On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

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.

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.

Nitric oxide donor trans-[RuCl([15]aneN(4))NO]2+as a possible therapeutic approach for Chagas` disease

Background and purpose: Benznidazole (Bz) is the therapy currently available for clinical treatment of Chagas` disease. However, many strains of Trypanosoma cruzi parasites are naturally resistant. Nitric oxide (NO) produced by activated macrophages is crucial to the intracellular killing of parasites. Here, we investigate the in vitro and in vivo activities against T. cruzi, of the NO donor, trans-[RuCl([15]aneN(4))NO]2+. Experimental approach: Trans-[RuCl([15]aneN(4))NO]2+ was incubated with a partially drug-resistant T. cruzi Y strain and the anti-proliferative (epimastigote form) and trypanocidal activities (trypomastigote and amastigote) evaluated. Mice were treated during the acute phase of Chagas` disease. The anti-T. cruzi activity was evaluated by parasitaemia, survival rate, cardiac parasitism, myocarditis and the curative rate. Key results: Trans-[RuCl([15]aneN(4))NO]2+ was 10- and 100-fold more active than Bz against amastigotes and trypomastigotes respectively. Further, trans-[RuCl([15]aneN(4))NO]2+ (0.1 mM) induced 100% of trypanocidal activity (trypomastigotes forms) in vitro. Trans-[RuCl([15]aneN(4))NO]2+ induced permanent suppression of parasitaemia and 100% survival in a murine model of acute Chagas` disease. When the drugs were given alone, parasitological cures were confirmed in only 30 and 40% of the animals treated with the NO donor (3.33 mu mol center dot kg-1 center dot day-1) and Bz (385 mu mol center dot kg-1 center dot day-1), respectively, but when given together, 80% of the animals were parasitologically cured. The cured animals showed an absence of myocarditis and a normalisation of cytokine production in the sera. In addition, no in vitro toxicity was observed at the tested doses. Conclusions and implications: These findings indicate that trans-[RuCl([15]aneN(4))NO]2+ is a promising lead compound for the treatment of human Chagas` disease. This article is commented on by Machado et al., pp. 258-259 of this issue. To view this commentary visit http://dx.doi.org/10.1111/j.1476-5381.2010.00662.x and to view a related paper in this issue by Silva et al. visit http://dx.doi.org/10.1111/j.1476-5381.2010.00524.x.

Pre and post-natal exposure to ambient level of air pollution impairs memory of rats: the role of oxidative stress

The aims of this study were to evaluate whether air pollution during pre-natal and post-natal phases change habituation and short-term discriminative memories and if oxidants are involved in this process. As secondary objectives, it was to evaluate if the change of filtered to nonfiltered environment could protect the cortex of rats against oxidative stress as well as to modify the behavior of these animals. Wistar, male rats were divided into four groups (n = 12/group): pre and post-natal exposure until adulthood to filtered air (FA); pre-natal period to nonfiltered air (NFA-FA); until (21st post-natal day) and post-natal to filtered air until adulthood (PND21); prenatal to filtered air until PND21 and post-natal to nonfiltered air until adulthood (FA-NFA); pre and post-natal to nonfiltered air (NFA). After 150 days of air pollution exposure, animals were tested in the spontaneous object recognition test to evaluate short-term discriminative and habituation memories. Rats were euthanized; blood was collected for metal determination; cortex dissected for oxidative stress evaluation. There was a significant increase in malondialdehyde (MDA) levels in the NFA group when compared to other groups (FA: 1.730 +/- 0.217; NFA-FA: 1.101 +/- 0.217; FA-NFA: 1.014 +/- 0.300; NFA: 5.978 +/- 1.920 nmol MDA/mg total proteins; p = 0.007). NFA group presented a significant decrease in short-term discriminative (FA: 0.603 +/- 0.106; NFA-FA: 0.669 +/- 0.0666; FA-NFA: 0.374 +/- 0.178; NFA: -0.00631 +/- 0.106 sec; p = 0.006) and an improvement in habituation memories when compared to other groups. Therefore, exposure to air pollution during both those periods impairs short-term discriminative memory and cortical oxidative stress may mediate this process.

