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.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

Memory with emotional content, brain amygdala and Alzheimer`s disease

Objectives - A highly adaptive aspect of human memory is the enhancement of explicit, consciously accessible memory by emotional stimuli. We studied the performance of Alzheimer`s disease (AD) patients and elderly controls using a memory battery with emotional content, and we correlated these results with the amygdala and hippocampus volume. Methods - Twenty controls and 20 early AD patients were subjected to the International Affective Picture System (IAPS) and to magnetic resonance imaging-based volumetric measurements of the medial temporal lobe structures. Results - The results show that excluding control group subjects with 5 or more years of schooling, both groups showed improvement with pleasant or unpleasant figures for the IAPS in an immediate free recall test. Likewise, in a delayed free recall test, both the controls and the AD group showed improvement for pleasant pictures, when education factor was not controlled. The AD group showed improvement in the immediate and delayed free recall test proportional to the medial temporal lobe structures, with no significant clinical correlation between affective valence and amygdala volume. Conclusion - AD patients can correctly identify emotions, at least at this early stage, but this does not improve their memory performance.

The generalized inverse Weibull distribution

The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

Alterations in energy properties of eucalyptus wood and bark subjected to torrefaction: The potential of mass loss as a synthetic indicator

Torrefaction is a mild pyrolysis process (usually up to 300 degrees C) that changes the chemical and physical properties of biomass. This process is a possible pre-treatment prior to further processes (transport, grinding, combustion, gasification, etc) to generate energy or biofuels. In this study, three eucalyptus wood species and bark were subjected to different torrefaction conditions to determine the alterations in their structural and energy properties. The most severe treatment (280 degrees C, 5 h) causes mass losses of more than 35%, with severe damage to anatomical structure, and an increase of about 27% in the specific energy content. Bark is more sensitive to heat than wood. Energy yields are always higher than mass yields, thereby demonstrating the benefits of torrefaction in concentrating biomass energy. The overall mass loss is proposed as a relevant parameter to synthesize the effect of torrefaction conditions (temperature and duration). Accordingly, all results are summarised by analytical expressions able to predict the energy properties as a function of the overall mass loss. These expressions are intended to be used in any optimization procedure, from production in the field to the final use. (c) 2010 Elsevier Ltd. All rights reserved.

Friction factor for small diameter polyethylene pipes

On this paper, the results of an experimental study oil the hydraulic friction loss for small-diameter polyethylene pipes are reported. The experiment was carried out using a range of Reynolds number between 6000 to 72000, obtained by varying discharge at 20 degrees C water temperature, with internal pipe diameters of 10.0 mm, 12.9 mm, 16.1 mm, 17.4 mm and 19.7 mm. According to the analysis results and experimental conditions, the friction factor 0 of the Darcy-Weisbach equation call be estimated with c = 0.300 and m = 0.25. The Blasius equation (c = 0.316 and m = 0.25) gives an overestimate of friction loss, although this fact is non-restrictive for micro-irrigation system designs. The analysis shows that both the Blasius and the adjusted equation parameters allow for accurate friction factor estimates, characterized by low mean error (5.1%).

Optimization of preservative system in ophthalmic suspension with dexamethasone and polymyxin B

