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.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Effects of mechanical properties, residual stress and indenter tip geometry on instrumented indentation data in thin films

In this work, an axisymmetric two-dimensional finite element model was developed to simulate instrumented indentation testing of thin ceramic films deposited onto hard steel substrates. The level of film residual stress (sigma(r)), the film elastic modulus (E) and the film work hardening exponent (n) were varied to analyze their effects on indentation data. These numerical results were used to analyze experimental data that were obtained with titanium nitride coated specimens, in which the substrate bias applied during deposition was modified to obtain films with different levels of sigma(r). Good qualitative correlation was obtained when numerical and experimental results were compared, as long as all film properties are considered in the analyses, and not only sigma(r). The numerical analyses were also used to further understand the effect of sigma(r) on the mechanical properties calculated based on instrumented indentation data. In this case, the hardness values obtained based on real or calculated contact areas are similar only when sink-in occurs, i.e. with high n or high ratio VIE, where Y is the yield strength of the film. In an additional analysis, four ratios (R/h(max)) between indenter tip radius and maximum penetration depth were simulated to analyze the combined effects of R and sigma(r) on the indentation load-displacement curves. In this case, or did not significantly affect the load curve exponent, which was affected only by the indenter tip radius. On the other hand, the proportional curvature coefficient was significantly affected by sigma(r) and n. (C) 2010 Elsevier B.V. All rights reserved.

EFFECT OF MOLD GEOMETRY IN MICROPARTS ELECTROFORMING BY UV-LIGA

UV-LIGA is a versatile technique which allows the fabrication of metal parts with high aspect ratio (height / width) through the combination of a photolithographic processing of a polymer and the electroforming of a metal inside the cavities engraved in the polymer. This low-cost technique is used in a variety of areas including microfluidic, optics, instrumentation, plastic molding and telecommunications, among others. To approximate Colombia to this modern technologies for materials processing, the Materials Science and Technology Group has started an appropriation process of microfabrication techniques, specifically, this paper presents the results of UV-LIGA technique implementation for the fabrication of Nickel microparts, and examine the effects of mold geometry on the growing speed and integrity of the obtained deposits, important parameters in order to achieve the fabrication of complex micrometric parts that leads to devices with commercial applications.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.

The pareto-stability concept is a natural solution concept for discrete matching markets with indifferences

In a decentralized setting the game-theoretical predictions are that only strong blockings are allowed to rupture the structure of a matching. This paper argues that, under indifferences, also weak blockings should be considered when these blockings come from the grand coalition. This solution concept requires stability plus Pareto optimality. A characterization of the set of Pareto-stable matchings for the roommate and the marriage models is provided in terms of individually rational matchings whose blocking pairs, if any, are formed with unmatched agents. These matchings always exist and give an economic intuition on how blocking can be done by non-trading agents, so that the transactions need not be undone as agents reach the set of stable matchings. Some properties of the Pareto-stable matchings shared by the Marriage and Roommate models are obtained.

Discrete dimorphism among castes of the bald-faced hornet Dolichovespula maculata (Hymenoptera: Vespidae) in different phases of the colony cycle

Morphological and physiological caste differences were compared from colonies of Dolichovespula maculata in middle and late phases of the colony cycle. The females showed three patterns of ovarian development and only females classified as queens were inseminated. In both phases, queens were larger than workers for most measures. Discriminant analyses showed high distinction of caste in both phases. We also found highly pronounced qualitative differences: workers had hairs covering the entire body whereas queens had no hair and also some colour differences in the gaster. These results indicate that D. maculata presents pre-imaginal differentiation as seen in other Vespinae, and that size variation occurs from colony to colony such that queens of one colony may be comparable to workers of a different colony although the castes are always distinguishable within colonies.

Implications of prevalent and incident diabetes mellitus on left ventricular geometry and function in the ageing heart: The MONICA/KORA Augsburg cohort study

Background and Aim: It is unclear to what extent diabetes modulates the ageing-related adaptations of cardiac geometry and function. Methods and Results: We examined 1005 adults, aged 25-74 years, from a population-based survey at baseline in 1994/5 and at follow-up in 2004/5. We compared persistently non-diabetic individuals (ND; no diabetes at baseline and at follow-up, n = 833) with incident (ID; non-diabetic at baseline and diabetic at follow-up, n = 36) and with prevalent diabetics (PD; diabetes at baseline and follow-up examination, n = 21). Left ventricular (LV) geometry and function were evaluated by echocardiography. Statistical analyses were performed with multivariate linear regression models. Over ten years the PD group displayed a significantly stronger relative increase of LV mass (+9.34% vs. +23.7%) that was mediated by a more pronounced increase of LV end-diastolic diameter (+0% vs. +6.95%) compared to the ND group. In parallel, LA diameter increased (+4.50% vs. +12.7%), whereas ejection fraction decreased (+3.02% vs. -4.92%) more significantly in the PD group. Moreover, at the follow-up examination the PD and ID groups showed a significantly worse diastolic function, indicated by a higher E/EM ratio compared with the ND group (11.6 and 11.8 vs. 9.79, respectively). Conclusions: Long-standing diabetes was associated with an acceleration of age-related changes of left ventricular geometry accumulating in an eccentric remodelling of the left ventricle. Likewise, echocardiographic measures of systolic and diastolic ventricular function deteriorated more rapidly in individuals with diabetes. (C) 2009 Elsevier B.V. All rights reserved.

