898 resultados para variable smoothing constant


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This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

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[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

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This paper introduces a nonlinear measure of dependence between random variables in the context of remote sensing data analysis. The Hilbert-Schmidt Independence Criterion (HSIC) is a kernel method for evaluating statistical dependence. HSIC is based on computing the Hilbert-Schmidt norm of the cross-covariance operator of mapped samples in the corresponding Hilbert spaces. The HSIC empirical estimator is very easy to compute and has good theoretical and practical properties. We exploit the capabilities of HSIC to explain nonlinear dependences in two remote sensing problems: temperature estimation and chlorophyll concentration prediction from spectra. Results show that, when the relationship between random variables is nonlinear or when few data are available, the HSIC criterion outperforms other standard methods, such as the linear correlation or mutual information.

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Except for the first 2 years since July 29, 1968, Arenal volcano has continuously erupted compositionally monotonous and phenocryst-rich (similar to35%) basaltic andesites composed of plagioclase (plag), orthopyroxene (opx), clinopyroxene (cpx), spinel olivine. Detailed textural and compositional analyses of phenocrysts, mineral inclusions, and microlites reveal comparable complexities in any given sample and identify mineral components that require a minimum of four crystallization environments. We suggest three distinct crystallization environments crystallized low Mg# (<78) silicate phases from andesitic magma but at different physical conditions, such as variable pressure of crystallization and water conditions. The dominant environment, i.e., the one which accounts for the majority of minerals and overprinted all other assemblages near rims of phenocrysts, cocrystallized clinopyroxene (Mg# similar to71-78), orthopyroxene (Mg# similar to71-78), titanomagnetite and plagioclase (An(60) to An(85)). The second environment cocrystallized clinopyroxene (Mg# 71-78), olivine (<Fo(78)), titanomagnetite, and very high An (similar to90) plagioclase, while the third cocrystallized clinopyroxene (Mg# 71-78) with high (>7) Al/Ti and high (>4 wt.%) Al2O3, titanomagnetite with considerable Al2O3 (10-18 wt.%) and possibly olivine but appears to lack plagioclase. A fourth crystallization environment is characterized by clinopyroxene (e.g., Mg#=similar to78-85; Cr2O3=0.15-0.7 wt.%), Al-, Cr-rich spinel olivine (similar toFo(80)), and in some circumstances high-An (>80) plagioclase. This assemblage seems to record mafic inputs into the Arenal system and crystallization at high to low pressures. Single crystals cannot be completely classified as xenocrysts, antecrysts (cognate crystals), or phenocrysts, because they often contain different parts each representing a different crystallization environment and thus belong to different categories. Bulk compositions are mostly too mafic to have crystallized the bulk of ferromagnesian minerals and thus likely do not represent liquid compositions. On the other hand, they are the cumulative products of multiple mixing events assembling melts and minerals from a variety of sources. The driving force for this multistage mixing evolution to generate erupting basaltic andesites is thought to be the ascent of mafic magma from lower crustal levels to subvolcanic depths which at the same time may also go through compositional modification by fractionation and assimilation of country rocks. Thus, mafic magmas become basaltic andesite through mixing, fractionation and assimilation by the time they arrive at subvolcanic depths. We infer new increments of basaltic andesite are supplied nearly continuously to the subvolcanic reservoir concurrently to the current eruption and that these new increments are blended into the residing, subvolcanic magma. Thus, the compositional monotony is mostly the product of repetitious production of very similar basaltic andesite. Furthermore, we propose that this quasi-constant supply of small increments of magma is the fundamental cause for small-scale, decade-long continuous volcanic activity; that is, the current eruption of Arenal is flux-controlled by inputs of mantle magmas. (C) 2004 Elsevier B.V. All rights reserved.

