Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

UNIVERSAL COVERING OF DRIFTLESS CONTROL SYSTEMS

Let M be a finite-dimensional manifold and Sigma be a driftless control system on M of full rank. We prove that for a given initial state x epsilon M, the covering space Gamma(Sigma, x) for a monotonic homotopy of trajectories of Sigma which is recently constructed in [1] coincides with the simply connected universal covering manifold of M and that the terminal projection epsilon(x) : Gamma(Sigma, x) -> M given by epsilon(x) ([alpha]) = alpha(1) is a covering mapping.

Nonlinear spectrum effect on the coherent control of molecular systems

This work demonstrates that the detuning of the fs-laser spectrum from the two-photon absorption band of organic materials can be used to reach further control of the two-photon absorption by pulse spectral phase manipulation. We investigate the coherent control of the two-photon absorption in imidazole-thiophene core compounds presenting distinct two-photon absorption spectra. The coherent control, performed using pulse phase shaping and genetic algorithm, exhibited different growth rates for each sample. Such distinct trends were explained by calculating the two-photon absorption probability considering the intrapulse interference mechanism, taking into account the two-photon absorption spectrum of the samples. Our results indicate that tuning the relative position between the nonlinear absorption and the pulse spectrum can be used as a novel strategy to optimize the two-photon absorption in broadband molecular systems. (C) 2011 Elsevier B.V. All rights reserved.

VSImG: A high frame rate bitmap based display system for neuroscience research

This paper describes a visual stimulus generator (VSImG) capable of displaying a gray-scale, 256 x 256 x 8 bitmap image with a frame rate of 500 Hz using a boustrophedonic scanning technique. It is designed for experiments with motion-sensitive neurons of the fly`s visual system, where the flicker fusion frequency of the photoreceptors can reach up to 500 Hz. Devices with such a high frame rate are not commercially available, but are required, if sensory systems with high flicker fusion frequency are to be studied. The implemented hardware approach gives us complete real-time control of the displacement sequence and provides all the signals needed to drive an electrostatic deflection display. With the use of analog signals, very small high-resolution displacements, not limited by the image`s pixel size can be obtained. Very slow image displacements with visually imperceptible steps can also be generated. This can be of interest for other vision research experiments. Two different stimulus files can be used simultaneously, allowing the system to generate X-Y displacements on one display or independent movements on two displays as long as they share the same bitmap image. (C) 2011 Elsevier B.V. All rights reserved.

Bond strength of a pit-and-fissure sealant associated to etch-and-rinse and self-etching adhesive systems to saliva-contaminated enamel: individual vs. simultaneous light curing

This study evaluated in vitro the shear bond strength (SBS) of a resin-based pit-and-fissure sealant [Fluroshield (F), Dentsply/Caulk] associated with either an etch-and-rinse [Adper Single Bond 2 (SB), 3M/ESPE] or a self-etching adhesive system [Clearfil S3 Bond (S3), Kuraray Co., Ltd.] to saliva-contaminated enamel, comparing two curing protocols: individual light curing of the adhesive system and the sealant or simultaneous curing of both materials. Mesial and distal enamel surfaces from 45 sound third molars were randomly assigned to 6 groups (n=15), according to the bonding technique: I - F was applied to 37% phosphoric acid etched enamel. The other groups were contaminated with fresh human saliva (0.01 mL; 10 s) after acid etching: II - SB and F were light cured separately; III - SB and F were light cured together; IV - S3 and F were light cured separately; V - S3 and F were light cured simultaneously; VI - F was applied to saliva-contaminated, acid-etched enamel without an intermediate bonding agent layer. SBS was tested to failure in a universal testing machine at 0.5 mm/min. Data were analyzed by one-way ANOVA and Fisher's test (α=0.05).The debonded specimens were examined with a stereomicroscope to assess the failure modes. Three representative specimens from each group were observed under scanning electron microscopy for a qualitative analysis. Mean SBS in MPa were: I-12.28 (±4.29); II-8.57 (±3.19); III-7.97 (±2.16); IV-12.56 (±3.11); V-11.45 (±3.77); and VI-7.47 (±1.99). In conclusion, individual or simultaneous curing of the intermediate bonding agent layer and the resin sealant did not seem to affect bond strength to saliva-contaminated enamel. S3/F presented significantly higher SBS than the that of the groups treated with SB etch-and-rinse adhesive system and similar SBS to that of the control group, in which the sealant was applied under ideal dry, noncontaminated conditions.

