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.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.

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.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

ECONOMICAL OCCUPATION OF AGRICULTURAL AREA OF PIRACICABA (SAO PAULO STATE, BRAZIL), INCLUDING RISK THROUGH LINEAR PROGRAMMING

The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

Non-linear pathways of corporate environmental management: a survey of ISO 14001-certified companies in Brazil

A study was conducted to verify whether the theory on the evolution of corporate environmental management (CEM) is applicable to organizations located in Brazil. Some of the most important proposals pertaining to the evolution of CEM were evaluated in a systematic fashion and integrated into a typical theoretical framework containing three evolutionary stages: reactive, preventive and proactive. The validity of this framework was tested by surveying 94 companies located in Brazil with ISO 14001 certification. Results indicated that the evolution of CEM tends to occur in a manner that is counter to what has generally been described in the literature. Two evolutionary stages were identified: 1) synergy for eco-efficiency and 2) environmental legislation view, which combine variables that were initially categorized into different theoretical CEM stages. These data, obtained from a direct study of Brazilian companies, suggest that the evolution of environmental management in organizations tends to occur in a non-linear fashion, requiring a re-analysis of traditional perceptions of CEM development, as suggested by Kolk and Mauser (2002). (C) 2010 Elsevier Ltd. All rights reserved.

Modeling volatile organic compounds (voc`s) adsorption onto cup-stacked carbon nanotubes (cscnt) using the linear driving force model

Modeling volatile organic compounds (voc`s) adsorption onto cup-stacked carbon nanotubes (cscnt) using the linear driving force model. Volatile organic compounds (VOC`s) are an important category of air pollutants and adsorption has been employed in the treatment (or simply concentration) of these compounds. The current study used an ordinary analytical methodology to evaluate the properties of a cup-stacked nanotube (CSCNT), a stacking morphology of truncated conical graphene, with large amounts of open edges on the outer surface and empty central channels. This work used a Carbotrap bearing a cup-stacked structure (composite); for comparison, Carbotrap was used as reference (without the nanotube). The retention and saturation capacities of both adsorbents to each concentration used (1, 5, 20 and 35 ppm of toluene and phenol) were evaluated. The composite performance was greater than Carbotrap; the saturation capacities for the composite was 67% higher than Carbotrap (average values). The Langmuir isotherm model was used to fit equilibrium data for both adsorbents, and a linear driving force model (LDF) was used to quantify intraparticle adsorption kinetics. LDF was suitable to describe the curves.

The influence of oscillations on global existence for a class of semi-linear wave equations

The goal of this paper is to study the global existence of small data solutions to the Cauchy problem for the nonlinear wave equation u(tt) - a(t)(2) Delta u = u(t)(2) - a(t)(2)vertical bar del u vertical bar(2). In particular we are interested in statements for the 1D case. We will explain how the interplay between the increasing and oscillating behavior of the coefficient will influence global existence of small data solutions. Copyright c 2011 John Wiley & Sons, Ltd.

Assessment of the differential linear coherent scattering coefficient of biological samples

New differential linear coherent scattering coefficient, mu(CS), data for four biological tissue types (fat pork, tendon chicken, adipose and fibroglandular human breast tissues) covering a large momentum transfer interval (0.07 <= q <= 70.5 nm(-1)), resulted from combining WAXS and SAXS data, are presented in order to emphasize the need to update the default data-base by including the molecular interference and the large-scale arrangements effect. The results showed that the differential linear coherent scattering coefficient demonstrates influence of the large-scale arrangement, mainly due to collagen fibrils for tendon chicken and fibroglandular breast samples, and triacylglycerides for fat pork and adipose breast samples at low momentum transfer region. While, at high momentum transfer, the mu(CS) reflects effects of molecular interference related to water for tendon chicken and fibroglandular samples and, fatty acids for fat pork and adipose samples. (C) 2009 Elsevier B.V. All rights reserved.

Immediate Locally Advanced Breast Cancer and Chest Wall Reconstruction: Surgical Planning and Reconstruction Strategies with Extended V-Y Latissimus Dorsi Myocutaneous Flap

Background: Surgical resection in locally advanced breast cancer produces large defects that may not be suitable for primary closure. Immediate reconstruction is controversial and presents a complicated scenario for breast surgeons and plastic surgeons. Methods: In this study, a different design was planned for the latissimus dorsi musculocutaneous flap with primary closure in V-Y for the correction of major lesions in the anterior chest wall. Twenty-five patients underwent immediate locally advanced breast cancer reconstruction with a V-Y latissimus dorsi musculocutaneous flap. This flap was raised from adjacent tissue located on the lateral and posterior thoracic region and presented a triangular shape whose base was the lateral aspect of the mastectomy wound. The technique was indicated in patients with large thoracic wounds. Results: Mean follow-up time was 16 months. Closure was obtained in the donor and recipient sites without the use of skin grafts or other more major procedures. Complications occurred in nine patients (36 percent), including dorsal wound dehiscence in five patients and seroma in three. All cases except one were treated by a conservative approach with a good result. No total flap loss was reported. All patients achieved a satisfactory thoracic reconstruction and adequate wound care. Conclusions: The V-Y latissimus dorsi musculocutaneous flap is a reliable technique for immediate locally advanced breast cancer reconstruction. The technique is advantageous because the V-Y design allows primary closure of the chest wound and donor defect. Success depends on patient selection, coordinated planning with the breast cancer surgeon, and careful intraoperative management. (Plast. Reconstr. Surg. 127: 2186, 2011.)

