A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

The Cramer-Rao bound for initial conditions estimation of chaotic orbits

We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

The Kumaraswamy Weibull distribution with application to failure data

For the first time, we introduce and study some mathematical properties of the Kumaraswamy Weibull distribution that is a quite flexible model in analyzing positive data. It contains as special sub-models the exponentiated Weibull, exponentiated Rayleigh, exponentiated exponential, Weibull and also the new Kumaraswamy exponential distribution. We provide explicit expressions for the moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are derived for the mean deviations, Bonferroni and Lorenz curves, reliability and Renyi entropy. The moments of the order statistics are calculated. We also discuss the estimation of the parameters by maximum likelihood. We obtain the expected information matrix. We provide applications involving two real data sets on failure times. Finally, some multivariate generalizations of the Kumaraswamy Weibull distribution are discussed. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

General results for the beta-modified Weibull distribution

We study in detail the so-called beta-modified Weibull distribution, motivated by the wide use of the Weibull distribution in practice, and also for the fact that the generalization provides a continuous crossover towards cases with different shapes. The new distribution is important since it contains as special sub-models some widely-known distributions, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among several others. It also provides more flexibility to analyse complex real data. Various mathematical properties of this distribution are derived, including its moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are also derived for the chf, mean deviations, Bonferroni and Lorenz curves, reliability and entropies. The estimation of parameters is approached by two methods: moments and maximum likelihood. We compare by simulation the performances of the estimates from these methods. We obtain the expected information matrix. Two applications are presented to illustrate the proposed distribution.

Rubus rosaefolius Extract as a Natural Preservative Candidate in Topical Formulations

Even though the synthetic preservatives may offer a high antimicrobial efficacy, they are commonly related to adverse reactions and regarded as having potentially harmful effects caused by chronic consumption. The development of natural preservatives provides a way of reducing the amount of synthetic preservatives normally used in pharmaceutical and cosmetic preparations. In addition, these agents have less toxic effects and represent a possible natural and safer alternative of the preservatives. The purpose of this research was to evaluate the Rubus rosaefolius Smith extract efficiency as a natural preservative in base formulations. Of the extract, 0.2% (w/w) was assayed for its effectiveness of antimicrobial protection in two different base formulations (emulsion and gel). The microbial challenge test was performed following the standard procedures proposed by The United States Pharmacopoeia 33nd, European Pharmacopoeia 6th, Japanese Pharmacopoeia 15th, and the Cosmetics, Toiletries, and Fragrance Association using standardized microorganisms. The results demonstrated that R. rosaefolius extract at the studied concentration reduced the bacterial inocula, satisfying the criterion in all formulations, even though it was not able to present an effective preservative behavior against fungi. Thus, the investigation of new natural substances with preservative properties that could be applied in pharmaceutical and cosmetic products is relevant due to the possibility of substituting or decreasing the concentration of synthetic preservatives, providing a way for the development of safer formulas for the use of consumers.

Optimization of preservative system in ophthalmic suspension with dexamethasone and polymyxin B

A simplex-lattice statistical project was employed to study an optimization method for a preservative system in an ophthalmic suspension of dexametasone and polymyxin B. The assay matrix generated 17 formulas which were differentiated by the preservatives and EDTA (disodium ethylene diamine-tetraacetate), being the independent variable: X-1 = chlorhexidine digluconate (0.010 % w/v); X-2 = phenylethanol (0.500 % w/v); X-3 = EDTA (0.100 % w/v). The dependent variable was the Dvalue obtained from the microbial challenge of the formulas and calculated when the microbial killing process was modeled by an exponential function. The analysis of the dependent variable, performed using the software Design Expert/W, originated cubic equations with terms derived from stepwise adjustment method for the challenging microorganisms: Pseudomonas aeruginosa, Burkholderia cepacia, Staphylococcus aureus, Candida albicans and Aspergillus niger. Besides the mathematical expressions, the response surfaces and the contour graphics were obtained for each assay. The contour graphs obtained were overlaid in order to permit the identification of a region containing the most adequate formulas (graphic strategy), having as representatives: X-1 = 0.10 ( 0.001 % w/v); X-2 = 0.80 (0.400 % w/v); X-3 = 0.10 (0.010 % w/v). Additionally, in order to minimize responses (Dvalue), a numerical strategy corresponding to the use of the desirability function was used, which resulted in the following independent variables combinations: X-1 = 0.25 (0.0025 % w/v); X-2 = 0.75 (0.375 % w/v); X-3 = 0. These formulas, derived from the two strategies (graphic and numerical), were submitted to microbial challenge, and the experimental Dvalue obtained was compared to the theoretical Dvalue calculated from the cubic equation. Both Dvalues were similar to all the assays except that related to Staphylococcus aureus. This microorganism, as well as Pseudomonas aeruginosa, presented intense susceptibility to the formulas independently from the preservative and EDTA concentrations. Both formulas derived from graphic and numerical strategies attained the recommended criteria adopted by the official method. It was concluded that the model proposed allowed the optimization of the formulas in their preservation aspect.

