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.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.

Bias-corrected Pearson estimating functions for Taylor`s power law applied to benthic macrofauna data

Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

ECONOMICAL OCCUPATION OF AGRICULTURAL AREA OF PIRACICABA (SAO PAULO STATE, BRAZIL), INCLUDING RISK THROUGH LINEAR PROGRAMMING

The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

Age-related association of rDNA and telomeres with the nuclear matrix in mouse hepatocytes

Transcribed sequences have been suggested to be associated with the nuclear matrix, differing from non-transcribing sequences, which have been reported to be contained in DNA loops. However, although a dozen of genes have their expression level affected by aging, data on chromatin-nuclear matrix interactions under this physiological condition are still scarce. In the present study, liver imprints from young, adult and old mice were subjected to FISH (fluorescence in situ hybridization) for 45S rDNA and telomeric sequences, with or without a lysis treatment to produce extended chromatin fibres. There was an increased amount of 45S rDNA sequences located in DNA loops as the animals grow older, while telomeric sequences were always observed in DNA loops irrespective of the animal age. We assume that active rRNA genes associate with the nuclear matrix, while DNA loops contain silent sequences. Transcription of each 45S rDNA repeat unit is suggested to be dependent on its interaction with the nuclear matrix.

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

Increased class A scavenger receptor and glomerular lipid precede mesangial matrix expansion in the bGH mouse model

Objective: Elevated neutral lipid content and mRNA expression of class A scavenger receptor (SRA) have been found in the renal cortex of the bovine growth hormone (bGH) mouse model of progressive glomerulosclerosis (GS). We hypothesize that the increased expression of SRA precedes glomerular scarring in this model. Design: Real time RT-PCR and immunofluorescence were employed to measure SRA and collagen types I and IV in the bGH transgenic and control mice at 5 and 12 weeks (wk) of age to determine the chronology of change in SRA expression in relation to glomerular scarring. Alternative mechanisms for increasing glomerular lipid were assessed by measuring mRNA expression levels of low-density lipoprotein receptor (LDL-r), 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGR), and ATP-binding cassette transporter A1 (ABCA1). In addition, the involvement of macrophages in early GS was assessed by CD68 mRNA expression in kidney cortex. Results: Both mRNA and protein levels of SRA were significantly increased in 5-wk bGH compared with control mice, whereas the expression of collagen I and IV was unaltered. Unchanged levels of LDL-r and HMGR mRNA indicate that neither regulated cholesterol uptake via LDL-r nor the cholesterol synthetic pathway played a role in the early lipid increase. The finding of increased ABCA1 expression was an indicator of excess intracellular lipid in the renal cortex of bGH mice at 5 wk. CD68 expression in bGH did not differ significantly from that of controls at 5 wk suggesting that cortical macrophage infiltration was not increased in bGH mice at this time point. Conclusion: An early increase in SRA mRNA and protein expression in the bGH kidney precedes glomerular scarring and is independent of macrophage influx. Published by Elsevier Ltd. on behalf of Growth Hormone Research Society.

Impedimetric immunosensor for electronegative low density lipoprotein (LDL(-)) based on monoclonal antibody adsorbed on (polyvinyl formal)-gold nanoparticles matrix

Monoclonal antibodies (MAb) have been commonly applied to measure LDL in vivo and to characterize modifications of the lipids and apoprotein of the LDL particles. The electronegative low density lipoprotein (LDL(-)) has an apolipoprotein B-100 modified at oxidized events in vivo. In this work, a novel LDL-electrochemical biosensor was developed by adsorption of anti-LDL(-) MAb on an (polyvinyl formal)-gold nanoparticles (PVF-AuNPs)-modified gold electrode. Electrochemical impedance spectroscopy (EIS) and cyclic voltammetry (CV) were used to characterize the recognition of LDL-. The interaction between MAb-LDL(-) leads to a blockage in the electron transfer of the [Fe(CN)(6)](4-)/K(4)[Fe(CN)(6)](3-) redox couple, which may could result in high change in the electron transfer resistance (R(CT)) and decrease in the amperometric responses in CV analysis. The compact antibody-antigen complex introduces the insulating layer on the assembled surface, which increases the diameter of the semicircle, resulting in a high R(CT), and the charge transferring rate constant k(0) decreases from 18.2 x 10(-6) m/s to 4.6 x 10(-6) m/s. Our results suggest that the interaction between MAb and lipoprotein can be quantitatively assessed by the modified electrode. The PVF-AuNPs-MAb system exhibited a sensitive response to LDL(-), which could be used as a biosensor to quantify plasmatic levels of LDL(-). (C) 2011 Elsevier B.V. All rights reserved.

