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.

Cutpoint selection for discretizing a continuous covariate for generalized estimating equations

We consider consider the problem of dichotomizing a continuous covariate when performing a regression analysis based on a generalized estimation approach. The problem involves estimation of the cutpoint for the covariate and testing the hypothesis that the binary covariate constructed from the continuous covariate has a significant impact on the outcome. Due to the multiple testing used to find the optimal cutpoint, we need to make an adjustment to the usual significance test to preserve the type-I error rates. We illustrate the techniques on one data set of patients given unrelated hematopoietic stem cell transplantation. Here the question is whether the CD34 cell dose given to patient affects the outcome of the transplant and what is the smallest cell dose which is needed for good outcomes. (C) 2010 Elsevier BM. 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.

STABILITY FOR RETARDED FUNCTIONAL DIFFERENTIAL EQUATIONS

It is known that retarded functional differential equations can be regarded as Banach-space-valued generalized ordinary differential equations (GODEs). In this paper, some stability concepts for retarded functional differential equations are introduced and they are discussed using known stability results for GODEs. Then the equivalence of the different concepts of stabilities considered here are proved and converse Lyapunov theorems for a very wide class of retarded functional differential equations are obtained by means of the correspondence of this class of equations with GODEs.

Discontinuous local semiflows for Kurzweil equations leading to LaSalle`s invariance principle for differential systems with impulses at variable times

In this paper, we consider an initial value problem for a class of generalized ODEs, also known as Kurzweil equations, and we prove the existence of a local semidynamical system there. Under certain perturbation conditions, we also show that this class of generalized ODEs admits a discontinuous semiflow which we shall refer to as an impulsive semidynamical system. As a consequence, we obtain LaSalle`s invariance principle for such a class of generalized ODEs. Due to the importance of LaSalle`s invariance principle in studying stability of differential systems, we include an application to autonomous ordinary differential systems with impulse action at variable times. (C) 2011 Elsevier Inc. All rights reserved.

Local influence in estimating equations

Local influence diagnostics based on estimating equations as the role of a gradient vector derived from any fit function are developed for repeated measures regression analysis. Our proposal generalizes tools used in other studies (Cook, 1986: Cadigan and Farrell, 2002), considering herein local influence diagnostics for a statistical model where estimation involves an estimating equation in which all observations are not necessarily independent of each other. Moreover, the measures of local influence are illustrated with some simulated data sets to assess influential observations. Applications using real data are presented. (C) 2010 Elsevier B.V. All rights reserved.

On the Hamilton-Jacobi equation in the framework of generalized functions

In this work we study, in the framework of Colombeau`s generalized functions, the Hamilton-Jacobi equation with a given initial condition. We have obtained theorems on existence of solutions and in some cases uniqueness. Our technique is adapted from the classical method of characteristics with a wide use of generalized functions. We were led also to obtain some general results on invertibility and also on ordinary differential equations of such generalized functions. (C) 2011 Elsevier Inc. All rights reserved.

Generalized solutions of a nonlinear parabolic equation with generalized functions as initial data

In [H. Brezis, A. Friedman, Nonlinear parabolic equations involving measures as initial conditions, J. Math. Pure Appl. (9) (1983) 73-97.] Brezis and Friedman prove that certain nonlinear parabolic equations, with the delta-measure as initial data, have no solution. However in [J.F. Colombeau, M. Langlais, Generalized solutions of nonlinear parabolic equations with distributions as initial conditions, J. Math. Anal. Appl (1990) 186-196.] Colombeau and Langlais prove that these equations have a unique solution even if the delta-measure is substituted by any Colombeau generalized function of compact support. Here we generalize Colombeau and Langlais` result proving that we may take any generalized function as the initial data. Our approach relies on recent algebraic and topological developments of the theory of Colombeau generalized functions and results from [J. Aragona, Colombeau generalized functions on quasi-regular sets, Publ. Math. Debrecen (2006) 371-399.]. (C) 2009 Elsevier Ltd. All rights reserved.

Dependence of the crossover exponent with the diffusion rate in the generalized contact process model

We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.

