On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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.

Using a New Criterion to Identify Sites for Mean Soil Water Storage Evaluation

Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.

Three-dimensional solution structure of alpha-conotoxin MII by NMR spectroscopy: Effects of solution environment on helicity

alpha-Conotoxin MII, a 16-residue polypeptide from the venom of the piscivorous cone snail Conus magus, is a potent and highly specific blocker of mammalian neuronal nicotinic acetylcholine receptors composed of alpha 3 beta 2 subunits. The role of this receptor type in the modulation of neurotransmitter release and its relevance to the problems of addiction and psychosis emphasize the importance of a structural understanding of the mode of interaction of MII with the alpha 3 beta 2 interface. Here we describe the three-dimensional solution structure of MIT determined using 2D H-1 NMR spectroscopy. Structural restraints consisting of 376 interproton distances inferred from NOEs and 12 dihedral restraints derived from spin-spin coupling constants were used as input for simulated annealing calculations and energy minimization in the program X-PLOR. The final set of 20 structures is exceptionally well-defined with mean pairwise rms differences over the whole molecule of 0.07 Angstrom for the backbone atoms and 0.34 Angstrom for all heavy atoms. MII adopts a compact structure incorporating a central segment of alpha-helix and beta-turns at the N- and C-termini. The molecule is stabilized by two disulfide bonds, which provide cross-links between the N-terminus and both the middle and C-terminus of the structure. The susceptibility of the structure to conformational change was examined using several different solvent conditions. While the global fold of MII remains the same, the structure is stabilized in a more hydrophobic environment provided by the addition of acetonitrile or trifluoroethanol to the aqueous solution. The distribution of amino acid side chains in MII creates distinct hydrophobic and polar patches on its surface that may be important for the specific interaction with the alpha 3 beta 2 neuronal nAChR. A comparison of the structure of MII with other neuronal-specific alpha-conotoxins provides insights into their mode of interaction with these receptors.

Transport properties of strongly correlated metals: A dynamical mean-field approach

The temperature dependence of the transport properties of the metallic phase of a frustrated Hubbard model on the hypercubic lattice at half-filling is calculated. Dynamical mean-held theory, which maps the Hubbard model onto a single impurity,Anderson model that is solved self-consistently, and becomes exact in the limit of large dimensionality, is used. As the temperature increases there is a smooth crossover from coherent Fermi liquid excitations at low temperatures to incoherent excitations at high temperatures. This crossover leads to a nonmonotonic temperature dependence for the resistance, thermopower, and Hall coefficient, unlike in conventional metals. The resistance smoothly increases from a quadratic temperature dependence at low temperatures to large values which can exceed the Mott-Ioffe-Regel value ha/e(2) (where a is a lattice constant) associated with mean free paths less than a lattice constant. Further signatures of the thermal destruction of quasiparticle excitations are a peak in the thermopower and the absence of a Drude peak in the optical conductivity. The results presented here are relevant to a wide range of strongly correlated metals, including transition metal oxides, strontium ruthenates, and organic metals.

Solution of a two-leg spin ladder system

A model for a spin-1/2 ladder system with two legs is introduced. It is demonstrated that this model is solvable via the Bethe ansatz method for arbitrary values of the rung coupling J. This is achieved by a suitable mapping from the Hubbard model with appropriate twisted boundary conditions. We determine that a phase transition between gapped and gapless spin excitations occurs at the critical value J(c) = 1/2 of the rung coupling.

Conotoxin TVIIA, a novel peptide from the venom of Conus tulipa - 2. Three-dimensional solution structure

