On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

New simple and efficient heuristics for the uncapacitated single allocation hub location problem

Hub-and-spoke networks are widely studied in the area of location theory. They arise in several contexts, including passenger airlines, postal and parcel delivery, and computer and telecommunication networks. Hub location problems usually involve three simultaneous decisions to be made: the optimal number of hub nodes, their locations and the allocation of the non-hub nodes to the hubs. In the uncapacitated single allocation hub location problem (USAHLP) hub nodes have no capacity constraints and non-hub nodes must be assigned to only one hub. In this paper, we propose three variants of a simple and efficient multi-start tabu search heuristic as well as a two-stage integrated tabu search heuristic to solve this problem. With multi-start heuristics, several different initial solutions are constructed and then improved by tabu search, while in the two-stage integrated heuristic tabu search is applied to improve both the locational and allocational part of the problem. Computational experiments using typical benchmark problems (Civil Aeronautics Board (CAB) and Australian Post (AP) data sets) as well as new and modified instances show that our approaches consistently return the optimal or best-known results in very short CPU times, thus allowing the possibility of efficiently solving larger instances of the USAHLP than those found in the literature. We also report the integer optimal solutions for all 80 CAB data set instances and the 12 AP instances up to 100 nodes, as well as for the corresponding new generated AP instances with reduced fixed costs. Published by Elsevier Ltd.

The single machine earliness and tardiness scheduling problem: lower bounds and a branch-and-bound algorithm

This paper addresses the single machine scheduling problem with a common due date aiming to minimize earliness and tardiness penalties. Due to its complexity, most of the previous studies in the literature deal with this problem using heuristics and metaheuristics approaches. With the intention of contributing to the study of this problem, a branch-and-bound algorithm is proposed. Lower bounds and pruning rules that exploit properties of the problem are introduced. The proposed approach is examined through a computational comparative study with 280 problems involving different due date scenarios. In addition, the values of optimal solutions for small problems from a known benchmark are provided.

Effects of margarines and butter consumption on lipid profiles, inflammation markers and lipid transfer to HDL particles in free-living subjects with the metabolic syndrome

Objective: Our purpose was to examine the effects of daily servings of butter, no-trans-fat margarine and plant sterol margarine, within recommended amounts, on plasma lipids, apolipoproteins (Apos), biomarkers of inflammation and endothelial dysfunction, and on the transfer of lipids to HDL particles in free-living subjects with the metabolic syndrome. Methods: This was a randomized, single-blind study where 53 metabolic syndrome subjects (62% women, mean age 54 years) received isocaloric servings of butter, no-trans-fat margarine or plant sterol margarine in addition to their usual diets for 5 weeks. The main outcome measures were plasma lipids, Apo, inflammatory and endothelial dysfunction markers (CRP, IL-6, CD40L or E-selectin), small dense LDL cholesterol concentrations and in vitro radioactive lipid transfer from cholesterol-rich emulsions to HDL. Difference among groups was evaluated by analysis of variance. Results: There was a significant reduction in Apo-B (-10.4 %, P = 0.043) and in the Apo-B/Apo-A-1 ratio (-11.1%, P = 0.034) with plant sterol margarine. No changes in plasma lipids were noticed with butter and no-trans-fat margarine. Transfer rates of lipids to HDL were reduced in the no-trans-fat margarine group: triglycerides -42.0%, (P<0.001 vs butter and sterol margarine) and free cholesterol -16.2% (P = 0.006 vs sterol margarine). No significant effects were noted on the concentrations of inflammatory and endothelial dysfunction markers among the groups. Conclusions: In free-living subjects with the metabolic syndrome consumption of plant sterol and no-trans-fat margarines within recommended amounts reduced, respectively, Apo-B concentrations and the ability of HDL to accept lipids. European Journal of Clinical Nutrition (2010) 64, 1141-1149; doi:10.1038/ejcn.2010.122; published online 21 July 2010

Orange juice decreases low-density lipoprotein cholesterol in hypercholesterolemic subjects and improves lipid transfer to high-density lipoprotein in normal and hypercholesterolemic subjects

Orange juice (OJ) is regularly consumed worldwide, but its effects on plasma lipids have rarely been explored. This study hypothesized that consumption of OJ concentrate would improve lipid levels and lipid metabolism, which are important in high-density lipoprotein (HDL) function in normolipidemic (NC) and hypercholesterolemic (HCH) subjects. Fourteen HCH and 31 NC adults consumed 750 mL/day OJ concentrate (1:6 OJ/water) for 60 days. Eight control subjects did not consume OJ for 60 days. Plasma was collected before and on the last clay for biochemical analysis and an in vitro as

