Laterally transferred genomic islands in Xanthomonadales related to pathogenicity and primary metabolism

Lateral gene transfer (LGT) is considered as one of the drivers in bacterial genome evolution, usually associated with increased fitness and/or changes in behavior, especially if one considers pathogenic vs. non-pathogenic bacterial groups. The genomes of two phytopathogens, Xanthomonas campestris pv. campestris and Xanthomonas axonopodis pv. citri, were previously inspected for genome islands originating from LGT events, and, in this work, potentially early and late LGT events were identified according to their altered nucleotide composition. The biological role of the islands was also assessed, and pathogenicity, virulence and secondary metabolism pathways were functions highly represented, especially in islands that were found to be recently transferred. However, old islands are composed of a high proportion of genes related to cell primary metabolic functions. These old islands, normally undetected by traditional atypical composition analysis, but confirmed as product of LGT by atypical phylogenetic reconstruction, reveal the role of LGT events by replacing core metabolic genes normally inherited by vertical processes.

On the cutting stock problem under stochastic demand

This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items due to the decisions made in the first stage. The problem`s objective is to minimize the total expected cost incurred in both stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known measures of uncertainty effects in stochastic programming: the value of stochastic solution-VSS-and the expected value of perfect information-EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches, even under small variations in the parameters of the problem.

Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions which take into account the market price and the perceived fundamental value of the asset. The resulting excess demand is coupled to the market price. Rigorous analysis reveals that this feedback may lead to price oscillations, a single bounce, or monotonic price behaviour. The model is a rare example of an analytically tractable interacting-agent model which allows LIS to deduce in detail the origin of these different collective patterns. For a natural choice of initial distribution, the results are independent of the graph structure that models the peer network of agents whose decisions influence each other. (C) 2009 Elsevier B.V. All rights reserved.