934 resultados para Controlled stochastic differential equation, Infinite-dimensional stochastic differential equation, Quadratic optimal control


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The two major disease-causing biotypes of Vibrio cholerae, classical and El Tor, exhibit differences in their epidemic nature. Their behavior in the laboratory also differs in that El Tor strains produce two major virulence factors, cholera toxin (CT) and the toxin coregulated pilus (TCP), only under very restricted growth conditions, whereas classical strains do so in standard laboratory medium. Expression of toxin and TCP is controlled by two activator proteins, ToxR and ToxT, that operate in cascade fashion with ToxR controlling the synthesis of ToxT. Both biotypes express equivalent levels of ToxR, but only classical strains appear to express ToxT when grown in standard medium. In this report we show that restrictive expression of CT and TCP can be overcome in El Tor strains by expressing ToxT independently of ToxR. An El Tor strain lacking functional ToxT does not express CT or TCP, ruling out existence of a cryptic pathway for virulence regulation in this biotype. These results may have implications for understanding the evolution of El Tor strains toward reduced virulence with respect to classical strains.

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We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.

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Reatores tubulares de polimerização podem apresentar um perfil de velocidade bastante distorcido. Partindo desta observação, um modelo estocástico baseado no modelo de dispersão axial foi proposto para a representação matemática da fluidodinâmica de um reator tubular para produção de poliestireno. A equação diferencial foi obtida inserindo a aleatoriedade no parâmetro de dispersão, resultando na adição de um termo estocástico ao modelo capaz de simular as oscilações observadas experimentalmente. A equação diferencial estocástica foi discretizada e resolvida pelo método Euler-Maruyama de forma satisfatória. Uma função estimadora foi desenvolvida para a obtenção do parâmetro do termo estocástico e o parâmetro do termo determinístico foi calculado pelo método dos mínimos quadrados. Uma análise de convergência foi conduzida para determinar o número de elementos da discretização e o modelo foi validado através da comparação de trajetórias e de intervalos de confiança computacionais com dados experimentais. O resultado obtido foi satisfatório, o que auxilia na compreensão do comportamento fluidodinâmico complexo do reator estudado.

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Kinetics of 1,3-dipolar cycloaddition involving azomethine ylides, generated from thermal [1,2]-prototropy of the corresponding imino ester, employing differential scanning calorimetry (DSC), is surveyed. Glycine and phenylalanine derived imino esters have different behavior. The first one prefers reacting with itself at 75 ºC, rather than with the dipolarophile. However, the α-substituted imino ester gives the cycloadduct at higher temperatures. The thermal dynamic analysis by 1H NMR of the neat reaction mixture of the glycine derivative reveals the presence of signals corresponding to the dipole in very small proportion. The non-isothermal and isothermal DSC curves of the cycloaddition of phenylalaninate and diisobutyl fumarate are obtained from freshly prepared samples. The application of known kinetic models and mathematical multiple non-linear regressions (NLR) allow to determine and to compare Ea, lnA, reaction orders, and reaction enthalpy. Finally a rate equation for each different temperature can be established for this particular thermal cycloaddition.

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"Presented at the Differential Equation Workshop, Center for Interdisciplinary Research (Zif), University of Bielefeld, West Germany, April 21, 1980."

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We investigate a scheme that makes a quantum nondemolition (QND) measurement of the excitation level of a mesoscopic mechanical oscillator by utilizing the anharmonic coupling between two beam bending modes. The nonlinear coupling between the two modes shifts the resonant frequency of the readout oscillator in proportion to the excitation level of the system oscillator. This frequency shift may be detected as a phase shift of the readout oscillation when driven on resonance. We derive an equation for the reduced density matrix of the system oscillator, and use this to study the conditions under which discrete jumps in the excitation level occur. The appearance of jumps in the actual quantity measured is also studied using the method of quantum trajectories. We consider the feasibility of the scheme for experimentally accessible parameters.

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Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes -- found in many fields of physics, chemistry and biology -- into more tractable stochastic differential equations. However, the usual expansion is not exact in the presence of boundary terms, which commonly occur when the differential equations are nonlinear. In this paper, a gauge Poisson technique is introduced that eliminates boundary terms, to give an exact representation as a weighted rate equation with stochastic terms. These methods provide novel techniques for calculating and understanding the effects of number correlations in systems that have a master equation description. As examples, correlations induced by strong mutations in genetics, and the astrophysical problem of molecule formation on microscopic grain surfaces are analyzed. Exact analytic results are obtained that can be compared with numerical simulations, demonstrating that stochastic gauge techniques can give exact results where standard Poisson expansions are not able to.

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Differential scanning calorimetry was used to investigate the effect of mixtures of glucose and fructose, and five types of honeys on starch gelatinisation. At a 1:1 starch:water ratio, glucose generally increased the enthalpy (DeltaH(gel)) and temperatures (T-onset, T-peak and T-end) of gelatinisation more than fructose. Upon mixing, DeltaH(gel) of the low-temperature endotherm decreased in comparison to the sole sugars, but was fairly constant (7.7 +/- 0.33 J/g dry starch). DeltaH(gel) of the high-temperature endotherm increased with the fructose content. For both endotherms, the gelatinisation temperatures were unchanged (CV less than or equal to 3%) for the mixtures. With the honeys (moisture, 14.9-18.0%; fructose, 37.2-44.0%; glucose, 28.3-31.9%) added at 1.1-4.4 g per g dry starch, the enthalpy and temperatures of gelatinisation did not vary significantly (CV less than or equal to 6%). Typical thermograms are presented, and the results are interpreted in the light of the various proposed mechanisms for starch gelatinisation in sugar-water systems, total sugar content and possible sugar-sugar interactions. The thermograms were broader in the presence of the sugars and honeys, and a biphasic character was consistently exhibited. The application of an exponential equation to the gelatinisation temperatures of the starch-honey mixtures revealed an opposing influence of fructose and glucose during gelatinisation. The mechanism of starch gelatinisation may be better understood if techniques could be perfected to quantify breakage and formation of hydrogen bonds in the starch granules, and suggested techniques are discussed. (C) 2004 Elsevier Ltd. All rights reserved.

