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.

Transport Barkhausen-like noise in uniaxially pressed Bi(1.65)Pb(0.35)Sr(2)Ca(2)Cu(3)O(10+delta) ceramic samples

We report on the detection of the transport Barkhausen-like noise (TBN) in polycrystalline samples of Bi(1.65)Pb(0.35)Sr(2)Ca(2) Cu(3)O(10+delta) (Bi-2223) which were subjected to different uniaxial compacting pressures. The transport Barkhausen-like noise was measured when the sample was subjected to an ac triangular-shape magnetic field (f similar to 1 Hz) with maximum amplitude B(max) approximate to 5.5 mT, in order to avoid the flux penetration within the superconducting grains. Analysis of the TBN signal, measured for several values of excitation current density, indicated that the applied magnetic field in which the noise signal first appears, B(a)(t(i)), is closely related to the magnetic-flux pinning capability of the material. The combined results are consistent with the existence of three different superconducting levels within the samples: (i) the superconducting grains; (ii) the superconducting clusters; and (iii) the weak-links. We finally argue that TBN measurements constitute a powerful tool for probing features of the intergranular transport properties in polycrystalline samples of high-T(c) superconductors. (C) 2010 Elsevier B.V. All rights reserved.

Quantification of the environmental impacts of road conditions in Brazil

This study evaluates the impacts of Brazilian highway conditions on fuel consumption and, consequently, on carbon dioxide (COO emissions. For the purpose of this study, highway conditions refer to the level of highway maintenance: the incidence of large potholes, large surface cracks, uneven sections, and debris. Primary computer collected data related to the fuel consumption of three types of trucks were analyzed. The data were derived from 88 trips taken over six routes, each route representative of one of two highway conditions: better or worse. Study results are initially presented for each type of truck being monitored. The results are then aggregated to approximate the entire Brazilian highway network. In all cases, results confirmed environmental benefits resulting from travel over the better routes. There was found to be an increase in energy efficiency from traveling better roads, which resulted in lower fuel consumption and lower CO(2) emissions. Statistical analysis of the results suggests that, in general, fuel consumption data were significant at *P < 0.05, rejecting the null hypothesis that average fuel consumption from traveling the better routes is statistically equal to average fuel consumption from traveling the worse routes. Improved Brazilian road conditions would generate economic benefits, reduce dependency on and consumption of fossil fuels (due to the increase in energy efficiency), and reduce CO(2) emissions. These findings may have additional relevancy if Brazil needs to reduce carbon dioxide emissions to reach future Kyoto Protocol`s emissions targets, which should take effect in January 2013. (c) 2008 Elsevier B.V. All rights reserved.

Pollen abortion rates, nitrogen dioxide by passive diffusive tubes and bioaccumulation in tree barks are effective in the characterization of air pollution

This study aims to evaluate the feasibility of using simple techniques - pollen abortion rates, passive diffusive tubes (NO(2)) and trace element accumulation in tree barks - when determining the area of influence of pollution emissions produced in a traffic corridor. Measurements were performed at 0, 60 and 120 meters from a major road with high vehicular traffic, taking advantage of a sharp gradient that exists between the road and a cemetery. NO(2) values and trace elements measured at 0 meters were significantly higher than those measured at more distant points. Al, S. Cl, V. Fe, Cu, and Zn exhibited a higher concentration in tree barks at the vicinity of the traffic corridor. The same pattern was observed for the pollen abortion rates measured at the three different sites. Our data suggests that simple techniques may be applied either to validate dispersion land-based models in an urban settings or, alternatively, to provide better spatial resolution to air pollution exposure when high-resolution pollution monitoring data are not available. (C) 2011 Elsevier B.V. All rights reserved.

Speech recognition in noise for cochlear implant listeners: Benefits of residual hearing

The purpose of this study was to explore the potential advantages, both theoretical and applied, of preserving low-frequency acoustic hearing in cochlear implant patients. Several hypotheses are presented that predict that residual low-frequency acoustic hearing along with electric stimulation for high frequencies will provide an advantage over traditional long-electrode cochlear implants for the recognition of speech in competing backgrounds. A simulation experiment in normal-hearing subjects demonstrated a clear advantage for preserving low-frequency residual acoustic hearing for speech recognition in a background of other talkers, but not in steady noise. Three subjects with an implanted "short-electrode" cochlear implant and preserved low-frequency acoustic hearing were also tested on speech recognition in the same competing backgrounds and compared to a larger group of traditional cochlear implant users. Each of the three short-electrode subjects performed better than any of the traditional long-electrode implant subjects for speech recognition in a background of other talkers, but not in steady noise, in general agreement with the simulation studies. When compared to a subgroup of traditional implant users matched according to speech recognition ability in quiet, the short-electrode patients showed a 9-dB advantage in the multitalker background. These experiments provide strong preliminary support for retaining residual low-frequency acoustic hearing in cochlear implant patients. The results are consistent with the idea that better perception of voice pitch, which can aid in separating voices in a background of other talkers, was responsible for this advantage.