Central chemoreceptors and neural mechanisms of cardiorespiratory control

The arterial partial pressure (P CO2) of carbon dioxide is virtually constant because of the close match between the metabolic production of this gas and its excretion via breathing. Blood gas homeostasis does not rely solely on changes in lung ventilation, but also to a considerable extent on circulatory adjustments that regulate the transport of CO2 from its sites of production to the lungs. The neural mechanisms that coordinate circulatory and ventilatory changes to achieve blood gas homeostasis are the subject of this review. Emphasis will be placed on the control of sympathetic outflow by central chemoreceptors. High levels of CO2 exert an excitatory effect on sympathetic outflow that is mediated by specialized chemoreceptors such as the neurons located in the retrotrapezoid region. In addition, high CO2 causes an aversive awareness in conscious animals, activating wake-promoting pathways such as the noradrenergic neurons. These neuronal groups, which may also be directly activated by brain acidification, have projections that contribute to the CO2-induced rise in breathing and sympathetic outflow. However, since the level of activity of the retrotrapezoid nucleus is regulated by converging inputs from wake-promoting systems, behavior-specific inputs from higher centers and by chemical drive, the main focus of the present manuscript is to review the contribution of central chemoreceptors to the control of autonomic and respiratory mechanisms.

Modified Steels for Cold-Forming U-Bolts Used In Leaf Springs Systems

In this work, a low alloy steel and a fabrication process were developed to produce U-Bolts for commercial vehicles. Thus, initially five types of no-heat treated steel were developed with different additions of chrome, nickel, and silicon to produce strain hardening effect during cold-forming processing of the U-Bolts, assuring the required mechanical properties. The new materials exhibited a fine perlite and ferrite microstructure due to aluminum and vanadium additions, well known as grain size refiners. The mechanical properties were evaluated in a servo-hydraulic test machine system-MTS 810 according to ASTM A370-03; E739 and E08m-00 standards. The microstructure and fractography analyses of the cold-formed steels were performed by using optical and scanning electronic microscope techniques. To evaluate the performance of the steels and the production process, fatigue tests were carried out under load control (tensile-tensile), R = 0.1 and f = 30 Hz. The Weibull statistic methodology was used for the analysis of the fatigue results. At the end of this work the 0.21% chrome content steel, Alloy 2, presented the best fatigue performance.

AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. The control variable acts on the jump rate and transition measure of the PDMP, and the running and boundary costs are assumed to be positive but not necessarily bounded. Our first main result is to obtain an optimality equation for the long run average cost in terms of a discrete-time optimality equation related to the embedded Markov chain given by the postjump location of the PDMP. Our second main result guarantees the existence of a feedback measurable selector for the discrete-time optimality equation by establishing a connection between this equation and an integro-differential equation. Our final main result is to obtain some sufficient conditions for the existence of a solution for a discrete-time optimality inequality and an ordinary optimal feedback control for the long run average cost using the so-called vanishing discount approach. Two examples are presented illustrating the possible applications of the results developed in the paper.

Socioeconomic Differences in Preferences and Willingness-to-Pay for Insulin Delivery Systems in Type 1 and Type 2 Diabetes

