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.

Reactivity, photolability, and computational studies of the ruthenium nitrosyl complex with a substituted cyclam fac-[Ru(NO)Cl(2)(kappa(3)N(4),N(8),N(11)(1-carboxypropyl)cyclam)]Cl center dot H(2)O

Chemical reactivity, photolability, and computational studies of the ruthenium nitrosyl complex with a substituted cyclam, fac-[Ru(NO)Cl(2)(kappa(3)N(4),N(8),N(11)(1-carboxypropyl)cyclam)]Cl center dot H(2)O ((1-carboxypropyl) cyclam = 3-(1,4,8,11-tetraazacyclotetradecan-1-yl) propionic acid)), (I) are described. Chloride ligands do not undergo aquation reactions (at 25 degrees C, pH 3). The rate of nitric oxide (NO) dissociation (k(obs-NO)) upon reduction of I is 2.8 s(-1) at 25 +/- 1 degrees C (in 0.5 mol L(-1) HCl), which is close to the highest value found for related complexes. The uncoordinated carboxyl of I has a pK(a) of similar to 3.3, which is close to that of the carboxyl of the non coordinated (1-carboxypropyl) cyclam (pK(a) = 3.4). Two additional pK(a) values were found for I at similar to 8.0 and similar to 11.5. Upon electrochemical reduction or under irradiation with light (lambda(irr) = 350 or 520 nm; pH 7.4), I releases NO in aqueous solution. The cyclam ring N bound to the carboxypropyl group is not coordinated, resulting in a fac configuration that affects the properties and chemical reactivities of I, especially as NO donor, compared with analogous trans complexes. Among the computational models tested, the B3LYP/ECP28MDF, cc-pVDZ resulted in smaller errors for the geometry of I. The computational data helped clarify the experimental acid-base equilibria and indicated the most favourable site for the second deprotonation, which follows that of the carboxyl group. Furthermore, it showed that by changing the pH it is possible to modulate the electron density of I with deprotonation. The calculated NO bond length and the Ru/NO charge ratio indicated that the predominant canonical structure is [Ru(III)NO], but the Ru-NO bond angles and bond index (b.i.) values were less clear; the angles suggested that [Ru(II)NO(+)] could contribute to the electronic structure of I and b.i. values indicated a contribution from [Ru(IV)NO(-)]. Considering that some experimental data are consistent with a [Ru(II)NO(+)] description, while others are in agreement with [Ru(III)NO], the best description for I would be a linear combination of the three canonical forms, with a higher weight for [Ru(II)NO(+)] and [Ru(III)NO].

Hubble parameter reconstruction from a principal component analysis: minimizing the bias

Aims. A model-independent reconstruction of the cosmic expansion rate is essential to a robust analysis of cosmological observations. Our goal is to demonstrate that current data are able to provide reasonable constraints on the behavior of the Hubble parameter with redshift, independently of any cosmological model or underlying gravity theory. Methods. Using type Ia supernova data, we show that it is possible to analytically calculate the Fisher matrix components in a Hubble parameter analysis without assumptions about the energy content of the Universe. We used a principal component analysis to reconstruct the Hubble parameter as a linear combination of the Fisher matrix eigenvectors (principal components). To suppress the bias introduced by the high redshift behavior of the components, we considered the value of the Hubble parameter at high redshift as a free parameter. We first tested our procedure using a mock sample of type Ia supernova observations, we then applied it to the real data compiled by the Sloan Digital Sky Survey (SDSS) group. Results. In the mock sample analysis, we demonstrate that it is possible to drastically suppress the bias introduced by the high redshift behavior of the principal components. Applying our procedure to the real data, we show that it allows us to determine the behavior of the Hubble parameter with reasonable uncertainty, without introducing any ad-hoc parameterizations. Beyond that, our reconstruction agrees with completely independent measurements of the Hubble parameter obtained from red-envelope galaxies.

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.