The three-dimensional solution structure of conotoxin TVIIA, a 30-residue polypeptide from the venom of the piscivorous cone snail Conus tulipa, has been determined using 2D H-1 NMR spectroscopy. TVIIA contains six cysteine residues which form a 'four-loop' structural framework common to many peptides from Conus venoms including the omega-, delta-, kappa-, and mu O-conotoxins. However, TVIIA does not belong to these well-characterized pharmacological classes of conotoxins, but displays high sequence identity with conotoxin GS, a muscle sodium channel blocker from Conus geographus. Structure calculations were based on 562 interproton distance restraints inferred from NOE data, together with 18 backbone and nine side-chain torsion angle restraints derived from spin-spin coupling constants. The final family of 20 structures had mean pairwise rms differences over residues 2-27 of 0.18 +/- 0.05 Angstrom for the backbone atoms and 1.39 +/- 0.33 Angstrom for all heavy atoms. The structure consists of a triple-stranded, antiparallel beta sheet with +2x, -1 topology (residues 7-9, 16-20 and 23-27) and several beta turns. The core of the molecule is formed by three disulfide bonds which form a cystine knot motif common to many toxic and inhibitory polypeptides. The global fold, molecular shape and distribution of amino-acid sidechains in TVIIA is similar to that previously reported for conotoxin GS, and comparison with other four-loop conotoxin structures provides further indication that TVIIA and GS represent a new and distinct subgroup of this structural family. The structure of TVIIA determined in this study provides the basis for determining a structure-activity relationship for these molecules and their interaction with target receptors.

Viral Load Predicts New World Health Organization Stage 3 and 4 Events in HIV-Infected Children Receiving Highly Active Antiretroviral Therapy, Independent of CD4 T Lymphocyte Value

Background. Many resource-limited countries rely on clinical and immunological monitoring without routine virological monitoring for human immunodeficiency virus (HIV)-infected children receiving highly active antiretroviral therapy (HAART). We assessed whether HIV load had independent predictive value in the presence of immunological and clinical data for the occurrence of new World Health Organization (WHO) stage 3 or 4 events (hereafter, WHO events) among HIV-infected children receiving HAART in Latin America. Methods. The NISDI (Eunice Kennedy Shriver National Institute of Child Health and Human Development International Site Development Initiative) Pediatric Protocol is an observational cohort study designed to describe HIV-related outcomes among infected children. Eligibility criteria for this analysis included perinatal infection, age ! 15 years, and continuous HAART for >= 6 months. Cox proportional hazards modeling was used to assess time to new WHO events as a function of immunological status, viral load, hemoglobin level, and potential confounding variables; laboratory tests repeated during the study were treated as time-varying predictors. Results. The mean duration of follow-up was 2.5 years; new WHO events occurred in 92 (15.8%) of 584 children. In proportional hazards modeling, most recent viral load 15000 copies/mL was associated with a nearly doubled risk of developing a WHO event (adjusted hazard ratio, 1.81; 95% confidence interval, 1.05-3.11; P = 033), even after adjustment for immunological status defined on the basis of CD4 T lymphocyte value, hemoglobin level, age, and body mass index. Conclusions. Routine virological monitoring using the WHO virological failure threshold of 5000 copies/mL adds independent predictive value to immunological and clinical assessments for identification of children receiving HAART who are at risk for significant HIV-related illness. To provide optimal care, periodic virological monitoring should be considered for all settings that provide HAART to children.

Fluid Resuscitation With Isotonic or Hypertonic Saline Solution Avoids Intraneural Calcium Influx After Traumatic Brain Injury Associated With Hemorrhagic Shock