Comparison of oxygen mass transfer coefficient in simple and extractive fermentation systems

Aeration and agitation are important variables to ensure effective oxygen transfer rate during aerobic bioprocesses: therefore, the knowledge of the volumetric mass transfer coefficient (k(L)a) is required. In view of selecting the optimum oxygen requirements for extractive fermentation in aqueous two-phase system (ATPS), the k(L)a values in a typical ATPS medium were compared in this work with those in distilled water and in a simple fermentation medium. in the absence of biomass. Aeration and agitation were selected as the independent variables using a 2(2) full factorial design. Both variables showed statistically significant effects on k(L)a, and the highest values of this parameter in both media for simple fermentation (241 s(-1)) and extractive fermentation with ATPS (70.3 s(-1)) were observed at the highest levels of aeration (5 vvm) and agitation (1200 rpm). The k(L)a values were then used to establish mathematical correlations of this response as a function of the process variables. The exponents of the power number (N(3)D(2)) and superficial gas velocity (V(s)) determined in distilled water (alpha = 0.39 and beta = 0.47, respectively) were in reasonable agreement with the ones reported in the literature for several aqueous systems and close to those determined for a simple fermentation medium (alpha=0.38 and beta=0.41). On the other hand, as expected by the increased viscosity in the presence of polyethylene glycol, their values were remarkably higher in a typical medium for extractive fermentation (alpha=0.50 and beta=1.0). A reasonable agreement was found between the experimental data of k(L)a for the three selected systems and the values predicted by the theoretical models, under a wide range of operational conditions. (C) 2009 Elsevier B.V. All rights reserved.

In Vitro Simultaneous Transfer of Lipids to HDL in Coronary Artery Disease and in Statin Treatment

The exchange of lipids with cells and other lipoproteins is a crucial process in HDL metabolism and for HDL antiatherogenic function. Here, we tested a practical method to quantify the simultaneous transfer to HDL of phospholipids, free-cholesterol, esterified cholesterol and triacylglycerols and to verify the lipid transfer in patients with coronary artery disease (CAD) or undergoing statin treatment. Twenty-eight control subjects without CAD, 27 with CAD and 25 CAD patients under simvastatin treatment were studied. Plasma samples were incubated with a donor nanoemulsion prepared by ultrasonication of the constituent lipids and labeled with radioactive lipids; % lipids transferred to HDL were quantified in the HDL-containing supernatant after chemical precipitation of non-HDL fractions and the nanoemulsion. The assay was precise and reproducible. Increase of temperature (4-37 A degrees C), of incubation period (5 min to 2 h), of HDL-cholesterol concentration (33-244 mg/dL) and of mass of nanoemulsion lipids (0.075-0.3 mg/mu L) resulted in increased lipid transfer from the nanoemulsion to HDL. In contrast, increasing pH (6.5-8.5) and albumin concentration (3.5-7.0 g/dL) did not affect lipid transfer. There was no difference between CAD and control non-CAD with regard to the lipid transfer, but statin treatment reduced the transfer to HDL of all four lipids. The test herein described is a valid and practical tool for exploring an important aspect of HDL metabolism.

Effects of temperature-dependent viscosity variation on entropy generation, heat and fluid flow through a porous-saturated duct of rectangular cross-section

Effect of temperature-dependent viscosity on fully developed forced convection in a duct of rectangular cross-section occupied by a fluid-saturated porous medium is investigated analytically. The Darcy flow model is applied and the viscosity-temperature relation is assumed to be an inverse-linear one. The case of uniform heat flux on the walls, i.e. the H boundary condition in the terminology of Kays and Crawford, is treated. For the case of a fluid whose viscosity decreases with temperature, it is found that the effect of the variation is to increase the Nusselt number for heated walls. Having found the velocity and the temperature distribution, the second law of thermodynamics is invoked to find the local and average entropy generation rate. Expressions for the entropy generation rate, the Bejan number, the heat transfer irreversibility, and the fluid flow irreversibility are presented in terms of the Brinkman number, the Péclet number, the viscosity variation number, the dimensionless wall heat flux, and the aspect ratio (width to height ratio). These expressions let a parametric study of the problem based on which it is observed that the entropy generated due to flow in a duct of square cross-section is more than those of rectangular counterparts while increasing the aspect ratio decreases the entropy generation rate similar to what previously reported for the clear flow case.

Heat transfer and entropy generation optimization of forced convection in a porous-saturated duct of rectangular cross-section

We investigate analytically the first and the second law characteristics of fully developed forced convection inside a porous-saturated duct of rectangular cross-section. The Darcy-Brinkman flow model is employed. Three different types of thermal boundary conditions are examined. Expressions for the Nusselt number, the Bejan number, and the dimensionless entropy generation rate are presented in terms of the system parameters. The conclusions of this analytical study will make it possible to compare, evaluate, and optimize alternative rectangular duct design options in terms of heat transfer, pressure drop, and entropy generation. (c) 2006 Elsevier Ltd. All rights reserved.

