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.

TL and OSL properties of KAlSi(3)O(8):Mn, obtained by sol-gel process

Thermoluminescence (TL) and Optically Stimulated Luminescence (OSL) properties of KAlSi(3)O(8):Mn glasses obtained through the sol gel technique were investigated. Samples were obtained with five different molar concentrations of 0.25, 0.5, 1, 2 and 5 mol% of manganese. Transmission Electronic Microscopy (TEM) indicated the occurrence of nanoparticles composed by glass matrix elements with Mn. Best results for TL response were obtained with 0.5 mol% Mn doped sample, which exhibits a TL peak at 180 degrees C. The TL spectrum of this sample presents a broad emission band from 450 to 700 nm with a peak at 575 nm approximately. The emission band fits very well with the characteristic lines of the Mn(2+) emission features. According to this fact, the band at 410 nm can be ascribed to (6)A(1)(S) -> (4)A(1)(G), (4)E(G) transition, while the 545 nm band can be attributed to the superposition of the transitions (6)A(1)(S) -> (4)T(2)(G) and (6)A(1)(S) -> (4)T(1)(G). The dependence of the TL response with the energy of X-rays (27-41 keV) showed a small decrease of the TL intensity in the high energy region. Excitation with blue LEDs showed OSL in the UV region with a fast decay component. (C) 2011 Elsevier Ltd. All rights reserved.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Surface modification of bovine bone ash prepared by milling and acid washing process

Bovine bone ash is the main raw material for fabrication of bone china, a special kind of porcelain that has visual and mechanical advantages when compared to usual porcelains. The properties of bone china are highly dependent on the characteristics of the bone ash. However, despite a relatively common product, the science behind formulations and accepted fabrication procedures for bone china is not completely understood and deserves attention for future processing optimizations. In this paper, the influence of the preparation steps (firing, milling, and washing of the bones) on the physicochemical properties of bone ash particles was investigated. Bone powders heat-treated at temperatures varying from 700 to 1000 degrees C were washed and milled. The obtained materials were analyzed in terms of particle size distribution, chemical composition, density, specific surface area, FTIR spectroscopy, dynamic electrophoretic mobility, crystalline phases and scanning electron microscopy. The results indicated that bone ash does not significantly change in terms of chemistry and physical features at calcination temperatures above 700 degrees C. After washing in special conditions, one could only observe hydroxyapatite in the diffraction pattern. By FTIR it was observed that carbonate seems to be mainly concentrated on the surface of the powders. Since this compound can influence in the dispersion stability, and consequently in the quality of the final bone china product, and considering optimal washing parameters based on the dynamic electrophoretic mobility results, we describe a procedure for surface cleaning. (c) 2009 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

OPTIMIZATION OF THE TREATMENT PROCESS FOR RESIDUAL WATER FROM A BEER INDUSTRY

The optimization of the treatment process for residual waters from a brewery operating under the modality of an anaerobic reactor and activated sludge combination was studied in two phases. In the first stage, lasting for six months, the characteristics and parameters of the plant operation were analyzed, wherein a diversion rate of more than 50% to aerobic treatment, the use of two aeration tanks and a high sludge production prevailed. The second stage comprised four months during which the system worked under the proposed operational model, with the aim of improving the treatment: reduction of the diversion rate to 30% and use of only one aeration tank At each stage, TSS, VSS and COD were measured at the entrance and exit of the anaerobic reactor mid the aeration tanks. The results were compared with the corresponding design specifications and the needed conditions were applied to reduce the diversion rate towards the aerobic process through monitoring the volume and concentration of the affluent, while applying the strategic changes in reactor parameters needed to increase its efficiency. A diversion reduction from 53 to 34% was achieved, reducing the sludge discharge generated in the aerobic system from 3670mg TSS/l. with two aeration tanks down to 2947mf TSS/l using one tank keeping the same relation VSS:TSS (0.55) and an efficiency of total removal of 98% in terms of COD.