Benefits of amplification for speech recognition in background noise

The purpose of the present study was to examine the benefits of providing audible speech to listeners with sensorineural hearing loss when the speech is presented in a background noise. Previous studies have shown that when listeners have a severe hearing loss in the higher frequencies, providing audible speech (in a quiet background) to these higher frequencies usually results in no improvement in speech recognition. In the present experiments, speech was presented in a background of multitalker babble to listeners with various severities of hearing loss. The signal was low-pass filtered at numerous cutoff frequencies and speech recognition was measured as additional high-frequency speech information was provided to the hearing-impaired listeners. It was found in all cases, regardless of hearing loss or frequency range, that providing audible speech resulted in an increase in recognition score. The change in recognition as the cutoff frequency was increased, along with the amount of audible speech information in each condition (articulation index), was used to calculate the "efficiency" of providing audible speech. Efficiencies were positive for all degrees of hearing loss. However, the gains in recognition were small, and the maximum score obtained by an listener was low, due to the noise background. An analysis of error patterns showed that due to the limited speech audibility in a noise background, even severely impaired listeners used additional speech audibility in the high frequencies to improve their perception of the "easier" features of speech including voicing

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Classical and quantum noise in electronic systems

We review the description of noise in electronic circuits in terms of electron transport. The Poisson process is used as a unifying principle. In recent years, much attention has been given to current noise in light-emitting diodes and laser diodes. In these devices, random events associated with electron transport are correlated with photon emission times, thus modifying both the current statistics and the statistics of the emitted light. We give a review of experiments in this area with special emphasis on the ability of such devices to produce subshot-noise currents and light beams. Finally we consider the noise properties of a class of mesoscopic devices based on the quantum tunnelling of an electron into and out of a bound state. We present a simple quantum model of this process which confirms that the current noise in such a device should be subshot-noise.

Dynamical quantum noise in trapped Bose-Einstein condensates

We introduce the study of dynamical quantum noise in Bose-Einstein condensates through numerical simulation of stochastic partial differential equations obtained using phase-space representations. We derive evolution equations for a single trapped condensate in both the positive-P and Wigner representations and perform simulations to compare the predictions of the two methods. The positive-P approach is found to be highly susceptible to the stability problems that have been observed in other strongly nonlinear, weakly damped systems. Using the Wigner representation, we examine the evolution of several quantities of interest using from a variety of choices of initial stare for the condensate and compare results to those for single-mode models. [S1050-2947(98)06612-8].

Quantum open-systems approach to current noise in resonant tunneling junctions

A quantum Markovian master equation is derived to describe the current noise in resonant tunneling devices. This equation includes both incoherent and coherent quantum tunneling processes. We show how to obtain the population master equation by adiabatic elimination of quantum coherences in the presence of elastic scattering. We calculate the noise spectrum for a double well device and predict subshot noise statistics for strong tunneling between the wells. The method is an alternative to Green's function methods and population master equations for very small coherently coupled quantum dots.

International tourists and road safety in Australia: developing a national research and management programme

Motor vehicle crashes are the leading cause of injury death for international tourists. This makes road safety an important issue for tourism authorities. Unfortunately, as it is in other areas of tourist health, the common response from the travel and tourism industry is to remain silent about this problem and to leave any mishaps in the hands of insurers. At the same time, but for different reasons, international tourists are not usually targeted for road safety initiatives by transport authorities. Given that there are considerable 'hidden' costs associated with international tourists and motor vehicle crashes, the topic should be of concern to both tourism and transport groups. This paper examines issues concerned with driving in unfamiliar surroundings for international visitors in Australia, and proposes a national research and management programme to guide policy and planning in the area. (C) 1999 Elsevier Science Ltd. All rights reserved.

A new approach to current and noise in double quantum dot systems

We use a quantum master equation to describe transport in double-dot devices. The coherent dot-to-dot coupling affects the noise spectra strongly. For phonon-assisted tunneling, the calculated current spectra are consistent with those of experiments. The model shows that quantum stochastic theory may he applied to some advantage in mesoscopic electronic systems. (C) 2000 Elsevier Science B.V. All rights reserved.