920 resultados para Markov Chains


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Pitzer`s equation for the excess Gibbs energy of aqueous solutions of low-molecular electrolytes is extended to aqueous solutions of polyelectrolytes. The model retains the original form of Pitzer`s model (combining a long-range term, based on the Debye-Huckel equation, with a short-range term similar to the virial equation where the second osmotic virial coefficient depends on the ionic strength). The extension consists of two parts: at first, it is assumed that a constant fraction of the monomer units of the polyelectrolyte is dissociated, i.e., that fraction does not depend on the concentration of the polyelectrolyte, and at second, a modified expression for the ionic strength (wherein each charged monomer group is taken into account individually) is introduced. This modification is to account for the presence of charged polyelectrolyte chains, which cannot be regarded as punctual charges. The resulting equation was used to correlate osmotic coefficient data of aqueous solutions of a single polyelectrolyte as well as of binary mixtures of a single polyelectrolyte and a salt with low-molecular weight. It was additionally applied to correlate liquid-liquid equilibrium data of some aqueous two-phase systems that might form when a polyelectrolyte and another hydrophilic but neutral polymer are simultaneously dissolved in water. A good agreement between the experimental data and the correlation result is observed for all investigated systems. (c) 2008 Elsevier B.V. All rights reserved.

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Purpose - This paper seeks to identify collaboration elements and evaluate their intensity in the Brazilian supermarket retail chain, especially the manufacturer-retailer channel. Design/methodology/approach - A structured questionnaire was elaborated and applied to 125 representatives from suppliers of large supermarket chains. Statistical methods including multivariate analysis were employed. Variables were grouped and composed into five indicators (joint actions, information sharing, interpersonal integration, gains and cost sharing, and strategic integration) to assess the degree of collaboration. Findings - The analyses showed that the interviewees considered interpersonal integration to be of greater importance to collaboration intensity than the other integration factors, such as gain or cost sharing or even strategic integration. Research limitations/implications - The research was conducted solely from the point of view of the industries that supply the large retail networks. The interviews were not conducted in pairs; that is, there was no application of one questionnaire to the retail network and another to the partner industry. Practical implications - Companies should invest in conducting periodic meetings with their partners to increase collaboration intensity, and should carry out technical visits to learn about their partners` logistic reality and thus make better operational decisions. Originality/value - The paper reveals which indicators produce greater collaboration intensity, and thus those that are more relevant to more efficient logistics management.

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The procedure of on-line process control by attributes, known as Taguchi`s on-line process control, consists of inspecting the mth item (a single item) at every m produced items and deciding, at each inspection, whether the fraction of conforming items was reduced or not. If the inspected item is nonconforming, the production is stopped for adjustment. As the inspection system can be subject to diagnosis errors, one develops a probabilistic model that classifies repeatedly the examined item until a conforming or b non-conforming classification is observed. The first event that occurs (a conforming classifications or b non-conforming classifications) determines the final classification of the examined item. Proprieties of an ergodic Markov chain were used to get the expression of average cost of the system of control, which can be optimized by three parameters: the sampling interval of the inspections (m); the number of repeated conforming classifications (a); and the number of repeated non-conforming classifications (b). The optimum design is compared with two alternative approaches: the first one consists of a simple preventive policy. The production system is adjusted at every n produced items (no inspection is performed). The second classifies the examined item repeatedly r (fixed) times and considers it conforming if most classification results are conforming. Results indicate that the current proposal performs better than the procedure that fixes the number of repeated classifications and classifies the examined item as conforming if most classifications were conforming. On the other hand, the preventive policy can be averagely the most economical alternative rather than those ones that require inspection depending on the degree of errors and costs. A numerical example illustrates the proposed procedure. (C) 2009 Elsevier B. V. All rights reserved.

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The procedure for online process control by attributes consists of inspecting a single item at every m produced items. It is decided on the basis of the inspection result whether the process is in-control (the conforming fraction is stable) or out-of-control (the conforming fraction is decreased, for example). Most articles about online process control have cited the stoppage of the production process for an adjustment when the inspected item is non-conforming (then the production is restarted in-control, here denominated as corrective adjustment). Moreover, the articles related to this subject do not present semi-economical designs (which may yield high quantities of non-conforming items), as they do not include a policy of preventive adjustments (in such case no item is inspected), which can be more economical, mainly if the inspected item can be misclassified. In this article, the possibility of preventive or corrective adjustments in the process is decided at every m produced item. If a preventive adjustment is decided upon, then no item is inspected. On the contrary, the m-th item is inspected; if it conforms, the production goes on, otherwise, an adjustment takes place and the process restarts in-control. This approach is economically feasible for some practical situations and the parameters of the proposed procedure are determined minimizing an average cost function subject to some statistical restrictions (for example, to assure a minimal levelfixed in advanceof conforming items in the production process). Numerical examples illustrate the proposal.

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This paper analyzes the internationalization of new multinationals from emerging countries. It also focuses on Production`s role in firm internationalization, a subject seldom addressed because the discipline of International Manufacturing is still embryonic, while International Business tends to overlook production. The authors integrate International Business and International Manufacturing concepts and frameworks in order to analyze new multinationals from emerging countries, using the empirical evidence of a survey plus case studies of Brazilian multinationals for understanding late-movers` strategies and competences, with emphasis on production. (C) 2009 Elsevier B.V. All rights reserved.