Some heuristic algorithms for total tardiness minimization in a flowshop with blocking

The flowshop scheduling problem with blocking in-process is addressed in this paper. In this environment, there are no buffers between successive machines: therefore intermediate queues of jobs waiting in the system for their next operations are not allowed. Heuristic approaches are proposed to minimize the total tardiness criterion. A constructive heuristic that explores specific characteristics of the problem is presented. Moreover, a GRASP-based heuristic is proposed and Coupled with a path relinking strategy to search for better outcomes. Computational tests are presented and the comparisons made with an adaptation of the NEH algorithm and with a branch-and-bound algorithm indicate that the new approaches are promising. (c) 2007 Elsevier Ltd. All rights reserved.

Inverse aerodynamic design applications using the MGM hybrid formulation

The well-known modified Garabedian-Mcfadden (MGM) method is an attractive alternative for aerodynamic inverse design, for its simplicity and effectiveness (P. Garabedian and G. Mcfadden, Design of supercritical swept wings, AIAA J. 20(3) (1982), 289-291; J.B. Malone, J. Vadyak, and L.N. Sankar, Inverse aerodynamic design method for aircraft components, J. Aircraft 24(2) (1987), 8-9; Santos, A hybrid optimization method for aerodynamic design of lifting surfaces, PhD Thesis, Georgia Institute of Technology, 1993). Owing to these characteristics, the method has been the subject of several authors over the years (G.S. Dulikravich and D.P. Baker, Aerodynamic shape inverse design using a Fourier series method, in AIAA paper 99-0185, AIAA Aerospace Sciences Meeting, Reno, NV, January 1999; D.H. Silva and L.N. Sankar, An inverse method for the design of transonic wings, in 1992 Aerospace Design Conference, No. 92-1025 in proceedings, AIAA, Irvine, CA, February 1992, 1-11; W. Bartelheimer, An Improved Integral Equation Method for the Design of Transonic Airfoils and Wings, AIAA Inc., 1995). More recently, a hybrid formulation and a multi-point algorithm were developed on the basis of the original MGM. This article discusses applications of those latest developments for airfoil and wing design. The test cases focus on wing-body aerodynamic interference and shock wave removal applications. The DLR-F6 geometry is picked as the baseline for the analysis.

Association between decay fungi and subterranean termites in the wood biodeterioration process of Tipuana tipu (Benth.) O. Kuntze trees of Sao Paulo city, SP

In the present paper the process of wood biodeterioration of tipuana trees planted in 7 regions of the city of Sao Paulo, SP was evaluated. On the sidewalks, 1109 trees were analyzed taking into consideration the occurrence and association of the xylophagous organisms (decay fungi and subterranean termites), the wood deterioration and the BHD (breast height diameter). The percentage of wood internal deterioration (%) was obtained by non destructive analysis, using a penetrometer. The results had shown that 75% of the tipuana trees presented BHD superior to 50 cm, characterizing them as adult. Decay fungi in the roots and/or trunk had been observed in 338 trees (30.5%). Subterranean termites of Heterotermes sp. and Coptotermes gestroi species had occurred in 307 trees (27.7%), the latter in high infestation level. The association between the fungi and termites was observed, as well as its relation with the BHD, where a greater value of BHD meant higher wood biodeterioration intensity. For tipuana trees, the BHD was considered an indicative attribute of the internal deterioration intensity, caused by these xylophagous organisms.

Sugar and ethanol production as a rural development strategy in Brazil: Evidence from the state of Sao Paulo

Sugar and ethanol production are key components of Brazil`s rural development and energy strategies, yet in recent years sugar production has been widely criticized for its environmental and labor practices. This study examines the relationship between rural development and sugarcane, ethanol, and cattle production in the state of Sao Paulo. Our results suggest that the value added components of sugarcane production, which include sugar refining and ethanol production, may have a strong positive affect on local human development in comparison to primary agricultural production activities and other land uses. These results imply that sugar production, when accompanied by a local processing industry can stimulate rural development. However, this paper also highlights the significant environmental and social harms generated by the sugar industry at large, which may undermine its development benefits if not addressed. (C) 2011 Elsevier Ltd. All rights reserved.

