Thesis title: Flexibility, Robustness and Discontinuity in Nonparametric Regression Approaches Author: Mgr. Matúš Maciak, M.Sc. Department: Department of Probability and Mathematical Statistics, Charles University in Prague Supervisor: Prof. RNDr. Marie Hušková, DrSc. huskova@karlin.mff.cuni.cz Abstract: In this thesis we focus on local polynomial estimation approaches of an unknown regression function while taking into account also some robust issues like a presence of outlying observa- tions or heavy-tailed distributions of random errors as well. We will discuss the most common method used for such settings, so called local polynomial M-smoothers and we will present the main statistical properties and asymptotic inference for this method. The M-smoothers method is especially suitable for such cases because of its natural robust flavour, which can nicely deal with outliers as well as heavy-tailed distributed random errors. Another important quality we will focus in this thesis on is a discontinuity issue where we allow for sudden changes (discontinuity points) in the unknown regression function or its derivatives respectively. We will propose a discontinuity model with different variability structures for both independent and dependent random errors while the discontinuity points will be treated in a...

[pt] Meios que apresentam descontinuidades como fraturas e falhas em um maciço rochoso ou reservatórios de petróleo impõem algumas dificuldades na simulação numérica pelo Método dos Elementos Finitos. Uma dessas dificuldades é a necessidade de geração de malhas muito refinadas, principalmente na região próxima à descontinuidade, até a obtenção de uma resposta confiável do modelo, o que pode consumir um tempo significativo. Ao mesmo tempo, a discretização da descontinuidade com elementos muito pequenos, quando comparados ao restante do modelo, pode conduzir a um aumento no tempo de simulação. Neste trabalho é apresentada a formulação de um elemento finito cortado por uma descontinuidade para aplicação em problemas com acoplamento fluido-mecânico em meios saturados com um único fluido. A inserção da descontinuidade no elemento é obtida pela adição de novos termos à função de interpolação, dispensando a sua discretização. Esses termos adicionais conseguem reproduzir a mudança no campo de deslocamento e poro-pressão no elemento devido à presença da descontinuidade. A resposta do elemento é verificada através da comparação com uma solução analítica unidimensional e com exemplos simples simulados em um programa comercial. / [en] Media that present discontinuities as fractures and faults in a rock mass or oil reservoirs impose some difficulties in numerical simulation using standard Finite Element Method. One of these difficulties is the need for very refined mesh generation, especially in the region near the discontinuities, to obtain a reliable answer of the model, which can consume significant time. At the same time, the discretization of the discontinuity with very small elements compared to the rest of the model may lead to an increase in simulation time. This work presents the formulation of an element that is crossed by a discontinuity for use in coupling fluid-mechanical problems in single fluid saturated mediums. The insertion of the discontinuity in the element is obtained by adding new terms in the interpolation function, which eliminates its discretization. These additional terms can reproduce the change in the displacement and pore pressure field in the element due to the presence of discontinuity. The response of the element is validated by comparing it with one dimensional analytical solution and simple examples simulated in a commercial program.

