TESTING STATISTICAL HYPOTHESIS ON RANDOM TREES AND APPLICATIONS TO THE PROTEIN CLASSIFICATION PROBLEM

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

GLOBAL WELL-POSEDNESS AND NON-LINEAR STABILITY OF PERIODIC TRAVELING WAVES FOR A SCHRODINGER-BENJAMIN-ONO SYSTEM

The objective of this paper is two-fold: firstly, we develop a local and global (in time) well-posedness theory for a system describing the motion of two fluids with different densities under capillary-gravity waves in a deep water flow (namely, a Schrodinger-Benjamin-Ono system) for low-regularity initial data in both periodic and continuous cases; secondly, a family of new periodic traveling waves for the Schrodinger-Benjamin-Ono system is given: by fixing a minimal period we obtain, via the implicit function theorem, a smooth branch of periodic solutions bifurcating a Jacobian elliptic function called dnoidal, and, moreover, we prove that all these periodic traveling waves are nonlinearly stable by perturbations with the same wavelength.

H(infinity) filtering for rectangular discrete-time descriptor systems

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

Stability analysis of core-annular flow and neutral stability wave number

A general transition criterion is proposed in order to locate the core-annular flow pattern in horizontal and vertical oil-water flows. It is based on a rigorous one-dimensional two-fluid model of liquid-liquid two-phase flow and considers the existence of critical interfacial wave numbers related to a non-negligible interfacial tension term to which the linear stability theory still applies. The viscous laminar-laminar flow problem is fully resolved and turbulence effects on the stability are analyzed through experimentally obtained shape factors. The proposed general transition criterion includes in its formulation the inviscid Kelvin-Helmholtz`s discriminator. If a theoretical maximum wavelength is considered as a necessary condition for stability, a stability criterion in terms of the Eotvos number is achieved. Effects of interfacial tension, viscosity ratio, density difference, and shape factors on the stability of core-annular flow are analyzed in detail. The more complete modeling allowed for the analysis of the neutral-stability wave number and the results strongly suggest that the interfacial tension term plays an indispensable role in the correct prediction of the stable region of core-annular flow pattern. The incorporation of a theoretical minimum wavelength into the transition model produced significantly better results. The criterion predictions were compared with recent data from the literature and the agreement is encouraging. (C) 2007 American Institute of Chemical Engineers.

Bidimensional codes recorded on an oxide glass surface using a continuous wave CO(2) laser

Surface heat treatment in glasses and ceramics, using CO(2) lasers, has attracted the attention of several researchers around the world due to its impact in technological applications, such as lab-on-a-chip devices, diffraction gratings and microlenses. Microlens fabrication on a glass surface has been studied mainly due to its importance in optical devices (fiber coupling, CCD signal enhancement, etc). The goal of this work is to present a systematic study of the conditions for microlens fabrications, along with the viability of using microlens arrays, recorded on the glass surface, as bidimensional codes for product identification. This would allow the production of codes without any residues (like the fine powder generated by laser ablation) and resistance to an aggressive environment, such as sterilization processes. The microlens arrays were fabricated using a continuous wave CO(2) laser, focused on the surface of flat commercial soda-lime silicate glass substrates. The fabrication conditions were studied based on laser power, heating time and microlens profiles. A He-Ne laser was used as a light source in a qualitative experiment to test the viability of using the microlenses as bidimensional codes.

Reducing mean flow time in permutation flow shop

This paper deals with the traditional permutation flow shop scheduling problem with the objective of minimizing mean flowtime, therefore reducing in-process inventory. A new heuristic method is proposed for the scheduling problem solution. The proposed heuristic is compared with the best one considered in the literature. Experimental results show that the new heuristic provides better solutions regarding both the solution quality and computational effort.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

CONCENTRATION FIELDS NEAR AIR-WATER INTERFACES DURING INTERFACIAL MASS TRANSPORT: OXYGEN TRANSPORT AND RANDOM SQUARE WAVE ANALYSIS

Mass transfer across a gas-liquid interface was studied theoretically and experimentally, using transfer of oxygen into water as the gas-liquid system. The experimental results support the conclusions of a theoretical description of the concentration field that uses random square waves approximations. The effect of diffusion over the concentration records was quantified. It is shown that the peak of the normalized rills concentration fluctuation profiles must be lower than 0.5, and that the position of the peak of the rms value is an adequate measure of the thickness of the diffusive layer. The position of the peak is the boundary between the regions more subject to molecular diffusion or to turbulent transport of dissolved mass.

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

Experimental study of a Tollmien-Schlichting wave interacting with a shallow 3D roughness element

The paper is devoted to an experimental study of the effect of a shallow 3D roughness element on the evolution of a 2D Tollmien-Schlichting wave in a Blasius boundary layer. The experiments were carried out under controlled disturbance conditions on an airfoil section which could provide a long run with zero pressure gradient flow. A pneumatically driven slit source was used to introduce the Tollmien-Schilichting wave upstream of the lower branch of the neutral stability curve. A few wavelengths downstream, the T-S wave interacts with a cylindrical roughness element. The height of the roughness was slowly oscillating in time, which allows a continuous measurement of the T-S wave response downstream the roughness. The oscillation frequency was approximately 1500 times lower than the frequency of the studied Tollmien-Schlichting wave and therefore, behaved as a steady roughness with respect to the T-S wave. Hot wire anemometry was used to measure wall normal profiles and spanwise scans close to the maximum of the eigenfunction of the T-S wave. The oscillation of the roughness and the synchronization of all-equipments permitted the use of ensemble average techniques. Two different amplitudes of T-S waves with a non-dimensional frequency of F120E-06 were studied. They show a strong amplification of the disturbances in a small spanwise wave number range. The analysis of the wall normal T-S profiles suggests the growth of oblique modes.

One-time signature scheme from syndrome decoding over generic error-correcting codes

We describe a one-time signature scheme based on the hardness of the syndrome decoding problem, and prove it secure in the random oracle model. Our proposal can be instantiated on general linear error correcting codes, rather than restricted families like alternant codes for which a decoding trapdoor is known to exist. (C) 2010 Elsevier Inc. All rights reserved,

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

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.

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.