Paracoccin from Paracoccidioides brasiliensis; purification through affinity with chitin and identification of N-acetyl-beta-D-glucosaminidase activity

The dimorphic fungus Paracoccidioides brasiliensis is the causative agent of paracoccidioidomycosis, the most frequent systemic mycosis in Latin America. Our group has been working with paracoccin, a P. brasiliensis lectin with MM 70 kDa. which is purified by affinity, with immobilized N-acetylglucosamine (GlcNAc). Paracoccin has been described to play a role in fungal adhesion to extracellular matrix components and to induce high and persistent levels or TNF alpha. and nitric oxide production by macrophages. In the cell wall, paracoccin colocalizes with the beta-1,4-homopolymer of GlcNAc into the budding sites of the P. brasiliensis yeast cell. In this paper we present a protocol for the chitin-affinity purification or paracoccin. This procedure provided higher yields than those achieved by means of the technique based oil the affinity of this lectin with GlcNAc and had an impact on downstream assays. SDS-PAGE and Western blot analysis revealed similarities between the N-acetylglucosamine- and chitin-bound fractions, confirmed by MALDI-TOF-MS of trypsinic peptides. Western blot of two-dimensional gel electrophoresis of the yeast extract showed a major spot with M(r) 70000 and pl approximately 5.63. Moreover, an N-acetyl-beta-D-glucosaminidase activity was reported for paracoccin, thereby providing new insights into the mechanisms that lead to cell wall remodelling and opening new perspectives for its structural characterization. Copyright (C) 2009 John Wiley & Sons. Ltd.

Host preference of the bean weevil Zabrotes subfasciatus

It is largely known that the range of an insect diet is mostly determined by oviposition behavior, mainly in species with endophytic larvae such as Zabrotes subfasciatus. However, the proximate factors determining host choice and the subsequent steps leading to the expansion or reduction of the host number and occasional host shifts are largely unknown. We analyzed various factors determining host preference of Z. subfasciatus through the evaluation of: (i) oviposition preference of a wild population of Z subfasciatus on the usual host (bean) and unusual hosts (lentil, chickpea and soy), and the performance of the offspring; (ii) artificial selection for increasing preference for hosts initially less frequently chosen; (iii) comparison of oviposition behavior between two different populations (reared for similar to 30 generations in beans or chickpeas, respectively); (iv) oviposition timing on usual and unusual hosts; and (v) identification of preference hierarchies. We found that when using unusual hosts, there is no correlation between performance and preference and that the preference hierarchy changes only slightly when the population passes through several generations on the less frequently accepted host. We also found a positive response to artificial selection for increasing oviposition on the less preferred host; however, when the host-choice experiment involved two varieties of the usual host, the response was faster than when the choice involved usual and unusual hosts. Finally, beetles reared on an unusual host (chickpea) for 26 generations showed similar good fitness on both usual and unusual hosts, indicating that the use of a new host does not necessarily result in the loss of performance on the original host. Nevertheless, this population showed lower fitness on the usual host than that of the original population, suggesting an underlying partial trade-off phenomenon which may contribute to a broadening of diet of this insect species.

Synthesis, X-ray analysis and DFT study of 2-amino-3-(N-oxipiridin-4-ilsulfanil)-propionic acid dihydrate

The title compound, C(8)H(14)N(2)O(5)S 2(H(2)O), 2-amino-3-(N-oxipiridin-4-ilsulfanil)-propionic acid dihydrate, is obtained by the reaction of cysteine and 4-nitropyridine N-oxide in dimethylformamide, removing the NO(2) group from the benzene ring and releasing nitrous acid into the solution. The molecule exists as a Zwitterion. Hydrogen bond interactions involving the title molecule and water molecules allow the formation of R(5)(5)(23) edge fused rings parallel to (010). Water molecules are connected independently, forming infinite chains (wires), in square wave form, along the b-axis. The chirality of the cysteine molecule used in the synthesis is retained in the title molecule. A density functional theory (DFT) optimized structure at the B3LYP/6-311G(3df,2p) level allows comparison of calculated and experimental IR spectra.