Submitted by Renato Alexandre Scott Filho (renatoascottf@gmail.com) on 2015-02-24T23:39:19Z No. of bitstreams: 1 2015_02_22_RASF_Efeito da eleição do candidato da oposição sobre a apresentação e aprovação de projetos do prefeito na câmara.pdf: 2561359 bytes, checksum: 95f0e7dadd28a3c61c44fbfb388fccae (MD5) / Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2015-02-25T00:25:39Z (GMT) No. of bitstreams: 1 2015_02_22_RASF_Efeito da eleição do candidato da oposição sobre a apresentação e aprovação de projetos do prefeito na câmara.pdf: 2561359 bytes, checksum: 95f0e7dadd28a3c61c44fbfb388fccae (MD5) / Made available in DSpace on 2015-02-25T14:51:20Z (GMT). No. of bitstreams: 1 2015_02_22_RASF_Efeito da eleição do candidato da oposição sobre a apresentação e aprovação de projetos do prefeito na câmara.pdf: 2561359 bytes, checksum: 95f0e7dadd28a3c61c44fbfb388fccae (MD5) Previous issue date: 2015-02-05 / This study aims to analyze the effect of a challenger winning the municipal elections on the presentation and approval by the city council of projects proposed by the then elected mayor, on the subsequent year. This subject relates to the advantage citizens take when they choose the alternation of power option instead of the reelection one, as well as to the relation between the new chief of the executive and the city councilmen. A bound is then established with an electoral literature that excels at the analysis of factors leading to the reelection of a politician, but that may well be deepened on the examination of the future consequences of the alternation of power. In a similar way, a contribution is made by the provision of an econometrical toolset to the theoretical analyses of executive-legislative relations in the local level. The employed methodology is based on the application of the regression discontinuity design technique (or RDD) to data collected from the Brazilian Supreme Electoral Court and from a 2005’s legislative census. Following the data examination, and with moderate significance, it is argued that when the challenger is elected mayor he tends to propose less projects in the first year of his term (as opposed to the incumbent mayor), but these projects, on the other hand, get a proportionally more favorable reception by the city council. / Este trabalho tem por objetivo analisar o efeito de se eleger um candidato da oposição em eleições municipais sobre a apresentação e aprovação de projetos do prefeito então eleito na câmara de vereadores, no ano subsequente. Tal questão diz respeito à vantagem, para os munícipes, de optar pela alternância de poder em detrimento da reeleição, bem como à relação entre o novo representante do executivo e os vereadores. Dialoga-se, assim, com uma literatura político-eleitoral pródiga na análise dos fatores que favorecem a reeleição, mas que pouco se debruçou sobre as consequências futuras da alternância de poder. Igualmente, contribui-se com um embasamento econométrico para as discussões fomentadas a nível teórico a respeito das relações entre os poderes no município. A metodologia empregada se baseia na técnica de regressões descontínuas ou RDD para tratamento quase-experimental dos dados coletados no TSE e no Censo Legislativo de 2005. A partir da análise dos dados, e com significância moderada, argumenta-se que quando o prefeito eleito é da oposição ele tende a apresentar menos projetos à câmara em seu primeiro ano de mandato, mas recebe acolhida proporcionalmente mais favorável por parte dos vereadores.

Submitted by Alessandro Ribeiro de Carvalho Casalecchi (alercc@gmail.com) on 2017-07-03T21:17:55Z No. of bitstreams: 1 Tese_Alessandro_Casalecchi.pdf: 2174297 bytes, checksum: 27298549cf220c58b7eb52f7323446d7 (MD5) / Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2017-07-04T11:10:20Z (GMT) No. of bitstreams: 1 Tese_Alessandro_Casalecchi.pdf: 2174297 bytes, checksum: 27298549cf220c58b7eb52f7323446d7 (MD5) / Made available in DSpace on 2017-07-05T13:46:08Z (GMT). No. of bitstreams: 1 Tese_Alessandro_Casalecchi.pdf: 2174297 bytes, checksum: 27298549cf220c58b7eb52f7323446d7 (MD5) Previous issue date: 2017-05-25 / Os dois artigos desta tese, os capítulos 2 e 3, referem-se a testes de hipótese mas têm focos diferentes. O capítulo 2, intitulado "Improvements for external validity tests in fuzzy regression discontinuity designs," apresenta condições --- hipóteses de continuidade, monotonicidade estrita e convergência pontual --- sob as quais testes de qualidade de ajuste para