18 resultados para State-dependent Riccati equation control
em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain
Resumo:
The work studies a general multiserver queue in which the service time of an arriving customer and the next interarrival period may depend on both the current waiting time and the server assigned to the arriving customer. Stability of the system is proved under general assumptions on the predetermined distributions describing the model. The proof exploits a combination of the Markov property of the workload process with a regenerative property of the process. The key idea leading to stability is a characterization of the limit behavior of the forward renewal process generated by regenerations. Extensions of the basic model are also studied.
Resumo:
In this paper we consider extensions of smooth transition autoregressive (STAR) models to situations where the threshold is a time-varying function of variables that affect the separation of regimes of the time series under consideration. Our specification is motivated by the observation that unusually high/low values for an economic variable may sometimes be best thought of in relative terms. State-dependent logistic STAR and contemporaneous-threshold STAR models are introduced and discussed. These models are also used to investigate the dynamics of U.S. short-term interest rates, where the threshold is allowed to be a function of past output growth and inflation.
Resumo:
We explore the possibility that the dark energy is due to a potential of a scalar field and that the magnitude and the slope of this potential in our part of the Universe are largely determined by anthropic selection effects. We find that, in some models, the most probable values of the slope are very small, implying that the dark energy density stays constant to very high accuracy throughout cosmological evolution. In other models, however, the most probable values of the slope are such that the slow roll condition is only marginally satisfied, leading to a recollapse of the local universe on a time scale comparable to the lifetime of the Sun. In the latter case, the effective equation of state varies appreciably with the redshift, leading to a number of testable predictions.
Resumo:
Herein we present a calculation of the mean first-passage time for a bistable one-dimensional system driven by Gaussian colored noise of strength D and correlation time ¿c. We obtain quantitative agreement with experimental analog-computer simulations of this system. We disagree with some of the conclusions reached by previous investigators. In particular, we demonstrate that all available approximations that lead to a state-dependent diffusion coefficient lead to the same result for small D¿c.
Resumo:
Low-copy-number molecules are involved in many functions in cells. The intrinsic fluctuations of these numbers can enable stochastic switching between multiple steady states, inducing phenotypic variability. Herein we present a theoretical and computational study based on Master Equations and Fokker-Planck and Langevin descriptions of stochastic switching for a genetic circuit of autoactivation. We show that in this circuit the intrinsic fluctuations arising from low-copy numbers, which are inherently state-dependent, drive asymmetric switching. These theoretical results are consistent with experimental data that have been reported for the bistable system of the gallactose signaling network in yeast. Our study unravels that intrinsic fluctuations, while not required to describe bistability, are fundamental to understand stochastic switching and the dynamical relative stability of multiple states.
Resumo:
Low-copy-number molecules are involved in many functions in cells. The intrinsic fluctuations of these numbers can enable stochastic switching between multiple steady states, inducing phenotypic variability. Herein we present a theoretical and computational study based on Master Equations and Fokker-Planck and Langevin descriptions of stochastic switching for a genetic circuit of autoactivation. We show that in this circuit the intrinsic fluctuations arising from low-copy numbers, which are inherently state-dependent, drive asymmetric switching. These theoretical results are consistent with experimental data that have been reported for the bistable system of the gallactose signaling network in yeast. Our study unravels that intrinsic fluctuations, while not required to describe bistability, are fundamental to understand stochastic switching and the dynamical relative stability of multiple states.
Resumo:
We study the quantitative properties of a dynamic general equilibrium model in which agents face both idiosyncratic and aggregate income risk, state-dependent borrowing constraints that bind in some but not all periods and markets are incomplete. Optimal individual consumption-savings plans and equilibrium asset prices are computed under various assumptions about income uncertainty. Then we investigate whether our general equilibrium model with incomplete markets replicates two empirical observations: the high correlation between individual consumption and individual income, and the equity premium puzzle. We find that, when the driving processes are calibrated according to the data from wage income in different sectors of the US economy, the results move in the direction of explaining these observations, but the model falls short of explaining the observed correlations quantitatively. If the incomes of agents are assumed independent of each other, the observations can be explained quantitatively.
