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.

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.

Regression models for grouped survival data: Estimation and sensitivity analysis

In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.

Simulation of irrigated Thanzania grass growth based on photothermal units, nitrogen fertilization and water availability

Simulation of irrigated Thanzania grass growth based on photothermal units, nitrogen fertilization and water availability. The mathematical model to predict the forage yield using photothennal units was utilized with success in Elephant grass, Thanzania and Brachiaria niziziensis in the absence of water stress and nitrogen stress. The aim of this study was to propose models to estimate the forage yield of Thanzania grass under different irrigation (25, 50,75, 100 e 125% of ETc) and nitrogen level in various regions of Brazil. As such, models were developed to estimate the dry matter production of Panicum maximum Jacq. frass cv Thanzania in different irrigation and nitrogen levels, using photothermal units. The models were adjusted to doses of 0, 30, 60, 110 and 270 kg of N ha(-1), doses were divided in applications after each evaluation, with a rest cycle of 35 days. The adjusted model presented good performance in predicting dry matter production of Thanzania grass, with r(2) = 0.9999. The results made it possible to verify that the proposed model can be used to predict forage production in different regions of Brazil. It can be estimated, with good precision. The production of Thanzania grass dry matter can be accurately estimated in specific places (in function of latitude and time of year), with the maximum and minimum temperature values.

Distinct conformational properties determined by implicit and explicit representation of protein-solvent interactions. An analytical and computer simulation study

In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 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.

Application of a wrist dosimeter prototype for radiation monitoring ((153)Sm) during a therapeutic procedure simulation

Gamma and beta radiation emitting radiopharmaceuticals are handled in nuclear medicine services, and in many cases there is only individual monitoring of gamma radiation. In this paper, the results obtained using a wrist dosimeter prototype (CaSO(4):Dy + Teflon pellets) show that the doses for workers occupationally exposed to beta radiation from (153)Sm are not negligible. It is important that this dose is evaluated, and it has to be taken into consideration in the individual monitoring system.

Thermal/mechanical simulation and laboratory fatigue testing of an alternative yttria tetragonal zirconia polycrystal core-veneer all-ceramic layered crown design

This study evaluated the stress levels at the core layer and the veneer layer of zirconia crowns (comprising an alternative core design vs. a standard core design) under mechanical/thermal simulation, and subjected simulated models to laboratory mouth-motion fatigue. The dimensions of a mandibular first molar were imported into computer-aided design (CAD) software and a tooth preparation was modeled. A crown was designed using the space between the original tooth and the prepared tooth. The alternative core presented an additional lingual shoulder that lowered the veneer bulk of the cusps. Finite element analyses evaluated the residual maximum principal stresses fields at the core and veneer of both designs under loading and when cooled from 900 degrees C to 25 degrees C. Crowns were fabricated and mouth-motion fatigued, generating master Weibull curves and reliability data. Thermal modeling showed low residual stress fields throughout the bulk of the cusps for both groups. Mechanical simulation depicted a shift in stress levels to the core of the alternative design compared with the standard design. Significantly higher reliability was found for the alternative core. Regardless of the alternative configuration, thermal and mechanical computer simulations showed stress in the alternative core design comparable and higher to that of the standard configuration, respectively. Such a mechanical scenario probably led to the higher reliability of the alternative design under fatigue.