Background: Calcium is one of the triggers involved in ischemic neuronal death. Because hypotension is a strong predictor of outcome in traumatic brain injury (TBI), we tested the hypothesis that early fluid resuscitation blunts calcium influx in hemorrhagic shock associated to TBI. Methods: Fifteen ketamine-halothane anesthetized mongrel dogs (18.7 kg +/- 1.4 kg) underwent unilateral cryogenic brain injury. Blood was shed in 5 minutes to a target mean arterial pressure of 40 mm Hg to 45 mm Hg and maintained at these levels for 20 minutes (shed blood volume = 26 mL/kg +/- 7 mL/kg). Animals were then randomized into three groups: CT (controls, no fluid resuscitation), HS (7.5% NaCl, 4 mL/kg, in 5 minutes), and LR (lactate Ringer`s, 33 mL/kg, in 15 minutes). Twenty minutes later, a craniotomy was performed and cerebral biopsies were obtained next to the lesion (""clinical penumbra"") and from the corresponding contralateral side (""lesion`s mirror"") to determine intracellular calcium by fluorescence signals of Fura-2-loaded cells. Results: Controls remained hypotensive and in a low-flow state, whereas fluid resuscitation improved hemodynamic profile. There was a significant increase in intracellular calcium in the injured hemisphere in CT (1035 nM +/- 782 nM), compared with both HS (457 nM +/- 149 nM, p = 0.028) and LR (392 nM +/- 178 nM, p = 0.017), with no differences between HS and LR (p = 0.38). Intracellular calcium at the contralateral, uninjured hemisphere was 438 nM +/- 192 nM in CT, 510 nM +/- 196 nM in HS, and 311 nM +/- 51 nM in LR, with no significant differences between them. Conclusion: Both small volume hypertonic saline and large volume lactated Ringer`s blunts calcium influx in early stages of TBI associated to hemorrhagic shock. No fluid resuscitation strategy promotes calcium influx and further neural damage.

Small volume resuscitation with 3% hypertonic saline solution decrease inflammatory response and attenuates end organ damage after controlled hemorrhagic shock

BACKGROUND: Recently, studies have been conducted examining the efficacy of 3% hypertonic saline solution (HS) for the treatment of traumatic brain injury; however, few studies have analyzed the effects of 3% hemorrhagic shock during hemorrhagic shock. The aim of this study was to test the potential immunomodulatory benefits of 3% hemorrhagic shock resuscitation over standard fluid resuscitation. METHODS: Wistar rats were bled to a mean arterial pressure of 35 mm Hg and then randomized into 3 groups: those treated with lactated Ringer`s solution (LR; 33 mL/kg, n = 7), 3% HS (10 mL/kg, n = 7), and 7.5% HS (4 mL/kg, n = 7). Half of the extracted blood was reinfused after fluid resuscitation. Animals that did not undergo shock served as controls (n = 5). Four hours after hemorrhagic shock, blood was collected for the evaluation of tumor necrosis factor-a and interleukin-6 by enzyme immunoassay. Lung and intestinal samples were obtained for histopathologic analysis. RESULTS: Animals in the HS groups had significantly higher mean arterial pressure than those in the LR group 1 hour after treatment. Osmolarity and sodium levels were markedly elevated in the HS groups. Tumor necrosis factor-alpha and interleukin-6 levels were similar between the control and HS groups but significantly higher in the LR group (P < .05). The lung injury score was significantly higher in the LR group compared with the 7.5% HS and 3% HS groups (5.7 +/- 0.7, 2.1 +/- 0.4, and 2.7 +/- 0.5, respectively). Intestinal injury was attenuated in the 7.5% HS and 3% HS groups compared with the LR group (2.0 +/- 0.6, 2.3 +/- 0.4, and 5.9 +/- 0.6, respectively). CONCLUSIONS: A small-volume resuscitation strategy modulates the inflammatory response and decreases end-organ damage after HS. Three percent HS provides immunomodulatory and metabolic effects similar to those observed with conventional concentrations of HS. (C) 2009 Elsevier Inc. All rights reserved.

Use of Inverted Fluoroscope`s C-arm During Endoscopic Treatment of Urinary Tract Obstruction in Pregnancy: A Practicable Solution to Cut Radiation

