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.

Shear bond strength between different materials bonded with two resin cements

Background: The aim of this study was to compare the shear bond strength between Ni-Cr alloy specimens bonded to air-abraded Ni-Cr, bur-abraded Ni-Cr, etched ceramic and etched enamel substrates using the resin cements RelyX ARC or Enforce. Materials and methods: Ni-Cr specimens were made and sandblasted with Al2O3 airborne-particles. Disc-shaped patterns were made for each of the four experimental substrates: Ni-Cr treated with Al2O3 airborne-particles, Ni-Cr treated with diamond bur abrasion, etched enamel and etched ceramic. Results: Significant differences in shear bond strength were found between the different materials and luting agents evaluated. The Ni-Cr alloy cylinders bonded to Ni-Cr surfaces sandblasted with 50 lm Al2O3 particles and bonded with Enforce achieved the highest bond strength when compared with other substrates (28.9 MPa, p < 0.05). Bur-abraded metal discs had lowest values, regardless the cement used (2.9 and 6.9 MPa for RelyX and Enforce, respectively). Etched enamel and etched ceramic had similar shear bond strengths within cement groups and performed better when RelyX was used. Conclusions: Bonding Ni-Cr to Ni-Cr and ceramic may result in similar and higher bond strength when compared to Ni-Cr/enamel bonding. For metal/metal bonding, higher shear bond strength was achieved with resin cement Enforce, and for metal/ceramic and metal/enamel bonding, RelyX had higher results.

Exponential stability for a plate equation with p-Laplacian and memory terms

This paper is concerned with the energy decay for a class of plate equations with memory and lower order perturbation of p-Laplacian type, utt+?2u-?pu+?0tg(t-s)?u(s)ds-?ut+f(u)=0inOXR+, with simply supported boundary condition, where O is a bounded domain of RN, g?>?0 is a memory kernel that decays exponentially and f(u) is a nonlinear perturbation. This kind of problem without the memory term models elastoplastic flows.

EXISTENCE OF SOLUTIONS FOR A FRACTIONAL NEUTRAL INTEGRO-DIFFERENTIAL EQUATION WITH UNBOUNDED DELAY

In this article, we study the existence of mild solutions for fractional neutral integro-differential equations with infinite delay.

Evaluation of Chemical Treatment on Zirconia Surface with Two Primer Agents and an Alkaline Solution on Bond Strength

Objectives: This study evaluated the effect of an alkaline solution and two 10-methacryloyloxydecyl dihydrogen phosphate (MDP)-based primer agents on bond strength to zirconia (yttria-stabilized tetragonal zirconium polycrystal [Y-TZP]) through the shear bond strength (SBS) test. Materials and Methods: Sixty square-shaped Y-TZP samples were embedded in an acrylic resin mold, polished, and randomly assigned to one of six groups (n=10) according to treatment surface: group CR, no treatment (control); group NaOH, 0.5 M NaOH; group AP, Alloy Primer; group ZP, Z-Primer Plus; group NaOH-AP, 0.5 M NaOH + Alloy Primer; and group NaOH-ZP, 0.5 M NaOH + Z-Primer Plus. The resin cement (Rely X U100) was applied inside a matrix directly onto the Y-TZP surface, and it was light-cured for 40 seconds. The samples were stored in distilled water at 37 C for 24 hours prior to the test, which was performed in a universal machine at a crosshead-speed of 0.5 mm/min. The data were analyzed by one-way analysis of variance and Tukey tests (p<0.05). Light stereomicroscopy and scanning electron microscopy were used to assess the surface topography and failure mode. Results: The SBS was significantly affected by the chemical treatment (p<0.0001). The AP group displayed the best results, and the use of NaOH did not improve SBS results relative to either AP or ZP. The samples treated with Alloy Primer displayed mainly mixed failures, whereas those conditioned with Z-Primer Plus or with 0.5 M NaOH presented a balanced distribution of adhesive and mixed failure modes. Conclusions: The use of a NaOH solution may have modified the reactivity of the Y-TZP surface, whereas the employment of a MDP/6-4-vinylbenzyl-n-propyl amino-1,3,5-triazine2,4-dithione-based primer enhanced the Y-TZP bond strength.