Definition of priority areas for forest conservation through the ordered weighted averaging method

The general objective of this study was to evaluate the ordered weighted averaging (OWA) method, integrated to a geographic information systems (GIS), in the definition of priority areas for forest conservation in a Brazilian river basin, aiming at to increase the regional biodiversity. We demonstrated how one could obtain a range of alternatives by applying OWA, including the one obtained by the weighted linear combination method and, also the use of the analytic hierarchy process (AHP) to structure the decision problem and to assign the importance to each criterion. The criteria considered important to this study were: proximity to forest patches; proximity among forest patches with larger core area; proximity to surface water; distance from roads: distance from urban areas; and vulnerability to erosion. OWA requires two sets of criteria weights: the weights of relative criterion importance and the order weights. Thus, Participatory Technique was used to define the criteria set and the criterion importance (based in AHP). In order to obtain the second set of weights we considered the influence of each criterion, as well as the importance of each one, on this decision-making process. The sensitivity analysis indicated coherence among the criterion importance weights, the order weights, and the solution. According to this analysis, only the proximity to surface water criterion is not important to identify priority areas for forest conservation. Finally, we can highlight that the OWA method is flexible, easy to be implemented and, mainly, it facilitates a better understanding of the alternative land-use suitability patterns. (C) 2008 Elsevier B.V. All rights reserved.

The analytic torsion of a cone over an odd dimensional manifold

We study the analytic torsion of a cone over an orientable odd dimensional compact connected Riemannian manifold W. We prove that the logarithm of the analytic torsion of the cone decomposes as the sum of the logarithm of the root of the analytic torsion of the boundary of the cone, plus a topological term, plus a further term that is a rational linear combination of local Riemannian invariants of the boundary. We show that this last term coincides with the anomaly boundary term appearing in the Cheeger Muller theorem [3, 2] for a manifold with boundary, according to Bruning and Ma (2006) [5]. We also prove Poincare duality for the analytic torsion of a cone. (C) 2010 Elsevier B.V. All rights reserved.

Groundwater favorability map using GIS multicriteria data analysis on crystalline terrain, Sao Paulo State, Brazil

This paper presents the groundwater favorability mapping on a fractured terrain in the eastern portion of Sao Paulo State, Brazil. Remote sensing, airborne geophysical data, photogeologic interpretation, geologic and geomorphologic maps and geographic information system (GIS) techniques have been used. The results of cross-tabulation between these maps and well yield data allowed groundwater prospective parameters in a fractured-bedrock aquifer. These prospective parameters are the base for the favorability analysis whose principle is based on the knowledge-driven method. The mutticriteria analysis (weighted linear combination) was carried out to give a groundwater favorabitity map, because the prospective parameters have different weights of importance and different classes of each parameter. The groundwater favorability map was tested by cross-tabulation with new well yield data and spring occurrence. The wells with the highest values of productivity, as well as all the springs occurrence are situated in the excellent and good favorabitity mapped areas. It shows good coherence between the prospective parameters and the well yield and the importance of GIS techniques for definition of target areas for detail study and wells location. (c) 2008 Elsevier B.V. All rights reserved.

Modelo de programação linear para otimização econômica do projeto de irrigação Baixo Acaraú - CE

The present work had as objective uses a model of lineal programming algorithm to optimize the use of the water in the District of Irrigation Baixo Acarau-CE proposing the best combination of crop types and areas established of 8,0 ha. The model aim maximize the net benefit of small farmer, incorporating the constraints in water and land availability, and constraints on the market. Considering crop types and the constraints, the study lead to the following conclusions: 1. The water availability in the District was not a limiting resources, while all available land was assigned in six of the seven cultivation plans analyzed. Furthermore, water availability was a restrictive factor as compared with land only when its availability was made to reduce to 60% of its actual value; 2. The combination of soursop and melon plants was the one that presented the largest net benefit, corresponding to R$ 5,250.00/ha/yr. The planting area for each crop made up to 50% of the area of the plot; 3. The plan that suggests the substitution of the cultivation of the soursop, since a decrease in annual net revenue of 5.87%. However, the plan that contemplates the simultaneous substitution of both soursop and melon produced the lowest liquid revenue, with reduction of 33.8%.

