it exploits explicitly the insurer’s empirical loss data. The empirical approach has the advantage that it is practical and intuitively appealing. This approach is motivated by the difficulty that the reinsurance models are often infinite dimensional optimization problems and hence the explicit solutions are achievable only in some special cases. The empirical approach effectively reformulates the optimal reinsurance problem into a finite dimensional optimization problem. Furthermore, we demonstrate that the second-order conic programming can be used to obtain the optimal solutions for a wide range of reinsurance models formulated by the empirical approach.

The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a fascinating subject, drawing significant interests from both academicians and practitioners. Its fascination lies in its potential as an effective risk management tool for the insurers. There are many ways of formulating the optimal design of reinsurance, depending on the chosen objective and constraints. In this thesis, we address the problem of optimal reinsurance designs from an insurer’s perspective. For an insurer, an appropriate use of the reinsurance helps to reduce the adverse risk exposure and improve the overall viability of the underlying business. On the other hand, reinsurance incurs additional cost to the insurer in the form of reinsurance premium. This implies a classical risk and reward tradeoff faced by the insurer. The primary objective of the thesis is to develop theoretically sound and yet practical solution in the quest for optimal reinsurance designs. In order to achieve such an objective, this thesis is divided into two parts. In the first part, a number of reinsurance models are developed and their optimal reinsurance treaties are derived explicitly. This part focuses on the risk measure minimization reinsurance models and discusses the optimal reinsurance treaties by exploiting two of the most common risk measures known as the Value-at-Risk (VaR) and the Conditional Tail Expectation (CTE). Some additional important economic factors such as the reinsurance premium budget, the insurer’s profitability are also considered. The second part proposes an innovative method in formulating the reinsurance models, which we refer as the empirical approach since it exploits explicitly the insurer’s empirical loss data. The empirical approach has the advantage that it is practical and intuitively appealing. This approach is motivated by the difficulty that the reinsurance models are often infinite dimensional optimization problems and hence the explicit solutions are achievable only in some special cases. The empirical approach effectively reformulates the optimal reinsurance problem into a finite dimensional optimization problem. Furthermore, we demonstrate that the second-order conic programming can be used to obtain the optimal solutions for a wide range of reinsurance models formulated by the empirical approach.

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O método numérico para fluidos incompressíveis desenvolvido no presente estudo é o Moving Particle Semi-Implicit Method (MPS) que enxerga o domínio discretizado em partículas, é baseado em representação lagrangeana e não tem a necessidade de utilização de malhas. O método MPS tem como equações governantes uma forma particular da equação de Navier-Stokes e a equação da continuidade para fluidos incompressíveis e não viscosos. Os métodos de simulação de fluidos mais comumente utilizados são baseados em representação euleriana e utilizam malhas para descrever a geometria do domínio a ser simulado. Devido a essas diferenças, uma das grandes virtudes do método de partículas é a facilidade de investigação de fenômenos altamente não-lineares como o de superfície livre com quebra de ondas, de líquidos no interior de uma embarcação em movimento, de ondas batendo na parte externa do casco de um navio, etc. Em artigos já publicados, resultados de experimentos físicos mostraram boa aderência aos resultados numéricos de simulações realizadas com o método MPS. No presente trabalho, resultados das forças de excitação das simulações com ondas regulares foram comparados com os resultados do programa Wave Analysis MIT (WAMIT) que é um programa consagrado no meio científico. Houve uma boa concordância de resultados entre os dois programas. A otimização do cálculo de vizinhança forneceu uma grande economia de tempo computacional. A maior contribuição deste estudo foi a otimização da função que resolve o sistema linear implementando no código desenvolvido um código paralelizado de uso público existente chamado Portable, Extensible Toolkit for Scientific Computation (PETSc) que proporcionou um bom ganho de desempenho. / A numerical method called Moving Particle Semi-implicit (MPS) method was developed in this study to analyze incompressible fluids. It is a particle method using a lagrangean representation without any grid. The governing equations are the Navier-Stokes equation and continuity equation for incompressible and non-viscous flow. Most of the computational fluid dynamics (CFD) methods are based on eulerian representation and use grids to describe the geometry of the simulated domain. These differences make the MPS method easier to analyze highly nonlinear phenomena as free surface with wave breaking, sloshing, slamming, etc. In previously published articles, results of physical experiments had shown good agreement with the numerical results obtained with MPS method. In the present work, results of exciting forces were compared with the results obtained with a validated program called Wave Analysis MIT (WAMIT). It had a good agreement of results between these two programs. The optimization of the neighborhood calculation function got a good economy of computational time. The greatest contribution of this study was the optimization of the linear system solver. It was made implementing in the developed code a parallelized public code called Portable, Extensible Toolkit for Scientific Computation (PETSc) that provided a good performance profit.