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.

The effects of high-intensity resistance exercise on the blood lipid profile and liver function in hypercholesterolemic hamsters

It is well established that atherogenic dyslipidemia, characterized by high levels of triglycerides (TG), total cholesterol (TC), and low-density lipoprotein (LDL) cholesterol and low levels of high-density lipoprotein (HDL) cholesterol, constitutes important risk factors for cardiovascular disease. Regular exercise has been associated with a reduced risk for metabolic diseases. However, studies supporting the concept that resistance exercise is a modifier of blood lipid parameters are often contradictory. The aim of this study was to investigate the effects of high-intensity resistance exercise on the serum levels of TG, TC, HDL and non-HDL cholesterol, glucose, and the liver function enzymes alanine aminotransferase (ALT, EC 2.6.1.2) and aspartate aminotransferase (AST, EC 2.6.1.1) in golden Syrian hamsters (Mesocricetus auratus (Waterhouse, 1839)) fed a hypercholesterolemic diet. Sedentary groups (S) and exercise groups (E) were fed a standard diet (SS and ES) or a cholesterol-enriched diet (standard plus 1% cholesterol, SC and EC). Resistance exercise was performed by jumps in the water, carrying a load strapped to the chest, representing 10 maximum repetitions (10 RM, 30 s rest, five days per week for five weeks). Mean blood sample comparisons were made by ANOVA + Tukey or ANOVA + Kruskal-Wallis tests (p < 0.05) to compare parametric and nonparametric samples, respectively. There were no differences in blood lipids between the standard diet groups (SS and ES) (p > 0.05). However, the EC group increased the glucose, non-HDL, and TC levels in comparison with the ES group. Moreover, the EC group increased the TG levels versus the SC group (p < 0.05). In addition, the ALT levels were increased only by diet treatment. These findings indicated that high-intensity resistance exercise contributed to dyslipidemia in hamsters fed a hypercholesterolemic diet, whereas liver function enzymes did not differ in regards to the exercise protocol.

ACUTE EFFECTS OF A WARM-UP INCLUDING ACTIVE, PASSIVE, AND DYNAMIC STRETCHING ON VERTICAL JUMP PERFORMANCE

Carvalho, FLP, Carvalho, MCGA, Simao, R, Gomes, TM, Costa, PB, Neto, LB, Carvalho, RLP, and Dantas, EHM. Acute effects of a warm-up including active, passive, and dynamic stretching on vertical jump performance. J Strength Cond Res 26(9): 2447-2452, 2012-The purpose of this study was to examine the acute effects of 3 different stretching methods combined with a warm-up protocol on vertical jump performance. Sixteen young tennis players (14.5 +/- 2.8 years; 175 +/- 5.6 cm; 64.0 +/- 11.1 kg) were randomly assigned to 4 different experimental conditions on 4 successive days. Each session consisted of a general and specific warm-up, with 5 minutes of running followed by 10 jumps, accompanied by one of the subsequent conditions: (a) Control Condition (CC)-5 minutes of passive rest; (b) Passive Stretching Condition (PSC)-5 minutes of passive static stretching; (c) Active Stretching Condition (ASC)-5 minutes of active static stretching; and (d) Dynamic Stretching Condition (DC)-5 minutes of dynamic stretching. After each intervention, the subjects performed 3 squat jumps (SJs) and 3 countermovement jumps (CMJs), which were measured electronically. For the SJ, 1-way repeated measures analysis of variance (CC x PSC x ASC x DC) revealed significant decreases for ASC (28.7 +/- 4.7 cm; p = 0.01) and PSC (28.7 +/- 4.3 cm; p = 0.02) conditions when compared with CC (29.9 +/- 5.0 cm). For CMJs, there were no significant decreases (p > 0.05) when all stretching conditions were compared with the CC. Significant increases in SJ performance were observed when comparing the DC (29.6 +/- 4.9 cm; p = 0.02) with PSC (28.7 +/- 4.3 cm). Significant increases in CMJ performance were observed when comparing the conditions ASC (34.0 +/- 6.0 cm; p = 0.04) and DC (33.7 +/- 5.5 cm; p = 0.03) with PSC (32.6 +/- 5.5 cm). A dynamic stretching intervention appears to be more suitable for use as part of a warm-up in young athletes.

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.