Digital subtraction radiographic analysis of the combination of bioabsorbable membrane and bovine morphogenetic protein pool in human periodontal infrabony defects

OBJECTIVES: This study assessed the bone density gain and its relationship with the periodontal clinical parameters in a case series of a regenerative therapy procedure. MATERIAL AND METHODS: Using a split-mouth study design, 10 pairs of infrabony defects from 15 patients were treated with a pool of bovine bone morphogenetic proteins associated with collagen membrane (test sites) or collagen membrane only (control sites). The periodontal healing was clinically and radiographically monitored for six months. Standardized pre-surgical and 6-month postoperative radiographs were digitized for digital subtraction analysis, which showed relative bone density gain in both groups of 0.034 ± 0.423 and 0.105 ± 0.423 in the test and control group, respectively (p>0.05). RESULTS: As regards the area size of bone density change, the influence of the therapy was detected in 2.5 mm² in the test group and 2 mm² in the control group (p>0.05). Additionally, no correlation was observed between the favorable clinical results and the bone density gain measured by digital subtraction radiography (p>0.05). CONCLUSIONS: The findings of this study suggest that the clinical benefit of the regenerative therapy observed did not come with significant bone density gains. Long-term evaluation may lead to a different conclusions.

Linear dimensional changes in plaster die models using different elastomeric materials

Dental impression is an important step in the preparation of prostheses since it provides the reproduction of anatomic and surface details of teeth and adjacent structures. The objective of this study was to evaluate the linear dimensional alterations in gypsum dies obtained with different elastomeric materials, using a resin coping impression technique with individual shells. A master cast made of stainless steel with fixed prosthesis characteristics with two prepared abutment teeth was used to obtain the impressions. References points (A, B, C, D, E and F) were recorded on the occlusal and buccal surfaces of abutments to register the distances. The impressions were obtained using the following materials: polyether, mercaptan-polysulfide, addition silicone, and condensation silicone. The transfer impressions were made with custom trays and an irreversible hydrocolloid material and were poured with type IV gypsum. The distances between identified points in gypsum dies were measured using an optical microscope and the results were statistically analyzed by ANOVA (p < 0.05) and Tukey's test. The mean of the distances were registered as follows: addition silicone (AB = 13.6 µm, CD=15.0 µm, EF = 14.6 µm, GH=15.2 µm), mercaptan-polysulfide (AB = 36.0 µm, CD = 36.0 µm, EF = 39.6 µm, GH = 40.6 µm), polyether (AB = 35.2 µm, CD = 35.6 µm, EF = 39.4 µm, GH = 41.4 µm) and condensation silicone (AB = 69.2 µm, CD = 71.0 µm, EF = 80.6 µm, GH = 81.2 µm). All of the measurements found in gypsum dies were compared to those of a master cast. The results demonstrated that the addition silicone provides the best stability of the compounds tested, followed by polyether, polysulfide and condensation silicone. No statistical differences were obtained between polyether and mercaptan-polysulfide materials.

Correlation between metal-ceramic bond strength and coefficient of linear thermal expansion difference

The purpose of this study was to evaluate the metal-ceramic bond strength (MCBS) of 6 metal-ceramic pairs (2 Ni-Cr alloys and 1 Pd-Ag alloy with 2 dental ceramics) and correlate the MCBS values with the differences between the coefficients of linear thermal expansion (CTEs) of the metals and ceramics. Verabond (VB) Ni-Cr-Be alloy, Verabond II (VB2), Ni-Cr alloy, Pors-on 4 (P), Pd-Ag alloy, and IPS (I) and Duceram (D) ceramics were used for the MCBS test and dilatometric test. Forty-eight ceramic rings were built around metallic rods (3.0 mm in diameter and 70.0 mm in length) made from the evaluated alloys. The rods were subsequently embedded in gypsum cast in order to perform a tensile load test, which enabled calculating the CMBS. Five specimens (2.0 mm in diameter and 12.0 mm in length) of each material were made for the dilatometric test. The chromel-alumel thermocouple required for the test was welded into the metal test specimens and inserted into the ceramics. ANOVA and Tukey's test revealed significant differences (p=0.01) for the MCBS test results (MPa), with PI showing higher MCBS (67.72) than the other pairs, which did not present any significant differences. The CTE (10-6 oC-1) differences were: VBI (0.54), VBD (1.33), VB2I (-0.14), VB2D (0.63), PI (1.84) and PD (2.62). Pearson's correlation test (r=0.17) was performed to evaluate of correlation between MCBS and CTE differences. Within the limitations of this study and based on the obtained results, there was no correlation between MCBS and CTE differences for the evaluated metal-ceramic pairs.

