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.

Influence of the Operational Constraints in the Active Transmission Losses Allocation via Lagrange Multipliers

This paper presents an approach for the active transmission losses allocation between the agents of the system. The approach uses the primal and dual variable information of the Optimal Power Flow in the losses allocation strategy. The allocation coefficients are determined via Lagrange multipliers. The paper emphasizes the necessity to consider the operational constraints and parameters of the systems in the problem solution. An example, for a 3-bus system is presented in details, as well as a comparative test with the main allocation methods. Case studies on the IEEE 14-bus systems are carried out to verify the influence of the constraints and parameters of the system in the losses allocation.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Large Changes of Static Electric Properties Induced by Hydrogen Bonding: An ab Initio Study of Linear HCN Oligomers

We report the partitioning of the interaction-induced static electronic dipole (hyper)polarizabilities for linear hydrogen cyanide complexes into contributions arising from various interaction energy terms. We analyzed the nonadditivities of the studied properties and used these data to predict the electric properties of an infinite chain. The interaction-induced static electric dipole properties and their nonadditivities were analyzed using an approach based on numerical differentiation of the interaction energy components estimated in an external electric field. These were obtained using the hybrid variational-perturbational interaction energy decomposition scheme, augmented with coupled-cluster calculations, with singles, doubles, and noniterative triples. Our results indicate that the interaction-induced dipole moments and polarizabilities are primarily electrostatic in nature; however, the composition of the interaction hyperpolarizabilities is much more complex. The overlap effects substantially quench the contributions due to electrostatic interactions, and therefore, the major components are due to the induction and exchange induction terms, as well as the intramolecular electron-correlation corrections. A particularly intriguing observation is that the interaction first hyperpolarizability in the studied systems not only is much larger than the corresponding sum of monomer properties, but also has the opposite sign. We show that this effect can be viewed as a direct consequence of hydrogen-bonding interactions that lead to a decrease of the hyperpolarizability of the proton acceptor and an increase of the hyperpolarizability of the proton donor. In the case of the first hyperpolarizability, we also observed the largest nonadditivity of interaction properties (nearly 17%) which further enhances the effects of pairwise interactions.

Tightened Lieb-Oxford Bound for Systems of Fixed Particle Number

The Lieb-Oxford bound is a constraint upon approximate exchange-correlation functionals. We explore a nonempirical tightening of that bound in both universal and electron number-dependent form. The test functional is PBE. Regarding both atomization energies (slightly worsened) and bond lengths (slightly improved), we find the PBE functional to be remarkably insensitive to the value of the Lieb-Oxford bound. This both rationalizes the use of the original Lieb-Oxford constant in PBE and suggests that enhancement factors more sensitive to sharpened constraints await discovery.

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.

SOLITON SOLUTIONS TO SYSTEMS OF COUPLED SCHRODINGER EQUATIONS OF HAMILTONIAN TYPE

We study the existence of positive solutions of Hamiltonian-type systems of second-order elliptic PDE in the whole space. The systems depend on a small parameter and involve a potential having a global well structure. We use dual variational methods, a mountain-pass type approach and Fourier analysis to prove positive solutions exist for sufficiently small values of the parameter.

Spontaneous infiltrations of compound systems of Y(2)O(3), Sm(2)O(3), RE(2)O(3), Al(2)O(3) and AIN in SiC ceramics

Silicon carbide ceramics (SiC) are used in different applications in the engineering area due to the excellent properties, mainly in high temperatures. They are usually obtained by liquid-phase sintering enabling to form volatile products and, consequently, defects. The present work aims at studying the obtention of SiC ceramics by spontaneous infiltration using a eutectic composition of the Al(2)O(3)/Y(2)O(3), AIN/Y(2)O(3), Al(2)O(3)/Sm(2)O(3), AlN/Sm(2)O(3), Al(2)O(3)/RE(2)O(3) and AlN/RE(2)O(3) Systems. RE(2)O(3) is the concentrate of the rare-earth oxide obtained from Xenotime ore. Infiltration tests were carried out in argon atmosphere, graphite crucibles, in several temperatures near the melting point of each system, varying from 2.5 to 60 min. It was observed that Al(2)O(3)/Y(2)O(3), Al(2)O(3)/SM(2)O(3), AlN/SM(2)O(3) and Al(2)O(3)/RE(2)O(3) systems do not infiltrate appropriately and the AlN/Y(2)O(3) and AlN/RE(2)O(3) systems infiltrated spontaneously more than 20 mm; however, the first one presented a higher degree of infiltration, approximately 97%. (C) 2009 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

