Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.

A modified discrete random pore model allowing for different initial surface reactivity

We investigate here a modification of the discrete random pore model [Bhatia SK, Vartak BJ, Carbon 1996;34:1383], by including an additional rate constant which takes into account the different reactivity of the initial pore surface having attached functional groups and hydrogens, relative to the subsequently exposed surface. It is observed that the relative initial reactivity has a significant effect on the conversion and structural evolution, underscoring the importance of initial surface chemistry. The model is tested against experimental data on chemically controlled char oxidation and steam gasification at various temperatures. It is seen that the variations of the reaction rate and surface area with conversion are better represented by the present approach than earlier random pore models. The results clearly indicate the improvement of model predictions in the low conversion region, where the effect of the initially attached functional groups and hydrogens is more significant, particularly for char oxidation. It is also seen that, for the data examined, the initial surface chemistry is less important for steam gasification as compared to the oxidation reaction. Further development of the approach must also incorporate the dynamics of surface complexation, which is not considered here.

Experimental Verification of Decoherence-Free Subspaces

Using spontaneous parametric down-conversion, we produce polarization-entangled states of two photons and characterize them using two-photon tomography to measure the density matrix. A controllable decoherence is imposed on the states by passing the photons through thick, adjustable birefringent elements. When the system is subject to collective decoherence, one particular entangled state is seen to be decoherence-free, as predicted by theory. Such decoherence-free systems may have an important role for the future of quantum computation and information processing.

The first structurally characterized discrete dinuclear mu-cyano hexacyanoferrate complex

Mixed valence complexes containing ferro- and ferricyanide have been known for almost 300 years, but no dinuclear, non-polymeric examples of these complexes have been structurally characterized. Here we report the first such example, comprising ferrocyanide coordinated to a pentaaminecobalt(III) complex. This Fe-II-Co-III complex may be reversibly oxidized to the Fe-III-Co-III analogue.

Sporadic and familial pheochromocytomas are associated with loss of at least two discrete intervals on chromosome 1p

Pheochromocytomas are tumors of the adrenal medulla originating in the chromaffin cells derived from the neural crest. Ten % of these tumors are associated with the familial cancer syndromes multiple endocrine neoplasia type 2, von Hippel-Lindau disease (VHL), and rarely, neurofibromatosis type 1, in which germ-line mutations have been identified in RET, VHL, and NF1, respectively. In both the sporadic and familial forms of pheochromocytoma, allelic loss at 1p, 3p, 17p, and 22q has been reported, yet the molecular pathogenesis of these tumors is largely unknown. Allelic loss at chromosome 1p has also been reported in other endocrine tumors, such as medullary thyroid cancer and tumors of the parathyroid gland, as well as in tumors of neural crest origin including neuroblastoma and malignant melanoma, In this study, we performed fine structure mapping of deletions at chromosome 1p in familial and sporadic pheochromocytomas to identify discrete regions likely housing tumor suppressor genes involved in the development of these tumors. Ten microsatellite markers spanning a region of similar to 70 cM (Ipter to 1p34.3) were used to screen 20 pheochromocytomas from 19 unrelated patients for loss of heterozygosity (LOH). LOH was detected at five or more loci in 8 of 13 (61%)sporadic samples and at five or more loci in four of five (80%) tumor samples from patients with multiple endocrine neoplasia type 2. No LOH at 1p was detected in pheochromocytomas from two VHL patients, Analysis of the combined sporadic and familial tumor data suggested three possible regions of common somatic loss, designated as PCI (D1S243 to D1S244), PC2 (D1S228 to D1S507), and PC3 (D1S507 toward the centromere). We propose that chromosome Ip may be the site of at least three putative tumor suppressor loci involved in the tumorigenesis of pheochromocytomas. At least one of these loci, PC2 spanning an interval of <3.8 cM, is Likely to have a broader role in the development of endocrine malignancies.

The pareto-stability concept is a natural solution concept for discrete matching markets with indifferences

In a decentralized setting the game-theoretical predictions are that only strong blockings are allowed to rupture the structure of a matching. This paper argues that, under indifferences, also weak blockings should be considered when these blockings come from the grand coalition. This solution concept requires stability plus Pareto optimality. A characterization of the set of Pareto-stable matchings for the roommate and the marriage models is provided in terms of individually rational matchings whose blocking pairs, if any, are formed with unmatched agents. These matchings always exist and give an economic intuition on how blocking can be done by non-trading agents, so that the transactions need not be undone as agents reach the set of stable matchings. Some properties of the Pareto-stable matchings shared by the Marriage and Roommate models are obtained.

Discrete dimorphism among castes of the bald-faced hornet Dolichovespula maculata (Hymenoptera: Vespidae) in different phases of the colony cycle

Morphological and physiological caste differences were compared from colonies of Dolichovespula maculata in middle and late phases of the colony cycle. The females showed three patterns of ovarian development and only females classified as queens were inseminated. In both phases, queens were larger than workers for most measures. Discriminant analyses showed high distinction of caste in both phases. We also found highly pronounced qualitative differences: workers had hairs covering the entire body whereas queens had no hair and also some colour differences in the gaster. These results indicate that D. maculata presents pre-imaginal differentiation as seen in other Vespinae, and that size variation occurs from colony to colony such that queens of one colony may be comparable to workers of a different colony although the castes are always distinguishable within colonies.

Discrete and continuous models for dry masonry columns

The dynamic response of dry masonry columns can be approximated with finite-difference equations. Continuum models follow by replacing the difference quotients of the discrete model by corresponding differential expressions. The mathematically simplest of these models is a one-dimensional Cosserat theory. Within the presented homogenization context, the Cosserat theory is obtained by making ad hoc assumptions regarding the relative importance of certain terms in the differential expansions. The quality of approximation of the various theories is tested by comparison of the dispersion relations for bending waves with the dispersion relation of the discrete theory. All theories coincide with differences of less than 1% for wave-length-block-height (L/h) ratios bigger than 2 pi. The theory based on systematic differential approximation remains accurate up to L/h = 3 and then diverges rapidly. The Cosserat model becomes increasingly inaccurate for L/h < 2 pi. However, in contrast to the systematic approximation, the wave speed remains finite. In conclusion, considering its relative simplicity, the Cosserat model appears to be the natural starting point for the development of continuum models for blocky structures.

Optimal quantum trajectories for discrete measurements

Using the method of quantum trajectories we show that a known pure state can be optimally monitored through time when subject to a sequence of discrete measurements. By modifying the way that we extract information from the measurement apparatus we can minimize the average algorithmic information of the measurement record, without changing the unconditional evolution of the measured system. We define an optimal measurement scheme as one which has the lowest average algorithmic information allowed. We also show how it is possible to extract information about system operator averages from the measurement records and their probabilities. The optimal measurement scheme, in the limit of weak coupling, determines the statistics of the variance of the measured variable directly. We discuss the relevance of such measurements for recent experiments in quantum optics.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.