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.

Comments on energy confinement in non-periodic structures

In this study, we investigate the possibility of mode localization occurrence in a non-periodic Pfluger`s column model of a rocket with an intermediate concentrated mass at its middle point. We discuss the effects of varying the intermediate mass magnitude and its position and the resulting energy confinement for two cases. Free vibration analysis and the severity of mode localization are appraised, without decoupling the system, by considering as a solution basis the fundamental free response or dynamical solution. This allows for the reduction of the dimension of the algebraic modal equation that arises from satisfying the boundary and continuity conditions. By using the same methodology, we also consider the case of a cantilevered Pluger`s column with rotational stiffness at the middle support instead of an intermediate concentrated mass. (c) 2008 Elsevier Ltd. All rights reserved.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.

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.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

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.

Estimating hourly net radiation for leaf wetness duration using the Penman-Monteith equation

Leaf wetness duration (LWD) is related to plant disease occurrence and is therefore a key parameter in agrometeorology. As LWD is seldom measured at standard weather stations, it must be estimated in order to ensure the effectiveness of warning systems and the scheduling of chemical disease control. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results for operational use. However, the requirement of net radiation (Rn) is a disadvantage foroperational physical models, since this variable is usually not measured over crops or even at standard weather stations. With the objective of proposing a solution for this problem, this study has evaluated the ability of four models to estimate hourly Rn and their impact on LWD estimates using a Penman-Monteith approach. A field experiment was carried out in Elora, Ontario, Canada, with measurements of LWD, Rn and other meteorological variables over mowed turfgrass for a 58 day period during the growing season of 2003. Four models for estimating hourly Rn based on different combinations of incoming solar radiation (Rg), airtemperature (T), relative humidity (RH), cloud cover (CC) and cloud height (CH), were evaluated. Measured and estimated hourly Rn values were applied in a Penman-Monteith model to estimate LWD. Correlating measured and estimated Rn, we observed that all models performed well in terms of estimating hourly Rn. However, when cloud data were used the models overestimated positive Rn and underestimated negative Rn. When only Rg and T were used to estimate hourly Rn, the model underestimated positive Rn and no tendency was observed for negative Rn. The best performance was obtained with Model I, which presented, in general, the smallest mean absolute error (MAE) and the highest C-index. When measured LWD was compared to the Penman-Monteith LWD, calculated with measured and estimated Rn, few differences were observed. Both precision and accuracy were high, with the slopes of the relationships ranging from 0.96 to 1.02 and R-2 from 0.85 to 0.92, resulting in C-indices between 0.87 and 0.93. The LWD mean absolute errors associated with Rn estimates were between 1.0 and 1.5h, which is sufficient for use in plant disease management schemes.

ECONOMICAL OCCUPATION OF AGRICULTURAL AREA OF PIRACICABA (SAO PAULO STATE, BRAZIL), INCLUDING RISK THROUGH LINEAR PROGRAMMING

The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

Growth performance and body composition of pacu Piaractus mesopotamicus (Holmberg 1887) in response to dietary protein and energy levels

Improper dietary protein and energy levels and their ratio will lead to increased fish production cost. This work evaluated effects of dietary protein : energy ratio on growth and body composition of pacu, Piaractus mesopotamicus. Fingerling pacu (15.5 +/- 0.4 g) were fed twice a day for 10 weeks until apparent satiation with diets containing 220, 260, 300, 340 or 380 g kg-1 crude protein (CP) and 10.9, 11.7, 12.6, 13.4 or 14.2 MJ kg-1 digestible energy (DE) in a totally randomized experimental design, 5 x 5 factorial scheme (n = 3). Weight gain, specific growth rate increased and feed conversion ratio (FCR) decreased significantly (P < 0.05) when CP increased from 220 to 271, 268 and 281 g kg-1 respectively. Pacu was able to adjust feed consumption in a wide range of dietary DE concentration. Fish fed 260 CP diets showed best (P < 0.05) protein efficiency ratio and FCR with 11.7-12.6 MJ kg-1; but for the 380 CP-diets group, significant differences were observed only at 14.2 MJ kg-1 dietary energy level, suggesting that pacu favours protein as energy source. DE was the chief influence on whole body chemical composition. Minimum dietary protein requirement of pacu is 270 g kg-1, with an optimum CP : DE of 22.2 g MJ-1.