Interspecific and intraspecific horizontal transfer of Wolbachia in Drosophila

Cytoplasmic incompatibility (CI) in Drosophila simulans is related to infection of the germ line by a rickettsial endosymbiont (genus Wolbachia). Wolbachia were transferred by microinjection of egg cytoplasm into uninfected eggs of both D. simulans and D. melanogaster to generate infected populations. Transinfected strains of D. melanogaster with lower densities of Wolbachia than the naturally infected D. simulans strain did not express high levels of CI. However, transinfected D. melanogaster egg cytoplasm, transferred back into D. simulans, generated infected populations that expressed CI at levels near those of the naturally infected strain. A transinfected D. melanogaster line selected for increased levels of CI expression also displayed increased symbiont densities. These data suggest that a threshold level of infection is required for normal expression of CI and that host factors help determine the density of the symbiont in the host.

16S rRNA phylogenetic analysis of the bacterial endosymbionts associated with cytoplasmic incompatibility in insects

Bacterial endosymbionts of insects have long been implicated in the phenomenon of cytoplasmic incompatibility, in which certain crosses between symbiont-infected individuals lead to embryonic death or sex ratio distortion. The taxonomic position of these bacteria has, however, not been known with any certainty. Similarly, the relatedness of the bacteria infecting various insect hosts has been unclear. The inability to grow these bacteria on defined cell-free medium has been the major factor underlying these uncertainties. We circumvented this problem by selective PCR amplification and subsequent sequencing of the symbiont 16S rRNA genes directly from infected insect tissue. Maximum parsimony analysis of these sequences indicates that the symbionts belong in the α-subdivision of the Proteobacteria, where they are most closely related to the Rickettsia and their relatives. They are all closely related to each other and are assigned to the type species Wolbachia pipientis. Lack of congruence between the phylogeny of the symbionts and their insect hosts suggests that horizontal transfer of symbionts between insect species may occur. Comparison of the sequences for W. pipientis and for Wolbachia persica, an endosymbiont of ticks, shows that the genus Wolbachia is polyphyletic. A PCR assay based on 16S primers was designed for the detection of W. pipientis in insect tissue, and initial screening of insects indicates that cytoplasmic incompatibility may be a more general phenomenon in insects than is currently recognized.

Entropy generation for forced convection in a porous saturated circular tube with uniform wall temperature

A numerical study is reported to investigate both the First and the Second Law of Thermodynamics for thermally developing forced convection in a circular tube filled by a saturated porous medium, with uniform wall temperature, and with the effects of viscous dissipation included. A theoretical analysis is also presented to study the problem for the asymptotic region applying the perturbation solution of the Brinkman momentum equation reported by Hooman and Kani [1]. Expressions are reported for the temperature profile, the Nusselt number, the Bejan number, and the dimensionless entropy generation rate in the asymptotic region. Numerical results are found to be in good agreement with theoretical counterparts.

Least energy solutions of a critical Neumann problem with a weight

We investigate the effect of the coefficient of the critical nonlinearity for the Neumann problem on the existence of least energy solutions. As a by-product we establish a Sobolev inequality with interior norm.

What is the Problem of Ad Hoc Hypotheses?

The received view of an ad hoc hypothesis is that it accounts for only the observation(s) it was designed to account for, and so non-adhocness is generally held to be necessary or important for an introduced hypothesis or modification to a theory. Attempts by Popper and several others to convincingly explicate this view, however, prove to be unsuccessful or of doubtful value, and familiar and firmer criteria for evaluating the hypotheses or modified theories so classified are characteristically available. These points are obscured largely because the received view fails to adequately separate psychology from methodology or to recognise ambiguities in the use of 'ad hoc'.

Thermally developing Brinkman–Brinkman forced convection in rectangular ducts with isothermal walls

The Extended Weighted Residuals Method (EWRM) is applied to investigate the effects of viscous dissipation on the thermal development of forced convection in a porous-saturated duct of rectangular cross-section with isothermal boundary condition. The Brinkman flow model is employed for determination of the velocity field. The temperature in the flow field was computed by utilizing the Green’s function solution based on the EWRM. Following the computation of the temperature field, expressions are presented for the local Nusselt number and the bulk temperature as a function of the dimensionless longitudinal coordinate. In addition to the aspect ratio, the other parameters included in this computation are the Darcy number, viscosity ratio, and the Brinkman number.