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In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

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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.

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The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. All rights reserved.

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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.

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PEGylation is a successful strategy for improving the biochemical and biopharmaceutical properties of proteins and peptides through the covalent attachment of polyethylene glycol chains. In this work, purified recombinant uricase from Candida sp. (UC-r) was modified by PEGylation with metoxypolyethilenoglycol-p-nitrophenyl-carbonate (mPEG-pNP) and metoxypolyethyleneglycol-4,6-dichloro-s-triazine (mPEG-CN). The UC-r-mPEG-pNP and UC-r-mPEG-CN conjugates retained 87% and 75% enzyme activity respectively. The K(M) values obtained 2.7 x 10(-5) M (mPEG-pNP) or 3.0 x 10(-5) M (mPEG-CN) lot the conjugates as compared to 5.4 x 10(-5) M for the native UC-r, suggesting enhancement in the substrate affinity of the enzyme attached. The effects of pH and temperature on PEGylated UC-r indicated that the conjugates were more active at close physiological pH and were stable up to 70 degrees C. Spectroscopic study performed by circular dichroism at 20 degrees C and 50 degrees C did not show any relevant difference in protein structure between native and PEGylated UC-r. In rabbit and Balb/c mice, the native UC-r elicited an intense immune response being highly immunogenic. On the other hand, the PEGylated UC-r when injected chronically in mice did not induce any detectable antibody response. This indicates sufficient reduction of the immunogenicity this enzyme by mPEG-pNP or mPEG-CN conjugation, making it suitable for a possible therapeutical use. (C) 2009 Elsevier B.V. All rights reserved.

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In each of the title compounds, R[Ph(Cl)C=(H)C]TeCl(2), R = nBu (1) and Ph (2), the primary geometry about the Te(IV) atom is a pseudo-trigonal-bipyramidal arrangement, with two Cl atoms in apical positions, and the lone pair of electrons and C atoms in the equatorial plane. As the Te(IV) is involved in two, an intra- and an inter-molecular, Te center dot center dot center dot Cl interactions the coordination geometry might be considered as a Psi-pentagonal bipyramid in each case. In addition, in (2) there is a hint of a Te center dot center dot center dot pi interaction (Te center dot center dot center dot C = 3.911(3) A). The key feature in the crystal structure of both compounds is the formation of supramolecular chains mediated by Te center dot center dot center dot Cl contacts. (1): C(12)H(15)Cl(3)Te, triclinic, P (1) over bar, a = 5.9471 (11), b = 10.7826(22), c = 11.7983(19) angstrom, alpha = 75.416(12), beta = 78.868(13), gamma = 80.902(14)degrees, V = 713.6(2) angstrom(3), Z = 2, R(1) = 0.021; (2): C14HIIC13Te, orthorhombic, Pcab, a=7.7189(10), b=17.415(2), c=21.568(3)angstrom, V = 2899.3(6) angstrom(3), Z = 8, R(1) = 0.027.

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Soluble (EPS-SOL), as well as insoluble extracellular polysaccharide (EPS-INSOL), extracted from biofilm of Streptococcus mutans, were analyzed by nuclear magnetic resonance spectroscopy, methylation analysis, and a controlled Smith degradation. EPS-SOL was a branched alpha-glucan containing a (1 -> 6)-and (1 -> 3)-linkages. EPS-INSOL was a branched alpha-glucan with similar linkages, but with a (1 -> 3)-linked main-chain partially substituted at O-6 with Glcp-(1 -> 6)-Glcp-side chains. Biofilm EPS had a distinct chemical structure compared with those synthesized by plankton cells or by purified enzymes from S. mutans, which could indicate different mechanisms for its degradation. (C) 2011 Published by Elsevier Ltd.

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We present the temperature dependence of the uniform susceptibility of spin-half quantum antiferromagnets on spatially anisotropic triangular lattices, using high-temperature series expansions. We consider a model with two exchange constants J1 and J2 on a lattice that interpolates between the limits of a square lattice (J1=0), a triangular lattice (J2=J1), and decoupled linear chains (J2=0). In all cases, the susceptibility, which has a Curie-Weiss behavior at high temperatures, rolls over and begins to decrease below a peak temperature Tp. Scaling the exchange constants to get the same peak temperature shows that the susceptibilities for the square lattice and linear chain limits have similar magnitudes near the peak. Maximum deviation arises near the triangular-lattice limit, where frustration leads to much smaller susceptibility and with a flatter temperature dependence. We compare our results to the inorganic materials Cs2CuCl4 and Cs2CuBr4 and to a number of organic molecular crystals. We find that the former (Cs2CuCl4 and Cs2CuBr4) are weakly frustrated and their exchange parameters determined through the temperature dependence of the susceptibility are in agreement with neutron-scattering measurements. In contrast, the organic materials considered are strongly frustrated with exchange parameters near the isotropic triangular-lattice limit.

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The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.

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We present a fast method for finding optimal parameters for a low-resolution (threading) force field intended to distinguish correct from incorrect folds for a given protein sequence. In contrast to other methods, the parameterization uses information from >10(7) misfolded structures as well as a set of native sequence-structure pairs. In addition to testing the resulting force field's performance on the protein sequence threading problem, results are shown that characterize the number of parameters necessary for effective structure recognition.