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.

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.

On the dominance of roots of characteristic equations for neutral functional differential equations

We present a sufficient condition for a zero of a function that arises typically as the characteristic equation of a linear functional differential equations of neutral type, to be simple and dominant. This knowledge is useful in order to derive the asymptotic behaviour of solutions of such equations. A simple characteristic equation, arisen from the study of delay equations with small delay, is analyzed in greater detail. (C) 2009 Elsevier Inc. All rights reserved.

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.

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.

Permanence of stability for a class of system of differential equations with two delays

The paper studies a class of a system of linear retarded differential difference equations with several parameters. It presents some sufficient conditions under which no stability changes for an equilibrium point occurs. Application of these results is given. (c) 2007 Elsevier Ltd. All rights reserved.

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.

Local solvability for a class of evolution equations

Motivated by the celebrated example of Y. Kannai of a linear partial differential operator which is hypoelliptic but not locally solvable, we consider it class of evolution operators with real-analytic coefficients and study their local solvability both in L(2) and in the weak sense. In order to do so we are led to propose a generalization of the Nirenberg-Treves condition (psi) which is suitable to our study. (C) 2009 Published by Elsevier Inc.

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.

Production and body composition traits of broilers in relation to breast weight evaluated by path analysis

Breast weight has great economic importance in poultry industry, and may be associated with other variables. This work aimed to estimate phenotypic correlations between performance (live body weight at 7 and 28 days, and at slaughter, and depth of the breast muscle measured by ultrasonography), carcass (eviscerated body weight and leg weight) and body composition (heart, liver and abdominal fat weight) traits in a broiler line, and quantify the direct and indirect influence of these traits on breast weight. Path analysis was used by expanding the matrix of partial correlation in coefficients which give the direct influence of one trait on another, regardless the effect of the other traits. The simultaneous maintenance of live body weight at slaughter and eviscerated body weight in the matrix of correlations might be harmful for statistical analysis involving systems of normal equations, like path analysis, due to the observed multicollinearity. The live body weight at slaughter and the depth of the breast muscle as measured by ultrasonography directly affected breast weight and were identified as the most responsible factors for the magnitude of the correlation coefficients obtained between the studied traits and breast weight. Individual pre-selection for these traits could favor an increased breast weight in the future reproducer candidates of this line if the broilers' environmental conditions and housing are maintained, since the live body weight at slaughter and the depth of breast muscle measured by ultrasonography were directly related to breast weight.

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.

The natural force density method for the shape finding of taut structures

This work presents, with the aid of the natural approach, an extension of the force density method for the initial shape finding of cable and membrane structures, which leads to the solution of a system of linear equations. This method, here called the natural force density method, preserves the linearity which characterizes the original force density method. At the same time, it overcomes the difficulties that the original procedure presents to cope with irregular triangular finite element meshes. Furthermore, if this method is applied iteratively in the lines prescribed herewith, it leads to a viable initial configuration with a uniform, isotropic plane Cauchy stress state. This means that a minimal surface for the membrane can be achieved through a succession of equilibrated configurations. Several numerical examples illustrate the simplicity and robustness of the method. (C) 2008 Elsevier B.V. All rights reserved.