Pre Vertical Jump Performance to Regulate the Training Volume

The purpose of this study was to assess the effect of training load regulation, using the CMJ at the beginning of the session, on the total plyometric training load and the vertical jump performance. 44 males were divided into 4 groups: No Regulation Group (nRG), Regulation Group (RG), Yoked Group (YG) and Control Group (CG). The nRG received 6 weeks of plyometric training, with no adjustment in training load. The RG underwent the same training; however, the training load was adjusted according to the CMJ performance at the beginning of each session. The adjustment made in RG was replicated for the volunteers from the corresponding quartile in the YG, with no consideration given to the YG participant's condition at the beginning of its session. At the end of the training, the CMJ and SJ performance of all of the participants was reassessed. The total training load was significantly lower (p=0.036; ES=0.82) in the RG and the YG (1905 +/- 37 jumps) compared to the nRG (1926 +/- 0 jumps). The enhancement in vertical jump performance was significant for the groups that underwent the training (p<0.001). Vertical jump performance, performed at the beginning of the session, as a tool to regulate the training load resulted in a decrease of the total training load, without decreasing the long-term effects on vertical jump performance.

Subcritical fatigue in fuse networks

We obtain the Paris law of fatigue crack propagation in a fuse network model where the accumulated damage in each resistor increases with time as a power law of the local current amplitude. When a resistor reaches its fatigue threshold, it burns irreversibly. Over time, this drives cracks to grow until the system is fractured into two parts. We study the relation between the macroscopic exponent of the crack-growth rate -entering the phenomenological Paris law-and the microscopic damage accumulation exponent, gamma, under the influence of disorder. The way the jumps of the growing crack, Delta a, and the waiting time between successive breaks, Delta t, depend on the type of material, via gamma, are also investigated. We find that the averages of these quantities, <Delta a > and <Delta t >/< t(r)>, scale as power laws of the crack length a, <Delta a > proportional to a(alpha) and <Delta t >/< t(r)> proportional to a(-beta), where < t(r)> is the average rupture time. Strikingly, our results show, for small values of gamma, a decrease in the exponent of the Paris law in comparison with the homogeneous case, leading to an increase in the lifetime of breaking materials. For the particular case of gamma = 0, when fatigue is exclusively ruled by disorder, an analytical treatment confirms the results obtained by simulation. Copyright (C) EPLA, 2012

A new enrichment space for the treatment of discontinuous pressures in multi-fluid flows

In this work, a new enrichment space to accommodate jumps in the pressure field at immersed interfaces in finite element formulations, is proposed. The new enrichment adds two degrees of freedom per element that can be eliminated by means of static condensation. The new space is tested and compared with the classical P1 space and to the space proposed by Ausas et al (Comp. Meth. Appl. Mech. Eng., Vol. 199, 10191031, 2010) in several problems involving jumps in the viscosity and/or the presence of singular forces at interfaces not conforming with the element edges. The combination of this enrichment space with another enrichment that accommodates discontinuities in the pressure gradient has also been explored, exhibiting excellent results in problems involving jumps in the density or the volume forces. Copyright (c) 2011 John Wiley & Sons, Ltd.

Model for the Dynamics of the Cytoskeleton.

Particle tracking of microbeads attached to the cytoskeleton (CSK) reveals an intermittent dynamic. The mean squared displacement (MSD) is subdiffusive for small Δt and superdiffusive for large Δt, which are associated with periods of traps and periods of jumps respectively. The analysis of the displacements has shown a non-Gaussian behavior, what is indicative of an active motion, classifying the cells as a far from equilibrium material. Using Langevin dynamics, we reconstruct the dynamic of the CSK. The model is based on the bundles of actin filaments that link themself with the bead RGD coating, trapping it in an harmonic potential. We consider a one- dimensional motion of a particle, neglecting inertial effects (over-damped Langevin dynamics). The resultant force is decomposed in friction force, elastic force and random force, which is used as white noise representing the effect due to molecular agitation. These description until now shows a static situation where the bead performed a random walk in an elastic potential. In order to modeling the active remodeling of the CSK, we vary the equilibrium position of the potential. Inserting a motion in the well center, we change the equilibrium position linearly with time with constant velocity. The result found exhibits a MSD versus time ’tau’ with three regimes. The first regime is when ‘tau’ < ‘tau IND 0’, where ‘tau IND 0’ is the relaxation time, representing the thermal motion. At this regime the particle can diffuse freely. The second regime is a plateau, ‘tau IND 0’ < ‘tau’ < ‘tau IND 1’, representing the particle caged in the potential. Here, ‘tau IND 1’ is a characteristic time that limit the confinement period. And the third regime, ‘tau’ > ‘tau IND 1’, is when the particles are in the superdiffusive behavior. This is where most of the experiments are performed, under 20 frames per second (FPS), thus there is no experimental evidence that support the first regime. We are currently performing experiments with high frequency, up to 100 FPS, attempting to visualize this diffusive behavior. Beside the first regime, our simple model can reproduce MSD curves similar to what has been found experimentally, which can be helpful to understanding CSK structure and properties.