Anaerobic degradation of linear alkylbenzene sulfonate (LAS) in fluidized bed reactor by microbial consortia in different support materials

Four anaerobic fluidized bed reactors filled with activated carbon (R1), expanded clay (R2), glass beads (R3) and sand (R4) were tested for anaerobic degradation of LAS. All reactors were inoculated with sludge from a UASB reactor treating swine wastewater and were fed with a synthetic substrate supplemented with approximately 20 mg l(-1) of LAS, on average. To 560 mg l(-1) COD influent, the maximum COD and LAS removal efficiencies were mean values of 97 +/- 2% and 99 +/- 2%, respectively, to all reactors demonstrating the potential applicability of this reactor configuration for treating LAS. The reactors were kept at 30 degrees C and operated with a hydraulic retention time (HRT) of 18 h. The use of glass beads and sand appear attractive because they favor the development of biofilms capable of supporting LAS degradation. Subsequent 16S rRNA gene sequencing and phylogenetic analysis of samples from reactors R3 and R4 revealed that these reactors gave rise to broad microbial diversity, with microorganisms belonging to the phyla Bacteroidetes, Firmicutes, Actinobacteria and Proteobacteria, indicating the role of microbial consortia in degrading the surfactant LAS. (C) 2010 Elsevier Ltd. All rights reserved.

Treatment of linear alkylbenzene sulfonate in a horizontal anaerobic immobilized biomass reactor

Linear alkylbenzene sulfonate (LAS) is an anionic surfactant widely used to manufacture detergents and found in domestic and industrial wastewater. LAS removal was evaluated in a horizontal anaerobic immobilized biomass reactor. The system was filled with polyurethane foam and inoculated with sludge that was withdrawn from an up flow anaerobic sludge blanket reactor that is used to treat swine wastewater. The reactor was fed with easily degradable substrates and a solution of commercial LAS for 313 days. The hydraulic retention time applied was 12 h. The system was initially operated without detergent and resulted to 94% reduction of demand. The mass balance in the system indicated that the LAS removal efficiency was 45% after 180 days. From the 109th day to the 254th day, a removal efficiency of 32% was observed. The removal of LAS was approximately 40% when 1500 mg of LAS were applied in the absence of co-substrates suggesting that the LAS molecules were used selectively. Microscopic analyses of the biofilm revealed diverse microbial morphologies and denaturing gradient gel electrophoresis profiling showed variations in the total bacteria and sulfate-reducing bacteria populations. 16S rRNA sequencing and phylogenetic analyses demonstrated that members of the order Clostridiales were the major components of the bacterial community in the last step of the reactor operation. (c) 2009 Elsevier Ltd. All rights reserved.

Influence of support material on the immobilization of biomass for the degradation of linear alkylbenzene sulfonate in anaerobic reactors

Two horizontal-flow anaerobic immobilized biomass reactors (HAIB) were used to study the degradation of the LAS surfactant: one filled with charcoal (HAIB1) and the other with a mixed bed of expanded clay and polyurethane foam (HAIB2). The reactors were fed with synthetic substrate supplemented with 14 mg l(-1) of LAS, kept at 30 +/- 2 degrees C and operated with a hydraulic retention time (HRT) of 12 h. The surfactant was quantified by HPLC. Spatial variation analyses were done to quantify organic matter and LAS consumption along the reactor length. The presence of the surfactant in the load did not affect the removal of organic matter (COD), which was close to 90% in both reactors for an influent COD of 550 ring l(-1). The results of a mass balance indicated that 28% of all LAS added to HAIB1 was removed by degradation. HAIB2 presented 27% degradation. Molecular biology techniques revealed microorgan isms belonging the uncultured Holophaga sp., uncultured delta Proteobacterium, uncultured Verrucomicrobium sp., Bacteroides sp. and uncultured gamma Proteobacterium sp. The reactor with biomass immobilized on charcoal presented lower adsorption and a higher kinetic degradation coefficient. So, it was the most suitable support for LAS anaerobic treatment. (c) 2008 Elsevier Ltd. All rights reserved.