duas amostras podem ser usados para testes de validade externa em modelos de tratamento-controle que sofrem de "compliance" imperfeito. Modelos com "compliance" imperfeito permitem a estimação de efeitos de tratamento apenas para a subpopulação de "compliers", sendo que tais estimativas não são necessariamente válidas para outras subpopulações ("always-takers" e "never-takers"). Sob as condições do capítulo 2, o uso do teste de qualidade de ajuste no lugar do teste de diferença de médias representa um avanço para testes de validade externa, uma vez que mais hipóteses alternativas são detectáveis pelo primeiro teste. Sugerimos combinar duas estatísticas de teste de qualidade de ajuste (uma para tratados e outra para não tratados) na forma de um teste múltiplo ao invés de um teste conjunto. O capítulo 3, intitulado "Higher-order UMP tests", sugere uma estratégia para se escolher, dentro de um conjunto de estatísticas de teste disponíveis, aquela que fornece o teste mais poderoso quando as funções de poder dos testes em questão não podem ser diferenciadas através de métodos assintóticos usuais, como análise de poder local ("local power analysis"). Propomos o uso de aproximações assintóticas de ordem mais alta, como expansões de Edgeworth, para se aproximar as densidades amostrais das estatísticas disponíveis e, com isso, verificar-se quais delas possuem a propriedade da razão monotônica de verossimilhança. Tal propriedade implica, pelo Teorema de Karlin-Rubin, que o teste é uniformemente mais poderoso (UMP) --- ao menos até certa ordem de aproximação --- se a estatística for suficiente para o parâmetro relevante. Para o caso em que as estatísticas sendo comparadas não são suficientes, argumentamos que frequentemente elas podem se tornar suficientes para uma família paramétrica de interesse após reparametrizações apropriadas. Para fins de ilustração, nós aplicamos o método proposto para determinar o valor ótimo, em termos de poder, do parâmetro de suavização do estimador de densidade por kernel em bases de dados simuladas e concluímos que a ordem de aproximação usada nesta aplicação (segunda ordem) não é alta o suficiente para permitir a diferenciação das funções de poder associadas aos diferentes valores do parâmetro de suavização. / The two papers in this work, chapters 2 and 3, regard hypothesis testing but address different issues. Chapter 2, entitled "Improvements for external validity tests in fuzzy regression discontinuity designs", shows conditions --- assumptions of continuity, strict monotonicity and pointwise convergence --- under which two-sample goodness-of-fit (GOF) tests can be used to test for external validity in treatment-control models that suffer from imperfect compliance of units with respect to the assigned treatment. Imperfect compliance allows researchers to estimate only treatment effects for the subpopulation of compliers, and the validity of these estimates for other subpopulations (always-takers and never-takers) remains an open problem. Under the conditions in Chapter 2, the use of GOF tests in place of mean difference tests represents an improvement over other external validity tests in the literature, since more alternative hypotheses are detectable by the test statistic. We suggested to combine two GOF test statistics (one for the treated and one for the untreated) in a multiple test instead of a joint test. Chapter 3, entitled "Higher-order UMP tests", suggests a strategy to choose among candidate test statistics, according to a power criterion, when their power performances are not distinguishable by usual methods of asymptotic comparison like local power analysis. We propose the use of higher-order asymptotic expansions, like Edgeworth expansions, to approximate the sample densities of the candidate test statistics and verify which of them has the monotone likelihood ratio property. This property implies, by the Karlin-Rubin Theorem, that the test is uniformly most powerful (UMP) --- at least to an order of approximation --- if the statistic is sufficient for the relevant parameter. When the statistics under study are not sufficient, we argue that they can often be made sufficient for a desired parametric family after appropriate reparameterization. We applied the method to search for the power-optimal bandwidth for the kernel density estimator in simulated data sets, and concluded that the order of approximation that we used (second order) is still too low to allow us to distinguish among bandwidths.