On recent developments in the theory of abstract differential equations with fractional derivatives

This note is motivated from some recent papers treating the problem of the existence of a solution for abstract differential equations with fractional derivatives. We show that the existence results in [Agarwal et al. (2009) [1], Belmekki and Benchohra (2010) [2], Darwish et al. (2009) [3], Hu et al. (2009) [4], Mophou and N`Guerekata (2009) [6,7], Mophou (2010) [8,9], Muslim (2009) [10], Pandey et al. (2009) [11], Rashid and El-Qaderi (2009) [12] and Tai and Wang (2009) [13]] are incorrect since the considered variation of constant formulas is not appropriate. In this note, we also consider a different approach to treat a general class of abstract fractional differential equations. (C) 2010 Elsevier Ltd. All rights reserved.

Existence of asymptotically almost automorphic solutions to some abstract partial neutral integro-differential equations

The paper establishes the existence and uniqueness of asymptotically almost automorphic mild solution to an abstract partial neutral integro-differential equation with unbounded delay. An example is given to illustrate our results. (C) 2008 Elsevier Ltd. All rights reserved.

Loss of Ergodicity in the Transition from Annealed to Quenched Disorder in a Finite Kinetic Ising Model

We consider a kinetic Ising model which represents a generic agent-based model for various types of socio-economic systems. We study the case of a finite (and not necessarily large) number of agents N as well as the asymptotic case when the number of agents tends to infinity. The main ingredient are individual decision thresholds which are either fixed over time (corresponding to quenched disorder in the Ising model, leading to nonlinear deterministic dynamics which are generically non-ergodic) or which may change randomly over time (corresponding to annealed disorder, leading to ergodic dynamics). We address the question how increasing the strength of annealed disorder relative to quenched disorder drives the system from non-ergodic behavior to ergodicity. Mathematically rigorous analysis provides an explicit and detailed picture for arbitrary realizations of the quenched initial thresholds, revealing an intriguing ""jumpy"" transition from non-ergodicity with many absorbing sets to ergodicity. For large N we find a critical strength of annealed randomness, above which the system becomes asymptotically ergodic. Our theoretical results suggests how to drive a system from an undesired socio-economic equilibrium (e. g. high level of corruption) to a desirable one (low level of corruption).

Age and Method-dependent Variability of Predicted Oxygen Consumption in Congenital Heart Disease

Background and Purpose. There has been a lot of debate about the use of predicted oxygen consumption to calculate pulmonary vascular resistance using the Fick principle. We therefore comparatively analyzed predicted oxygen consumption in infants and children in specific age groups, using different methods (formulas), as an attempt to better understand the usefulness and limitations of predictions. Methods and Results. Four models (LaFarge & Miettinen, Bergstra et al., Lindahl, and Lundell et al.) were used to predict oxygen consumption in 200 acyanotic patients with congenital cardiac defects aged 0-2.0, > 2.0-4.0, > 4.0-6.0, and > 6.0-8.75 years (median 2.04 years). Significant differences were observed between the age groups (P < .001) and between the methods (P < .001), not related to diagnoses. Differences between methods were more impressive in the first age group (P < .01). In patients aged 0-2.0 years, the lowest values of oxygen consumption (corresponding to the highest estimates of pulmonary vascular resistance) were obtained with the method of Lindahl; above this age, any method except that of Lundell et al. Conclusions. Although measuring oxygen consumption is always preferable, a rational use of predictions, using different methods, may be of help in situations where measurements are definitely not possible.