Occurrence of secretory structures in underground systems of seven Asteraceae species

In contrast with the abundance of anatomical studies of secretory structures on aerial vegetative organs of Asteraceae species, the information about secretory structures on thickened subterranean organs is sparse. The aim of this study was to investigate the occurrence of secretory structures on thickened and nonthickened subterranean organs of seven Asteraceae species from three tribes: Eupatorieae (Chromolaena squalida and Gyptis lanigera), Vernonieae (Chresta sphaerocephala, Lessingianthus bardanoides, L. glabratus and Orthopappus angustifolius), and Plucheeae (Pterocaulon angustifolium). The specimens were collected in areas of cerrado, from the State of Sao Paulo, Brazil. All species of the tribe Vernonieae studied exhibited endodermic cells, other than the epithelial cells of the canal, with secretory activity in the roots. In C. sphaerocephala roots, two types of endodermic cell were found, but only one had secretory activity. Secretory canals were found in the tuberous and nontuberous roots of all studied species. These data agree with the results from the literature for Asteraceae species. Here, we describe for the first time in Asteraceae the presence of secretory idioblasts in C. sphaerocephala. Secretory trichomes are present in the Orthopappus angustifolius rhizophore. Histochemical tests have shown that all types of secretory structure possess substances containing lipids. (C) 2008 The Linnean Society of London.

Underground systems of Asteraceae species from the Brazilian Cerrado

Underground systems of Asteraceac species from the Brazilian Cerrado. The aim or this study was to describe the underground systems structure, the origin of the shoot buds, and to identify the storage reserve of seven Asteraceae species in order to understand the adaptive strategies of these species in burned Cerrado areas and their higher frequency in the floristic Surveys for herbaceous and undershrub layers of this biome. The subterranean systems types-diffuse underground system, rhizophore, tuberous roots, and xylopodium-varied among the studied species, but all of them have high shoot bud-forming potential. Fructans of the inulin type were detected as storage substances. The presence of these characteristics on the underground systems Could explain the frequency of these species in the floristic surveys from the Brazilian Cerrado, in which Fire and seasonal drought are frequent. It is possible that the belowground bud banks in the Cerrado biome are as important as demonstrated in North American prairies where fire is also frequent. However, in the Cerrado, as demonstrated here, there are types of underground systems other than rhizomes that are usually described in the prairie. Understanding the anatomical features of these plants is one of the steps to appropriate conservation management of these species in the Cerrado.

Comparative study of laser and LED systems of low intensity applied to tendon healing

The aim of this study was to compare the effects of Low-intensity Laser Therapy (LILT) and Light Emitting Diode Therapy (LEDT) of low intensity on the treatment of lesioned Achilles tendon of rats. The experimental model consisted of a partial mechanical lesion on the right Achilles tendon deep portion of 90 rats. One hour after the lesion, the injured animals received applications of laser/LED (685, 830/630, 880 nm), and the same procedure was repeated at 24-h intervals, for 10 days. The healing process and deposition of collagen were evaluated based on a polarization microscopy analysis of the alignment and organization of collagen bundles, through the birefringence (optical retardation-OR). The results showed a real efficiency of treatments based on LEDT and confirmed that LILT seems to be effective on healing process. Although absence of coherence of LED light, tendon healing treatment with this feature was satisfactory and can certainly replace treatments based on laser light applications. Applications of infrared laser at 830 nm and LED 880 nm were more efficient when the aim is a good organization, aggregation, and alignment of the collagen bundles on tendon healing. However, more research is needed for a safety and more efficient determination of a protocol with LED.

Comparison of three systems of classification in predicting the outcome of diabetic foot ulcers in a Brazilian population

Objective: The aim was to compare there ulcer classification systems as predictors of the outcome of diabetic foot ulcers; the Wagner, the University of Texas (UT) and the size (area, depth), sepsis, arteriopathy, denervation system (S(AD)SAD) systems in specialist clinic in Brazil. Methods: Ulcer area, depth, appearance, infection and associated ischaemia and neuropathy were recorded in a consecutive series of 94 subjects. A novel score, the S(AD)SAD score, was derived from the sum of individual items of the S(AD)SAD system, and was evaluated. Follow-up was for at least 6 months. The primary outcome measure was the incidence of healing. Results: Mean age was 57.6 years; 57 (60.6%) were made. Forty-eight ulcers (51.1%) healed without surgery; 11 (12.2%) subjects underwent minor amputation. Significant differences in terms of healing were observed for depth (P = 0.002), infection (P = 0.006) and denervation (P = 0.002) using the S(AD)SAD system, for UT grade (P = 0.002) and stage (P = 0.032) and for Wagner grades (P = 0.002). Ulcers with an S(AD)SAD score of <= 9 (total possible 15) were 7.6 times more likely to heal than scores >= 10 (P < 0.001). Conclusions: All three systems predicted ulcer outcome. The S(AD)SAD score of ulcer severity could represent a useful addition to routine clinical practice. The association between outcome and ulcer depth confirms earlier reports. The association with infection was stronger than that reported from the centres in Europe or North America. The very strong association with neuropathy has only previously been observed in Tanzania. Studies designed to compare the outcome in different countries should adopt systems of classification, which are valid for the populations studied.