Role of entomopathogenic fungi in the control of Tetranychus evansi and Tetranychus urticae (Acari: Tetranychidae), pests of horticultural crops

The spider mites Tetranychus urticae Koch and Tetranychus evansi Baker and Pritchard are important pests of horticultural crops. They are infected by entomopathogenic fungi naturally or experimentally. Fungal pathogens known to cause high infection in spider mite populations belong to the order Entomophthorales and include Neozygites spp. Studies are being carried out to develop some of these fungi as mycoacaricides, as standalone control measures in an inundative strategy to replace the synthetic acaricides currently in use or as a component of integrated mite management. Although emphasis has been put on inundative releases, entomopathogenic fungi can also be used in classical, conservation and augmentative biological control. Permanent establishment of an exotic agent in a new area of introduction may be possible in the case of spider mites. Conservation biological control can be achieved by identifying strategies to promote any natural enemies already present within crop ecosystems, based on a thorough understanding of their biology, ecology and behaviour. Further research should focus on development of efficient mass production systems, formulation, and delivery systems of fungal pathogens.

Transmission of Methylobacterium mesophilicum by Bucephalogonia xanthophis for Paratransgenic Control Strategy of Citrus Variegated Chlorosis

Methylobacterium mesophilicum, originally isolated as an endophytic bacterium from citrus plants, was genetically transformed to express green fluorescent protein (GFP). The GFP-labeled strain of M. mesophilicum was inoculated into Catharanthus roseus (model plant) seedlings and further observed colonizing its xylem vessels. The transmission of this endophyte by Bucephalogonia xanthophis, one of the insect vectors that transmit Xylella fastidiosa subsp. pauca, was verified by insects feeding from fluids containing the GFP bacterium followed by transmission to plants and isolating the endophyte from C. roseus plants. Forty-five days after inoculation, the plants exhibited endophytic colonization by M. mesophilicum, confirming this bacterium as a nonpathogenic, xylem-associated endophyte. Our data demonstrate that M. mesophilicum not only occupy the same niche of X. fastidiosa subsp. pauca inside plants but also may be transmitted by B. xanthophis. The transmission, colonization, and genetic manipulation of M. mesophilicum is a prerequisite to examining the potential use of symbiotic control to interrupt the transmission of X. fastidiosa subsp. pauca, the bacterial pathogen causing Citrus variegated chlorosis by insect vectors.

In silico analysis of candidate genes involved in light sensing and signal transduction pathways in soybean

Several aspects of photoperception and light signal transduction have been elucidated by studies with model plants. However, the information available for economically important crops, such as Fabaceae species, is scarce. In order to incorporate the existing genomic tools into a strategy to advance soybean research, we have investigated publicly available expressed sequence tag ( EST) sequence databases in order to identify Glycine max sequences related to genes involved in light-regulated developmental control in model plants. Approximately 38,000 sequences from open-access databases were investigated, and all bona fide and putative photoreceptor gene families were found in soybean sequence databases. We have identified G. max orthologs for several families of transcriptional regulators and cytoplasmic proteins mediating photoreceptor-induced responses, although some important Arabidopsis phytochrome-signaling components are absent. Moreover, soybean and Arabidopsis gene-family homologs appear to have undergone a distinct expansion process in some cases. We propose a working model of light perception, signal transduction and response-eliciting in G. max, based on the identified key components from Arabidopsis. These results demonstrate the power of comparative genomics between model systems and crop species to elucidate several aspects of plant physiology and metabolism.

