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.

A modified discrete random pore model allowing for different initial surface reactivity

We investigate here a modification of the discrete random pore model [Bhatia SK, Vartak BJ, Carbon 1996;34:1383], by including an additional rate constant which takes into account the different reactivity of the initial pore surface having attached functional groups and hydrogens, relative to the subsequently exposed surface. It is observed that the relative initial reactivity has a significant effect on the conversion and structural evolution, underscoring the importance of initial surface chemistry. The model is tested against experimental data on chemically controlled char oxidation and steam gasification at various temperatures. It is seen that the variations of the reaction rate and surface area with conversion are better represented by the present approach than earlier random pore models. The results clearly indicate the improvement of model predictions in the low conversion region, where the effect of the initially attached functional groups and hydrogens is more significant, particularly for char oxidation. It is also seen that, for the data examined, the initial surface chemistry is less important for steam gasification as compared to the oxidation reaction. Further development of the approach must also incorporate the dynamics of surface complexation, which is not considered here.

Swapping space for time and unfair tests of ecological models

Testing ecological models for management is an increasingly important part of the maturation of ecology as an applied science. Consequently, we need to work at applying fair tests of models with adequate data. We demonstrate that a recent test of a discrete time, stochastic model was biased towards falsifying the predictions. If the model was a perfect description of reality, the test falsified the predictions 84% of the time. We introduce an alternative testing procedure for stochastic models, and show that it falsifies the predictions only 5% of the time when the model is a perfect description of reality. The example is used as a point of departure to discuss some of the philosophical aspects of model testing.

The pareto-stability concept is a natural solution concept for discrete matching markets with indifferences

In a decentralized setting the game-theoretical predictions are that only strong blockings are allowed to rupture the structure of a matching. This paper argues that, under indifferences, also weak blockings should be considered when these blockings come from the grand coalition. This solution concept requires stability plus Pareto optimality. A characterization of the set of Pareto-stable matchings for the roommate and the marriage models is provided in terms of individually rational matchings whose blocking pairs, if any, are formed with unmatched agents. These matchings always exist and give an economic intuition on how blocking can be done by non-trading agents, so that the transactions need not be undone as agents reach the set of stable matchings. Some properties of the Pareto-stable matchings shared by the Marriage and Roommate models are obtained.

Discrete element modelling of the influence of lifters on power draw of tumbling mills

Crushing and grinding are the most energy intensive part of the mineral recovery process. A major part of rock size reduction occurs in tumbling mills. Empirical models for the power draw of tumbling mills do not consider the effect of lifters. Discrete element modelling was used to investigate the effect of lifter condition on the power draw of tumbling mill. Results obtained with PFC3D code show that lifter condition will have a significant influence on the power draw and on the mode of energy consumption in the mill. Relatively high lifters will consume less power than low lifters, under otherwise identical conditions. The fraction of the power that will be consumed as friction will increase as the height of the lifters decreases. This will result in less power being used for high intensity comminution caused by the impacts. The fraction of the power that will be used to overcome frictional resistance is determined by the material's coefficient of friction. Based on the modelled results, it appears that the effective coefficient of friction for in situ mill is close to 0.1. (C) 2003 Elsevier Science Ltd. All rights reserved.

Applying discrete element modelling to vertical and horizontal shaft impact crushers

The PFC3D (particle flow code) that models the movement and interaction of particles by the DEM techniques was employed to simulate the particle movement and to calculate the velocity and energy distribution of collision in two types of impact crusher: the Canica vertical shaft crusher and the BJD horizontal shaft swing hammer mill. The distribution of collision energies was then converted into a product size distribution for a particular ore type using JKMRC impact breakage test data. Experimental data of the Canica VSI crusher treating quarry and the BJD hammer mill treating coal were used to verify the DEM simulation results. Upon the DEM procedures being validated, a detailed simulation study was conducted to investigate the effects of the machine design and operational conditions on velocity and energy distributions of collision inside the milling chamber and on the particle breakage behaviour. (C) 2003 Elsevier Ltd. All rights reserved.

Discrete element modelling of power draw of tumbling mills

The power required to operate large mills is typically 5-10 MW. Hence, optimisation of power consumption will have a significant impact on overall economic performance and environmental impact. Power draw modelling results using the discrete element code PFC3D have been compared with results derived from the widely used empirical Model of Morrell. This is achieved by calculating the power draw for a range of operating conditions for constant mill size and fill factor using two modelling approaches. fThe discrete element modelling results show that, apart from density, selection of the appropriate material damping ratio is critical for the accuracy of modelling of the mill power draw. The relative insensitivity of the power draw to the material stiffness allows selection of moderate stiffness values, which result in acceptable computation time. The results obtained confirm that modelling of the power draw for a vertical slice of the mill, of thickness 20% of the mill length, is a reliable substitute for modelling the full mill. The power draw predictions from PFC3D show good agreement with those obtained using the empirical model. Due to its inherent flexibility, power draw modelling using PFC3D appears to be a viable and attractive alternative to empirical models where necessary code and computer power are available.