SIMULATIONS OF WINDS OF WEAK-LINED T TAURI STARS: THE MAGNETIC FIELD GEOMETRY AND THE INFLUENCE OF THE WIND ON GIANT PLANET MIGRATION

By means of numerical simulations, we investigate magnetized stellar winds of pre-main-sequence stars. In particular, we analyze under which circumstances these stars will present elongated magnetic features (e.g., helmet streamers, slingshot prominences, etc). We focus on weak-lined T Tauri stars, as the presence of the tenuous accretion disk is not expected to have strong influence on the structure of the stellar wind. We show that the plasma-beta parameter (the ratio of thermal to magnetic energy densities) is a decisive factor in defining the magnetic configuration of the stellar wind. Using initial parameters within the observed range for these stars, we show that the coronal magnetic field configuration can vary between a dipole-like configuration and a configuration with strong collimated polar lines and closed streamers at the equator (multicomponent configuration for the magnetic field). We show that elongated magnetic features will only be present if the plasma-beta parameter at the coronal base is beta(0) << 1. Using our self-consistent three-dimensional magnetohydrodynamics model, we estimate for these stellar winds the timescale of planet migration due to drag forces exerted by the stellar wind on a hot-Jupiter. In contrast to the findings of Lovelace et al., who estimated such timescales using the Weber and Davis model, our model suggests that the stellar wind of these multicomponent coronae are not expected to have significant influence on hot-Jupiters migration. Further simulations are necessary to investigate this result under more intense surface magnetic field strengths (similar to 2-3 kG) and higher coronal base densities, as well as in a tilted stellar magnetosphere.

Hypo- and hyperthyroidism affect NEI concentration in discrete brain areas of adult male rats

To date, there has been only one in vitro study of the relationship between neuropeptide EI (NEI) and the hypothalamic-pituitary-thyroid (HPT) axis. To investigate the possible relationship between NEI and the HPT axis, we developed a rat model of hypothyroidism and hyperthyroidism that allows us to determine whether NEI content is altered in selected brain areas after treatment, as well as whether such alterations are related to the time of day. Hypothyroidism and hyperthyroidism, induced in male rats, with 6-propyl-1-thiouracil and L-thyroxine, respectively, were confirmed by determination of triiodothyronine, total thyroxine, and thyrotropin levels. All groups were studied at the morning and the afternoon. In rats with hypothyroidism, NEI concentration, evaluated on postinduction days 7 and 24, was unchanged or slightly elevated on day 7 but was decreased on day 24. In rats with hyperthyroidism, NEI content, which was evaluated after 4 days of L-thyroxine administration, was slightly elevated, principally in the preoptic area in the morning and in the median eminence-arcuate nucleus and pineal gland in the afternoon, the morning and afternoon NEI contents being similar in the controls. These results provide the bases to pursue the study of the interaction between NEI and the HPT axis. (C) 2011 Elsevier Inc. All rights reserved.

Discrete retinal input to the parabrachial complex of a new-world primate, the common marmoset (Callithrix jacchus)

Traditional retinal projections target three functionally complementary systems it) the brain of mammals: the primary visual system, the visuomotor integration systems and the circadian timing system. In recent years, studies in several animals have been conducted to investigate the retinal projections to these three systems, despite some evidence of additional targets. The aim of this study was to disclose a previously unknown connection between the retina and the parabrachial complex of the common marmoset, by means of the intraocular injection of cholera toxin Subunit b. A few labeled retinal fibers/terminals that are detected in the medial parabrachial portion of the marmoset brain show clear varicosities, Suggesting terminal fields. Although the possible role of these projections remains unknown, they may provide a modulation of the cholinergic parabrachial neurons which project to the thalamic dorsal lateral geniculate nucleus. (c) 2008 Elsevier Ireland Ltd. All rights reserved.

UNIFORM DISSIPATIVENESS, ROBUST SYNCHRONIZATION AND LOCATION OF THE ATTRACTOR OF PARAMETRIZED NONAUTONOMOUS DISCRETE SYSTEMS

In this series of papers, we study issues related to the synchronization of two coupled chaotic discrete systems arising from secured communication. The first part deals with uniform dissipativeness with respect to parameter variation via the Liapunov direct method. We obtain uniform estimates of the global attractor for a general discrete nonautonomous system, that yields a uniform invariance principle in the autonomous case. The Liapunov function is allowed to have positive derivative along solutions of the system inside a bounded set, and this reduces substantially the difficulty of constructing a Liapunov function for a given system. In particular, we develop an approach that incorporates the classical Lagrange multiplier into the Liapunov function method to naturally extend those Liapunov functions from continuous dynamical system to their discretizations, so that the corresponding uniform dispativeness results are valid when the step size of the discretization is small. Applications to the discretized Lorenz system and the discretization of a time-periodic chaotic system are given to illustrate the general results. We also show how to obtain uniform estimation of attractors for parametrized linear stable systems with nonlinear perturbation.

Continuum, Discrete, and Explicit Solvation Models for Describing the Low-Lying Absorption Spectrum of the Pterin Acid in Aqueous Environment

The absorption spectrum of the acid form of pterin in water was investigated theoretically. Different procedures using continuum, discrete, and explicit models were used to include the solvation effect on the absorption spectrum, characterized by two bands. The discrete and explicit models used Monte Carlo simulation to generate the liquid structure and time-dependent density functional theory (B3LYP/6-31G+(d)) to obtain the excitation energies. The discrete model failed to give the correct qualitative effect on the second absorption band. The continuum model, in turn, has given a correct qualitative picture and a semiquantitative description. The explicit use of 29 solvent molecules, forming a hydration shell of 6 angstrom, embedded in the electrostatic field of the remaining solvent molecules, gives absorption transitions at 3.67 and 4.59 eV in excellent agreement with the S(0)-S(1) and S(0)-S(2) absorption bands at of 3.66 and 4.59 eV, respectively, that characterize the experimental spectrum of pterin in water environment. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 110: 2371-2377, 2010