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.

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.

Obesity due to Melanocortin 4 Receptor (MC4R) Deficiency Is Associated with Increased Linear Growth and Final Height, Fasting Hyperinsulinemia, and Incompletely Suppressed Growth Hormone Secretion

Context: Melanocortin receptor 4 (MC4R) deficiency is characterized by increased linear growth greater than expected for the degree of obesity. Objective: The objective of the investigation was to study the somatotroph axis in obese MC4R-deficient patients and equally obese controls. Patients and Methods: We obtained anthropometric measurements and insulin concentrations in 153 MC4R-deficient subjects and 1392 controls matched for age and severity of obesity. We measured fasting IGF-I, IGF-II, IGF binding protein (IGFBP)-1, IGFBP-3, and acid-labile subunit levels in a subset of 33 MC4R-deficient patients and 36 control subjects. We examined pulsatile GH secretion in six adult MC4R-deficient subjects and six obese controls. Results: Height so score was significantly greater in MC4R-deficient children under 5 yr of age compared with controls (mean +/- SEM: 2.3 +/- 0.06 vs. 1.8 +/- 0.04, P < 0.001), an effect that persisted throughout childhood. Final height (cm) was greater in MC4R-deficient men (mean +/- SEM 173 +/- 2.5 vs. 168 +/- 2.1, P < 0.001) and women (mean 165 +/- 2.1 vs. 158 +/- 1.9, P < 0.001). Fasting IGF-I, IGF-II, acid-labile subunit, and IGFBP-3 concentrations were similar in the two groups. GH levels were markedly suppressed in obese controls, but pulsatile GH secretion was retained in MC4R deficiency. The mean maximal GH secretion rate per burst (P < 0.05) and mass per burst (P < 0.05) were increased in MC4R deficiency, consistent with increased pulsatile and total GH secretion. Fasting insulin levels were markedly elevated in MC4R-deficient children. Conclusions: In MC4R deficiency, increased linear growth in childhood leads to increased adult final height, greater than predicted by obesity alone. GH pulsatility is maintained in MC4R deficiency, a finding consistent with animal studies, suggesting a role for MC4R in controlling hypothalamic somatostatinergic tone. Fasting insulin levels are significantly higher in children carrying MC4R mutations. Both of these factors may contribute to the accelerated growth phenotype characteristic of MC4R deficiency. (J Clin Endocrinol Metab 96: E181-E188, 2011)

Focal and linear endocardial and epicardial catheter-based cryoablation of normal and infarcted ventricular tissue

Background: This study of a chronic porcine postinfarction model examined whether linear epicardial cryoablation was capable of creating large, homogenous lesions in regions of the myocardium including scarred ventricle. Endocardial and epicardial focal cryolesions were also compared to determine if there were significant differences in lesion characteristics. Methods: Eighty focal endocardial and 28 focal epicardial cryoapplications were delivered to eight normal caprine and four normal porcine ventricular myocardium, and 21 linear cryolesions were applied along the border of infarcted epicardial tissue in a chronic porcine infarct model in six swines. Results: Focal endocardial cryolesions in normal animals measured 9.7 +/- 0.4 mm (length) by 7.3 +/- 1.4 mm (width) by 4.8 +/- 0.2 mm (depth), while epicardial lesions measured 10.2 +/- 1.4 mm (length) by 7.7 +/- 2 mm (width) by 4.6 +/- 0.9 mm (depth); P > 0.05. Linear epicardial cryolesions in the chronic porcine infarct model measured 36.5 +/- 7.8 mm (length) by 8.2 +/- 1.3 mm (width) by 6.0 +/- 1.2 mm (depth). The mean depth of linear cryolesions applied to the border of the infarct scar was 7 +/- 0.7 mm, as measured by magnetic resonance imaging. Conclusions:Cryoablation can create deep lesions when delivered to the ventricular epicardium. Endocardial and epicardial cryolesions created by a focal cryoablation catheter are similar in size and depth. The ability to rapidly create deep linear cryolesions may prove to be beneficial in substrate-based catheter ablation of ventricular arrhythmias.

Assessment of linear measurements of bone for implant sites in the presence of metallic artefacts using cone beam computed tomography and multislice computed tomography

The objective was to evaluate the influence of dental metallic artefacts on implant sites using multislice and cone-beam computed tomography techniques. Ten dried human mandibles were scanned twice by each technique, with and without dental metallic artefacts. Metallic restorations were placed at the top of the alveolar ridge adjacent to the mental foramen region for the second scanning. Linear measurements (thickness and height) for each cross-section were performed by a single examiner using computer software. All mandibles were analysed at both the right and the left mental foramen regions. For the multislice technique, dental metallic artefact produced an increase of 5% in bone thickness and a reduction of 6% in bone height; no significant differences (p > 0.05) were detected when comparing measurements performed with and without metallic artefacts. With respect to the cone-beam technique, dental metallic artefact produced an increase of 6% in bone thickness and a reduction of 0.68% in bone height. No significant differences (p > 0.05) were observed when comparing measurements performed with and without metallic artefacts. The presence of dental metallic artefacts did not alter the linear measurements obtained with both techniques, although its presence made the location of the alveolar bone crest more difficult.