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.

Study of using marker assisted selection on a beef cattle breeding program by model comparison

A data set of a commercial Nellore beef cattle selection program was used to compare breeding models that assumed or not markers effects to estimate the breeding values, when a reduced number of animals have phenotypic, genotypic and pedigree information available. This herd complete data set was composed of 83,404 animals measured for weaning weight (WW), post-weaning gain (PWG), scrotal circumference (SC) and muscle score (MS), corresponding to 116,652 animals in the relationship matrix. Single trait analyses were performed by MTDFREML software to estimate fixed and random effects solutions using this complete data. The additive effects estimated were assumed as the reference breeding values for those animals. The individual observed phenotype of each trait was adjusted for fixed and random effects solutions, except for direct additive effects. The adjusted phenotype composed of the additive and residual parts of observed phenotype was used as dependent variable for models' comparison. Among all measured animals of this herd, only 3160 animals were genotyped for 106 SNP markers. Three models were compared in terms of changes on animals' rank, global fit and predictive ability. Model 1 included only polygenic effects, model 2 included only markers effects and model 3 included both polygenic and markers effects. Bayesian inference via Markov chain Monte Carlo methods performed by TM software was used to analyze the data for model comparison. Two different priors were adopted for markers effects in models 2 and 3, the first prior assumed was a uniform distribution (U) and, as a second prior, was assumed that markers effects were distributed as normal (N). Higher rank correlation coefficients were observed for models 3_U and 3_N, indicating a greater similarity of these models animals' rank and the rank based on the reference breeding values. Model 3_N presented a better global fit, as demonstrated by its low DIC. The best models in terms of predictive ability were models 1 and 3_N. Differences due prior assumed to markers effects in models 2 and 3 could be attributed to the better ability of normal prior in handle with collinear effects. The models 2_U and 2_N presented the worst performance, indicating that this small set of markers should not be used to genetically evaluate animals with no data, since its predictive ability is restricted. In conclusion, model 3_N presented a slight superiority when a reduce number of animals have phenotypic, genotypic and pedigree information. It could be attributed to the variation retained by markers and polygenic effects assumed together and the normal prior assumed to markers effects, that deals better with the collinearity between markers. (C) 2012 Elsevier B.V. All rights reserved.

SPATIAL VARIABILITY OF THE RAINFALL EROSIVE POTENTIAL IN THE STATE OF MATO GROSSO DO SUL, BRAZIL

Information about rainfall erosivity is important during soil and water conservation planning. Thus, the spatial variability of rainfall erosivity of the state Mato Grosso do Sul was analyzed using ordinary kriging interpolation. For this, three pluviograph stations were used to obtain the regression equations between the erosivity index and the rainfall coefficient EI30. The equations obtained were applied to 109 pluviometric stations, resulting in EI30 values. These values were analyzed from geostatistical technique, which can be divided into: descriptive statistics, adjust to semivariogram, cross-validation process and implementation of ordinary kriging to generate the erosivity map. Highest erosivity values were found in central and northeast regions of the State, while the lowest values were observed in the southern region. In addition, high annual precipitation values not necessarily produce higher erosivity values.

Structure- and Ligand-Based Structure-Activity Relationships for a Series of Inhibitors of Aldolase

Aldolase has emerged as a promising molecular target for the treatment of human African trypanosomiasis. Over the last years, due to the increasing number of patients infected with Trypanosoma brucei, there is an urgent need for new drugs to treat this neglected disease. In the present study, two-dimensional fragment-based quantitative-structure activity relationship (QSAR) models were generated for a series of inhibitors of aldolase. Through the application of leave-one-out and leave-many-out cross-validation procedures, significant correlation coefficients were obtained (r(2) = 0.98 and q(2) = 0.77) as an indication of the statistical internal and external consistency of the models. The best model was employed to predict pK(i) values for a series of test set compounds, and the predicted values were in good agreement with the experimental results, showing the power of the model for untested compounds. Moreover, structure-based molecular modeling studies were performed to investigate the binding mode of the inhibitors in the active site of the parasitic target enzyme. The structural and QSAR results provided useful molecular information for the design of new aldolase inhibitors within this structural class.

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.

Generalized correlation functions for conductance fluctuations and the mesoscopic spin Hall effect

We study the spin Hall conductance fluctuations in ballistic mesoscopic systems. We obtain universal expressions for the spin and charge current fluctuations, cast in terms of current-current autocorrelation functions. We show that the latter are conveniently parametrized as deformed Lorentzian shape lines, functions of an external applied magnetic field and the Fermi energy. We find that the charge current fluctuations show quite unique statistical features at the symplectic-unitary crossover regime. Our findings are based on an evaluation of the generalized transmission coefficients correlation functions within the stub model and are amenable to experimental test. DOI: 10.1103/PhysRevB.86.235112

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.

Electronic stopping cross sections for protons in Al2O3: an experimental and theoretical study

The electronic stopping cross section (SCS) of Al2O3 for proton beams is studied both experimentally and theoretically. The measurements are made for proton energies from 40 keV up to 1 MeV, which cover the maximum stopping region, using two experimental methods, the transmission technique at low energies (similar to 40-175 keV) and the Rutherford backscattering at high energies (approximate to 190-1000 keV). These new data reveal an increment of 16% in the SCS around the maximum stopping with respect to older measurements. The theoretical study includes electronic stopping power calculations based on the dielectric formalism and on the transport cross section (TCS) model to describe the electron excitations of Al2O3. The non-linear TCS calculations of the SCS for valence electrons together with the generalized oscillator strengths (GOS) model for the core electrons compare well with the experimental data in the whole range of energies considered.