Skull Base Cephalometric Changes in Cranial Expansion by Springs

Background: The use of springs in cranial expansion has demonstrated to be effective for craniosynostosis treatment. The spring-exerted expansile action has been observed when springs are placed both in the sagittal and parasagittal regions, mainly in scaphocephaly. In this study, a variation in cephalometric measurements under expansible spring action on the skull base was analyzed. Methods: Thirteen 4-week-old New Zealand white rabbits were divided into 4 groups: group 1, in which only amalgam markers were used (control); group 2, in which amalgam markers were used, and a sagittal suturectomy was performed; group 3, in which amalgam markers were used, and a sagittal suturectomy was performed with placement of expansible springs in the interparietal region; and group 4, in which markers were used, and a linear parasagittal craniectomy was performed with spring placement. All animals were killed at weeks 2, 4, 8, and 12. Radiologic control with cephalometric study was performed. Results: Distraction of amalgam markers in the groups with springs was greater than in those without springs. A proportional change in the angles measured through craniometry was observed in these groups. Conclusions: The experimental rabbit model was shown to be adequate to the analysis proposed by the study. Under the action of springs, the groups with sagittal and parasagittal osteotomy were found to present a similar distraction of amalgam markers. A concomitant change in cephalometric measurements occurred, suggesting a change in the skull base mediated by expansible springs placed both in the sutural and nonsutural sites.

Peptides containing T cell epitopes, derived from Sm14, but not from paramyosin, induce a Th1 type of immune response, reduction in liver pathology and partial protection against Schistosoma mansoni infection in mice

Sm14 and paramyosin are two major Schistosoma mansoni vaccine candidate antigens. Recently, we have identified Sm14 and paramyosin epitopes that are recognized by T cells of resistant individuals living in endemic areas for schistosomiasis. Herein, mice were immunized with these peptides separately or in association in order to evaluate their vaccine potential. Immunization of mice with Sm14 peptides alone or mixed with paramyosin peptides was able to induce 26%-36.7% or 28%-29.2% of worm burden reduction, 67% or 46% of intestinal eggs reduction and also 54%-61% or 43%-52% of liver pathology reduction, respectively. Protection was associated with a Th1 type of immune response induced by Sm14 peptide immunization. In contrast, paramyosin peptide vaccination did not engender protective immunity or liver pathology reduction and immunization was associated with a Th2 type of immune response. (C) 2008 Elsevier B.V. All rights reserved.

Influence of the interaction between nodal fibroblast and breast cancer cells on gene expression

Our aim was to evaluate the interaction between breast cancer cells and nodal fibroblasts, by means of their gene expression profile. Fibroblast primary cultures were established from negative and positive lymph nodes from breast cancer patients and a similar gene expression pattern was identified, following cell culture. Fibroblasts and breast cancer cells (MDA-MB231, MDA-MB435, and MCF7) were cultured alone or co-cultured separated by a porous membrane (which allows passage of soluble factors) for comparison. Each breast cancer lineage exerted a particular effect on fibroblasts viability and transcriptional profile. However, fibroblasts from positive and negative nodes had a parallel transcriptional behavior when co-cultured with a specific breast cancer cell line. The effects of nodal fibroblasts on breast cancer cells were also investigated. MDA MB-231 cells viability and migration were enhanced by the presence of fibroblasts and accordingly, MDA-MB435 and MCF7 cells viability followed a similar pattern. MDA-MB231 gene expression profile, as evaluated by cDNA microarray, was influenced by the fibroblasts presence, and HNMT, COMT, FN3K, and SOD2 were confirmed downregulated in MDA-MB231 co-cultured cells with fibroblasts from both negative and positive nodes, in a new series of RT-PCR assays. In summary, transcriptional changes induced in breast cancer cells by fibroblasts from positive as well as negative nodes are very much alike in a specific lineage. However, fibroblasts effects are distinct in each one of the breast cancer lineages, suggesting that the inter-relationships between stromal and malignant cells are dependent on the intrinsic subtype of the tumor.

Baseline hippocampal theta oscillation speeds correlate with rate of operant task acquisition

Many lines of evidence indicate that theta rhythm, a prominent neural oscillatory mode found in the mammalian hippocampus, plays a key role in the acquisition, processing, and retrieval of memories. However, a predictive neurophysiological feature of the baseline theta rhythm that correlates with the learning rate across different animals has yet to be identified. Here we show that the mean theta rhythm speed observed during baseline periods of immobility has a strong positive correlation with the rate at which rats learn an operant task. This relationship is observed across rats, during both quiet waking (r=0.82; p<0.01) and paradoxical sleep (r=0.83; p<0.01), suggesting that the basal theta frequency relates to basic neurological processes that are important in the acquisition of operant behavior. (c) 2008 Elsevier B.V. All rights reserved.