Clinical evaluation of ceramic inlays and onlays fabricated with two systems: five-year follow-up

This study evaluated the five-year clinical performance of ceramic inlays and onlays made with two systems: sintered Duceram (Dentsply-Degussa) and pressable IPS Empress (Ivoclar Vivadent). Eighty-six restorations were placed by a single operator in 35 patients with a median age of 33 years. The restorations were cemented with dual-cured resin cement (Variolink II, Ivoclar Vivadent) and Syntac Classic adhesive under rubber dam. The evaluations were conducted by two independent investigators at baseline, and at one, two, three, and five years using the modified United States Public Health Service (USPHS) criteria. At the five-year recall, 26 patients were evaluated (74.28%), totalling 62 (72.09%) restorations. Four IPS restorations were fractured, two restorations presented secondary caries (one from IPS and one from Duceram), and two restorations showed unacceptable defects at the restoration margin and needed replacement (one restoration from each ceramic system). A general success rate of 87% was recorded. The Fisher exact test revealed no significant difference between Duceram and IPS Empress ceramic systems for all aspects evaluated at different recall appointments (p>0.05). The McNemar chi-square test showed significant differences in relation to marginal discoloration, marginal integrity, and surface texture between the baseline and five-year recall for both systems (p<0.001), with an increased percentage of Bravo scores. However, few Charlie or Delta scores were attributed to these restorations. In conclusion, these two types of ceramic materials demonstrated acceptable clinical performance after five years

Evaluation of the detection and quantification limits in electroanalysis using two popular methods: application in the case study of paraquat determination

In this work, the reduction reaction of paraquat herbicide was used to obtain analytical signals using electrochemical techniques of differential pulse voltammetry, square wave voltammetry and multiple square wave voltammetry. Analytes were prepared with laboratory purified water and natural water samples (from Mogi-Guacu River, SP). The electrochemical techniques were applied to 1.0 mol L-1 Na2SO4 solutions, at pH 5.5, and containing different concentrations of paraquat, in the range of 1 to 10 mu mol L-1, using a gold ultramicroelectrode. 5 replicate experiments were conducted and in each the mean value for peak currents obtained -0.70 V vs. Ag/AgCl yielded excellent linear relationships with pesticide concentrations. The slope values for the calibration plots (method sensitivity) were 4.06 x 10(-3), 1.07 x 10(-2) and 2.95 x 10(-2) A mol(-1) L for purified water by differential pulse voltammetry, square wave voltammetry and multiple square wave voltammetry, respectively. For river water samples, the slope values were 2.60 x 10(-3), 1.06 x 10(-2) and 3.35 x 10(-2) A mol(-1) L, respectively, showing a small interference from the natural matrix components in paraquat determinations. The detection limits for paraquat determinations were calculated by two distinct methodologies, i.e., as proposed by IUPAC and a statistical method. The values obtained with multiple square waves voltammetry were 0.002 and 0.12 mu mol L-1, respectively, for pure water electrolytes. The detection limit from IUPAC recommendations, when inserted in the calibration curve equation, an analytical signal (oxidation current) is smaller than the one experimentally observed for the blank solution under the same experimental conditions. This is inconsistent with the definition of detection limit, thus the IUPAC methodology requires further discussion. The same conclusion can be drawn by the analyses of detection limits obtained with the other techniques studied.

