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.

Using Reverberation to Improve Range and Elevation Discrimination for Small Array Sound Source Localization

Sound source localization (SSL) is an essential task in many applications involving speech capture and enhancement. As such, speaker localization with microphone arrays has received significant research attention. Nevertheless, existing SSL algorithms for small arrays still have two significant limitations: lack of range resolution, and accuracy degradation with increasing reverberation. The latter is natural and expected, given that strong reflections can have amplitudes similar to that of the direct signal, but different directions of arrival. Therefore, correctly modeling the room and compensating for the reflections should reduce the degradation due to reverberation. In this paper, we show a stronger result. If modeled correctly, early reflections can be used to provide more information about the source location than would have been available in an anechoic scenario. The modeling not only compensates for the reverberation, but also significantly increases resolution for range and elevation. Thus, we show that under certain conditions and limitations, reverberation can be used to improve SSL performance. Prior attempts to compensate for reverberation tried to model the room impulse response (RIR). However, RIRs change quickly with speaker position, and are nearly impossible to track accurately. Instead, we build a 3-D model of the room, which we use to predict early reflections, which are then incorporated into the SSL estimation. Simulation results with real and synthetic data show that even a simplistic room model is sufficient to produce significant improvements in range and elevation estimation, tasks which would be very difficult when relying only on direct path signal components.

A generalized modified Weibull distribution for lifetime modeling

A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

The exponentiated generalized gamma distribution with application to lifetime data

A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.

Alternative Analytical Expressions for the General van Genuchten-Mualem and van Genuchten-Burdine Hydraulic Conductivity Models

The van Genuchten expressions for the unsaturated soil hydraulic properties, first published in 1980, are used frequently in various vadose zone flow and transport applications assuming a specific relationship between the m and n soil hydraulic parameters. By comparison, probably because of the complexity of the hydraulic conductivity equations, the more general solutions with independent m and n values are rarely used. We expressed the general van Genuchten-Mualem and van Genuchten-Burdine hydraulic conductivity equations in terms of hypergeometric functions, which can be approximated by infinite series that converge rapidly for relatively large values of the van Genuchten-Mualem parameter n but only very slowly when n is close to one. Alternative equations were derived that provide very close approximations of the analytical results. The newly proposed equations allow the use of independent values of the parameters m and n in the soil water retention model of van Genuchten for subsequent prediction of the van Genuchten-Mualem and van Genuchten-Burdine hydraulic conductivity models, thus providing more flexibility in fitting experimental pressure-head-dependent water content, theta(h), and hydraulic conductivity, K(h), or K(theta) data.

Modeling of transpiration reduction in van Genuchten-Mualem type soils

We derive an analytic expression for the matric flux potential (M) for van Genuchten-Mualem (VGM) type soils which can also be written in terms of a converging infinite series. Considering the first four terms of this series, the accuracy of the approximation was verified by comparing it to values of M estimated by numerical finite difference integration. Using values of the parameters for three soils from different texture classes, the proposed four-term approximation showed an almost perfect match with the numerical solution, except for effective saturations higher than 0.9. Including more terms reduced the discrepancy but also increased the complexity of the equation. The four-term equation can be used for most applications. Cases with special interest in nearly saturated soils should include more terms from the infinite series. A transpiration reduction function for use with the VGM equations is derived by combining the derived expression for M with a root water extraction model. The shape of the resulting reduction function and its dependency on the derivative of the soil hydraulic diffusivity D with respect to the soil water content theta is discussed. Positive and negative values of dD/d theta yield concave and convex or S-shaped reduction functions, respectively. On the basis of three data sets, the hydraulic properties of virtually all soils yield concave reduction curves. Such curves based solely on soil hydraulic properties do not account for the complex interactions between shoot growth, root growth, and water availability.

Ovarian function in cows submitted to acute stress during proestrus

Studies in which ACTH was administrated in heifers after the occurrence of luteolysis showed a delay in the onset of estrus and the estrus duration was shortened. This study evaluated the effect of acute stress by road transportation on estrous behavior and ovulation, monitored by serum progesterone and cortisol concentrations in cows at the periovulatory period, using a crossover design. Eleven crossbred cows, divided into Control and Transport groups had their estrus cycle synchronized with GnRH, an intravaginal progesterone device, and cloprostenol. Thirty hours after withdrawal of the device, the animals of the Transport group were transported for 60 min by truck and those from the Control group remained at pasture. Ovarian ultrasound examination was performed every 12 h from device withdrawal until ovulation in every cow. From the day after removal of the device until ovulation estrous behavior was monitored 24 h a day. Blood samples for serum cortisol and progesterone concentrations were taken at -90, -60, 0, 30, 60 and 180 min in relation to the end of transportation. Transportation during the estrous period induced stress in cows as reflected by changes in serum concentrations of progesterone and cortisol. However, we did not detect impairment in estrus expression, estrus duration or ovulation (P>0.05). (C) 2010 Elsevier B.V. All rights reserved.

