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.

Trends in aortic aneurysm- and dissection-related mortality in the state of Sao Paulo, Brazil, 1985-2009: multiple-cause-of-death analysis

Background: Aortic aneurysm and dissection are important causes of death in older people. Ruptured aneurysms show catastrophic fatality rates reaching near 80%. Few population-based mortality studies have been published in the world and none in Brazil. The objective of the present study was to use multiple-cause-of-death methodology in the analysis of mortality trends related to aortic aneurysm and dissection in the state of Sao Paulo, between 1985 and 2009. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which aortic aneurysm and dissection were listed as a cause-of-death. The variables sex, age, season of the year, and underlying, associated or total mentions of causes of death were studied using standardized mortality rates, proportions and historical trends. Statistical analyses were performed by chi-square goodness-of-fit and H Kruskal-Wallis tests, and variance analysis. The joinpoint regression model was used to evaluate changes in age-standardized rates trends. A p value less than 0.05 was regarded as significant. Results: Over a 25-year period, there were 42,615 deaths related to aortic aneurysm and dissection, of which 36,088 (84.7%) were identified as underlying cause and 6,527 (15.3%) as an associated cause-of-death. Dissection and ruptured aneurysms were considered as an underlying cause of death in 93% of the deaths. For the entire period, a significant increased trend of age-standardized death rates was observed in men and women, while certain non-significant decreases occurred from 1996/2004 until 2009. Abdominal aortic aneurysms and aortic dissections prevailed among men and aortic dissections and aortic aneurysms of unspecified site among women. In 1985 and 2009 death rates ratios of men to women were respectively 2.86 and 2.19, corresponding to a difference decrease between rates of 23.4%. For aortic dissection, ruptured and non-ruptured aneurysms, the overall mean ages at death were, respectively, 63.2, 68.4 and 71.6 years; while, as the underlying cause, the main associated causes of death were as follows: hemorrhages (in 43.8%/40.5%/13.9%); hypertensive diseases (in 49.2%/22.43%/24.5%) and atherosclerosis (in 14.8%/25.5%/15.3%); and, as associated causes, their principal overall underlying causes of death were diseases of the circulatory (55.7%), and respiratory (13.8%) systems and neoplasms (7.8%). A significant seasonal variation, with highest frequency in winter, occurred in deaths identified as underlying cause for aortic dissection, ruptured and non-ruptured aneurysms. Conclusions: This study introduces the methodology of multiple-causes-of-death to enhance epidemiologic knowledge of aortic aneurysm and dissection in Sao Paulo, Brazil. The results presented confer light to the importance of mortality statistics and the need for epidemiologic studies to understand unique trends in our own population.

Trends in aortic aneurysm- and dissection-related mortality in the state of São Paulo, Brazil, 1985–2009: multiple-cause-of-death analysis