OBJECTIVES To describe the use of pulsed fluoroscopic guidance, to perform endoscopic procedures in pregnant women, by inverting the fluoroscope`s c-arm using a lead thyroid collar to shield the fetus from the direct X-ray beam. The use of radiation during treatment of pregnant patients with urolithiasis remains a recurring dilemma. METHODS Between May 2006 and December 2008, endoscopic treatment due to ureteral stones was attempted in 8 pregnant women. In all cases, we use an inverted fluoroscope`s c-arm during endoscopic treatment associated with 2 lead neck thyroid collars to shield the uterus, protecting the fetus from direct radiation. Indication for treatment was symptomatic ureteral stones unresponsive to medical treatment in 7 and persistent fever in 1. RESULTS Mean ureteral stone size was 8.1 +/- 4.8 mm, located in the left ureter in 5 (62.5%) cases. Three (37.5%) patients had stone located in the upper ureter, 2 (25%) in the middle ureter, and 3 (37.5) in the distal ureter. In 6 cases, ureteral stones were treated using the semi-rigid ureteroscope, whereas in 1 case a flexible ureteroscope was needed. One woman was treated with insertion of a double-J stent due to associated urinary infection. No women has early delivery related to the endoscopic procedure, and all neonates were perfectly normal. CONCLUSIONS We present a technique for endoscopic procedures in pregnant women inverting the fluoroscope`s c-arm and protecting the fetus from the direct X-ray beam. This practical approach should be specially considered when no portable ultrasound and radiologic assistance in available in the operating room. UROLOGY 75: 1505-1508, 2010. (c) 2010 Published by Elsevier Inc.

Validation of a Cutoff Value on Echo Doppler Analysis to Replace Right Heart Catheterization During Pulmonary Hypertension Evaluation in Heart Transplant Candidates

Background. Heart transplantation (OHT) has traditionally been contraindicated in the presence of severe pulmonary hypertension (PH), as detected by right heart catheterization. Noninvasive methods are still not reliably accurate to make this evaluation. Objectives. Determine the efficacy of echo Doppler analysis for the diagnosis of severe PH. Methods. One hundred thirty patients (mean age = 42 +/- 15 years, 82 men) showed severe left ventricular dysfunction (mean ejection fraction = 29 +/- 12%; functional class III-IV). We excluded patients with atrial fibrillation, heart failure secondary to congenital disease, and valvulopathy. The pulmonary parameters defined as severe PH were: systolic pulmonary artery pressure (sPAP) >= 60 mm Hg; a mean transpulmonary gradient >= 15; or pulmonary vascular resistance >= 5 Wood units. Patients underwent a right heart catheterization using a Swan-Ganz catheter to measure hemodynamic parameters and to noninvasively estimate right-sided pressures from spectral Doppler recordings of tricuspid regurgitation velocity (right ventricular systolic pressure [RVsP]). A Pearson correlation of sPAP was obtained with RVsP by; the sensitivity of RVsP for the diagnosis of PH was determined by a receiver operating characteristic (ROC) curve. Results. A good correlation between sPAP and RVsP was obtained by Pearson correlation analysis (r = 0.64; 95% confidence interval [CI] 0.50-0.75; P < .001). The ROC curve analysis showed a sensitivity of 100%, a specificity of 37.2%, (95% CI 0.69-0.83, P < .0001) of a RVsP < 45 mm Hg (cutoff) on the exclusion of severe PH. Conclusions. The cutoff of RVsP < 45 mm Hg, on noninvasive echo Doppler evaluation of PH is an efficient method to replace invasive heart catheterization in OHT candidates.

Effect of 4% titanium tetrafluoride solution on dental erosion by a soft drink: An in situ/ex vivo study

Objective: This in situ/ex vivo study assessed the effect of titanium tetrafluoride (TiF4) on permanent human enamel subjected to erosion. Design: Ten volunteers took part in this study performed in two phases. In the first phase (ERO), they wore acrylic palatal appliances containing two enamel blocks, divided into two rows: TiF4 (F) and no-TiF4 (no-F). During the 1st day, the formation of a salivary pellicle was allowed. In the 2nd day, the TiF4 solution was applied on one row (ERO + F), whereas on the other row no treatment was performed (ERO + no-F). From 3rd until 7th day, the blocks were subjected to erosion, 4x per day. In the 2nd phase (no-ERO), the volunteers wore acrylic palatal appliances containing one enamel block, during 2 days, to assess the effect of TiF4 only (no-ERO + F). Enamel alterations were determined using profilometry (wear), microhardness (%SMHC) tests, scanning electron microscope and microprobe analysis. The %SMHC and wear were tested using ANOVA and Tukey`s post hoc tests (p < 0.05). Results: The mean of %SMHC and wear ( mu m) values ( +/- S.D.) were, respectively: ERO + F -73.32 +/- 5.16(A)/2.40 +/- 0.60(a); ERO + no-F -83.49 +/- 4.59B/1.17 +/- 0.48(b) and no-ERO + F -67.92 +/- 6.16(A)/0.21:E 0.09(c). In microscope analysis, the no-F group showed enamel with honeycomb appearance. For F groups, it was observed a surface coating with microcracks. The microprobe analysis revealed the presence of the following elements (%) in groups ERO + F, ERO + no-F and no-ERO + F, respectively: Ca (69.9, 72.5, 66.25); P (25.9, 26.5, 26.06); Ti (3.0, 0, 5.93). Conclusions: The TiF4 was unable to reduce dental erosion. (c) 2007 Elsevier Ltd. All rights reserved.