Prediction with measurement errors in finite populations

We address the problem of selecting the best linear unbiased predictor (BLUP) of the latent value (e.g., serum glucose fasting level) of sample subjects with heteroskedastic measurement errors. Using a simple example, we compare the usual mixed model BLUP to a similar predictor based on a mixed model framed in a finite population (FPMM) setup with two sources of variability, the first of which corresponds to simple random sampling and the second, to heteroskedastic measurement errors. Under this last approach, we show that when measurement errors are subject-specific, the BLUP shrinkage constants are based on a pooled measurement error variance as opposed to the individual ones generally considered for the usual mixed model BLUP. In contrast, when the heteroskedastic measurement errors are measurement condition-specific, the FPMM BLUP involves different shrinkage constants. We also show that in this setup, when measurement errors are subject-specific, the usual mixed model predictor is biased but has a smaller mean squared error than the FPMM BLUP which points to some difficulties in the interpretation of such predictors. (C) 2011 Elsevier By. All rights reserved.

Fuzzy Connectedness Image Segmentation in Graph Cut Formulation: A Linear-Time Algorithm and a Comparative Analysis

A deep theoretical analysis of the graph cut image segmentation framework presented in this paper simultaneously translates into important contributions in several directions. The most important practical contribution of this work is a full theoretical description, and implementation, of a novel powerful segmentation algorithm, GC(max). The output of GC(max) coincides with a version of a segmentation algorithm known as Iterative Relative Fuzzy Connectedness, IRFC. However, GC(max) is considerably faster than the classic IRFC algorithm, which we prove theoretically and show experimentally. Specifically, we prove that, in the worst case scenario, the GC(max) algorithm runs in linear time with respect to the variable M=|C|+|Z|, where |C| is the image scene size and |Z| is the size of the allowable range, Z, of the associated weight/affinity function. For most implementations, Z is identical to the set of allowable image intensity values, and its size can be treated as small with respect to |C|, meaning that O(M)=O(|C|). In such a situation, GC(max) runs in linear time with respect to the image size |C|. We show that the output of GC(max) constitutes a solution of a graph cut energy minimization problem, in which the energy is defined as the a"" (a) norm ayenF (P) ayen(a) of the map F (P) that associates, with every element e from the boundary of an object P, its weight w(e). This formulation brings IRFC algorithms to the realm of the graph cut energy minimizers, with energy functions ayenF (P) ayen (q) for qa[1,a]. Of these, the best known minimization problem is for the energy ayenF (P) ayen(1), which is solved by the classic min-cut/max-flow algorithm, referred to often as the Graph Cut algorithm. We notice that a minimization problem for ayenF (P) ayen (q) , qa[1,a), is identical to that for ayenF (P) ayen(1), when the original weight function w is replaced by w (q) . Thus, any algorithm GC(sum) solving the ayenF (P) ayen(1) minimization problem, solves also one for ayenF (P) ayen (q) with qa[1,a), so just two algorithms, GC(sum) and GC(max), are enough to solve all ayenF (P) ayen (q) -minimization problems. We also show that, for any fixed weight assignment, the solutions of the ayenF (P) ayen (q) -minimization problems converge to a solution of the ayenF (P) ayen(a)-minimization problem (ayenF (P) ayen(a)=lim (q -> a)ayenF (P) ayen (q) is not enough to deduce that). An experimental comparison of the performance of GC(max) and GC(sum) algorithms is included. This concentrates on comparing the actual (as opposed to provable worst scenario) algorithms' running time, as well as the influence of the choice of the seeds on the output.

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.

Influence diagnostics in Gaussian spatial linear models

Spatial linear models have been applied in numerous fields such as agriculture, geoscience and environmental sciences, among many others. Spatial dependence structure modelling, using a geostatistical approach, is an indispensable tool to estimate the parameters that define this structure. However, this estimation may be greatly affected by the presence of atypical observations in the sampled data. The purpose of this paper is to use diagnostic techniques to assess the sensitivity of the maximum-likelihood estimators, covariance functions and linear predictor to small perturbations in the data and/or the spatial linear model assumptions. The methodology is illustrated with two real data sets. The results allowed us to conclude that the presence of atypical values in the sample data have a strong influence on thematic maps, changing the spatial dependence structure.