Resumo:
This paper describes the improvement that took place in the Spanish transport system between 1800 and 1936. The text points out that, despite the investment efforts that were carried out between 1840 and 1855, the process of transport cost reduction only experienced substantial progress after 1855. The largest transport cost decrease of the period under consideration took place during the three decades between 1855 and the great depression of the late nineteenth century, through the substitution of the railroad for the traditional transport means in the main routes of the country, as well as through the gradual reduction of the price of railway transport. The process went on more slowly later on, thanks to the construction of additional raillway lines (until 1895) and the enlargement of the secondary road network. The process of transport cost reduction accelerated again from the 1920s onwards, thanks to the diffusion of the automobile technology.
Resumo:
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.
Resumo:
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.
Resumo:
We deal with the hysteretic behavior of partial cycles in the two¿phase region associated with the martensitic transformation of shape¿memory alloys. We consider the problem from a thermodynamic point of view and adopt a local equilibrium formalism, based on the idea of thermoelastic balance, from which a formal writing follows a state equation for the material in terms of its temperature T, external applied stress ¿, and transformed volume fraction x. To describe the striking memory properties exhibited by partial transformation cycles, state variables (x,¿,T) corresponding to the current state of the system have to be supplemented with variables (x,¿,T) corresponding to points where the transformation control parameter (¿¿ and/or T) had reached a maximum or a minimum in the previous thermodynamic history of the system. We restrict our study to simple partial cycles resulting from a single maximum or minimum of the control parameter. Several common features displayed by such partial cycles and repeatedly observed in experiments lead to a set of analytic restrictions, listed explicitly in the paper, to be verified by the dissipative term of the state equation, responsible for hysteresis. Finally, using calorimetric data of thermally induced partial cycles through the martensitic transformation in a Cu¿Zn¿Al alloy, we have fitted a given functional form of the dissipative term consistent with the analytic restrictions mentioned above.
Resumo:
The main result is a proof of the existence of a unique viscosity solution for Hamilton-Jacobi equation, where the hamiltonian is discontinuous with respect to variable, usually interpreted as the spatial one. Obtained generalized solution is continuous, but not necessarily differentiable.
Resumo:
The properties of hot, dense stellar matter are investigated with a finite temperature nuclear Thomas-Fermi model.
Resumo:
Present book collects some of the thoughts developed during the 5 years (2004-2009) of work in the frame of the CHALLENGE project, "The Changing Landscape of European Liberty and Security". The project has related academic knowledge and research with the analysis of the policies and practices of the member States of the European Union [EU] around the couple liberty and security
Resumo:
Cyclin-dependent kinases CDK4 and CDK6 are essential for the control of the cell cycle through the G1 phase. Aberrant expression of CDK4 and CDK6 is a hall- mark of cancer, which would suggest that CDK4 and CDK6 are attractive targets for cancer therapy. Herein, we report that calcein AM is a potent specific inhibitor of CDK4 and CDK6 in HCT116 human colon adenocarcinoma cells, inhibiting retinoblastoma protein (pRb) phosphorylation and inducing cell cycle arrest in the G1 phase. The metabolic effects of calcein AM (the calcein acetoxymethyl-ester) on HCT116 cells were also evaluated and the flux between the oxidative and non-oxidative branches of the pentose phos-phate pathway was significantly altered. To elucidate whe-ther these metabolic changes were due to the inhibition of CDK4 and CDK6, we also characterized the metabolic profile of a CDK4, CDK6 and CDK2 triple knockout of mouse embryonic fibroblasts. The results show that the metabolic profile associated with the depletion of CDK4, CDK6 and CDK2 coincides with the metabolic changes induced by calcein AM on HCT116 cells, thus confirming that the inhibition of CDK4 and CDK6 disrupts the balance between the oxidative and non-oxidative branches of the pentose phosphate pathway. Taken together, these results indicate that low doses of calcein can halt cell division and kill tumor cells. Thus, selective inhibition of CDK4 and CDK6 may be of greater pharmacological interest, since inhibitors of these kinases affect both cell cycle progression and the robust metabolic profile of tumors.