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In the Majoritarian Parliamentary System, the government has a constitutional right to call an early election. This right provides the government a control to achieve its objective to remain in power for as long as possible. We model the early election problem mathematically using opinion polls data as a stochastic process to proxy the government's probability of re-election. These data measure the difference in popularity between the government and the opposition. We fit a mean reverting Stochastic Differential Equation to describe the behaviour of the process and consider the possibility for the government to use other control tools, which are termed 'boosts' to induce shocks to the opinion polls by making timely policy announcements or economic actions. These actions improve the government's popularity and have some impact upon the early-election exercise boundary. © Austral. Mathematical Soc. 2005.

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Two stochastic production frontier models are formulated within the generalized production function framework popularized by Zellner and Revankar (Rev. Econ. Stud. 36 (1969) 241) and Zellner and Ryu (J. Appl. Econometrics 13 (1998) 101). This framework is convenient for parsimonious modeling of a production function with returns to scale specified as a function of output. Two alternatives for introducing the stochastic inefficiency term and the stochastic error are considered. In the first the errors are added to an equation of the form h(log y, theta) = log f (x, beta) where y denotes output, x is a vector of inputs and (theta, beta) are parameters. In the second the equation h(log y,theta) = log f(x, beta) is solved for log y to yield a solution of the form log y = g[theta, log f(x, beta)] and the errors are added to this equation. The latter alternative is novel, but it is needed to preserve the usual definition of firm efficiency. The two alternative stochastic assumptions are considered in conjunction with two returns to scale functions, making a total of four models that are considered. A Bayesian framework for estimating all four models is described. The techniques are applied to USDA state-level data on agricultural output and four inputs. Posterior distributions for all parameters, for firm efficiencies and for the efficiency rankings of firms are obtained. The sensitivity of the results to the returns to scale specification and to the stochastic specification is examined. (c) 2004 Elsevier B.V. All rights reserved.

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Modulated temperature differential scanning calorimetry was used to investigate the specific heat capacity (C-p) of 10 Australian honeys within the processing and handling temperatures. The values obtained were found to be different from the literature values at certain temperatures, and are not predictable by the additive model. The C-p of each honey exhibited a cubic relationship (P < 0.001) with the temperature (T, C). In addition, the moisture (M, %), fructose (F, %) and glucose (G, %) contents of the honeys influenced their C-p. The following equation (r(2) = 0.92) was proposed for estimating C-p of honey, and is recommended for use in the honey industry and in research: C = 996.7 + 1.4 x 10(-3)T + 5.6 x 10(-5)T(2) - 2.4 x 10(-7)T(3) - 56.5M - 25.8F - 31.0G + 1.5(M * F) + 1.8(M * G) + 0.8(F * G) - 4.6 x 10(-2) (M * F * G).

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First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless failed to apply that knowledge when needed. In addition, few students were able to determine the units of a proportionality factor in a simple equation. These results indicate that lecturers of modelling courses cannot take this foundational knowledge for granted and should explicitly include it in instruction.

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An iterative procedure is proposed for the reconstruction of a temperature field from a linear stationary heat equation with stochastic coefficients, and stochastic Cauchy data given on a part of the boundary of a bounded domain. In each step, a series of mixed well-posed boundary-value problems are solved for the stochastic heat operator and its adjoint. Well-posedness of these problems is shown to hold and convergence in the mean of the procedure is proved. A discretized version of this procedure, based on a Monte Carlo Galerkin finite-element method, suitable for numerical implementation is discussed. It is demonstrated that the solution to the discretized problem converges to the continuous as the mesh size tends to zero.

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We consider a Cauchy problem for the Laplace equation in a two-dimensional semi-infinite region with a bounded inclusion, i.e. the region is the intersection between a half-plane and the exterior of a bounded closed curve contained in the half-plane. The Cauchy data are given on the unbounded part of the boundary of the region and the aim is to construct the solution on the boundary of the inclusion. In 1989, Kozlov and Maz'ya [10] proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems in bounded domains. We extend their approach to our setting and in each iteration step mixed boundary value problems for the Laplace equation in the semi-infinite region are solved. Well-posedness of these mixed problems are investigated and convergence of the alternating procedure is examined. For the numerical implementation an efficient boundary integral equation method is proposed, based on the indirect variant of the boundary integral equation approach. The mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing the feasibility of the proposed method.

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Some oscillation criteria for solutions of a general perturbed second order ordinary differential equation with damping (r(t)x′ (t))′ + h(t)f (x)x′ (t) + ψ(t, x) = H(t, x(t), x′ (t)) with alternating coefficients are given. The results obtained improve and extend some existing results in the literature.