Fatores associados à recuperação nutricional de crianças em programa de suplementação alimentar

OBJETIVOS: Identificar os fatores associados à recuperação nutricional de crianças inscritas no Programa de Incentivo ao Combate às Carências Nutricionais (ICCN) no Município de Mogi das Cruzes. MÉTODOS: Foi realizado um ensaio institucional não controlado com 570 crianças inscritas no ICCN, que foram seguidas de julho de 1999 a julho de 2001. O estado nutricional foi avaliado segundo índice altura/idade, sendo consideradas eutróficas as crianças com escore z > - 1; de risco as que apresentaram z > - 2 e < - 1; desnutridas moderadas aquelas com z < - 2 e > - 3; e desnutridas graves as que apresentavam z < - 3. O impacto do ICCN foi analisado através de modelo multivariado com o uso de equações de estimação (GEE - Generalized Estimating Equations), sendo considerado significativo p<0,05. RESULTADOS/CONCLUSÃO: Ao final do seguimento, houve a melhora nutricional das crianças, com um gradiente, sendo maior a recuperação quanto maior a deficiência nutricional inicial. Observaram-se ganhos em altura de 1,12, 0,82, 0,57 e 0,45 desvios-padrão para as desnutridas graves, moderadas, em risco nutricional e eutróficas, respectivamente. Os fatores associados à evolução nutricional das crianças desnutridas foram a idade de 12 a 24 meses ao ingressar no ICCN, o peso ao nascer igual ou superior a 3 kg e o aleitamento materno. Os fatores associados negativamente à evolução nutricional neste grupo foram idade da mãe entre 20 a 40 anos e a ausência de trabalho remunerado materno. Para as crianças em risco, a renda familiar também se mostrou associada à melhor evolução nutricional. A experiência do ICCN em Mogi das Cruzes sugere que os programas de suplementação alimentar têm papel relevante na recuperação nutricional de desnutridos

Unconstrained Finite Element for Geometrical Nonlinear Dynamics of Shells

This paper presents a positional FEM formulation to deal with geometrical nonlinear dynamics of shells. The main objective is to develop a new FEM methodology based on the minimum potential energy theorem written regarding nodal positions and generalized unconstrained vectors not displacements and rotations. These characteristics are the novelty of the present work and avoid the use of large rotation approximations. A nondimensional auxiliary coordinate system is created, and the change of configuration function is written following two independent mappings from which the strain energy function is derived. This methodology is called positional and, as far as the authors' knowledge goes, is a new procedure to approximated geometrical nonlinear structures. In this paper a proof for the linear and angular momentum conservation property of the Newmark beta algorithm is provided for total Lagrangian description. The proposed shell element is locking free for elastic stress-strain relations due to the presence of linear strain variation along the shell thickness. The curved, high-order element together with an implicit procedure to solve nonlinear equations guarantees precision in calculations. The momentum conserving, the locking free behavior, and the frame invariance of the adopted mapping are numerically confirmed by examples. Copyright (C) 2009 H. B. Coda and R. R. Paccola.

An Extension of the Invariance Principle for a Class of Differential Equations with Finite Delay

An extension of the uniform invariance principle for ordinary differential equations with finite delay is developed. The uniform invariance principle allows the derivative of the auxiliary scalar function V to be positive in some bounded sets of the state space while the classical invariance principle assumes that. V <= 0. As a consequence, the uniform invariance principle can deal with a larger class of problems. The main difficulty to prove an invariance principle for functional differential equations is the fact that flows are defined on an infinite dimensional space and, in such spaces, bounded solutions may not be precompact. This difficulty is overcome by imposing the vector field taking bounded sets into bounded sets.

EXISTENCE RESULTS FOR NEUTRAL INTEGRO-DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

In this paper we discuss the existence of mild, strict and classical solutions for a class of abstract integro-differential equations in Banach spaces. Some applications to ordinary and partial integro-differential equations are considered.

GLOBAL SOLUTIONS FOR ABSTRACT FUNCTIONAL DIFFERENTIAL EQUATIONS WITH NONLOCAL CONDITIONS

In this paper we study the existence of global solutions for a class of abstract functional differential equation with nonlocal conditions. An application is considered.

Weighted S-Asymptotically omega-Periodic Solutions of a Class of Fractional Differential Equations

We study the existence of weighted S-asymptotically omega-periodic mild solutions for a class of abstract fractional differential equations of the form u' = partial derivative (alpha vertical bar 1)Au + f(t, u), 1 < alpha < 2, where A is a linear sectorial operator of negative type.