Combination effect of fluoride dentifrices and varnish on deciduous enamel demineralization

The aim of this study was to evaluate the anticaries potential of 500 or 1100 ppm F dentifrices combined with fluoride varnish using a pH-cycling regimen. Seventy primary canines were covered with nail polish, leaving a 4×4 mm window on their buccal surface, and randomly assigned into 7 groups (n = 10): S: sound enamel not submitted to the pH-cycling regimen or treatment; N: negative control, submitted to the pH-cycling regimen without any treatment; D1 and D2: subjected to the pH-cycling regimen and treated twice daily with 1100 or 500 ppm F dentifrice, respectively; VF: fluoride varnish (subjected to F-varnish before and in the middle of the pH-cycling regimen); and VF+D1 and VF+D2. After 10 days, the teeth were sectioned, and enamel demineralization was assessed by cross-sectional hardness at different distances from the dental surface. Data were analyzed using a two-way ANOVA followed by Tukey's test. Dentifrice with 1100 ppm F and the combination of F-varnish with the dentifrices significantly reduced enamel demineralization compared with the negative control (p < 0.05), but the isolated effects of F-varnish and dentifrice with low concentration were not significant (p > 0.05). The effect of combining F-varnish with the dentifrices was not greater than the effect of the dentifrices alone (p < 0.05). The data suggest that the combination of F-varnish with dentifrices containing 500 and 1100 ppm F is not more effective in reducing demineralization in primary teeth than the isolated effect of dentifrice containing 1100 ppm F.

Ressonância não linear de uma bússola em campos magnéticos

Fenômenos oscilatórios e ressonantes são explorados em vários cursos experimentais de física. Em geral os experimentos são interpretados no limite de pequenas oscilações e campos uniformes. Neste artigo descrevemos um experimento de baixo custo para o estudo da ressonância em campo magnético da agulha de uma bússola fora dos limites acima. Nesse caso, termos não lineares na equação diferencial são responsáveis por fenômenos interessantes de serem explorados em laboratórios didáticos.

A positional FEM Formulation for geometrical non-linear analysis of shells

This work presents a fully non-linear finite element formulation for shell analysis comprising linear strain variation along the thickness of the shell and geometrically exact description for curved triangular elements. The developed formulation assumes positions and generalized unconstrained vectors as the variables of the problem, not displacements and finite rotations. The full 3D Saint-Venant-Kirchhoff constitutive relation is adopted and, to avoid locking, the rate of thickness variation enhancement is introduced. As a consequence, the second Piola-Kirchhoff stress tensor and the Green strain measure are employed to derive the specific strain energy potential. Curved triangular elements with cubic approximation are adopted using simple notation. Selected numerical simulations illustrate and confirm the objectivity, accuracy, path independence and applicability of the proposed technique.

Identification of a Highly Antigenic Linear B Cell Epitope within Plasmodium vivax Apical Membrane Antigen 1 (AMA-1)

Apical membrane antigen 1 (AMA-1) is considered to be a major candidate antigen for a malaria vaccine. Previous immunoepidemiological studies of naturally acquired immunity to Plasmodium vivax AMA-1 (PvAMA-1) have shown a higher prevalence of specific antibodies to domain II (DII) of AMA-1. In the present study, we confirmed that specific antibody responses from naturally infected individuals were highly reactive to both full-length AMA-1 and DII. Also, we demonstrated a strong association between AMA-1 and DII IgG and IgG subclass responses. We analyzed the primary sequence of PvAMA-1 for B cell linear epitopes co-occurring with intrinsically unstructured/ disordered regions (IURs). The B cell epitope comprising the amino acid sequence 290-307 of PvAMA-1 (SASDQPTQYEEEMTDYQK), with the highest prediction scores, was identified in domain II and further selected for chemical synthesis and immunological testing. The antigenicity of the synthetic peptide was identified by serological analysis using sera from P. vivax-infected individuals who were knowingly reactive to the PvAMA-1 ectodomain only, domain II only, or reactive to both antigens. Although the synthetic peptide was recognized by all serum samples specific to domain II, serum with reactivity only to the full-length protein presented 58.3% positivity. Moreover, IgG reactivity against PvAMA-1 and domain II after depletion of specific synthetic peptide antibodies was reduced by 18% and 33% (P = 0.0001 for both), respectively. These results suggest that the linear epitope SASDQPTQYEEEMTDYQK is highly antigenic during natural human infections and is an important antigenic region of the domain II of PvAMA-1, suggesting its possible future use in pre-clinical studies.