Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Matrix-vector multiplication and triangular linear solver using GPGPU for symmetric positive definite matrices derived from elliptic equations

The modern GPUs are well suited for intensive computational tasks and massive parallel computation. Sparse matrix multiplication and linear triangular solver are the most important and heavily used kernels in scientific computation, and several challenges in developing a high performance kernel with the two modules is investigated. The main interest it to solve linear systems derived from the elliptic equations with triangular elements. The resulting linear system has a symmetric positive definite matrix. The sparse matrix is stored in the compressed sparse row (CSR) format. It is proposed a CUDA algorithm to execute the matrix vector multiplication using directly the CSR format. A dependence tree algorithm is used to determine which variables the linear triangular solver can determine in parallel. To increase the number of the parallel threads, a coloring graph algorithm is implemented to reorder the mesh numbering in a pre-processing phase. The proposed method is compared with parallel and serial available libraries. The results show that the proposed method improves the computation cost of the matrix vector multiplication. The pre-processing associated with the triangular solver needs to be executed just once in the proposed method. The conjugate gradient method was implemented and showed similar convergence rate for all the compared methods. The proposed method showed significant smaller execution time.

Linear matrix inequality-based robust model predictive control for time-delayed systems

This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.

Linear parameter varying control design for rotating systems supported by journal bearings

Linear parameter varying (LPV) control is a model-based control technique that takes into account time-varying parameters of the plant. In the case of rotating systems supported by lubricated bearings, the dynamic characteristics of the bearings change in time as a function of the rotating speed. Hence, LPV control can tackle the problem of run-up and run-down operational conditions when dynamic characteristics of the rotating system change significantly in time due to the bearings and high vibration levels occur. In this work, the LPV control design for a flexible shaft supported by plain journal bearings is presented. The model used in the LPV control design is updated from unbalance response experimental results and dynamic coefficients for the entire range of rotating speeds are obtained by numerical optimization. Experimental implementation of the designed LPV control resulted in strong reduction of vibration amplitudes when crossing the critical speed, without affecting system behavior in sub- or supercritical speeds. (C) 2012 Elsevier Ltd. All rights reserved.

A New Method of Current Switching for Linear Wide-Range Measurement Systems

This new and general method here called overflow current switching allows a fast, continuous, and smooth transition between scales in wide-range current measurement systems, like electrometers. This is achieved, using a hydraulic analogy, by diverting only the overflow current, such that no slow element is forced to change its state during the switching. As a result, this approach practically eliminates the long dead time in low-current (picoamperes) switching. Similar to a logarithmic scale, a composition of n adjacent linear scales, like a segmented ruler, measures the current. The use of a linear wide-range system based on this technique assures fast and continuous measurement in the entire range, without blind regions during transitions and still holding suitable accuracy for many applications. A full mathematical development of the method is given. Several computer realistic simulations demonstrated the viability of the technique.

A new approach for modeling and control of nonlinear systems via norm-bounded linear differential inclusions

A systematic approach to model nonlinear systems using norm-bounded linear differential inclusions (NLDIs) is proposed in this paper. The resulting NLDI model is suitable for the application of linear control design techniques and, therefore, it is possible to fulfill certain specifications for the underlying nonlinear system, within an operating region of interest in the state-space, using a linear controller designed for this NLDI model. Hence, a procedure to design a dynamic output feedback controller for the NLDI model is also proposed in this paper. One of the main contributions of the proposed modeling and control approach is the use of the mean-value theorem to represent the nonlinear system by a linear parameter-varying model, which is then mapped into a polytopic linear differential inclusion (PLDI) within the region of interest. To avoid the combinatorial problem that is inherent of polytopic models for medium- and large-sized systems, the PLDI is transformed into an NLDI, and the whole process is carried out ensuring that all trajectories of the underlying nonlinear system are also trajectories of the resulting NLDI within the operating region of interest. Furthermore, it is also possible to choose a particular structure for the NLDI parameters to reduce the conservatism in the representation of the nonlinear system by the NLDI model, and this feature is also one important contribution of this paper. Once the NLDI representation of the nonlinear system is obtained, the paper proposes the application of a linear control design method to this representation. The design is based on quadratic Lyapunov functions and formulated as search problem over a set of bilinear matrix inequalities (BMIs), which is solved using a two-step separation procedure that maps the BMIs into a set of corresponding linear matrix inequalities. Two numerical examples are given to demonstrate the effectiveness of the proposed approach.