A new variety of the weed Borreria densiflora DC. (Rubiaceae)

The weed, known commonly as vassourinha de botao (buttonweed), is present in several crops in northern and north-eastern Brazil. Its occurrence is common in sugarcane and soybean crops in the states of Goias, Tocantins, and Maranhao. However, there is no published information in the literature about its taxonomic classification. Thus, this research aimed to classify taxonomically this species in order to develop a classification key based on the morphological characteristics among varieties of Borreria densiflora DC., as well as to illustrate it and provide a palynological basis to classify this species as a new variety For the classification process, data from the literature, morphological characteristics, and palynological evidence were considered. In this article, we describe a new variety, B. densiflora DC. var. latifolia E.L. Cabral & Martins. The new variety possesses a terrestrial habitat and it is a simple perennial weed species. These results show the importance of an accurate identification, as well as an understanding of the evolutionary changes inherent to weeds (like intraspecific variability), breeding system, genetic potential, and ecological studies. Those factors are essential to the beginning of a long-term weed management strategy.

Podzolization as a deferralitization process: dynamics and chemistry of ground and surface waters in an Acrisol-Podzol sequence of the upper Amazon Basin

Hydrochemical processes involved in the development of hydromorphic Podzols are a major concern for the upper Amazon Basin because of the extent of the areas affected by such processes and the large amounts of organic carbon and associated metals exported to the rivers. The dynamics and chemical composition of ground and surface waters were studied along an Acrisol-Podzol sequence lying in an open depression of a plateau. Water levels were monitored along the sequence over a period of 2 years by means of piezometers. Water was sampled in zero-tension lysimeters for groundwater and for surface water in the drainage network of the depression. The pH and concentrations of organic carbon and major elements (Si, Fe and Al) were determined. The contrasted changes reported for concentrations of Si, organic carbon and metals (Fe, Al) mainly reflect the dynamics of the groundwater and the weathering conditions that prevail in the soils. Iron is released by the reductive dissolution of Fe oxides, mostly in the Bg horizons of the upslope Acrisols. It moves laterally under the control of hydraulic gradients and migrates through the iron-depleted Podzols where it is exported to the river network. Aluminium is released from the dissolution of Al-bearing minerals (gibbsite and kaolinite) at the margin of the podzolic area but is immobilized as organo-Al complexes in spodic horizons. In downslope positions, the quick recharge of the groundwater and large release of organic compounds lead to acidification and a loss of metals (mainly Al), previously stored in the Podzols.

Effect of the Partial Substitution of Soy Proteins by Highly Methyl-esterified Pectin on Chemical and Sensory Characteristics of Sausages

Pectin can be used as a natural emulsifier in food formulations. In this study, textured soybean protein (TSP), used as an emulsifier in commercial sausages, was partially replaced by a mixture containing pectin and isolated soybean proteins, which were either extruded (EXT) or not extruded (MIX), and the chemical and sensory characteristics of samples were evaluated after 60 days of storage at 4 degrees C. Responses such as oxidation measured by PV and TBARS, hardness, color, pH and sensory characteristics were compared with those of a commercial sausage (CON). The mixture containing highly methyl-esterified pectin, textured soybean proteins and isolated soybean proteins, as emulsifier agent, reduced the hardness (EXT: 21.69 +/- 0.98 and MIX: 20.17 +/- 2.76 N) and the pH (EXT: 5.46 +/- 0.03 and MIX: 5.29 +/- 0.01) of the samples and increased the concentration of peroxides (EXT: 0.10 +/- 0.01 and MIX: 0.15 +/- 0.01 meq/kg) when compared with samples formulated only with TSP (28.57 +/- 2.54 N, pH of 6.92 +/- 0.04 and PV = 0.07 +/- 0.01 meq/kg). These effects were likely caused by the anionic character of the emulsifier. However, no sensory difference was observed between the sausages containing highly methyl-esterified pectin, textured soybean proteins and isolated soybean proteins submitted to the extrusion process (EXT) and the control sausages, suggesting that the formulation proposed in this study can be a potential alternative for the further development of sausages that have functional properties or are free of artificial additives.