Comparison Between Perfadex and Locally Manufactured Low-Potassium Dextran Solution for Pulmonary Preservation in an Ex Vivo Isolated Lung Perfusion Model

Introduction. Lung tranplantation, a consolidated treatment for end-stage lung disease, utilizes preservation solutions, such as low potassium dextran (LPD), to mitigate ischemia reperfusion injury. We sought the local development of LPD solutions in an attempt to facilitate access and enhance usage. We also sought to evaluate the effectiveness of a locally manufactured LPD solution in a rat model of ex vivo lung perfusion. Methods. We randomized the following groups \?\adult of male Wistar rats (n = 25 each): Perfadex (LPD; Vitro life, Sweden); locally manufactured LPD-glucose (LPDnac) (Farmoterapica, Brazil), and normal saline solution (SAL) with 3 ischemic times (6, 12, and 24 hours). The harvested heart lung blocks were flushed with solution at 4 C. After storage, the blocks were connected to an IL-2 Isolated Perfused Rat or Guinea Pig Lung System (Harvard Apparatus) and reperfused with homologous blood for 60 minutes. Respiratory mechanics, pulmonary artery pressure, perfusate blood gas analysis, and lung weight were measured at 10-minute intervals. Comparisons between groups and among ischemic times were performed using analysis of variance with a 5% level of significance. Results. Lungs preserved for 24 hours were nonviable and therefore excluded from the analysis. Those preserved for 6 hours showed better ventilatory mechanics when compared with 12 hours. The oxygenation capacity was not different between lungs flushed with LPD or LPDnac, regardless of the ischemic time. SAL lungs showed higher PCO(2) values than the other solutions. Lung weight increased over time during perfusion; however, there were no significant differences among the tested solutions (LPD, P = .23; LPDnac, P = .41; SAL, P = .26). We concluded that the LPDnac solution results in gas exchange were comparable to the original LPD (Perfadex); however ventilatory mechanics and edema formation were better with LPD, particularly among lungs undergoing 6 hours of cold ischemia.

PHASE I/II STUDY OF ERLOTINIB COMBINED WITH CISPLATIN AND RADIOTHERAPY IN PATIENTS WITH LOCALLY ADVANCED SQUAMOUS CELL CARCINOMA OF THE HEAD AND NECK

Purpose: Erlotinib, an oral tyrosine kinase inhibitor, is active against head-and-neck squamous cell carcinoma (HNSCC) and possibly has a synergistic interaction with chemotherapy and radiotherapy. We investigated the safety and efficacy of erlotinib added to cisplatin and radiotherapy in locally advanced HNSCC. Methods and Materials: In this Phase I/II trial 100 mg/m(2) of cisplatin was administered on Days 8, 29, and 50, and radiotherapy at 70 Gy was started on Day 8. During Phase I, the erlotinib dose was escalated (50 mg, 100 mg, and 150 mg) in consecutive cohorts of 3 patients, starting on Day 1 and continuing during radiotherapy. Dose-limiting toxicity was defined as any Grade 4 event requiring radiotherapy interruptions. Phase 11 was initiated 8 weeks after the last Phase I enrollment. Results: The study accrued 9 patients in Phase I and 28 in Phase II; all were evaluable for efficacy and safety. No dose-limiting toxicity occurred in Phase I, and the recommended Phase 11 dose was 150 mg. The most frequent nonhematologic toxicities were nausea/vomiting, dysphagia, stomatitis, xerostomia and in-field dermatitis, acneiform rash, and diarrhea. Of the 31 patients receiving a 150-mg daily dose of erlotinib, 23 (74%; 95% confidence interval, 56.8%-86.3%) had a complete response, 3 were disease free after salvage surgery, 4 had inoperable residual disease, and 1 died of sepsis during treatment. With a median 37 months` follow-up, the 3-year progression-free and overall survival rates were 61% and 72%, respectively. Conclusions: This combination appears safe, has encouraging activity, and deserves further studies in locally advanced HNSCC. (C) 2010 Elsevier Inc.

Linear IgA dermatosis induced by pregnancy

Linear IgA disease is a rare autoimmune subepidermal bullous disorder characterized by linear IgA deposits at the epidermal basement membrane zone. According to the literature, in patients who have linear IgA disease and become pregnant, the disease tends to improve. We report a case of linear IgA disease induced by pregnancy, successfully treated with dapsone and prednisone with no adverse effects observed in the patient and her newborns.

Leptospirosis pulmonary haemorrhage syndrome is associated with linear deposition of immunoglobulin and complement on the alveolar surface

Leptospirosis is a zoonotic infection associated with severe diseases such as leptospirosis pulmonary haemorrhage syndrome (LPHS). The cause of pulmonary haemorrhage is unclear. Understanding which mechanisms and processes are involved in LPHS will be important in treatment regimens under development for this life-threatening syndrome. In the present study, we evaluated 30 lung specimens from LPHS patients and seven controls using histology and immunohistochemistry (detection of IgM, IgG, IgA and C3) in order to describe the pathological features associated with this syndrome. Immunoglobulin deposits were detected on the alveolar surface in 18/30 LPHS patients. Three staining patterns were observed for the immunoglobulins and C3 in the lung tissues of LPHS patients: AS, delicate linear staining adjacent to the alveolar surface, which was indicative of a membrane covering the luminal surface of type I and II pneumocyte cells; S, heterogeneous staining which was sporadically distributed along the alveolar septum; and IA, weak, focal intra-alveolar granular staining. Human LPHS is associated with individual and unique histological patterns that differ from those of other causes of pulmonary haemorrhage. In the present study, it was found that the linear deposition of immunoglobulins (IgA, IgG and IgM) and complement on the alveolar surface may play a role in the pathogenesis of pulmonary haemorrhage in human leptospirosis.