Utilizamos neste trabalho duas metodologias distintas, a função do receptor com ondas P e a função do receptor com ondas S, para mapear variações da crosta e interfaces do manto (litosfera-astenosfera, 410 km e 660 km) em diferentes estações sismográficas na placa Sul-Americana. No estudo da interface litosfera-astenosfera, por ser o primeiro realizado nesta região, utilizamos as estações temporárias do IAG/USP em conjunto com as estações permanentes da rede mundial cobrindo toda a placa Sul-Americana. O estudo para as outras interfaces (Crosta-Manto, 410 km e 660 km) foi feito com caráter regional, buscando detalhar características da crosta e manto na região estável da placa. Para ambos os métodos os traços (sismogramas) foram rotacionados para o sistema LQT, deconvolvidos, agrupados por pontos de perfuração e por estações, e finalmente empilhados. Nos traços empilhados as fases convertidas de interesse (Ps, Ppps, Ppss+Psps e Sp) foram identificadas e interpretadas. Para a parte estável da placa obtivemos um valor médio de espessura da crosta de 39.4±0.6 km, variando desde 31.0±0.5 km para a província Borborema, até 41.3±1.0 km para a bacia do Paraná, onde aplicamos uma correção para descontar o efeito do sedimento. A razão de velocidade para a crosta, Vp/Vs, apresentou valores mais altos para a bacia do Paraná (~1.75±0.08) e região litorânea oriental (>1.74), enquanto que as regiões cratônicas (cráton São Francisco e Amazônico) apresentaram valores de Vp/Vs baixos (<1.72), chegando até 1.68. O valor médio de Vp/Vs para todas as estações analisadas foi de 1.73±0.02. As variações dos tempos para as interfaces do manto mostraram boa correlação com resultados de tomografia sísmica de outros trabalhos, indicando alterações de até 5% na velocidade das ondas sísmicas para o manto superior sob os crátons, uma deflexão de até 15 km na interface de 660 km para a região Sul da bacia do Paraná e se mostraram bem correlacionadas com as médias globais para as outras região estudadas. Por fim, a espessura da litosfera apresentou valores desde ~40 km, sob as regiões de ilhas oceânicas, até ~160 km, sob as regiões mais estáveis. Para as regiões oceânicas a espessura da litosfera se mostra correlacionada com a idade da placa. À medida que adentramos a parte continental, o limite litosfera-astenosfera se torna menos proeminente, atingindo profundidades maiores no interior dos continentes e menores para as regiões marginais. Para a zona de subducção, observamos duas possíveis litosferas, uma oceânica, subduzindo junto com a placa de Nazca, e outra pertencente à parte continental. / Two distinct methodologies, the P- and S-wave receiver functions, are used to map variations in the crustal parameters (thickness and Vp/Vs) and mantle interfaces (lithosphere-asthenosphere, 410 km and 660 km) on a number of different seismograph stations located in the South American plate. The results of the S receiver function for the lithosphere-asthenosphere boundary are the first of this kind ever performed in South American continent and showed the large scale variations of this interface. To perform this study we analyze data from various global permanent stations together with all available data from temporary stations operated by the IAG/USP during the last15 years. For both methods the traces (seismograms) were rotated to the LQT system, deconvolved, grouped by piercing points and stations, and finally stacked. In the stacked traces, the converted phases (Ps, Ppps, Ppss+Psps and Sp) were identified and interpreted. Inside the stable part of the plate we found a mean crustal thickness of 39.4±0.6 km, ranging from 31.0±0.5 km in Borborema Province up to 41.3±1.0 km in the Paraná Basin, where we applied a correction to remove the sediment effects on the crustal estimates. The crustal velocity ratios, Vp/Vs, showed higher values for the Paraná Basin (~1.75±0.08) and Ribeira belt (>1.74), while the cratonic regions (São Francisco and Amazon cratons) showed low values of Vp/Vs (<1.72), down to 1.68. The average Vp/Vs obtained for all stations was equal to 1.73±0.02. The observed times of the converted mantle phases presented a good correlation with other tomographic studies, indicating that the upper mantle for the cratonic roots may be characterized by a variation up to 5% in seismic velocities, a 15 km deflection in the South Paraná 660 km discontinuity (probably due to a decreased temperature caused by the subducted slab); for other regions the converted times were close to the global average. As a final result, the lithospheric thickness presented values ranging from ~40 km under oceanic islands, to ~160 km under the stable continental regions. We found that for the oceanic islands the thickness of the lithosphere is correlated with the age of the plate. When we go further inside the continents, the lithosphere-asthenosphere boundary becomes less sharp, reaching larger depths inside the continents and shallower depths near the continental margin. In the Andean subduction area, we observed two possibles lithospheres, one oceanic, subducting together with the Nazca plate, and another belonging to the Continent, parallel to the crust interface.