The effect of an experimental 4% TiF(4) varnish compared to NaF varnishes and 4% TiF(4) solution on dental erosion in vitro

This in vitro study assessed the effect of an experimental 4% TiF(4) varnish compared to commercial NaF and NaF/CaF(2) varnishes and 4% TiF(4) solution on enamel erosion. For this, 72 bovine enamel specimens were randomly allocated to the following treatments: NaF varnish (2.26% F), NaF/CaF(2) varnish (5.63% F), 4% TiF(4) varnish (2.45% F), F-free placebo varnish, 4% TiF(4) solution (2.45% F) and control (not treated). The varnishes were applied in a thin layer and removed after 6 h. The solution was applied to the enamel surface for 1 min. Then, the specimens were alternately de- and remineralized (6 times/day) in an artificial mouth for 5 days at 37 degrees C. Demineralization was performed with the beverage Sprite (1 min, 3 ml/min) and remineralization with artificial saliva (day: 59 min, 0.5 ml/min; during the night: 0.1 ml/min). The mean daily increment of erosion and the cumulative erosion data were tested using ANOVA and ANCOVA, respectively, followed by Tukey`s test (alpha = 0.05). The mean daily erosion increments and cumulative erosion (micrometers) were significantly less for the TiF(4) varnish (0.30 +/- 0.11/0.65 +/- 0.75) than for the NaF varnish (0.58 +/- 0.11/1.47 +/- 1.07) or the NaF/CaF(2) varnish (0.62 +/- 0.10/1.68 +/- 1.17), which in turn showed significantly less erosion than the placebo varnish (0.78 +/- 0.12/2.05 +/- 1.43), TiF(4) solution (0.86 +/- 0.11/2.05 +/- 1.49) and control (0.77 +/- 0.16/2.06 +/- 1.49). In conclusion, the TiF(4) varnish seems to be a promising treatment to reduce enamel loss under mild erosive conditions. Copyright (C) 2008 S. Karger AG, Basel.

Application of Petrov-Galerkin methods to transient boundary value problems in chemical engineering: adsorption with steep gradients in bidisperse solids

Petrov-Galerkin methods are known to be versatile techniques for the solution of a wide variety of convection-dispersion transport problems, including those involving steep gradients. but have hitherto received little attention by chemical engineers. We illustrate the technique by means of the well-known problem of simultaneous diffusion and adsorption in a spherical sorbent pellet comprised of spherical, non-overlapping microparticles of uniform size and investigate the uptake dynamics. Solutions to adsorption problems exhibit steep gradients when macropore diffusion controls or micropore diffusion controls, and the application of classical numerical methods to such problems can present difficulties. In this paper, a semi-discrete Petrov-Galerkin finite element method for numerically solving adsorption problems with steep gradients in bidisperse solids is presented. The numerical solution was found to match the analytical solution when the adsorption isotherm is linear and the diffusivities are constant. Computed results for the Langmuir isotherm and non-constant diffusivity in microparticle are numerically evaluated for comparison with results of a fitted-mesh collocation method, which was proposed by Liu and Bhatia (Comput. Chem. Engng. 23 (1999) 933-943). The new method is simple, highly efficient, and well-suited to a variety of adsorption and desorption problems involving steep gradients. (C) 2001 Elsevier Science Ltd. All rights reserved.