Background: Aortic aneurysm and dissection are important causes of death in older people. Ruptured aneurysms show catastrophic fatality rates reaching near 80%. Few population-based mortality studies have been published in the world and none in Brazil. The objective of the present study was to use multiple-cause-of-death methodology in the analysis of mortality trends related to aortic aneurysm and dissection in the state of Sao Paulo, between 1985 and 2009. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which aortic aneurysm and dissection were listed as a cause-of-death. The variables sex, age, season of the year, and underlying, associated or total mentions of causes of death were studied using standardized mortality rates, proportions and historical trends. Statistical analyses were performed by chi-square goodness-of-fit and H Kruskal-Wallis tests, and variance analysis. The joinpoint regression model was used to evaluate changes in age-standardized rates trends. A p value less than 0.05 was regarded as significant. Results: Over a 25-year period, there were 42,615 deaths related to aortic aneurysm and dissection, of which 36,088 (84.7%) were identified as underlying cause and 6,527 (15.3%) as an associated cause-of-death. Dissection and ruptured aneurysms were considered as an underlying cause of death in 93% of the deaths. For the entire period, a significant increased trend of age-standardized death rates was observed in men and women, while certain non-significant decreases occurred from 1996/2004 until 2009. Abdominal aortic aneurysms and aortic dissections prevailed among men and aortic dissections and aortic aneurysms of unspecified site among women. In 1985 and 2009 death rates ratios of men to women were respectively 2.86 and 2.19, corresponding to a difference decrease between rates of 23.4%. For aortic dissection, ruptured and non-ruptured aneurysms, the overall mean ages at death were, respectively, 63.2, 68.4 and 71.6 years; while, as the underlying cause, the main associated causes of death were as follows: hemorrhages (in 43.8%/40.5%/13.9%); hypertensive diseases (in 49.2%/22.43%/24.5%) and atherosclerosis (in 14.8%/25.5%/15.3%); and, as associated causes, their principal overall underlying causes of death were diseases of the circulatory (55.7%), and respiratory (13.8%) systems and neoplasms (7.8%). A significant seasonal variation, with highest frequency in winter, occurred in deaths identified as underlying cause for aortic dissection, ruptured and non-ruptured aneurysms. Conclusions: This study introduces the methodology of multiple-causes-of-death to enhance epidemiologic knowledge of aortic aneurysm and dissection in São Paulo, Brazil. The results presented confer light to the importance of mortality statistics and the need for epidemiologic studies to understand unique trends in our own population.

Multifocal pattern electroretinography for the detection of neural loss in eyes with permanent temporal hemianopia or quadrantanopia from chiasmal compression

Aims To evaluate the ability of multifocal transient pattern electroretinography (mfPERG) to detect neural loss and assess the relationship between mfPERG and visual-field (VF) loss in eyes with chiasmal compression. Methods 23 eyes from 23 patients with temporal VF defects and band atrophy of the optic nerve and 21 controls underwent standard automated perimetry and mfPERG using a stimulus pattern of 19 rectangles, each consisting of 12 squares. The response was determined for the central rectangle, for the nasal and temporal hemifields (eight rectangles each) and for each quadrant (three rectangles) in both patients and controls. Comparisons were made using variance analysis. Correlations between VF and mfPERG measurements were verified by linear regression analysis. Results Mean +/- SD mfPERG amplitudes from the temporal hemifield (0.50 +/- 0.17 and 0.62 +/- 0.32) and temporal quadrants (superior 0.42 +/- 0.21 and 0.52 +/- 0.35, inferior 0.51 +/- 0.23 and 0.74 +/- 0.40) were significantly lower in eyes with band atrophy than in controls (0.78 +/- 0.24, 0.89 +/- 0.28, 0.73 +/- 60.26, 0.96 +/- 0.36, 0.79 +/- 0.26 and 0.91 +/- 0.31, respectively). No significant difference was observed in nasal hemifield measurements. Significant correlations (0.36-0.73) were found between VF relative sensitivity and mfPERG amplitude in different VF sectors. Conclusions mfPERG amplitude measurements clearly differentiate eyes with temporal VF defect from controls. The good correlation between mfPERG amplitudes and the severity of VF defect suggests that mfPERG may be used as an indicator of ganglion cell dysfunction.

A two-layer approximation to the Brazil Current-Intermediate Western Boundary Current System between 20 degrees S and 28 degrees S

It has been shown that the vertical structure of the Brazil Current (BC)-Intermediate Western Boundary Current (IWBC) System is dominated by the first baroclinic mode at 22 degrees S-23 degrees S. In this work, we employed the Miami Isopycnic Coordinate Ocean Model to investigate whether the rich mesoscale activity of this current system, between 20 degrees S and 28 degrees S, is reproduced by a two-layer approximation of its vertical structure. The model results showed cyclonic and anticyclonic meanders propagating southwestward along the current axis, resembling the dynamical pattern of Rossby waves superposed on a mean flow. Analysis of the upper layer zonal velocity component, using a space-time diagram, revealed a dominant wavelength of about 450 km and phase velocity of about 0.20 ms(-1) southwestward. The results also showed that the eddy-like structures slowly grew in amplitude as they moved downstream. Despite the simplified design of the numerical experiments conducted here, these results compared favorably with observations and seem to indicate that weakly unstable long baroclinic waves are responsible for most of the variability observed in the BC-IWBC system. (C) 2009 Elsevier Ltd. All rights reserved.

