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.

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.

Pitfalls driven by the sole use of local updates in dynamical

The recent claim that the exit probability (EP) of a slightly modified version of the Sznadj model is a continuous function of the initial magnetization is questioned. This result has been obtained analytically and confirmed by Monte Carlo simulations, simultaneously and independently by two different groups (EPL, 82 (2008) 18006; 18007). It stands at odds with an earlier result which yielded a step function for the EP (Europhys. Lett., 70 (2005) 705). The dispute is investigated by proving that the continuous shape of the EP is a direct outcome of a mean-field treatment for the analytical result. As such, it is most likely to be caused by finite-size effects in the simulations. The improbable alternative would be a signature of the irrelevance of fluctuations in this system. Indeed, evidence is provided in support of the stepwise shape as going beyond the mean-field level. These findings yield new insight in the physics of one-dimensional systems with respect to the validity of a true equilibrium state when using solely local update rules. The suitability and the significance to perform numerical simulations in those cases is discussed. To conclude, a great deal of caution is required when applying updates rules to describe any system especially social systems. Copyright (C) EPLA, 2011

Correlation Between Autofluorescence Intensity and Tumor Area in Mice Bearing Renal Cell Carcinoma

Protoporphyrin IX (PpIX) is a porphyrin derivative that is accumulated in cancerous tissue in consequence of the tumor-specific metabolic alterations. The aim of this study was to evaluate the accumulation of PpIX in mice bearing renal cell carcinoma by spectroscopy analysis. A total of 24 male Balb/c mice, 6 weeks old, were divided into six groups: Normal (without inoculation of tumor cells) and 4, 8, 13, 16, and 20 days after inoculation of tumor cells. The orthotopic tumor model of renal cancer was used. Murine renal cell carcinoma (Renca cells) were inoculated into the subcapsular space of the kidney. Normal and tumor-bearing kidneys in different progression stages were removed and analyzed by ex-vivo spectroscopy and by microscopy, for tumor histometric analysis. Emission spectra were obtained by exciting the samples at 405 nm. Significant differences between normal and tumor-bearing kidneys in autofluorescence shape occurred in the 600-700 nm spectral region. A good correlation was found between emission band intensity at 635 nm and the tumor area.

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.

Using a New Criterion to Identify Sites for Mean Soil Water Storage Evaluation

Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.

Using indicators of deforestation and land-use dynamics to support conservation strategies: A case study of central Rondonia, Brazil

In Rondonia State, Brazil, settlement processes have cleared 68,000 km 2 of tropical forests since the 1970s. The intensity of deforestation has differed by region depending on driving factors like roads and economic activities. Different histories of land-use activities and rates of change have resulted in mosaics of forest patches embedded in an agricultural matrix. Yet, most assessments of deforestation and its effects on vegetation, soil and water typically focus on landscape patterns of current conditions, yet historical deforestation dynamics can influence current conditions strongly. Here, we develop and describe the use of four land-use dynamic indicators to capture historical land-use changes of catchments and to measure the rate of deforestation (annual deforestation rate), forest regeneration level (secondary forest mean proportion), time since disturbance (mean time since deforestation) and deforestation profile (deforestation profile curvature). We used the proposed indices to analyze a watershed located in central Rondonia. Landsat TM and ETM+ images were used to produce historical land-use maps of the last 18 years, each even year from 1984 to 2002 for 20 catchments. We found that the land-use dynamics indicators are able to distinguish catchments with different land-use change profiles. Four categories of historical land-use were identified: old and dominant pasture cover on small properties, recent deforestation and dominance of secondary growth, old extensive pastures and large forest remnants and, recent deforestation, pasture and large forest remnants. Knowing historical deforestation processes is important to develop appropriate conservation strategies and define priorities and actions for conserving forests currently under deforestation. (C) 2009 Elsevier B.V. All rights reserved.

What loggers leave behind: Impacts on big-leaf mahogany (Swietenia macrophylla) commercial populations and potential for post-logging recovery in the Brazilian Amazon