Capacity of the extracellular matrix of the bone marrow to induce proliferation of myeloid cells in vitro in model of protein malnutrition in mice

The aim of this study was to verify the capacity of the extracellular matrix (ECM) obtained from bone marrow of malnourished mice to sustain survival and to induce the proliferation of myeloid cells. We also verified the capacity of the tests to interact with in vitro hematopoietic cytokines. Male ""Swiss"" mice were submitted to protein malnutrition with a diet contents of 4% casein until they lost 20% of the original weight, while the group-control was kept with a diet content of 14% of casein. The bone marrow was extracted with 1.0 mg of aprotinin/mL in PBS. The proliferation tests were carried out with myeloid cell line FDCP-1, by the colorimetric method of reduction of the MTT. The obtained ECM from nourished and undernourished mice induced cellular proliferation in vitro. Tests performed with Il-3 and GM-CSF cytokines in a concentration of 10 and 500 rho g/mL displayed synergic and regulatory effects respectively. The ECM obtained from the malnourished group submitted to the binding to GM-CSF demonstrated higher cellular proliferation than the ECM obtained from the control group (p<0.05). The results suggest that the alterations in the composition of ECM of bone marrow caused by malnutrition might lead to modification of the GM-CSF activity modulation.

Influence of gamma radiation onto polymeric matrix with papain

Papain is a proteolytic enzyme that has been widely used as debridement agent for scars and wound healing treatment. However, papain presents low stability, which limits its use to extemporaneous or short shelf-life formulations. The purpose of this study was to entrap papain into a polymeric matrix in order to obtain a drug delivery system that could be used as medical device. Since these systems must be sterile, gamma radiation is an interesting option and presents advantages in relation to conventional agents: no radioactive residues are formed: the product can be sterilized inside the final packaging and has an excellent reliability. The normative reference for the establishment of the sterilizing dose determines 25 kGy as the inactivation dose for viable microorganisms. A silicone dispersion was selected to prepare membranes containing 2% (w/w) papain. Irradiated and non-irradiated membranes were simultaneously assessed in order to verify whether gamma radiation interferes with the drug-releasing profile. Results showed that irradiation does not affect significantly papain release and its activity. Therefore papain shows radioresistance in the irradiation conditions applied. In conclusion, gamma radiation can be easily used as sterilizing agent without affecting the papain release profile and its activity onto the biocompatible device is studied. (C) 2009 Elsevier Ltd. All rights reserved.

Dissolution parameters for sodium diclofenac-containing hypromellose matrix tablet

Sodium diclofenac (SD) release from dosage forms has been studied under different conditions. However, no dissolution method that is discriminatory enough to reflect slight changes in formulation or manufacturing process, and which could be effectively correlated with the biological properties of the dosage form, has been reported. This study sought to develop three different formulae of SD-containing matrix tablets and to determine the effect of agitation speed in its dissolution profiles. F1, F2 and F3 formulations were developed using hypromellose (10, 20 and 30%, respectively for F1, F2 and F3) and other conventional excipients. Dissolution tests were carried out in phosphate buffer pH 6.8 at 37 degrees C using apparatus 11 at 50, 75 or 100 rpm. Dissolution efficiency (DE), T(50) and T(90) were determined and plotted as functions of the variables agitation speed and hypromellose concentration. Regarding DE, F2 showed more sensitivity to variations in agitation speed than F1 and F3. Increasing hypromellose concentration reduced DE values, independent of agitation speed. Analysis of T(50) and T(90) suggests that F1 is less sensitive to variations in agitation speed than F2 and F3. Most discriminatory dissolution conditions were observed at 50 rpm. Results suggest that the comparison of dissolution performance of SD matrix tablets should take into account polymer concentration and agitation conditions. (C) 2009 Published by Elsevier B.V.

Development and In Vitro Evaluation of Propranolol Hydrochloride Controlled Release Tablets Using HPMC as Matrix Former

The purpose of this paper was to produce controlled-release matrices with 120 mg of propranolol hydrochloride (PHCl) employing hydroxypropyl methylcellulose (HPMC, Methocel (R) K100) as the gel forming barrier. Although this class of polymers has been commonly used for direct compression, with the intent of use reduced polymer concentrations to achieve controlled drug release, in this study tablets were produced by the wet granulation process. HPMC percentages ranged from 15-34 % and both soluble and non soluble diluents were tested in the 10 proposed tablet compositions. Dissolution testing of matrices was performed over a 12 h period in 1.2 pH medium (the first 2 h) and in pH 6.8 (10 h). Dissolution kinetic analysis was performed by applying Zero-order, First-order and Higuchi models with the aim of elucidating the drug release mechanism. All physical-chemical characteristics such as average weight, friability, hardness, diameter, height, and drug content were in accordance to the pharmacopeial specifications. Taking into account that PHCl is a very soluble drug, low concentrations (15 %) of HPMC were sufficient to reduce the drug release and to promote controlled release of PHCl, presenting good dissolution efficiencies, between 50 % and 63 %. The Higuchi model has presented the best fit to the 15 % HPMC formulations, indicating that the main release mechanism was diffusion. It could be concluded that the application of the wet granulation method reduced matrices erosion and promoted controlled release of the drug at low HPMC percentages.