Background: An evaluation of patients' preferences is necessary to understand the demand for different insulin delivery systems. The aim of this study was to investigate the association between socioeconomic status (SES) and patients' preferences and willingness to pay (WTP) for various attributes of insulin administration for diabetes management. Methods: We conducted a discrete choice experiment (DCE) to determine patients' preferences and their WTP for hypothetical insulin treatments. Both self-reported annual household income and education completed were used to explore differences in treatment preferences and WTP for different attributes of treatment across different levels of SES. Results: The DCE questionnaire was successfully completed by 274 patients. Overall, glucose control was the most valued attribute by all socioeconomic groups, while route of insulin delivery was not as important. Patients with higher incomes were willing to pay significantly more for better glucose control and to avoid adverse events compared to lower income groups. In addition, they were willing to pay more for an oral short-acting insulin ($Can 71.65 [95% confidence interval, $40.68, $102.62]) compared to the low income group ($Can 9.85 [95% confidence interval, 14.86, 34.56; P < 0.01]). Conversely, there were no differences in preferences when the sample was stratified by level of education. Conclusions: This study revealed that preferences and WTP for insulin therapy are influenced by income but not by level of education. Specifically, the higher the income, the greater desire for an oral insulin delivery system, whereas an inhaled route becomes less important for patients.

Traffic-Related Air Pollution and Perinatal Mortality: A Case-Control Study

BACKGROUND: Ambient levels of air pollution may affect the health of children, as indicated by studies of infant and perinatal mortality. Scientific evidence has also correlated low birth weight and preterm birth, which are important determinants of perinatal death, with air pollution. However, most of these studies used ambient concentrations measured at monitoring sites, which may not consider differential exposure to pollutants found at elevated concentrations near heavy-traffic roadways. OBJECTIVES: Our goal was to examine the association between traffic-related pollution and perinatal mortality. METHODS: We used the information collected for a case-control study conducted in 14 districts in the City of Sao Paulo, Brazil, regarding risk factors for perinatal deaths. We geocoded the residential addresses of cases (fetal and early neonatal deaths) and controls (children who survived the 28th day of life) and calculated a distance-weighted traffic density (DWTD) measure considering all roads contained in a buffer surrounding these homes. RESULTS: Logistic regression revealed a gradient of increasing risk of early neonatal death with higher exposure to traffic-related air pollution. Mothers exposed to the highest quartile of the DWTD compared with those less exposed exhibited approximately 50% increased risk (adjusted odds ratio = 1.47; 95% confidence interval, 0.67-3.19). Associations for fetal mortality were less consistent. CONCLUSIONS: These results suggest that motor vehicle exhaust exposures may be a risk factor for perinatal mortality.

Balance control in hemiparetic stroke patients: Main tools for evaluation

Balance problems in hemiparetic patients after stroke can be caused by different impairments in the physiological systems involved in Postural control, including sensory afferents, movement strategies, biomechanical constraints, cognitive processing, and perception of verticality. Balance impairments and disabilities must be appropriately addressed. This article reviews the most common balance abnormalities in hemiparetic patients with stroke and the main tools used to diagnose them.

CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

Emergent and reentrant fractional quantum Hall effect in trilayer systems in a tilted magnetic field

Magnetotransport measurements in triple-layer electron systems with high carrier density reveal fractional quantum Hall effect at total filling factors nu>2. With an in-plane magnetic field we are able to control the suppression of interlayer tunneling which causes a collapse of the integer quantum Hall plateaus at nu=2 and nu=4, and an emergence of fractional quantum Hall states with increasing tilt angles. The nu=4 state is replaced by three fractional quantum Hall states with denominator 3. The state nu=7/3 demonstrates reentrant behavior and the emergent state at nu=12/5 has a nonmonotonic behavior with increasing in-plane field. We attribute the observed fractional quantum Hall plateaus to correlated states in a trilayer system.

Structural control of gold nanoparticles self-assemblies by layer-by-layer process

This work presents a novel way to introduce gold nanoparticles (Au NPs) in a multilayer polymer produced by the layer-by-layer (LbL) assembling technique. The technique chosen shows that, depending on the pH used, different morphological structures can be obtained from monolayer or bilayer Au NPs. The MEIS and RBS techniques allowed for the modelling of the interface polymer-NPs, as well as the understanding of the interaction of LbL system, when adjusting the pH in weak polyelectrolytes. The process reveals that the optical properties of multilayer systems could be fine-tuned by controlling the addition of metallic nanoparticles, which could also modify specific polarization responses.