SOYBEAN YIELD COMPONENTS IN DIFFERENT SOWING PERIODS IN THE WESTERN OF STATE OF BAHIA

Yield is closely linked to the plant yield components and depend directly of the genotype interaction with the environment. Essays were installed in the experimental field of the Bahia Foundation in the Maria Gabriela farm in the county of Sao Desiderio - BA in the year 2006-2007. The aim of this work was to evaluate yield components of five soybean cultivars with different maturation cycles indicated for the Western Region of Bahia in different sowing periods. The experimental design was in random blocks in 4 x 5 factorial scheme (four sowing periods: Ep1 first - 11/29/2006, Ep2 second - 12/14/2006, Ep3 third - 12/28/2007, Ep4 fourth - 01/12/2007 and five cultivars: M-SOY 8411, BRS Corisco, BRS 263 [Diferente], BRS Barreiras e M-SOY 9350) with four repetitions. The following characteristics were evaluated: total number of pods per plant, total number of beans per plant, mass of 1000 beans and yield. Plant yield components, total number of pods per plant, total number of beans per plant, mass of 1000 beans, reduced with sowing delay and showed compensation effect between cultivars and sowing periods. Late sowing Ep3 (28/12/2006) and Ep4 (12/01/2007) were not favourable to raise yield of soybean in the Western Region of Bahia.

Optimization of Pothomorphe umbellata (L.) Miquel topical formulations using experimental design

Pothomorphe umbellata is a native plant widely employed in the Brazilian popular medicine. This plant has been shown to exert a potent antioxidant activity on the skin and to delay the onset and reduce the incidence of UVB-induced skin damage and photoaging. The aim of this work was to optimize the appearance, the centrifuge stability and the permeation of emulsions containing R umbellata (0. 1% 4-nerolidylchatecol). Experimental design was used to study ternary mixtures models with constraints and graphical representation by phase diagrams. The constraints reduce the possible experimental domain, and for this reason, this methodology offers the maximum information while requiring the minimum investment. The results showed that the appearance follows a linear model, and that the aqueous phase was the principal factor affecting the appearance; the centrifuge stability parameter followed a mathernatic quadratic model and the interactions between factors produced the most stable emulsions; skin permeation was improved by the oil phase, following a linear model generated by data analysis. We propose as optimized P. umbellata formulation: 68.4% aqueous phase, 26.6% oil phase and 5.0% of self-emulsifying phase. This formulation displayed an acceptable compromise between factors and responses investigated. (c) 2007 Elsevier B.V. All rights reserved.

Gauge P-representations for quantum-dynamical problems: Removal of boundary terms

P-representation techniques, which have been very successful in quantum optics and in other fields, are also useful for general bosonic quantum-dynamical many-body calculations such as Bose-Einstein condensation. We introduce a representation called the gauge P representation, which greatly widens the range of tractable problems. Our treatment results in an infinite set of possible time evolution equations, depending on arbitrary gauge functions that can be optimized for a given quantum system. In some cases, previous methods can give erroneous results, due to the usual assumption of vanishing boundary conditions being invalid for those particular systems. Solutions are given to this boundary-term problem for all the cases where it is known to occur: two-photon absorption and the single-mode laser. We also provide some brief guidelines on how to apply the stochastic gauge method to other systems in general, quantify the freedom of choice in the resulting equations, and make a comparison to related recent developments.

Entanglement in a simple quantum phase transition

What entanglement is present in naturally occurring physical systems at thermal equilibrium? Most such systems are intractable and it is desirable to study simple but realistic systems that can be solved. An example of such a system is the one-dimensional infinite-lattice anisotropic XY model. This model is exactly solvable using the Jordan-Wigner transform, and it is possible to calculate the two-site reduced density matrix for all pairs of sites. Using the two-site density matrix, the entanglement of formation between any two sites is calculated for all parameter values and temperatures. We also study the entanglement in the transverse Ising model, a special case of the XY model, which exhibits a quantum phase transition. It is found that the next-nearest-neighbor entanglement (though not the nearest-neighbor entanglement) is a maximum at the critical point. Furthermore, we show that the critical point in the transverse Ising model corresponds to a transition in the behavior of the entanglement between a single site and the remainder of the lattice.

Achromatic optical phase shifter/modulator

We propose and demonstrate, theoretically and experimentally, a novel achromatic optical phase shifter modulator based on a frequency-domain optical delay line configured to maintain zero group delay as variable phase delay is generated by means of tilting a mirror. Compared with previously reported phase shifter modulators, e.g., based on the Pancharatnam (geometric) phase, our device is high speed and polarization insensitive and produces a large, bounded phase delay that, uniquely, is one-to-one mapped to a measurable parameter, the tilt angle.

Hamiltonian mappings and circle packing phase spaces.

We introduce three area preserving maps with phase space structures which resemble circle packings. Each mapping is derived from a kicked Hamiltonian system with one of the three different phase space geometries (planar, hyperbolic or spherical) and exhibits an infinite number of coexisting stable periodic orbits which appear to ‘pack’ the phase space with circular resonances.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.