Chemical composition of whole body and carcass of Bos indicus and tropically adapted Bos taurus breeds

Relationships between the chemical composition of the 9th- to 11th-rib section and the chemical composition of the carcass and empty body were evaluated for Bos indicus (108 Nellore and 36 Guzerah; GuS) and tropically adapted Bos taurus (56 Caracu; CaS) bulls, averaging 20 to 24 mo of age at slaughter. Nellore cattle were represented by 56 animals from the selected herd (NeS) and 52 animals from the control herd (NeC). The CaS and GuS bulls were from selected herds. Selected herds were based on 20 yr of selection for postweaning BW. Carcass composition was obtained after grinding, homogenizing, sampling, and analyzing soft tissue and bones. Similarly, empty body composition was obtained after grinding, homogenizing, sampling, analyzing, and combining blood, hide, head + feet, viscera, and carcass. Bulls were separated into 2 groups. Group 1 was composed of 36 NeS, 36 NeC, 36 CaS, and 36 GuS bulls and had water, ether extract (EE), protein, and ash chemically determined in the 9th- to 11th-rib section and in the carcass. Group 2 was composed of 20 NeS, 16 NeC, and 20 CaS bulls and water, EE, protein, and ash were determined in the 9th-to 11th-rib section, carcass, and empty body. Linear regressions were developed between the carcass and the 9th-to 11th-rib section compositions for group 1 and between carcass and empty body compositions for group 2. The 9th-to 11th-rib section percentages of water (RWt) and EE (RF) predicted the percentages of carcass water (CWt) and carcass fat (CF) with high precision: CWt, % = 29.0806 + 0.4873 x RWt, % (r(2) = 0.813, SE = 1.06) and CF, % = 10.4037 + 0.5179 x RF, % (r(2) = 0.863, SE = 1.26), respectively. Linear regressions between percentage of CWt and CF and empty body water (EBWt) and empty body fat (EBF) were also predicted with high precision: EBWt, % = -9.6821 + 1.1626 x CWt, % (r(2) = 0.878, SE = 1.43) and EBF, % = 0.3739 + 1.0386 x CF, % (r(2) = 0.982, SE = 0.65), respectively. Chemical composition of the 9th-to 11th-rib section precisely estimated carcass percentages of water and EE. These regressions can accurately predict carcass and empty body compositions for Nellore, Guzerah, and Caracu breeds.

Growth and haematology of pacu, Piaractus mesopotamicus, fed diets with varying protein to energy ratio

Haematopoiesis and blood cells` functions can be influenced by dietary concentration of nutrients. This paper studied the effects of dietary protein:energy ratio on the growth and haematology of pacu, Piaractus mesopotamicus. Fingerling pacu (15.5 +/- 0.4 g) were fed twice a day for 10 weeks until apparent saciety with diets containing 220, 260, 300, 340 or 380 g kg(-1) crude protein (CP) and 10.88, 11.72, 12.55, 13.39, 14.22 MJ kg(-1) digestible energy (DE) in a totally randomized experimental design, 5 x 5 factorial scheme (n=3). Weight gain and specific growth rate were affected (P < 0.05) by protein level only. Protein efficiency ratio decreased (P < 0.05) with increasing dietary protein at all levels of dietary energy. Daily feed intake decreased (P < 0.05) with increasing dietary energy. Mean corpuscular haemoglobin concentration was affected (P < 0.05) by DE and interaction between dietary CP and DE. Total plasma protein increased (P < 0.05) with dietary protein and energy levels. Plasma glucose decreased (P < 0.05) with increasing dietary protein. The CP requirement and optimum protein:energy ratio for weight gain of pacu fingerlings, determined using broken-line model, were 271 g kg(-1) and 22.18 g CP MJ(-1) DE respectively. All dietary CP and DE levels studied did not pose damages to fish health.

Cow/calf preweaning efficiency of Nellore and Bos taurus x Bos indicus crosses

The objectives of this study were to determine if percentage Bos taurus (0 or 50%) of the cow had an effect on ME requirements and milk production, and to compare cow/calf efficiency among 3 mating systems. Metabolizable energy requirements were estimated during a feeding trial that encompassed a gestation and lactation feeding trial for each of 2 groups of cows. Cows were 0 or 50% Bos taurus ( 100 or 50% Nellore) breed type: Nellore cows (NL; n = 10) mated to Nellore bulls, NL cows ( n = 9) mated to Angus bulls, Angus x Nellore (ANL; n = 10) and Simmental x Nellore (SNL; n = 10) cows mated to Canchim (5/ 8 Charolais 3/ 8 Zebu) bulls. Cows were individually fed a total mixed diet that contained 11.3% CP and 2.23 Mcal of ME/kg of DM. At 14-d intervals, cows and calves were weighed and the amount of DM was adjusted to keep shrunk BW and BCS of cows constant. Beginning at 38 d of age, corn silage was available to calves ad libitum. Milk production at 42, 98, 126, and 180 d postpartum was measured using the weigh-suckle-weigh technique. At 190 d of age, calves were slaughtered and body composition estimated using 9-10-11th-rib section to obtain energy deposition. Regression of BW change on daily ME intake (MEI) was used to estimate MEI at zero BW change. Increase in percentage Bos taurus had a significant effect on daily ME requirements (Mcal/d) during pregnancy (P < 0.01) and lactation (P < 0.01). Percentage Bos taurus had a positive linear effect on maintenance requirements of pregnant (P = 0.07) and lactating (P < 0.01) cows; during pregnancy, the ME requirements were 91 and 86% of those in lactation (131 +/- 3.5 vs. 145 +/- 3.4 Mcal.kg(-0.75).d(-1)) for the 0 and 50% B. taurus groups, respectively. The 50% B. taurus cows, ANL and SNL, suckling crossbred calves had greater total MEI (4,319 +/- 61 Mcal; P < 0.01) than 0% B. taurus cows suckling NL (3,484 +/- 86 Mcal) or ANL calves (3,600 +/- 91 Mcal). The 0% B. taurus cows suckling ANL calves were more efficient (45.3 +/- 1.6 g/Mcal; P = 0.03) than straightbred NL (35.1 +/- 1.5 g/Mcal) and ANL or SNL pairs (41.0 +/- 1.0 g/Mcal). Under the conditions of this study, crossbreeding improved cow/ calf efficiency and showed an advantage for cows that have lower energy requirements.