Fast Determination of Ciclopirox in Pharmaceutical Products by Amperometry in Flow and Batch Injection Systems

Amperometry coupled to flow injection analysis (FIA) and to batch injection analysis (BIA) was used for the rapid and precise quantification of ciclopirox olamine in pharmaceutical products. The favourable hydrodynamic conditions provided by both techniques allowed a very high throughput (more than 300 injections per hour) with good linear range (2.0200 mu mol L-1) and low limits of detection (below 1.0 mu mol?L-1). The results obtained were compared with titration recommended by the American Pharmacopoeia and also using capillary electrophoresis. Good agreement between all results were achieved, demonstrating the good performance of amperometry combined with FIA and BIA.

The sigma-isotypic decomposition and the sigma-index of reversible-equivariant systems

This work is concerned with dynamical systems in presence of symmetries and reversing symmetries. We describe a construction process of subspaces that are invariant by linear Gamma-reversible-equivariant mappings, where Gamma is the compact Lie group of all the symmetries and reversing symmetries of such systems. These subspaces are the sigma-isotypic components, first introduced by Lamb and Roberts in (1999) [10] and that correspond to the isotypic components for purely equivariant systems. In addition, by representation theory methods derived from the topological structure of the group Gamma, two algebraic formulae are established for the computation of the sigma-index of a closed subgroup of Gamma. The results obtained here are to be applied to general reversible-equivariant systems, but are of particular interest for the more subtle of the two possible cases, namely the non-self-dual case. Some examples are presented. (C) 2011 Elsevier BM. All rights reserved.

Development and Evaluation of a Pseudoreference Pt//Ag/AgCl Electrode for Electrochemical Systems

The use of standard reference electrodes, such as Ag/AgCl or saturated calomel electrodes, in potentiometric and amperometric studies involving miniaturized electrochemical systems, or those operating under positive hydraulic pressure, is often impractical. Placement of the reference electrode in the direct vicinity of the working electrode is often prohibited by the dimensions or layout of the electrochemical cell, while the alternative strategy of locating the reference electrode in a separate compartment often leads to electrolyte leakage and contamination of the system. In the present study, we have investigated the functionality of a pseudoreference electrode comprising a platinum wire, one end of which was maintained in intimate contact with the internal solution of an Ag/AgCl reference electrode while the other was connected, via a BNC connector, to a platinum probe located within the electrochemical cell. Linear and cyclic voltammetric studies, involving both aqueous and nonaqueous electrolytes, were carried out using the pseudoreference electrode and an electrochemical cup-type cell with three electrodes or an electrochemical flow reactor. In all cases, the functionality of the Pt//Ag/AgCl system was similar to that of a conventional Ag/AgCl reference electrode. Variations in the electrolyte did not alter the potential or voltammetric profile recorded when using the pseudoreference system, although peak currents were generally improved and potential values shifted by approximately +350 mV in comparison with the Ag/AgCl electrode, therefore, the system pseudoreference can be applied in any electrochemical system due to the constant potential difference. It is concluded that the pseudoreference electrode can be used with advantage to obtain potentiometric and amperometric measurements in both simple and complex electrochemical systems.

Robust and optimal adjustment of Power System Stabilizers through Linear Matrix Inequalities

This work presents the application of Linear Matrix Inequalities to the robust and optimal adjustment of Power System Stabilizers with pre-defined structure. Results of some tests show that gain and zeros adjustments are sufficient to guarantee robust stability and performance with respect to various operating points. Making use of the flexible structure of LMI's, we propose an algorithm that minimizes the norm of the controllers gain matrix while it guarantees the damping factor specified for the closed loop system, always using a controller with flexible structure. The technique used here is the pole placement, whose objective is to place the poles of the closed loop system in a specific region of the complex plane. Results of tests with a nine-machine system are presented and discussed, in order to validate the algorithm proposed. (C) 2012 Elsevier Ltd. All rights reserved.