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Variable advisory speed limit (VASL) systems could be effective at both urban and rural work zones, at both uncongested and congested sites. At uncongested urban work zones, the average speeds with VASL were lower than without VASL. But the standard deviation of speeds with VASL was higher. The increase in standard deviation may be due to the advisory nature of VASL. The speed limit compliance with VASL was about eight times greater than without VASL. At the congested sites, the VASL were effective in making drivers slow down gradually as they approached the work zone, reducing any sudden changes in speeds. Mobility-wise the use of VASL resulted in a decrease in average queue length, throughput, number of stops, and an increase in travel time. Several surrogate safety measures also demonstrated the benefits of VASL in congested work zones. VASL deployments in rural work zones resulted in reductions in mean speed, speed variance, and 85th percentile speeds downstream of the VASL sign. The study makes the following recommendations based on the case studies investigated: 1. The use of VASL is recommended for uncongested work zones to achieve better speed compliance and lower speeds. Greater enforcement of regulatory speed limits could help to decrease the standard deviation in speeds; 2. The use of VASL to complement the static speed limits in rural work zones is beneficial even if the VASL is only used to display the static speed limits. It leads to safer traffic conditions by encouraging traffic to slow down gradually and by reminding traffic of the reduced speed limit. A well-designed VASL algorithm, like the P5 algorithm developed in this study, can significantly improve the mobility and safety conditions in congested work zones. The use of simulation is recommended for optimizing the VASL algorithms before field deployment.

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About sixty small water bodies (coastal lagoons, marshes, salt pans, channels, springs, etc.) of the Spanish Mediterranean coast were sampled seasonally for one year (1979-1980), in order to study different aspects of their chemical composition. The concentrations of major ions (alkalinity, Cl-, Ca2+, Mg2+, Na+, and K+), nutrients (N.NO-3, N.NO2-, TRP and Si), oxygen and pH were determined for this purpose. The salt concentrations measured range between 0.4 and 361.3 g l-1. The samples have been divided into four classes of salinity (in g l-1): Cl, S < 5; C2, 5 40. Within these classes, the pattern of ionic dominance recorded is remarkably constant and similar to that found in most coastal lagoons (Cl- > So42- > Alk., for the anions, and Na+ > Mg2+ > Ca2+ > K+, for the cations), although other models occur especially in the first class. The dominance of Na+ and Cl-, as well as the molar ratios Mg2+/Ca2+ and Cl- / SO42- ,clearly increase from class Cl to class C4. The hyperhaline waters include different subtypes of the major brine type"c",, of EUGSTER & HARDIE (1978), the Na+ - (Mg2+) - Cl- - (SO42-) being the most frequent. Nutrient concentrations fall within a wide range (N.NO3 from 0.1 to 1100 mg-at 1-1; PRT from 0.01 to 23.56 mg-at l-1 and Si from 1.0 to 502.0 mg-at l-1). The oxygen values are very variable too, ranging between 0 and 14.4 ml l-1. Four different patterns of nutrient distribution have been distinguished based on the mean concentrations of N.NO3-, and TRP (mean values in mg-at l-1): A, N.NO3- < 10, TRP > l ; B, N.NO3- > 100, TRP < 1; C, 10 < N.NO3- < 100, TRP < 1; C, D, N.NO3- < 10, TRP < 1. As a rule, lagoons of low salinity (C1 and C2 classes) display the nutrient pattern C, and lagoons of high salinity (C3 and C4) show the nutrient pattern D. Model A only appears in waters of very low salinity, whereas model B does not seem to be related to salinity.

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We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an approximation theorem, in the convergence of probability, for equations obtained by smoothing the random noise. For some particular classes of coefficients, approximation in the Lp-norm for p¿1 is also proved.

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The complete mitochondrial DNA (mtDNA) control region was amplified and directly sequenced in two species of shrew, Crocidura russula and Sorex araneus (Insectivora, Mammalia). The general organization is similar to that found in other mammals: a central conserved region surrounded by two more variable domains. However, we have found in shrews the simultaneous presence of arrays of tandem repeats in potential locations where repeats tend to occur separately in other mammalian species. These locations correspond to regions which are associated with a possible interruption of the replication processes, either at the end of the three-stranded D-loop structure or toward the end of the heavy-strand replication. In the left domain the repeated sequences (R1 repeats) are 78 bp long, whereas in the right domain the repeats are 12 bp long in C. russula and 14 bp long in S. araneus (R2 repeats). Variation in the copy number of these repeated sequences results in mtDNA control region length differences. Southern blot analysis indicates that level of heteroplasmy (more than one mtDNA form within an individual) differs between species. A comparative study of the R2 repeats in 12 additional species representing three shrew subfamilies provides useful indications for the understanding of the origin and the evolution of these homologous tandemly repeated sequences. An asymmetry in the distribution of variants within the arrays, as well as the constant occurrence of shorter repeated sequences flanking only one side of the R2 arrays, could be related to asymmetry in the replication of each strand of the mtDNA molecule. The pattern of sequence and length variation within and between species, together with the capability of the arrays to form stable secondary structures, suggests that the dominant mechanism involved in the evolution of these arrays in unidirectional replication slippage.