Essay I: Employment Security Agreements, which are elements of Swedish collective agreements, offer a unique opportunity to study very early job search counselling of displaced workers. These agreements provide individual job search assistance to workers who are dismissed due to redundancy, often as early as during the period of notice. Compared to traditional labor market policies, the assistance provided is earlier and more responsive to the needs of the individual worker. In this study, I investigate the effects of the individual counseling and job search assistance provided through the Employment Security Agreement for Swedish blue-collar workers on job finding and subsequent job quality. The empirical strategy is based on the rules of eligibility in a regression discontinuity framework. I estimate the effect for workers with short tenure, who are dismissed through mass-layoffs. My results do not suggest that the program has an effect on the probability of becoming unemployed, the duration of unemployment, or income. However, the results indicate that the program has a positive effect on the duration of the next job. Essay II: The well-known positive relationship between the unemployment benefit level and unemployment duration can be separated into two potential sources; a moral hazard effect, and a liquidity effect pertaining to the increased ability to smooth consumption. The latter is a socially optimal response due to credit and insurance market failures. These two effects are difficult to separate empirically, but the social optimality of an unemployment insurance policy can be evaluated by studying the effect of a non-distortionary lump-sum severance grant on unemployment durations. In this study, I evaluate the effects on unemployment duration and subsequent job quality of a lump-sum severance grant provided to displaced workers, by means of a Swedish collective agreement. I use a regression discontinuity design, based on the strict age requirement to be eligible for the grant. I find that the lump-sum grant has a positive effect on the probability of becoming unemployed and the length of the completed unemployment duration, but no effect on subsequent job quality. My analysis also indicates that spousal income is important for the consumption smoothing abilities of displaced workers, and that the grant may have a greater effect in times of more favorable labor market conditions. Essay III: Evidence from around the world suggest that individuals who are awarded disability benefits in some cases still have residual working capacity, while disability insurance systems typically involve strong disincentives for benefit recipients to work. Some countries have introduced policies to incentivize disability insurance recipients to use their residual working capacities on the labor market. One such policy is the continuous deduction program in Sweden, introduced in 2009. In this study, I investigate whether the financial incentives provided by this program induce disability insurance recipients to increase their labor supply or education level. Retroactively determined eligibility to the program with respect to time of benefit award provides a setting resembling a natural experiment, which could be used to estimate the effects of the program using a regression discontinuity design. However, a simultaneous regime change of disability insurance eligibility causes covariate differences between treated and controls, which I adjust for using a matching strategy. My results suggest that the financial incentives provided by the program have not had any effect on labor supply or educational attainment.

