Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

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.

Formulating Mixed Models for Experiments, Including Longitudinal Experiments

Mixed models have become important in analyzing the results of experiments, particularly those that require more complicated models (e.g., those that involve longitudinal data). This article describes a method for deriving the terms in a mixed model. Our approach extends an earlier method by Brien and Bailey to explicitly identify terms for which autocorrelation and smooth trend arising from longitudinal observations need to be incorporated in the model. At the same time we retain the principle that the model used should include, at least, all the terms that are justified by the randomization. This is done by dividing the factors into sets, called tiers, based on the randomization and determining the crossing and nesting relationships between factors. The method is applied to formulate mixed models for a wide range of examples. We also describe the mixed model analysis of data from a three-phase experiment to investigate the effect of time of refinement on Eucalyptus pulp from four different sources. Cubic smoothing splines are used to describe differences in the trend over time and unstructured covariance matrices between times are found to be necessary.

Bait and Habitat Preferences, and Temporal Variability of Social Wasps (Hymenoptera: Vespidae) Attracted to Vertebrate Carrion

In addition to feeding on carrion tissues and fluids, social wasps can also prey on immature and adult carrion flies, thereby reducing their populations and retarding the decomposition process of carcasses. In this study, we report on the occurrence and behavior of social wasps attracted to vertebrate carrion. The collections were made monthly from September 2006 to October 2007 in three environments (rural, urban, and forest) in six municipalities of southeast Brazil, using baited bottle traps. We collected Agelaia pallipes (Olivier, 1791) (n = 143), Agelaia vicina (Saussure, 1854) (n = 106), Agelaia multipicta (Haliday, 1836) (n = 18), and Polybia paulista Ihering, 1896 (n = 3). The wasps were observed feeding directly on the baits and preying on adult insects collected in the traps. Bait and habitat associations, temporal variability of social wasps, and possible forensic implications of their actions are discussed.

Substratum choice for nesting in male Nile tilapia Oreochromis niloticus

Four substrata were offered to groups of adult Nile tilapia Oreochromis niloticus (one male and two females) simultaneously: pure sand, a mixture of sand and shells, stones and no substratum. The results showed that males chose to dig nests in a lighter and more homogeneous substratum.

Multiphase flow in the vascular system of wood: From microscopic exploration to 3-D Lattice Boltzmann experiments

This paper provides insights into liquid free water dynamics in wood vessels based on Lattice Boltzmann experiments. The anatomy of real wood samples was reconstructed from systematic 3-D analyses of the vessel contours derived from successive microscopic images. This virtual vascular system was then used to supply fluid-solid boundary conditions to a two-phase Lattice Boltzmann scheme and investigate capillary invasion of this hydrophilic porous medium. Behavior of the liquid phase was strongly dependent on anatomical features, especially vessel bifurcations and reconnections. Various parameters were examined in numerical experiments with ideal vessel bifurcations, to clarify our interpretation of these features. (c) 2010 Elsevier Ltd. All rights reserved.

Australian political discourse: Pronominal choice in campaign speeches

The intention behind language used by candidates during an election campaign is to persuade voters to vote for a particular political party. Fundamental to the political arena is construction of identity, group membership and ways of talking about self, others, and the polarizing categories of 'us' and 'them'. This paper will investigate the pragmatics of pronominal choice and the way in which politicians construct and convey their own identities and those of their political opponents within political speeches. Taking six speeches by John Howard and Mark Latham across the course of the 2004 federal election campaign, I look at the ways in which pronominal choice indicates a shifting scope of reference to creat pragmatic effects and serve political functions.

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.

A simple data logger for student-designed rocket experiments.

The final-year project for Mechanical & Space Engineering students at UQ often involves the design and flight testing of an experiment. This report describes the design and use of a simple data logger that should be suitable for collecting data from the students' flight experiments. The exercise here was taken as far as the construction of a prototype device that is suitable for ground-based testing, say, the static firing of a hybrid rocket motor.

Probabilistic Action System Trace Semantics

Action systems are a construct for reasoning about concurrent, reactive systems, in which concurrent behaviour is described by interleaving atomic actions. Sere and Troubitsyna have proposed an extension to action systems in which actions may be expressed and composed using discrete probabilistic choice as well as demonic nondeterministic choice. In this paper we develop a trace-based semantics for probabilistic action systems. This semantics provides a simple theoretical base on which practical refinement rules for probabilistic action systems may be justified.

Information and wildlife valuation: Experiments and policy

The authors use experimental surveys to investigate the association between individuals' knowledge of particular wildlife species and their stated willingness to allocate funds to conserve each. The nature of variations in these allocations between species (e.g., their dispersion) as participants' knowledge increases is examined. Factors influencing these changes are suggested. Willingness-to-pay allocations are found not to measure the economic value of species, but are shown to be policy relevant. The results indicate that poorly known species, e.g., in remote areas, may obtain relatively less conservation support than they deserve.