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.

Translation and Cross-cultural Adaptation of the Lower Extremity Functional Scale Into a Brazilian Portuguese Version and Validation on Patients With Knee Injuries

STUDY DESIGN: Clinical measurement. OBJECTIVE: To translate and culturally adapt the Lower Extremity Functional Scale (LEFS) into a Brazilian Portuguese version, and to test the construct and content validity and reliability of this version in patients with knee injuries. BACKGROUND: There is no Brazilian Portuguese version of an instrument to assess the function of the lower extremity after orthopaedic injury. METHODS: The translation of the original English version of the LEFS into a Brazilian Portuguese version was accomplished using standard guidelines and tested in 31 patients with knee injuries. Subsequently, 87 patients with a variety of knee disorders completed the Brazilian Portuguese LEES, the Medical Outcomes Study 36-Item Short-Form Health Survey, the Western Ontario and McMaster Universities Osteoarthritis Index, and the International Knee Documentation Committee Subjective Knee Evaluation Form and a visual analog scale for pain. All patients were retested within 2 days to determine reliability of these measures. Validation was assessed by determining the level of association between the Brazilian Portuguese LEFS and the other outcome measures. Reliability was documented by calculating internal consistency, test-retest reliability, and standard error of measurement. RESULTS: The Brazilian Portuguese LEES had a high level of association with the physical component of the Medical Outcomes Study 36-Item Short-Form Health Survey (r = 0.82), the Western Ontario and McMaster Universities Osteoarthritis Index (r = 0.87), the International Knee Documentation Committee Subjective Knee Evaluation Form (r = 0.82), and the pain visual analog scale (r = -0.60) (all, P<.05). The Brazilian Portuguese LEES had a low level of association with the mental component of the Medical Outcomes Study 36-Item Short-Form Health Survey (r = 0.38, P<.05). The internal consistency (Cronbach alpha = .952) and test-retest reliability (intraclass correlation coefficient = 0.957) of the Brazilian Portuguese version of the LEES were high. The standard error of measurement was low (3.6) and the agreement was considered high, demonstrated by the small differences between test and retest and the narrow limit of agreement, as observed in Bland-Altman and survival-agreement plots. CONCLUSION: The translation of the LEFS into a Brazilian Portuguese version was successful in preserving the semantic and measurement properties of the original version and was shown to be valid and reliable in a Brazilian population with knee injuries. J Ort hop Sports Phys Ther 2012;42(11):932-939, Epub 9 October 2012. doi:10.2519/jospt.2012.4101

Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Three-dimensional solitons in cross-combined linear and nonlinear optical lattices

The existence and stability of three-dimensional (3D) solitons, in cross-combined linear and nonlinear optical lattices, are investigated. In particular, with a starting optical lattice (OL) configuration such that it is linear in the x-direction and nonlinear in the y-direction, we consider the z-direction either unconstrained (quasi-2D OL case) or with another linear OL (full 3D case). We perform this study both analytically and numerically: analytically by a variational approach based on a Gaussian ansatz for the soliton wavefunction and numerically by relaxation methods and direct integrations of the corresponding Gross-Pitaevskii equation. We conclude that, while 3D solitons in the quasi-2D OL case are always unstable, the addition of another linear OL in the z-direction allows us to stabilize 3D solitons both for attractive and repulsive mean interactions. From our results, we suggest the possible use of spatial modulations of the nonlinearity in one of the directions as a tool for the management of stable 3D solitons.

Awareness and knowledge of HPV, cervical cancer, and vaccines in young women after first delivery in São Paulo, Brazil - a cross-sectional study

Abstract Background The success of HPV vaccination programs will require awareness regarding HPV associated diseases and the benefits of HPV vaccination for the general population. The aim of this study was to assess the level of awareness and knowledge of human papillomavirus (HPV) infection, cervical cancer prevention, vaccines, and factors associated with HPV awareness among young women after birth of the first child. Methods This analysis is part of a cross-sectional study carried out at Hospital Maternidade Leonor Mendes de Barros, a large public maternity hospital in Sao Paulo. Primiparous women (15-24 years) who gave birth in that maternity hospital were included. A questionnaire that included questions concerning knowledge of HPV, cervical cancer, and vaccines was applied. To estimate the association of HPV awareness with selected factors, prevalence ratios (PR) were estimated using a generalized linear model (GLM). Results Three hundred and one primiparous women were included; 37% of them reported that they "had ever heard about HPV", but only 19% and 7%, respectively, knew that HPV is a sexually transmitted infection (STI) and that it can cause cervical cancer. Seventy-four percent of interviewees mentioned the preventive character of vaccines and all participants affirmed that they would accept HPV vaccination after delivery. In the multivariate analysis, only increasing age (P for trend = 0.021) and previous STI (P < 0.001) were factors independently associated with HPV awareness ("had ever heard about HPV"). Conclusions This survey indicated that knowledge about the association between HPV and cervical cancer among primiparous young women is low. Therefore, these young low-income primiparous women could benefit greatly from educational interventions to encourage primary and secondary cervical cancer prevention programs.