Abstract The purpose of this study is to increase understanding of participating in strategy practice when examined as membership in organizational hierarchy and as subjectivities in strategy discourse. The study approaches subjectivity in strategy practice from the viewpoint of organizational research within the strategy-as-practice (SasP) field, but has chosen a critical perspective to the assumption that strategy work belongs only to senior management. The study is based on interviews relating experiences of strategy participation in a public sector organization. It was found that when strategic planning and decision-making take place fairly far from practical everyday work, two separate strategy worlds would emerge within the organization: the conceptual and the practical world. The well-intended decisions made in the conceptual strategy world set demands for the subjects in the practical strategy world, who had to resort to coping mechanisms and survival strategies to deal with the practical consequences of the decisions. Furthermore, the traditional view of strategy as a senior management's top-down plan seemed to result in a division between strategy subjects and strategy objects. The division of subjectivities was not this dichotomic, however, as individuals moved more dynamically between the subjectivities identified in the strategy discourse. These positionings and subjectivities were products of the strategy practice and strategy discourse and they were studied using discourse analysis and positioning analysis. This study also opens a discussion on how a strategist's subjectivity could be defined within the strategy practices instead of being determined by hierarchical status. It proposes organizational citizenship as a basis for participating in strategy and views strategy as a combination of performing everyday work in a continuum, awakening and reacting to discontinuities and making necessary changes. / Tiivistelmä Tämän tutkimuksen tavoitteena on lisätä ymmärrystä siitä, millaiseksi strategiatyöhön osallistuminen määrittyy, kun sitä tarkastellaan toisaalta organisaation hierarkian jäsenyytenä ja toisaalta organisaation strategiadiskurssin subjektiviteetteina. Tutkimus kiinnittyy organisaatiotutkimuksen näkökulmasta strategy-as-practice (SasP) -kenttään tarkastellessaan strategiatoimijuutta osallistumisena strategiakäytäntöön, mutta valitsee kuitenkin kriittisen tarkastelukulman siihen, että strategiatyö kuuluisi vain johdolle. Tämä tutkimus perustuu haastatteluihin, joissa kartoitettiin strategiatyöhön osallistumisen kokemuksia kuntaorganisaatiossa. Yksi tutkimuksen havainnoista oli, että strategisen suunnittelun ja päätöksenteon tapahtuessa suhteellisen kaukana työn arjesta organisaatiossa näytti muodostuvan kaksi erilaista strategiamaailmaa: konseptuaalinen ja käytännöllinen. Konseptuaalisen strategiamaailman hyvässä tarkoituksessa tekemät strategiset linjaukset edellyttivät usein käytännöllisen strategiamaailman toimijoilta erilaisia selviytymismekanismeja ja selviytymisstrategioita. Lisäksi strategiatradition näkemys strategiasta johdon suunnitelmana näytti johtavan jakoon strategiasubjekteihin ja strategiaobjekteihin sekä osallistujiin ja osallistettaviin. Subjektiviteettien osalta jako ei kuitenkaan ollut näin dikotominen, vaan yksilöt liikkuivat dynaamisemmin strategiadiskurssissa tunnistettujen subjektiviteettien välillä. Näitä strategiakäytännössä ja strategiadiskurssissa muotoutuvia asemointeja ja subjektiviteetteja tutkittiin diskurssi- ja positiointianalyysia hyödyntämällä. Tutkimuksessa avataan keskustelua myös siitä, kuinka strategistin toimijuus voitaisiin nähdä strategiakäytännöissä määrittyvänä sen sijaan, että se määrittyy hierarkkisen aseman myötä tulevana oletuksena. Tällöin strategiaan osallistumista tarkastellaan organisaatiokansalaisuuteen liittyvänä toimijuutena ja strategia nähdään jatkumosta, epäjatkuvuuskohtiin havahtumisesta ja epäjatkuvuuskohtiin liittyvistä muutoksista muodostuvana kokonaisuutena.