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

Study of lymphocyte subpopulations in bone marrow in a model of protein-energy malnutrition

Objective: Protein-energy malnutrition (PEM) is an important public health problem affecting millions of people worldwide. Hematopoietic tissue requires a high nutrient supply, and a reduction in leukocytes, especially lymphocytes, suggests that some nutritional deficiencies might be altering bone marrow function and decreasing its ability to produce lymphocytes. In this study, we evaluated the effect that PEM has on lymphocyte subtypes and the cell cycle of CD5(+) cells. Methods: Swiss mice were subjected to PEM using a low-protein diet containing 4% protein. When the experimental group had lost about 20% of their original body weight, we collected blood and bone marrow cells and evaluated the hemogram, the myelogram, bone marrow lymphoid markers using flow cytometry, and the cell cycle in CD5(+) bone marrow. Results: Malnourished animals presented anemia, reticulocytopenia, and leukopenia with lymphopenia. The bone marrow was hypocellular, and flow cytometric analyses of bone marrow cells showed cells that were CD45(+) (91.2%), CD2(+) (84.9%), CD5(+) (37.3%), CD3(+) (23.5%), CD19(+) (43.3%), CD22(+) (34.7%), CD19(+)/CD2(+) (51.2%), CD19(+)/CD3(+)(24.0%), CD19(+)/CD5(+) (13.2%), CD22(+)/CD2(+) (40.1%), CD22(+)/CD3(+) (30.3%), and CD22(+)/CD5(+) (1.1%) in malnourished animals and CD45(+) (97.5%), CD2(+) (42.9%), CD5(+) (91.5%), CD3(+) (92.0%), CD19(+) (52.0%), CD22(+) (75.6%), CD19(+)/CD2(+) (62.0%), CD19(+)/CD3(+) (55.4%), CD19(+)/CO5(+) (6.7%), CD22(+)/CD2(+) (70.3%), CD22(+)/CD3(+) (55.9%), and CD22(+)/ CD5(+) (8.4%) in control animals. Malnourished animals also presented more CD5(+) cells in the G0 phase of cell cycle development. Conclusion: Malnourished animals presented bone marrow hypoplasia, maturation interruption, prominent lymphopenia with depletion in the lymphoid lineage, and changes in cellular development. We suggest that these changes are some of the primary causes of lymphopenia in cases of PEM and partly explain the increase in susceptibility to infections found in malnourished individuals. Published by Elsevier Inc.

Effects of Protein-Energy Malnutrition on NF-KappaB Signalling in Murine Peritoneal Macrophages

Protein-energy malnutrition (PEM) is an important public health problem affecting millions of people worldwide. PEM decreases resistance to infection, impairing a number of physiological processes. In unstimulated cells, NF-kappa B is kept from binding to its consensus sequence by the inhibitor I kappa B alpha, which retains NF-kappa B in the cytoplasm. Upon various signals, such as lipopolysaccharide (LPS), I kappa B alpha is rapidly degraded and NF-kappa B is induced to translocate into the nucleus, where it activates expression of various genes that participate in the inflammatory response, including those involved in the synthesis of TNF-alpha. TRAF-6 is a cytoplasmic adapter protein that links the stimulatory signal from Toll like receptor-4 to NF-kappa B. The aim of this study was to evaluate the effect of malnutrition on induction of TNF-a by LPS in murine peritoneal macrophages. We evaluated peritoneal cellularity, the expression of MyD88, TRAF-6, IKK, I kappa B alpha and NF-kappa B, NF-kappa B activation and TNF-alpha mRNA and protein synthesis inmacrophages. Two-month-old male BALB/Cmice were submitted to PEM with a low-protein diet that contained 2% protein, compared to 12% protein in the control diet. When the experimental group had lost about 20% of the original body weight, it was used in the subsequent experiments. Malnourished animals presented anemia, leucopenia and severe reduction in peritoneal cavity cellularity. TNF-a mRNA and protein levels of macrophages stimulated with LPS were significantly lower in malnourished animals. PEM also decreased TRAF-6 expression and NF-kappa B activation after LPS stimulation. These results led us to conclude that PEM changes NF-kappa B signalling pathway in macrophages to LPS stimulus.