Mechanical Blocking Mechanism for the Columnar to Equiaxed Transition

Mechanical blocking of the columnar front during the columnar to equiaxed transition (CET) is studied by quantitatively comparing the CET positions obtained with one stochastic model and two deterministic models for the unidirectional solidification of an Al-7 (wt pct) Si alloy. One of the deterministic models is based on the solutal blocking of the columnar front, whereas the other model is based on the mechanical blocking. The solutal-blocking model and the mechanical-blocking model with the traditional blocking fraction of 0.49 give columnar zones larger than those predicted with the stochastic model. When a blocking fraction of 0.2 is adopted, however, the agreement is very good for a range of nucleation undercoolings and number density of equiaxed grains. Therefore, changing the mechanical-blocking fraction in deterministic models from 0.49 to 0.2 seems to model more accurately the mechanical-blocking process that can lead to the CET.

Vibratory noise to the fingertip enhances balance improvement associated with light touch

Light touch of a fingertip on an external stable surface greatly improves the postural stability of standing subjects. The hypothesis of the present work was that a vibrating surface could increase the effectiveness of fingertip signaling to the central nervous system (e.g., by a stochastic resonance mechanism) and hence improve postural stability beyond that achieved by light touch. Subjects stood quietly over a force plate while touching with their right index fingertip a surface that could be either quiescent or randomly vibrated at two low-level noise intensities. The vibratory noise of the contact surface caused a significant decrease in postural sway, as assessed by center of pressure measures in both time and frequency domains. Complementary experiments were designed to test whether postural control improvements were associated with a stochastic resonance mechanism or whether attentional mechanisms could be contributing. A full curve relating body sway parameters and different levels of vibratory noise resulted in a U-like function, suggesting that the improvement in sway relied on a stochastic resonance mechanism. Additionally, no decrease in postural sway was observed when the vibrating contact surface was attached to the subject`s body, suggesting that no attentional mechanisms were involved. These results indicate that sensory cues obtained from the fingertip need not necessarily be associated with static contact surfaces to cause improvement in postural stability. A low-level noisy vibration applied to the contact surface could lead to a better performance of the postural control system.

Self-organized criticality and the predictability of human behavior

The behavior of normal individuals and psychiatric patients vary in a similar way following power laws. The presence of identical patterns of behavioral variation occurring in individuals with different levels of activity is suggestive of self-similarity phenomena. Based on these findings, we propose that the human behavior in social context can constitute a system exhibiting self-organized criticality (SOC). The introduction of SOC concept in psychological theories can help to approach the question of behavior predictability by taking into consideration their intrinsic stochastic character. Also, the ceteris paribus generalizations characteristic of psychological laws can be seen as a consequence of individual level description of a more complex collective phenomena. Although limited, this study suggests that, if an adequate level of description is adopted, the complexity of human behavior can be more easily approached and their individual and social components can be more realistically modeled. (C) 2009 Elsevier Ltd. All rights reserved.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

Vibration-enhanced posture stabilization achieved by tactile supplementation: May blind individuals get extra benefits?

Diminished balance ability poses a serious health risk due to the increased likelihood of falling, and impaired postural stability is significantly associated with blindness and poor vision. Noise stimulation (by improving the detection of sub-threshold somatosensory information) and tactile supplementation (i.e. additional haptic information provided by an external contact surface) have been shown to improve the performance of the postural control system. Moreover, vibratory noise added to the source of tactile supplementation (e.g. applied to a surface that the fingertip touches) has been shown to enhance balance stability more effectively than tactile supplementation alone. In view of the above findings, in addition to the well established consensus that blind subjects show superior abilities in the use of tactile information, we hypothesized that blind subjects may take extra benefits from the vibratory noise added to the tactile supplementation and hence show greater improvements in postural stability than those observed for sighted subjects. If confirmed, this hypothesis may lay the foundation for the development of noise-based assistive devices (e.g. canes, walking sticks) for improving somatosensation and hence prevent falls in blind individuals. (C) 2011 Elsevier Ltd. All rights reserved.

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.

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.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

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.