Lercanidipine reduces matrix metalloproteinase-2 activity and reverses vascular dysfunction in renovascular hypertensive rats

Increased expression/activity of matrix metalloproteinases (MMPs), especially MMP-2, plays a role in the vascular alterations induced by hypertension, and increased oxidative stress is a major factor activating MMPs. Here, we hypothesized that lercanidipine, a calcium channel blocker, could attenuate the increases in oxidative stress and MMP-2 expression/activity in the two-kidney, one-clip (2K-1C) hypertensive rats. Sham-operated or 2K-1C hypertension rats were treated with lercanidipine 2.5 mg/kg/day (or vehicle) starting three weeks after hypertension was induced. Systolic blood pressure was monitored weekly. After five weeks of treatment, aortic rings were isolated to assess endothelium-dependent and independent relaxations. Quantitative morphometry of structural changes in the aortic wall were studied in hematoxylin/eosin sections. Aortic MMP-2 levels were determined by gelatin zymography. Aortic MMP-2/tissue inhibitor of metalloproteinases (TIMP)-2 mRNA levels were determined by quantitative real-time RT-PCR. Plasma thiobarbituric acid reactive substances concentrations were determined using a fluorometric method. Lercanidipine attenuated 2K-1C hypertension (224 12 versus 183 11 mm Hg in 2K-1C rats and 2K-1C + Lercandipine rats, respectively; P < 0.01) and prevented the reduction in endothelium-dependent vasorelaxation found in 2K-1C rats. Increased MMP-2 and Pro-MMP-2 levels were found in the aortas of 2K-1C rats (all P < 0.05). Lercandipine attenuated 2K-1C-induced increases in MMP-2 by more than 60% and blunted 2K-1C-induced increases in oxidative stress (both P < 0.001). While hypertension-induced significant aortic wall hypertrophy and approximately 9-fold increases in the ratio of MMP-2MMP-2 mRNA expression (both P < 0.05), lercandipine did not affect these changes. These results suggest that lercanidipine produces antihypertensive effects and reverses the endothelial dysfunction associated with 2K-1C hypertension, probably through mechanisms involving antioxidant effects leading to lower MMP-2 activation. (C) 2008 Elsevier B.V. All rights reserved.

Antioxidant treatment reduces matrix metalloproteinase-2-induced vascular changes in renovascular hypertension

Mounting evidence indicates that structural and functional vascular changes associated with two-kidney, one-clip (2K-1C) hypertension result, at least in part, from altered activity of matrix metalloproteinases (MMPs). Because MMPs are upregulated by increased formation of reactive oxygen species (ROS), we hypothesized that antioxidant approaches could attenuate the increases in MMP-2 expression/activity and the vascular dysfunction and remodeling associated with 2K-1C hypertension. Sham-operated or 2K-1C hypertensive rats were treated with tempol 18 mg/kg/day or apocyanin 25 mg/kg/day (or vehicle). Systolic blood pressure was monitored weekly. After 8 weeks of treatment, aortic rings were isolated to assess endothelium-dependent and -independent relaxation. Quantitative morphometry of structural changes in the aortic wall was studied in hematoxylin/eosin sections. Aortic and systemic ROS levels were measured using dihydroethidine and thiobarbituric acid-reactive substances, respectively. Aortic MMP-2 levels and activity were determined by gelatin and in situ zymography, fluorimetry, and immunohistochemistry. Tempol and apocyanin attenuated 2K-1C hypertension (181 +/- 20.8 and 192 +/- 17.6 mm Hg, respectively, versus 213 +/- 18 mm Hg in hypertensive controls; both p<0.05) and prevented the reduction in endothelium-dependent vasorelaxation found in 2K-1C rats. Tempol, but not apocyanin (p>0.05), prevented the vascular remodeling found in 2K-1C rats (all p<0.01). Tempol was more effective than apocyanin in attenuating hypertension-induced increases in oxidative stress (both p<0.05), MMP-2 levels, and MMP-2 activity in hypertensive rats (all p<0.05). Our results suggest that antioxidant approaches decrease MMP-2 upregulation and attenuate the vascular dysfunction and remodeling during 2K-1C hypertension. (C) 2009 Elsevier Inc. All rights reserved.