A simplex-lattice statistical project was employed to study an optimization method for a preservative system in an ophthalmic suspension of dexametasone and polymyxin B. The assay matrix generated 17 formulas which were differentiated by the preservatives and EDTA (disodium ethylene diamine-tetraacetate), being the independent variable: X-1 = chlorhexidine digluconate (0.010 % w/v); X-2 = phenylethanol (0.500 % w/v); X-3 = EDTA (0.100 % w/v). The dependent variable was the Dvalue obtained from the microbial challenge of the formulas and calculated when the microbial killing process was modeled by an exponential function. The analysis of the dependent variable, performed using the software Design Expert/W, originated cubic equations with terms derived from stepwise adjustment method for the challenging microorganisms: Pseudomonas aeruginosa, Burkholderia cepacia, Staphylococcus aureus, Candida albicans and Aspergillus niger. Besides the mathematical expressions, the response surfaces and the contour graphics were obtained for each assay. The contour graphs obtained were overlaid in order to permit the identification of a region containing the most adequate formulas (graphic strategy), having as representatives: X-1 = 0.10 ( 0.001 % w/v); X-2 = 0.80 (0.400 % w/v); X-3 = 0.10 (0.010 % w/v). Additionally, in order to minimize responses (Dvalue), a numerical strategy corresponding to the use of the desirability function was used, which resulted in the following independent variables combinations: X-1 = 0.25 (0.0025 % w/v); X-2 = 0.75 (0.375 % w/v); X-3 = 0. These formulas, derived from the two strategies (graphic and numerical), were submitted to microbial challenge, and the experimental Dvalue obtained was compared to the theoretical Dvalue calculated from the cubic equation. Both Dvalues were similar to all the assays except that related to Staphylococcus aureus. This microorganism, as well as Pseudomonas aeruginosa, presented intense susceptibility to the formulas independently from the preservative and EDTA concentrations. Both formulas derived from graphic and numerical strategies attained the recommended criteria adopted by the official method. It was concluded that the model proposed allowed the optimization of the formulas in their preservation aspect.

Free Phenolic Acids from the Seaweed Halimeda monile with Antioxidant Effect Protecting against Liver Injury

Phenolic compounds are found in seaweed species together with other Substances presenting antioxidant activity. The objective of this work was to evaluate the antioxidant activity of the free phenolic acids (FPA) fraction from the seaweed Halimeda monile, and its activity to protect the expression of hepatic enzymes in rats, under experimental CCI(4) injury. The antioxidant activity was measured by the DPPH method. The FPA fraction (80 mg/kg, p.o.) was administered during 20 consecutive days to rats. The peroxidation was performed by thiobarbituric acid reactive substances (TBARS). The SOD and CAT enzymatic expressions were measured by RT/PCR. The histology technique was used to evaluate liver injuries. The expression of both, CAT and SOD genes, was more preserved by FPA. Only partial injury could be observed by histology in the liver of rats receiving FPA as compared with the control group; and CCI(4) administration induced 60% more peroxidation as compared with the rats receiving FPA. These data suggest that FPA could modulate the antioxidant enzymes and oxidative status in the liver through protection against adverse effects induced by chemical agents.

Chronic hyperhomocysteinemia impairs vascular function in ovariectomized rat carotid arteries

Homocysteine is an independent risk factor for coronary heart disease, as well as for cerebrovascular and peripheral vascular diseases. The purpose of this study was to investigate the effects of hyperhomocysteinemia (HHcy) on vascular reactivity within carotid artery segments isolated from ovariectomized female rats. Treatment with dl-Hcy thiolactone (1 g/kg body weight per day) reduced the phenylephrine-induced contraction of denuded rings. However, the treatment did not alter KCl-induced contractions, or relaxations induced by sodium nitroprusside or acetylcholine. We report elevated expressions of iNOS, eNOS, and nitrotyrosine in homocysteine-treated rat artery sections. Moreover, the inhibition of NOS by l-NAME, 1,400 W, or l-NNA restored phenylephrine-induced vasoconstriction in carotid artery segments from Hcy-treated rats. In conclusion, our findings show that severe HHCy can promote an acute decrease in the endothelium-independent contractile responses of carotid arteries to adrenergic agonists. This effect was restored by nitric oxide synthase inhibitors, which further supports the involvement of nitric oxide in HHcy-derived vascular dysfunction.