SUFFICIENT CONDITIONS ON DIFFUSIVITY FOR THE EXISTENCE AND NONEXISTENCE OF STABLE EQUILIBRIA WITH NONLINEAR FLUX ON THE BOUNDARY

A reaction-diffusion equation with variable diffusivity and non-linear flux boundary condition is considered. The goal is to give sufficient conditions on the diffusivity function for nonexistence and also for existence of nonconstant stable stationary solutions. Applications are given for the main result of nonexistence.

Two-degree-of-freedom vortex-induced vibration of circular cylinders with very low aspect ratio and small mass ratio

The investigation of vortex-induced vibration on very short cylinders with two degrees of freedom has drawn the attention of a large number of researchers. Some investigations on such a problem are carried out in order to have a better understanding of the physics involved in vortex-induced motions of floating bodies such as offshore platforms. In this paper, experiments were carried out in a recirculating water channel over the range of Reynolds number 6000with two degrees of freedom, three different small mass ratios (m⁎=1.00; 2.62 and 4.36) and very low aspect ratios (0.3≤L/D≤2.0) were shown and the results were discussed in depth. Conversely to what would be expected for cylinders with very low aspect ratio, the results showed large motions in the transverse direction with maximum amplitudes around 1.5 diameters for cylinders with L/D=2.0, despite being smaller when the aspect ratio is reduced. Moreover, the response amplitudes presented high values around 0.4 diameters in the in-line direction. In fact, the large transverse motions were related to a strong coupling with the in-line responses, visibly identified in the plots of nondimensional frequency, as well as by the trajectories in the XY-plane, Lissajous figures, particularly in the case of m⁎=1.00 and L/D=2.0, when 8-shape trajectories were clearly observed. The case of m⁎=1.00 deserves more attention because of its smaller amplitude compared to the cases with the same aspect ratio and a larger mass ratio. This counter-intuitive behavior seems to be related to the energy transferring process from the steady stream to the oscillatory hydroelastic system. Finally, it is noteworthy that the characteristic of the “Strouhal-like” number decreases when the aspect ratio decreases, as also observed in previous works available in the literature, most of them for stationary cylinders.

Two-degree-of-freedom vortex-induced vibration of circular cylinders with very low aspect ratio and small mass ratio

The investigation of vortex-induced vibration on very short cylinders with two degrees of freedom has drawn the attention of a large number of researchers. Some investigations on such a problem are carried out in order to have a better understanding of the physics involved in vortex-induced motions of floating bodies such as offshore platforms. In this paper, experiments were carried out in a recirculating water channel over the range of Reynolds number 6000with two degrees of freedom, three different small mass ratios (m⁎=1.00; 2.62 and 4.36) and very low aspect ratios (0.3≤L/D≤2.0) were shown and the results were discussed in depth. Conversely to what would be expected for cylinders with very low aspect ratio, the results showed large motions in the transverse direction with maximum amplitudes around 1.5 diameters for cylinders with L/D=2.0, despite being smaller when the aspect ratio is reduced. Moreover, the response amplitudes presented high values around 0.4 diameters in the in-line direction. In fact, the large transverse motions were related to a strong coupling with the in-line responses, visibly identified in the plots of nondimensional frequency, as well as by the trajectories in the XY-plane, Lissajous figures, particularly in the case of m⁎=1.00 and L/D=2.0, when 8-shape trajectories were clearly observed. The case of m⁎=1.00 deserves more attention because of its smaller amplitude compared to the cases with the same aspect ratio and a larger mass ratio. This counter-intuitive behavior seems to be related to the energy transferring process from the steady stream to the oscillatory hydroelastic system. Finally, it is noteworthy that the characteristic of the “Strouhal-like” number decreases when the aspect ratio decreases, as also observed in previous works available in the literature, most of them for stationary cylinders.