This dissertation presents algorithms for restoring some of the major corruptions observed in archived film or video material. The two principal problems of impulsive distortion (Dirt and Sparkle or Blotches) and noise degradation are considered. There is also an algorithm for suppressing the inter-line jitter common in images decoded from noisy video signals. In the case of noise reduction and Blotch removal the thesis considers image sequences to be three dimensional signals involving evolution of features in time and space. This is necessary if any process presented is to show an improvement over standard two-dimensional techniques. It is important to recognize that consideration of image sequences must involve an appreciation of the problems incurred by the motion of objects in the scene. The most obvious implication is that due to motion, useful three dimensional processing does not necessarily proceed in a direction 'orthogonal' to the image frames. Therefore, attention is given to discussing motion estimation as it is used for image sequence processing. Some discussion is given to image sequence models and the 3D Autoregressive model is investigated. A multiresolution BM scheme is used for motion estimation throughout the major part of the thesis. Impulsive noise removal in image processing has been traditionally achieved by the use of median filter structures. A new three dimensional multilevel median structure is presented in this work with the additional use of a detector which limits the distortion caused by the filters . This technique is found to be extremely effective in practice and is an alternative to the traditional global median operation. The new median filter is shown to be superior to those previously presented with respect to the ability to reject the kind of distortion found in practice. A model based technique using the 3D AR model is also developed for detecting and removing Blotches. This technique achieves better fidelity at the expense of heavier computational load. Motion compensated 3D IIR and FIR Wiener filters are investigated with respect to their ability to reject noise in an image sequence. They are compared to several algorithms previously presented which are purely temporal in nature. The filters presented are found to be effective and compare favourably to the other algorithms. The 3D filtering process is superior to the purely temporal process as expected. The algorithm that is presented for suppressing inter-line jitter uses a 2D AR model to estimate and correct the relative displacements between the lines. The output image is much more satisfactory to the observer although in a severe case some drift of image features is to be expected. A suggestion for removing this drift is presented in the conclusions. There are several remaining problems in moving video. In particular, line scratches and picture shake/roll. Line scratches cannot be detected successfully by the detectors presented and so cannot be removed efficiently. Suppressing shake and roll involves compensating the entire frame for motion and there is a need to separate global from local motion. These difficulties provide ample opportunity for further research.

La durabilité des structures en béton est désormais intégrée dans la démarche de conception des ouvrages de Génie Civil. En effet, quel que soit le type de sollicitation (mécanique, thermique, hydrique) une fissuration est susceptible de se produire risquant d'impacter la durée de vie de l'ouvrage par la pénétration d'agents agressifs. L'aptitude au service peut elle-même être affectée pour les structures où une étanchéité est requise (enceinte de confinement de centrales nucléaires, réservoirs de gaz naturel liquéfié, barrages, stockages des déchets radioactifs ou de CO2, etc.). Dans ce contexte industriel, la prédiction du débit de fuite traversant des éléments composés de matériaux à base cimentaire est donc un enjeu scientifique et industriel majeur. Pour parvenir à cet objectif de simulation numérique, il est nécessaire de mettre en place un couplage hydro-mécanique. L'anisotropie de la fissuration induite par les sollicitations mécaniques complexes conduit à un tenseur de perméabilité macroscopique anisotrope. La détermination de ce tenseur est un enjeu important dans l'objectif de mener des calculs à l'échelle macroscopique avec des modèles phénoménologiques. De plus, les calculs de perméabilité sont un moyen de comparer les volumes fissurés obtenus par les différents modèles mécaniques. La modélisation de la fissuration pour les matériaux quasi-fragiles hétérogènes à l'échelle mésoscopique tels que le béton est complexe et suivant les approches utilisées, les résultats peuvent fortement varier. C'est pourquoi l'étude numérique proposée dans la thèse comporte une comparaison entre deux approches mécaniques : - une première basée sur une modélisation mécanique de type E-FEM (Embedded Finite Element Method) [Benkemoun et al., 2010] - - une seconde basée sur une modélisation mécanique d'endommagement [Mazars, 1984] régularisée en énergie de fissuration [Hillerborg et al., 1976]. Le travail numérique associé à cette thèse consiste donc à développer un modèle couplant de manière faible un modèle mécanique à un modèle de transfert en 3D à l'échelle mésoscopique. En se basant sur le concept de « double porosité », la perméabilité du milieu fissuré est vue comme la combinaison d'une perméabilité diffuse et isotrope (liée au réseau poreux initial du béton et à son degré de saturation) et d'une perméabilité « discrète » et orientée au sein des fissures (le calcul de cette dernière étant basé sur les ouvertures de fissures données par le modèle mécanique et sur les équations de la mécanique des Navier-Stokes en régime permanent). La comparaison des résultats obtenus sur différents résultats expérimentaux issus de la littérature (un tirant traversé par de l'eau [Desmettre et Charron, 2011] et un élément structurel traversé par de l'air sec [Nahas et al., 2014]) permet de comparer la pertinence des deux modèles mécaniques utilisés ainsi que l'approche utilisée pour estimer le débit traversant des éléments en béton fissurés. / The durability of concrete structures is nowadays fully integrated in the civil engineering constructions design process. Whatever the loading is (mechanical, thermic, hydric), cracks may appear and impact the structure lifespan by the infiltration of aggressive agents. The serviceability can be directly impacted for the structures playing an air/water tightness role (containment building nuclear power plants, liquefied natural gas storage tanks, dams, radioactive waste disposal, etc.). The prediction of the flow going through elements composed of a cementitious material is therefore a major scientific and industrial issue. To achieve this goal, a hydro-mechanical coupling must be implemented. The anisotropic cracking induced by complex mechanical loadings leads to an anisotropic macroscopic permeability tensor. This tensor computation is an important issue dealing with phenomenological models for macroscopic problems. The cracking modelling of quasi-brittle materials, heterogeneous at the mesoscopic scale like concrete, is complex and different mechanical approaches can lead to various results. Therefore, permeability calculations are an elegant way to examine cracking patterns obtained with several mechanical models. Consequently, this study compares two mechanical approaches: - the first one is based on an Embedded Finite Element Method (E-FEM) mechanical model [Benkemoun et al., 2010] - - the second one is based on a damage mechanical model [Mazars, 1984] regularised by the fracture energy of the material [Hillerborg et al., 1976]. This thesis presents a hydro-mechanical approach weakly coupling a mechanical model with a permeation model in 3D at the mesoscopic scale. This work is based on the “double porosity” concept splitting the permeability into two parts: the first one is isotropic and corresponds to flows within the porosity of the material- the second one, based upon a set of cracks with different orientations and openings, is anisotropic. For the latter, each crack is a path for mass flow according to the fluid laws considering two infinite planes. In order to check this approach relevance, numerical results are compared to experimental results extracted from the literature (an experiment where water goes through a specimen made of a steel reinforcing bar covered with concrete under load [Desmettre et Charron, 2011] and a device where dry air goes through a structural element made of reinforced concrete [Nahas et al., 2014]). The computation of the flow going to those cracked concrete elements helps to understand the presented approach efficiency and the differences between the two used mechanical models.

This study proposes novel optimization methodologies for the optimization of problems that reveal non-physical step discontinuities. More specifically, it is proposed to use gradient-only techniques that do not use any zeroth order information at all for step discontinuous problems. A step discontinuous problem of note is the shape optimization problem in the presence of remeshing strategies, since changes in mesh topologies may - and normally do - introduce non-physical step discontinuities. These discontinuities may in turn manifest themselves as non-physical local minima in which optimization algorithms may become trapped. Conventional optimization approaches for step discontinuous problems include evolutionary strategies, and design of experiment (DoE) techniques. These conventional approaches typically rely on the exclusive use of zeroth order information to overcome the discontinuities, but are characterized by two important shortcomings: Firstly, the computational demands of zero order methods may be very high, since many function values are in general required. Secondly, the use of zero order information only does not necessarily guarantee that the algorithms will not terminate in highly unfit local minima. In contrast, the methodologies proposed herein use only first order information, rather than only zeroth order information. The motivation for this approach is that associated gradient information in the presence of remeshing remains accurately and uniquely computable, notwithstanding the presence of discontinuities. From a computational effort point of view, a gradient-only approach is of course comparable to conventional gradient based techniques. In addition, the step discontinuities do not manifest themselves as local minima. / Thesis (PhD)--University of Pretoria, 2010. / Mechanical and Aeronautical Engineering / unrestricted