The sustainability of current harvest practices for high-value Meliaceae can be assessed by quantifying logging intensity and projecting growth and survival by post-logging populations over anticipated intervals between harvests. From 100%-area inventories of big-leaf mahogany (Swietenia macrophylla) covering 204 ha or more at eight logged and unlogged forest sites across southern Brazilian Amazonia, we report generally higher landscape-scale densities and smaller population-level mean diameters in eastern forests compared to western forests, where most commercial stocks survive. Density of trees >= 20 cm diameter varied by two orders of magnitude and peaked at 1.17 ha(-1). Size class frequency distributions appeared unimodal at two high-density sites, but were essentially arnodal or flat elsewhere; diameter increment patterns indicate that populations were multi- or all-aged. At two high-density sites, conventional logging removed 93-95% of commercial trees (>= 45 cm diameter at the time of logging), illegally eliminated 31-47% of sub-merchantable trees, and targeted trees as small as 20 cm diameter. Projected recovery by commercial stems during 30 years after conventional logging represented 9.9-37.5% of initial densities and was highly dependent on initial logging intensity and size class frequency distributions of commercial trees. We simulated post-logging recovery over the same period at all sites according to the 2003 regulatory framework for mahogany in Brazil, which raised the minimum diameter cutting limit to 60 cm and requires retention during the first harvest of 20% of commercial-sized trees. Recovery during 30 years ranged from approximately 0 to 31% over 20% retention densities at seven of eight sites. At only one site where sub-merchantable trees dominated the population did the simulated density of harvestable stems after 30 years exceed initial commercial densities. These results indicate that 80% harvest intensity will not be sustainable over multiple cutting cycles for most populations without silvicultural interventions ensuring establishment and long-term growth of artificial regeneration to augment depleted natural stocks, including repeated tending of outplanted seedlings. Without improved harvest protocols for mahogany in Brazil as explored in this paper, future commercial supplies of this species as well as other high-value tropical timbers are endangered. Rapid changes in the timber industry and land-use in the Amazon are also significant challenges to sustainable management of mahogany. (C) 2007 Elsevier B.V. All rights reserved.

South American leaf blight intensity evaluated in six clones of young and adult rubber trees in the Vale do Ribeira region, Sao Paulo state, Brazil

Rubber tree clones present different intensity of symptoms, depending on their age. This is mostly clearly seen in the presence or absence of old leaves with ascopores, corresponding to flows of new and susceptible leaves. The objective of this work was to evaluate the intensity of symptoms of south American leaf blight (SALB) in six rubber tree clones, one and eight years old, in the Vale do Ribeira region, Sao Paulo state. The results Showed that clones FX 3864, RRIM 600, IAN 873 and IAN 717 Suffered more attacks when young, and RRIM 600, IAN 717 and FX 3864 when adult. The clone IAN 873 showed the smallest amounts of disease in the adult phase, due to uniform change in the leaves and a compact flow of new leaves, which happened during a season that was unfavorable to pathogen infection, presenting the phenomenon of avoidance or evasion in time.

The potential for increasing rubber production by matching tapping intensity to leaf area index

Understanding resource capture can help design appropriate species combinations, planting designs and management. Leaf area index (LAI) and its longevity are the most important factors defining dry matter production and thus growth and productivity. The ecophysiological modifications and yield of rubber (Hevea spp.) in an agroforestry system (AFS) with beans (Phaseolus vulgaris L.) were studied. The experiment was established in Southeast-Brazil, with three rubber cultivars: IAN 3087, RRIM 600 and RRIM 527. The AFS comprised double rows of rubber trees along with beans sown in autumn and winter seasons in 1999. There was about 50% higher rubber yield per tree in the AFS than the rubber monoculture. Trees within the AFS responded to higher solar radiation availability with higher LAI and total foliage area, allowing its greater interception. All three cultivars had higher LAI in the AFS than monoculture, reaching maximum values in the AFS between April and May of 3.17 for RRIM 527; 2.83 for RRIM 600 and 2.28 for IAN 3087. The maximum LAI values for monocrop rubber trees were: 2.65, 2.62 and 1.99, respectively, for each cultivar. Rubber production and LAI were positively correlated in both the AFS and monoculture but leaf fall of rubber trees in the AFS was delayed and total phytomass was larger. It is suggested that trees in the AFS were under exploited and could yield more without compromising their life cycle if the tapping system was intensified. This shows how knowledge of LAI can be used to manage tapping intensity in the field, leading to higher rubber yield.

Nutrition in bean plants and anthracnose intensity in function of silicon and copper application.

Nutrition in bean plants and anthracnose intensity in function of silicon and copper application. The objective of this work was to evaluate the effect of calcium silicate and copper sulfate on anthracnose intensity and nutrition of bean plants. The experiment was conducted using an experimental design in randomized blocks following a 4 x 4 factorial arrangement , (four levels of calcium silicate and four levels of copper sulfate) and two additional treatments (plants without inoculation and plants sprinkled with Benomyl). Four evaluations of the incidence and severity of anthracnose were done, in addition to measuring, total leaf area. At the end of the evaluations, incidence: and data were integrated over time, obtaining the area under disease progress curve (AUDPC). Contents of N, P, K, Ca, Mg, B, Cu, Fe, Mn, Zn, Si and lignin were determined in the aerial Part. A linear decrease of the intensity AUDPC was observed with the increase of the doses of calcium silicate. The severity AUDPC was influenced by the doses of copper, obtaining a reduction of 35% on the higher dosage. The supply of silicon and copper altered the content of the K, mg, S, Zn, Ca and Si in the aerial part of the bean plants.