USE OF THE LINEAR LIGHT SENSOR ILX554 IN OPTICAL SPECTROSCOPY

USE OF THE LINEAR LIGHT SENSOR ILX554 IN OPTICAL SPECTROSCOPY. This technical note describes the construction of a low-cost optical detector. This device is composed by a high-sensitive linear light sensor (model ILX554) and a microcontroller. The performance or the detector was demonstrated by the detection of emission and Raman spectra of the several atomic systems and the results reproduce those found in the literature.

Entropy Production in Nonequilibrium Systems at Stationary States

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.

Flexible and conservative features of social systems in tufted capuchin monkeys: comparing the socioecology of Sapajus libidinosus and Sapajus nigritus

Socioecological models assume that primates adapt their social behavior to ecological conditions, and predict that food availability and distribution, predation risk and risk of infanticide by males affect patterns of social organization, social structure and mating system of primates. However, adaptability and variation of social behavior may be constrained by conservative adaptations and by phylogenetic inertia. The comparative study of closely related species can help to identify the relative contribution of ecological and of genetic determinants to primate social systems. We compared ecological features and social behavior of two species of the genus Sapajus, S. nigritus in Carlos Botelho State Park, an area of Atlantic Forest in Sao Paulo state, and S. libidinosus in Fazenda Boa Vista, a semi-arid habitat in Piaui state, Brazil. S. libidinosus perceived higher predation risk and fed on clumped, high quality, and usurpable resources (fruits) all year round, whereas S. nigritus perceived lower predation risk and relied on evenly distributed, low-quality food sources (leaves) during periods of fruit shortage. As predicted by socioecology models, S. libidinosus females were philopatric and established linear and stable dominance hierarchies, coalitions, and grooming relationships. S. nigritus females competed less often, and could transfer between groups, which might explain the lack of coalitions and grooming bonds among them. Both populations presented similar group size and composition and the same polygynous mating system. The species differed from each other in accordance with differences in the characteristics of their main food sources, as predicted by socioecological models, suggesting that phylogenetic inertia does not constrain social relationships established among female Sapajus. The similarity in mating systems indicates that this element of the social system is not affected by ecological variables and thus, is a more conservative behavioral feature of the genus Sapajus. Am. J. Primatol. 74:315331, 2012. (c) 2011 Wiley Periodicals, Inc.

Modeling gene expression regulatory networks with the sparse vector autoregressive model

Abstract Background To understand the molecular mechanisms underlying important biological processes, a detailed description of the gene products networks involved is required. In order to define and understand such molecular networks, some statistical methods are proposed in the literature to estimate gene regulatory networks from time-series microarray data. However, several problems still need to be overcome. Firstly, information flow need to be inferred, in addition to the correlation between genes. Secondly, we usually try to identify large networks from a large number of genes (parameters) originating from a smaller number of microarray experiments (samples). Due to this situation, which is rather frequent in Bioinformatics, it is difficult to perform statistical tests using methods that model large gene-gene networks. In addition, most of the models are based on dimension reduction using clustering techniques, therefore, the resulting network is not a gene-gene network but a module-module network. Here, we present the Sparse Vector Autoregressive model as a solution to these problems. Results We have applied the Sparse Vector Autoregressive model to estimate gene regulatory networks based on gene expression profiles obtained from time-series microarray experiments. Through extensive simulations, by applying the SVAR method to artificial regulatory networks, we show that SVAR can infer true positive edges even under conditions in which the number of samples is smaller than the number of genes. Moreover, it is possible to control for false positives, a significant advantage when compared to other methods described in the literature, which are based on ranks or score functions. By applying SVAR to actual HeLa cell cycle gene expression data, we were able to identify well known transcription factor targets. Conclusion The proposed SVAR method is able to model gene regulatory networks in frequent situations in which the number of samples is lower than the number of genes, making it possible to naturally infer partial Granger causalities without any a priori information. In addition, we present a statistical test to control the false discovery rate, which was not previously possible using other gene regulatory network models.

Utilização do sensor linear de luz ILX554 em espectroscopia óptica

This technical note describes the construction of a low-cost optical detector. This device is composed by a high-sensitive linear light sensor (model ILX554) and a microcontroller. The performance of the detector was demonstrated by the detection of emission and Raman spectra of the several atomic systems and the results reproduce those found in the literature.