Color Models and Illumination Changes

Color model representation allows characterizing in a quantitative manner, any defined color spectrum of visible light, i.e. with a wavelength between 400nm and 700nm. To accomplish that, each model, or color space, is associated with a function that allows mapping the spectral power distribution of the visible electromagnetic radiation, in a space defined by a set of discrete values that quantify the color components composing the model. Some color spaces are sensitive to changes in lighting conditions. Others assure the preservation of certain chromatic features, remaining immune to these changes. Therefore, it becomes necessary to identify the strengths and weaknesses of each model in order to justify the adoption of color spaces in image processing and analysis techniques. This chapter will address the topic of digital imaging, main standards and formats. Next we will set the mathematical model of the image acquisition sensor response, which enables assessment of the various color spaces, with the aim of determining their invariance to illumination changes.

CP properties of symmetry-constrained two-Higgs-doublet models

The two-Higgs-doublet model can be constrained by imposing Higgs-family symmetries and/or generalized CP symmetries. It is known that there are only six independent classes of such symmetry-constrained models. We study the CP properties of all cases in the bilinear formalism. An exact symmetry implies CP conservation. We show that soft breaking of the symmetry can lead to spontaneous CP violation (CPV) in three of the classes.

Optimal design of piezolaminated structures using B-spline strip finite element models

A package of B-spline finite strip models is developed for the linear analysis of piezolaminated plates and shells. This package is associated to a global optimization technique in order to enhance the performance of these types of structures, subjected to various types of objective functions and/or constraints, with discrete and continuous design variables. The models considered are based on a higher-order displacement field and one can apply them to the static, free vibration and buckling analyses of laminated adaptive structures with arbitrary lay-ups, loading and boundary conditions. Genetic algorithms, with either binary or floating point encoding of design variables, were considered to find optimal locations of piezoelectric actuators as well as to determine the best voltages applied to them in order to obtain a desired structure shape. These models provide an overall economy of computing effort for static and vibration problems.

Dynamical analysis in growth models: Blumberg’s equation

We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

Models with three Higgs doublets in the triplet representations of A(4) or S-4

We consider the quark sector of theories containing three scalar SU(2)(L) doublets in the triplet representation of A(4) (or S-4) and three generations of quarks in arbitrary A(4) (or S-4) representations. We show that for all possible choices of quark field representations and for all possible alignments of the Higgs vacuum expectation values that can constitute global minima of the scalar potential, it is not possible to obtain simultaneously nonvanishing quark masses and a nonvanishing CP-violating phase in the Cabibbo-Kobayashi-Maskawa quark mixing matrix. As a result, in this minimal form, models with three scalar fields in the triplet representation of A(4) or S-4 cannot be extended to the quark sector in a way consistent with experiment. DOI: 10.1103/PhysRevD.87.055010.

Five models for lepton mixing

We produce five flavour models for the lepton sector. All five models fit perfectly well - at the 1 sigma level - the existing data on the neutrino mass-squared differences and on the lepton mixing angles. The models are based on the type I seesaw mechanism, on a Z(2) symmetry for each lepton flavour, and either on a (spontaneously broken) symmetry under the interchange of two lepton flavours or on a (spontaneously broken) CP symmetry incorporating that interchange - or on both symmetries simultaneously. Each model makes definite predictions both for the scale of the neutrino masses and for the phase delta in lepton mixing; the fifth model also predicts a correlation between the lepton mixing angles theta(12) and theta(23).

Constraining multi-Higgs flavour models

To study a flavour model with a non-minimal Higgs sector one must first define the symmetries of the fields; then identify what types of vacua exist and how they may break the symmetries; and finally determine whether the remnant symmetries are compatible with the experimental data. Here we address all these issues in the context of flavour models with any number of Higgs doublets. We stress the importance of analysing the Higgs vacuum expectation values that are pseudo-invariant under the generators of all subgroups. It is shown that the only way of obtaining a physical CKM mixing matrix and, simultaneously, non-degenerate and non-zero quark masses is requiring the vacuum expectation values of the Higgs fields to break completely the full flavour group, except possibly for some symmetry belonging to baryon number. The application of this technique to some illustrative examples, such as the flavour groups Delta (27), A(4) and S-3, is also presented.

Generalized models from Beta(p,2) densities with strong allee effect: dynamical approach

A dynamical approach to study the behaviour of generalized populational growth models from Bets(p, 2) densities, with strong Allee effect, is presented. The dynamical analysis of the respective unimodal maps is performed using symbolic dynamics techniques. The complexity of the correspondent discrete dynamical systems is measured in terms of topological entropy. Different populational dynamics regimes are obtained when the intrinsic growth rates are modified: extinction, bistability, chaotic semistability and essential extinction.