Effect of Toasting Intensity at Cooperage on Phenolic Compounds in Acacia (Robinia pseudoacacia) Heartwood

The phenolic composition of heartwood from Robinia pseudoacacia, commonly known as false acacia, before and after toasting in cooperage was studied by HPLC-DAD and HPLC-DAD/ESI-MS/MS. A total of 41 flavonoid and nonflavonoid compounds were identified, some tentatively, and quantified. Seasoned acacia wood showed high concentrations of flavonoid and low levels of nonflavonoid compounds, the main compounds being the dihydroflavonols dihydrorobinetin, fustin, tetrahydroxy, and trihydroxymethoxy dihydroflavonol, the flavonol robinetin, the flavanones robtin and butin, and a leucorobinetinidin, none of which are found in oak wood. The low molecular weight (LMW) phenolic compounds present also differed from those found in oak, since compounds with a beta-resorcylic structure, gallic related compounds, protocatechuic aldehyde, and some hydroxycinnamic compounds are included, but only a little gallic and ellagic acid. Toasting changed the chromatographic profiles of extracts spectacularly. Thus, the toasted acacia wood contributed flavonoids and condensed tannins (prorobinetin type) in inverse proportion to toasting intensity, while LMW phenolic compounds were directly proportional to toasting intensity, except for gallic and ellagic acid and related compounds. Even though toasting reduced differences between oak and acacia, particular characteristics of this wood must be taken into account when considering its use in cooperage: the presence of flavonoids and compounds with beta-resorcylic structure and the absence of hydrolyzable tannins.

SENSORY APPROACH TO MEASURE FRAGRANCE INTENSITY ON THE SKIN

Sensory analysis is a precise and descriptive measuring technique to quantify human responses to stimuli. Odor, one of these stimuli, is basically the result of the interaction between a chemical stimulus and the olfactory receptor system, which can be described using a number of different dimensions and measures through different sensory tests: threshold, intensity and quality. To measure fragrance performance on the skin, these parameters are very important, but the main attribute to be evaluated is substantivity, thus the importance of the sensory scale chosen to measure perception, discriminate different intensities and determine the substantivity of the fragrance. Some studies comparing the labeled magnitude scale (LMS) with other magnitude scales and their derivations showed that the use of the LMS scale to measure fragrance intensity could semantically understand the intensity of the stimulus. Tests using this scale confirmed the applicability and efficiency of the LMS. PRACTICAL APPLICATIONS The objective of this article is to review the techniques used to measure odor and fragrance intensities applied on the skin. The review shows general sensory techniques and their goals, the newest olfactory mechanism and its contribution to sensory evaluation and which attributes should be considered to measure odor. Substantivity/retentivity or longevity can be regarded as the most important attributes if you want to measure fragrance performance on the skin. Past studies showed different scales tested to measure odor, and some of them demonstrated that the labeled magnitude scale is very suitable to measure fragrance on the skin.

Prospective ultramorphological characterization of human hair by optical coherence tomography

Background/purpose The continuous advancement in cosmetic science has led to an increasing demand for the development of non-invasive, reliable scientific techniques directed toward claim substantiation, which is of utmost relevance, to obtain data regarding the efficacy and safety of cosmetic products. Methods In this work, we used the optical coherence tomography (OCT) technique to produce in vitro transversal section-images of human hair. We also compared the OCT signal before and after chemical treatment with an 18% w/w ammonium thioglycolate solution. Results The mean diameter of the medulla was 29 +/- 7 mu m and the hair diameter was 122 +/- 16 mu m in our samples of standard Afro-ethnic hair. A three-dimensional (3D) image was constructed starting from 601 cross-sectional images (slices). Each slice was taken in steps of 6.0 mu m at eight frames per second, and the entire 3D image was constructed in 60 s. Conclusion It was possible to identify, using the A-scan protocol, the principal structures: the cuticle, cortex and medulla. After chemical treatment, it was not possible to identify the main structures of hair fiber due to index matching promoted by deleterious action of the chemical agent.

Influence of storage temperature on cooling intensity of topical emulsions containing encapsulated menthol

The cooling intensity of topical emulsions added with encapsulated or free menthol was evaluated by a screened and trained panel recruited based on the American Society for Testing and Materials method. A sensory panel composed of 10 trained judges performed the evaluation of samples stored at 22 +/- 2C for 24 h and, after 28 days of storage, at 37.0 +/- 0.5C. The obtained data were analyzed by analysis of variance and Tukey`s test. The results showed an increase of cooling intensity as a function of encapsulated menthol concentration. The opposite was observed in samples added with free menthol, which may have caused sensory fatigue. Storage at 37 +/- 0.5C for 28 days had no impact on the cooling intensity of emulsions containing encapsulated menthol, demonstrating high stability and suggesting its application in cooling skin care products. In contrast, emulsions added with free menthol showed a drastic decrease of cooling intensity at 37 +/- 0.5C..