Two versions of the threshold contact model in two dimensions

Two versions of the threshold contact process ordinary and conservative - are studied on a square lattice. In the first, particles are created on active sites, those having at least two nearest neighbor sites occupied, and are annihilated spontaneously. In the conservative version, a particle jumps from its site to an active site. Mean-field analysis suggests the existence of a first-order phase transition, which is confirmed by Monte Carlo simulations. In the thermodynamic limit, the two versions are found to give the same results. (C) 2012 Elsevier B.V. All rights reserved.

Manifestações orais em crianças HIV, em Moçambique

O objetivo foi comparar conhecimento de homens idosos ao de adultos jovens sobre Aids, considerando escolaridade. Estudo epidemiológico, descritivo e de corte transversal, em que foram analisadas informações de 30 idosos e 62 adultos jovens sobre conceito, transmissão, prevenção, diagnóstico e tratamento de Aids, investigadas por entrevista estruturada baseada em questionário validado padronizado. Para análise de contingência e de variância, empregaram-se distribuições de frequências e testes de Qui quadrado ou exato de Fisher e teste t de Student ou Mann-Whitney em nível de significância de 0,05. Foram empregados o teste de Mantel-Haenszel, em nível de significância de 0,05, e os Odds Ratio com intervalos de confiança a 95%, para influência da escolaridade. Constataram-se percepção individual de boa saúde maior em jovens (61,3% contra 43,3% dos idosos) e atividade sexual maior em idosos (80% contra 62,9% dos jovens). Apesar disso foi menos frequente idosos afirmarem conhecimento satisfatório sobre Aids (26,7% contra 80,6% dos jovens); história de teste de HIV (13,3% contra 24,2% dos jovens) e ter recebido orientação sobre Aids (36,7% dos idosos e 98,4% dos jovens). Os idosos tinham informação insuficiente sobre HIV/Aids comparados a adultos jovens, reforçando a necessidade de maior atenção à população idosa.

Ensaio de migração de cloretos para concreto: influência do número de fatias extraídas

Ensaios de migração de cloretos são usados para mensurar a capacidade do concreto em inibir o ataque por cloretos. Muitos pesquisadores realizam esse ensaio em uma fatia de concreto extraída da parte central dos corpos de prova cilíndricos, descartando cerca de 75% do concreto usado para moldar os corpos de prova. Esse fato gerou a questão: Seria possível extrair mais fatias de um mesmo corpo de prova sem se perder a confiança nos resultados? O principal objetivo desse trabalho é responder a essa pergunta. Outro objetivo desse estudo foi mostrar a diferença da penetração de cloretos entre as faces finais e as superfícies internas das vigas e lajes de concreto. Os resultados indicaram que é possível usar mais fatias de um único corpo de prova para um teste de migração de cloretos. Além disso, foi demonstrado que houve significativa diferença da penetração de cloretos entre as superfícies acabadas (com desempenadeira - topo do corpo de prova) e as superfícies provenientes das paredes das fôrmas (base do corpo de prova).

