6 resultados para Markovian switching
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
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.
Resumo:
Purpose: This prospective randomized matched-pair controlled trial aimed to evaluate marginal bone levels and soft tissue alterations at implants restored according to the platform-switching concept with a new inward-inclined platform and compare them with external-hexagon implants. Materials and Methods: Traditional external-hexagon (control group) implants and inward-inclined platform implants (test group), all with the same implant body geometry and 13 mm in length, were inserted in a standardized manner in the posterior maxillae of 40 patients. Radiographic bone levels were measured by two independent examiners after 6, 12, and 18 months of prosthetic loading. Buccal soft tissue height was measured at the time of abutment connection and 18 months later. Results: After 18 months of loading, all 80 implants were clinically osseointegrated in the 40 participating patients. Radiographic evaluation showed mean bone losses of 0.5 +/- 0.1 mm (range, 0.3 to 0.7 mm) and 1.6 +/- 0.3 mm (range, 1.1 to 2.2 mm) for test and control implants, respectively. Soft tissue height showed a significant mean decrease of 2.4 mm in the control group, compared to 0.6 mm around the test implants. Conclusions: After 18 months, significantly greater bone loss was observed at implants restored according to the conventional external-hexagon protocol compared to the platform-switching concept. In addition, decreased soft tissue height was associated with the external-hexagon implants versus the platform-switched implants. INT J ORAL MAXILLOFAC IMPLANTS 2012;27:927-934.
Resumo:
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.
Resumo:
The elephant walk model originally proposed by Schutz and Trimper to investigate non-Markovian processes led to the investigation of a series of other random-walk models. Of these, the best known is the Alzheimer walk model, because it was the first model shown to have amnestically induced persistence-i.e. superdiffusion caused by loss of memory. Here we study the robustness of the Alzheimer walk by adding a memoryless stochastic perturbation. Surprisingly, the solution of the perturbed model can be formally reduced to the solutions of the unperturbed model. Specifically, we give an exact solution of the perturbed model by finding a surjective mapping to the unperturbed model. Copyright (C) EPLA, 2012
Resumo:
Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.
Resumo:
Abstract Background Overflow metabolism is an undesirable characteristic of aerobic cultures of Saccharomyces cerevisiae during biomass-directed processes. It results from elevated sugar consumption rates that cause a high substrate conversion to ethanol and other bi-products, severely affecting cell physiology, bioprocess performance, and biomass yields. Fed-batch culture, where sucrose consumption rates are controlled by the external addition of sugar aiming at its low concentrations in the fermentor, is the classical bioprocessing alternative to prevent sugar fermentation by yeasts. However, fed-batch fermentations present drawbacks that could be overcome by simpler batch cultures at relatively high (e.g. 20 g/L) initial sugar concentrations. In this study, a S. cerevisiae strain lacking invertase activity was engineered to transport sucrose into the cells through a low-affinity and low-capacity sucrose-H+ symport activity, and the growth kinetics and biomass yields on sucrose analyzed using simple batch cultures. Results We have deleted from the genome of a S. cerevisiae strain lacking invertase the high-affinity sucrose-H+ symporter encoded by the AGT1 gene. This strain could still grow efficiently on sucrose due to a low-affinity and low-capacity sucrose-H+ symport activity mediated by the MALx1 maltose permeases, and its further intracellular hydrolysis by cytoplasmic maltases. Although sucrose consumption by this engineered yeast strain was slower than with the parental yeast strain, the cells grew efficiently on sucrose due to an increased respiration of the carbon source. Consequently, this engineered yeast strain produced less ethanol and 1.5 to 2 times more biomass when cultivated in simple batch mode using 20 g/L sucrose as the carbon source. Conclusion Higher cell densities during batch cultures on 20 g/L sucrose were achieved by using a S. cerevisiae strain engineered in the sucrose uptake system. Such result was accomplished by effectively reducing sucrose uptake by the yeast cells, avoiding overflow metabolism, with the concomitant reduction in ethanol production. The use of this modified yeast strain in simpler batch culture mode can be a viable option to more complicated traditional sucrose-limited fed-batch cultures for biomass-directed processes of S. cerevisiae.