Nomograms of fetal thyroid measurements estimated by 2-dimensional sonography

Purpose. To build nomograms of fetal thyroid circumference (FTC), fetal thyroid area (FTA), and fetal thyroid transverse diameter (FTTD) throughout gestational age (GA). Method. Between January 2006 and July 2006, FTC, FTA, and FTTD were measured once in 196 normal fetuses examined at a GA of 22-35 weeks. Inclusion criteria were a healthy mother with normal maternal thyrotropin level during pregnancy, a singleton pregnancy with normal fetal morphology on sonography, and GA confirmed via first-trimester sonographic examination. Results. Mean FTC, FTA, and FTTD ranged from 3.21 cm, 0.58 cm(2), and 1.19 cm at 22 weeks to 5.11 cm, 1.69 cm(2), and 1.89 cm at 35 weeks, respectively. Linear regression analysis yielded the following formulas for FTC, FTA, and FTTD according to GA: FTC (cm) = 0.146 X GA (weeks); FTA (cm(2)) = -1.289 + 0.085 X GA (weeks); FTTD (cm) = 0.054 X GA (weeks). The following logarithmic formulas were obtained for the expected fetal thyroid measurements according to estimated fetal weight (FW): FTC (cm) = -4.791 + 1.265 X logN FW; FTA (cm(2)) = -1.676 + 0.455 X logN FW; and FTTD (cm) = 0.399 + 0.001 X logN FW. Conclusion. We describe new nomograms of fetal thyroid measurements throughout gestation that may be useful in case of thyroid dysfunction. (C) 2008 Wiley Periodicals, Inc.

A general hazard model for lifetime data in the presence of cure rate

Historically, the cure rate model has been used for modeling time-to-event data within which a significant proportion of patients are assumed to be cured of illnesses, including breast cancer, non-Hodgkin lymphoma, leukemia, prostate cancer, melanoma, and head and neck cancer. Perhaps the most popular type of cure rate model is the mixture model introduced by Berkson and Gage [1]. In this model, it is assumed that a certain proportion of the patients are cured, in the sense that they do not present the event of interest during a long period of time and can found to be immune to the cause of failure under study. In this paper, we propose a general hazard model which accommodates comprehensive families of cure rate models as particular cases, including the model proposed by Berkson and Gage. The maximum-likelihood-estimation procedure is discussed. A simulation study analyzes the coverage probabilities of the asymptotic confidence intervals for the parameters. A real data set on children exposed to HIV by vertical transmission illustrates the methodology.

Reference distribution of the bioelectrical impedance vector in healthy term newborns

Bioelectrical impedance vector analysis (BIVA) is a new method that is used for the routine monitoring of the variation in body fluids and nutritional status with assumptions regarding body composition values. The aim of the present study was to determine bivariate tolerance intervals of the whole-body impedance vector and to describe phase angle (PA) values for healthy term newborns aged 7-28 d. This descriptive cross-sectional study was conducted on healthy term neonates born at a low-risk public maternity. General and anthropometric neonatal data and bioelectrical impedance data (800 mu A-50 kHz) were obtained. Bivariate vector analysis was conducted with the resistance-reactance (RXc) graph method. The BIVA software was used to construct the graphs. The study was conducted on 109 neonates (52.3% females) who were born at term, adequate for gestational age, exclusively breast-fed and aged 13 (SD 3.6) d. We constructed one standard, reference, RXc-score graph and RXc-tolerance ellipses (50, 75 and 95 %) that can be used with any analyser. Mean PA was 3.14 (SD 0.43)degrees (3.12 (SD 0.39)degrees for males and 3.17 (SD 0.48)degrees for females). Considering the overlapping of ellipses of males and females with the general distribution, a graph for newborns aged 7-28 d with the same reference tolerance ellipse was defined for boys and girls. The results differ from those reported in the literature probably, in part, due to the ethnic differences in body composition. BIVA and PA permit an assessment without the need to know body weight and the prediction error of conventional impedance formulas.