Multivariate analysis in the maximum strength performance

This study performed an exploratory analysis of the anthropometrical and morphological muscle variables related to the one-repetition maximum (1RM) performance. In addition, the capacity of these variables to predict the force production was analyzed. 50 active males were submitted to the experimental procedures: vastus lateralis muscle biopsy, quadriceps magnetic resonance imaging, body mass assessment and 1RM test in the leg-press exercise. K-means cluster analysis was performed after obtaining the body mass, sum of the left and right quadriceps muscle cross-sectional area (Sigma CSA), percentage of the type II fibers and the 1RM performance. The number of clusters was defined a priori and then were labeled as high strength performance (HSP1RM) group and low strength performance (LSP1RM) group. Stepwise multiple regressions were performed by means of body mass, Sigma CSA, percentage of the type II fibers and clusters as predictors' variables and 1RM performance as response variable. The clusters mean +/- SD were: 292.8 +/- 52.1 kg, 84.7 +/- 17.9 kg, 19249.7 +/- 1645.5 mm(2) and 50.8 +/- 7.2% for the HSP1RM and 254.0 +/- 51.1 kg, 69.2 +/- 8.1 kg, 15483.1 +/- 1 104.8 mm(2) and 51.7 +/- 6.2 %, for the LSP1RM in the 1RM, body mass, Sigma CSA and muscle fiber type II percentage, respectively. The most important variable in the clusters division was the Sigma CSA. In addition, the Sigma CSA and muscle fiber type II percentage explained the variance in the 1RM performance (Adj R-2 = 0.35, p = 0.0001) for all participants and for the LSP1RM (Adj R-2 = 0.25, p = 0.002). For the HSP1RM, only the Sigma CSA was entered in the model and showed the highest capacity to explain the variance in the 1RM performance (Adj R-2 = 0.38, p = 0.01). As a conclusion, the muscle CSA was the most relevant variable to predict force production in individuals with no strength training background.

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

Longitudinal familial analysis of blood pressure involving parametric (co)variance functions

Abstract Background For analyzing longitudinal familial data we adopted a log-linear form to incorporate heterogeneity in genetic variance components over the time, and additionally a serial correlation term in the genetic effects at different levels of ages. Due to the availability of multiple measures on the same individual, we permitted environmental correlations that may change across time. Results Systolic blood pressure from family members from the first and second cohort was used in the current analysis. Measures of subjects receiving hypertension treatment were set as censored values and they were corrected. An initial check of the variance and covariance functions proposed for analyzing longitudinal familial data, using empirical semi-variogram plots, indicated that the observed trait dispersion pattern follows the assumptions adopted. Conclusion The corrections for censored phenotypes based on ordinary linear models may be an appropriate simple model to correct the data, ensuring that the original variability in the data was retained. In addition, empirical semi-variogram plots are useful for diagnosis of the (co)variance model adopted.

Morphologic micro–computed tomography analysis of mandibular premolars with three root canals

Introduction: This study aimed to describe the anatomy of mandibular premolars with type IX canal configuration by using micro–computed tomography. Methods: Mandibular premolars with radicular grooves (n = 105) were scanned, and 16 teeth with type IX configuration were selected. Number and location of canals, distances between anatomic landmarks, occurrence of apical delta, root canal fusion, and furcation canals, as well as 2-dimensional (area, perimeter, roundness, major and minor diameters) and 3-dimensional (volume, surface area, and structuremodel index) analysis were performed. Data were statistically compared by using analysis of variance and Kruskal-Wallis tests (a = 0.05). Results: Overall, specimens had 1 root with a main canal that divided into mesiobuccal, distobuccal, and lingual canals at the furcation level. Mean length of the teeth was 22.9 2.06 mm, and the configuration of the pulp chamber was mostly triangle-shaped. Mean distances from the furcation to the apex and cementoenamel junction were 9.14 2.07 and 5.59 2.19 mm, respectively. Apical delta, root canal fusion, and furcation canals were present in 4, 5, and 10 specimens, respectively. No statistical differences were found in the 2-dimensional and 3-dimensional analyses between root canals (P > .05). Conclusions: Type IX configuration of the root canal system was found in 16 of 105 mandibular premolars with radicular grooves. Most of the specimens had a triangle-shaped pulp chamber. Within this anatomic configuration, complexities of the root canal systems such as the presence of furcation canals, fusion of canals, oval-shaped canals in the apical third, small orifices at the pulp chamber level, and apical delta were also observed