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Transfer of tumor antigen-specific T-cell receptors (TCRs) into human T cells aims at redirecting their cytotoxicity toward tumors. Efficacy and safety may be affected by pairing of natural and introduced TCRalpha/beta chains potentially leading to autoimmunity. We hypothesized that a novel single-chain (sc)TCR framework relying on the coexpression of the TCRalpha constant alpha (Calpha) domain would prevent undesired pairing while preserving structural and functional similarity to a fully assembled double-chain (dc)TCR/CD3 complex. We confirmed this hypothesis for a murine p53-specific scTCR. Substantial effector function was observed only in the presence of a murine Calpha domain preceded by a TCRalpha signal peptide for shuttling to the cell membrane. The generalization to a human gp100-specific TCR required the murinization of both C domains. Structural and functional T-cell avidities of an accessory disulfide-linked scTCR gp100/Calpha were higher than those of a dcTCR. Antigen-dependent phosphorylation of the proximal effector zeta-chain-associated protein kinase 70 at tyrosine 319 was not impaired, reflecting its molecular integrity in signaling. In melanoma-engrafted nonobese diabetic/severe combined immunodeficient mice, adoptive transfer of scTCR gp100/Calpha transduced T cells conferred superior delay in tumor growth among primary and long-term secondary tumor challenges. We conclude that the novel scTCR constitutes a reliable means to immunotherapeutically target hematologic malignancies.

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We have studied the role of the T cell receptor (TCR) beta chain transmembrane and cytoplasmic domains (betaTM/Cyto) in T cell signaling. Upon antigen stimulation, T lymphocytes expressing a TCR with mutant and betaTM and Cyto domains accumulate in large numbers and are specifically defective in undergoing activation-induced cell death (AICD). The mutant TCR poorly recruits the protein adaptor Carma-1 and is subsequently impaired in activating NF-kappaB. This signaling defect leads to a reduced expression of Fas ligand (FasL) and to a reduction in AICD. These beta chain domains are involved in discriminating cell division and apoptosis.

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We describe an improved multiple-locus variable-number tandem-repeat (VNTR) analysis (MLVA) scheme for genotyping Staphylococcus aureus. We compare its performance to those of multilocus sequence typing (MLST) and spa typing in a survey of 309 strains. This collection includes 87 epidemic methicillin-resistant S. aureus (MRSA) strains of the Harmony collection, 75 clinical strains representing the major MLST clonal complexes (CCs) (50 methicillin-sensitive S. aureus [MSSA] and 25 MRSA), 135 nasal carriage strains (133 MSSA and 2 MRSA), and 13 published S. aureus genome sequences. The results show excellent concordance between the techniques' results and demonstrate that the discriminatory power of MLVA is higher than those of both MLST and spa typing. Two hundred forty-two genotypes are discriminated with 14 VNTR loci (diversity index, 0.9965; 95% confidence interval, 0.9947 to 0.9984). Using a cutoff value of 45%, 21 clusters are observed, corresponding to the CCs previously defined by MLST. The variability of the different tandem repeats allows epidemiological studies, as well as follow-up of the evolution of CCs and the identification of potential ancestors. The 14 loci can conveniently be analyzed in two steps, based upon a first-line simplified assay comprising a subset of 10 loci (panel 1) and a second subset of 4 loci (panel 2) that provides higher resolution when needed. In conclusion, the MLVA scheme proposed here, in combination with available on-line genotyping databases (including http://mlva.u-psud.fr/), multiplexing, and automatic sizing, can provide a basis for almost-real-time large-scale population monitoring of S. aureus.