Predicting the columnar-to-equiaxed transition for a distribution of nucleation undercoolings

A deterministic mathematical model for steady-state unidirectional solidification is proposed to predict the columnar-to-equiaxed transition. In the model, which is an extension to the classic model proposed by Hunt [Hunt JD. Mater Sci Eng 1984;65:75], equiaxed grains nucleate according to either a normal or a log-normal distribution of nucleation undercoolings. Growth maps are constructed, indicating either columnar or equiaxed solidification as a function of the velocity of isotherms and temperature gradient. The fields A columnar and equiaxed growth change significantly with the spread of the nucleation undercooling distribution. Increasing the spread Favors columnar solidification if the dimensionless velocity of the isotherms is larger than 1. For a velocity less than 1, however, equiaxed solidification is initially favored, but columnar solidification is enhanced for a larger increase in the spread. This behavior was confirmed by a stochastic model, which showed that an increase in the distribution spread Could change the grain structure from completely columnar to 50% columnar grains. (c) 2008 Acta Materialia Inc. Published by 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.

Inhibition of Auxin Transport from the Ovary or from the Apical Shoot Induces Parthenocarpic Fruit-Set in Tomato Mediated by Gibberellins

Fruit-set in tomato (Solanum lycopersicum) depends on gibberellins and auxins (GAs). Here, we show, using the cv MicroTom, that application of N-1-naphthylphthalamic acid (NPA; an inhibitor of auxin transport) to unpollinated ovaries induced parthenocarpic fruit-set, associated with an increase of indole-3-acetic acid (IAA) content, and that this effect was negated by paclobutrazol (an inhibitor of GA biosynthesis). NPA-induced ovaries contained higher content of GA(1) (an active GA) and transcripts of GA biosynthetic genes (SlCPS, SlGA20ox1, and -2). Interestingly, application of NPA to pollinated ovaries prevented their growth, potentially due to supraoptimal IAA accumulation. Plant decapitation and inhibition of auxin transport by NPA from the apical shoot also induced parthenocarpic fruit growth of unpollinated ovaries. Application of IAA to the severed stump negated the plant decapitation effect, indicating that the apical shoot prevents unpollinated ovary growth through IAA transport. Parthenocarpic fruit growth induced by plant decapitation was associated with high levels of GA(1) and was counteracted by paclobutrazol treatment. Plant decapitation also produced changes in transcript levels of genes encoding enzymes of GA biosynthesis (SlCPS and SlGA20ox1) in the ovary, quite similar to those found in NPA-induced fruits. All these results suggest that auxin can have opposing effects on fruit-set, either inducing (when accumulated in the ovary) or repressing (when transported from the apical shoot) that process, and that GAs act as mediators in both cases. The effect of NPA application and decapitation on fruit-set induction was also observed in MicroTom lines bearing introgressed DWARF and SELF-PRUNING wild-type alleles.

Effects of bamboo stands on seed rain and seed limitation in a rainforest

Bamboos often negatively affect tree recruitment, survival, and growth, leading to arrested tree regeneration in forested habitats. Studies so far have focused on the effects of bamboos on the performance of seedlings and saplings, but the influence of bamboos on forest dynamics may start very early in the forest regeneration process by altering seed rain patterns. We tested the prediction that the density and composition of the seed rain are altered and seed limitation is higher in stands of Guadua tagoara (B or bamboo stands), a large-sized woody bamboo native from the Brazilian Atlantic Forest, compared to forest patches without bamboos (NB or non-bamboo stands). Forty 1 m(2) seed traps were set in B and NB stands, and the seed rain was monitored monthly for 1 year. The seed rain was not greatly altered by the presence of bamboos: rarefied seed species richness was higher for B stands, patterns of dominance and density of seeds were similar between stands, and differences in overall composition were slight. Seed limitation, however, was greater at B stands, likely as a resulted of reduced tree density. Despite Such reduced density, the presence of trees growing amidst and over the bamboos seems to play a key role in keeping the seeds falling in B stands because they serve as food sources for frugivores or simply as perches for them. The loss of such trees may lead to enhanced seed limitation, contributing ultimately to the self-perpetuating bamboo disturbance cycle. (C) 2008 Elsevier B,V. All rights reserved.

On the use of correlated beta random variables with animal population modelling

We give reasons why demographic parameters such as survival and reproduction rates are often modelled well in stochastic population simulation using beta distributions. In practice, it is frequently expected that these parameters will be correlated, for example with survival rates for all age classes tending to be high or low in the same year. We therefore discuss a method for producing correlated beta random variables by transforming correlated normal random variables, and show how it can be applied in practice by means of a simple example. We also note how the same approach can be used to produce correlated uniform triangular, and exponential random variables. (C) 2008 Elsevier B.V. All rights reserved.

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.