Fluoxetine induces preventive and complex effects against colon cancer development in epithelial and stromal areas in rats

Fluoxetine (FIX) is a drug commonly used as antidepressant. However, its effects on tumorigenesis remain controversial. Aiming to evaluate the effects of FIX treatment on early malignant changes, we analyzed serotonin (5-HT) metabolism and recognition, aberrant crypt foci (ACF), proliferative process, microvessels, vascular endothelial growth factor (VEGF), and cyclooxygenase-2 (COX-2) expression in colon tissue. Male Wistar rats received a daily FLX-gavage (30 mg kg(-1)) and, a single dose of 1.2 dimethylhydrazine (DMH; i.p., 125 mg kg(-1)). After 6 weeks of FIX-treatment, our results revealed that FIX and nor-fluoxetine (N-FIX) are present in colon tissue, which was related to significant increase in serotonin (5-HT) levels (P < 0.05) possibly through a blockade in SERT mRNA (serotonin reuptake transporter; P < 0.05) resulting in lower 5-hydroxyindoleacetic acid (5-HIAA) levels (P < 0.01) and, 5-HT2C receptor mRNA expressions. FIX-treatment decreased dysplastic ACF development (P < 0.01) and proliferative process (P < 0.001) in epithelia. We observed a significant decrease in the development of malignant microvessels (P < 0.05), VEGF (P < 0.001), and COX-2 expression (P < 0.01). These findings suggest that FIX may have oncostatic effects on carcinogenic colon tissue, probably due to its modulatory activity on 5-HT metabolism and/or its ability to reduce colonic malignant events. (C) 2011 Elsevier Ireland Ltd. All rights reserved.

Effects of temperature-dependent viscosity variation on entropy generation, heat and fluid flow through a porous-saturated duct of rectangular cross-section

Effect of temperature-dependent viscosity on fully developed forced convection in a duct of rectangular cross-section occupied by a fluid-saturated porous medium is investigated analytically. The Darcy flow model is applied and the viscosity-temperature relation is assumed to be an inverse-linear one. The case of uniform heat flux on the walls, i.e. the H boundary condition in the terminology of Kays and Crawford, is treated. For the case of a fluid whose viscosity decreases with temperature, it is found that the effect of the variation is to increase the Nusselt number for heated walls. Having found the velocity and the temperature distribution, the second law of thermodynamics is invoked to find the local and average entropy generation rate. Expressions for the entropy generation rate, the Bejan number, the heat transfer irreversibility, and the fluid flow irreversibility are presented in terms of the Brinkman number, the Péclet number, the viscosity variation number, the dimensionless wall heat flux, and the aspect ratio (width to height ratio). These expressions let a parametric study of the problem based on which it is observed that the entropy generated due to flow in a duct of square cross-section is more than those of rectangular counterparts while increasing the aspect ratio decreases the entropy generation rate similar to what previously reported for the clear flow case.

Heat transfer and entropy generation optimization of forced convection in a porous-saturated duct of rectangular cross-section

We investigate analytically the first and the second law characteristics of fully developed forced convection inside a porous-saturated duct of rectangular cross-section. The Darcy-Brinkman flow model is employed. Three different types of thermal boundary conditions are examined. Expressions for the Nusselt number, the Bejan number, and the dimensionless entropy generation rate are presented in terms of the system parameters. The conclusions of this analytical study will make it possible to compare, evaluate, and optimize alternative rectangular duct design options in terms of heat transfer, pressure drop, and entropy generation. (c) 2006 Elsevier Ltd. All rights reserved.

Dissolution of a solid sphere in an unbounded, stagnant liquid

An exact analytical solution is obtained for the transient dissolution of solid spheres in a diffusion-controlled environment. This result provides a useful reference point for drug testing in humans. The dimensionless solution is expressed in terms of a single parameter, which accounts for solubility, bulk flow, and stagnant fluid composition. A simple, explicit and exact expression was found to predict time-to-complete dissolution (TCD). An approximate solution was also found which tracks the exact case for low solubility conditions.

Two-wire waveguide and interferometer for cold atoms

A versatile miniature de Broglie waveguide is formed by two parallel current-carrying wires in the presence of a uniform bias field. We derive a variety of analytical expressions to describe the guide and present a quantum theory to show that it offers a remarkable range of possibilities for atom manipulation on the submicron scale. These include controlled and coherent splitting of the wave function as well as cooling, trapping, and guiding. In particular, we discuss a novel microscopic atom interferometer with the potential to be exceedingly sensitive.