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.

Magnetic suspension of the rotor of a ventricular assist device of mixed flow type

This work presents results of preliminary studies concerning application of magnetic bearing in a ventricular assist device (VAD) being developed by Dante Pazzanese Institute of Cardiology-IDPC (Sao Paulo, Brazil). The VAD-IDPC has a novel architecture that distinguishes from other known VADs. In this, the rotor has a conical geometry with spiral impellers, showing characteristics that are intermediate between a centrifugal VAD and an axial VAD. The effectiveness of this new type of blood pumping principle was showed by tests and by using it in heart surgery for external blood circulation. However, the developed VAD uses a combination of ball bearings and mechanical seals, limiting the life for some 10 h, making impossible its long-term use or its use as an implantable VAD. As a part of development of an implantable VAD, this work aims at the replacement of ball bearings by a magnetic bearing. The most important magnetic bearing principles are studied and the magnetic bearing developed by Escola Politecnica of Sao Paulo University (EPUSP-MB) is elected because of its very simple architecture. Besides presenting the principle of the EPUSP-MB, this work presents one possible alternative for applying the EPUSP-MB in the IDPC-VAD.

Thermodynamic information system for diagnosis and prognosis of power plant operation condition

A thermodynamic information system for diagnosis and prognosis of an existing power plant was developed. The system is based on an analytic approach that informs the current thermodynamic condition of all cycle components, as well as the improvement that can be obtained in the cycle performance by the elimination of the discovered anomalies. The effects induced by components anomalies and repairs in other components efficiency, which have proven to be one of the main drawbacks in the diagnosis and prognosis analyses, are taken into consideration owing to the use of performance curves and corrected performance curves together with the thermodynamic data collected from the distributed control system. The approach used to develop the system is explained, the system implementation in a real gas turbine cogeneration combined cycle is described and the results are discussed. (C) 2011 Elsevier Ltd. All rights reserved.

Squeeze flow as a tool for developing optimized gypsum plasters

This paper presents a rheological investigation of pure gypsum (PG) and a commercial gypsum-lime-filler plaster (CP) using the modified Vicat apparatus and squeeze flow method. The samples were tested at several different intervals after manual or mechanical mixing. The results confirmed squeeze flow to be more sensitive in determining fresh paste behavior than the modified Vicat apparatus. PG set faster when prepared in mechanical mixer than when manually mixed. Conversely, the CP composition presented longer setting when mixed mechanically. The study also included the analysis of two ready-to-use polymer-based products for leveling and rendering (drywall joint compound - DJC; acrylic putty - AP) measured by squeeze flow and compared to the commercial composition. (C) 2008 Elsevier Ltd. All rights reserved.

Bias-corrected Pearson estimating functions for Taylor`s power law applied to benthic macrofauna data

Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

Optimal irrigation depth for bean crops considering water constraints and farmer`s risk aversion level

Nowadays, the rising competition for the use of water and environmental resources with consequent restrictions for farmers should change the paradigm in terms of irrigation concepts, or rather, in order to attain economical efficiency other than to supply water requirement for the crop. Therefore, taking into account the social and economical role of bean activity in Brazil, as well as the risk inherent to crop due to its high sensibility to both deficit and excessive water, the optimization methods regarding to irrigation management have become more interesting and essential. This study intends to present a way to determine the optimal water supply, considering different combinations between desired bean yield and level of risk, bringing as a result a graph with the former associated with the latter, depending on different water depths.

Flow rate sprinkler development for site-specific irrigation

Due to the rapid depletion of water resources, water must be used more efficiently in agriculture to maintain current levels of yield in irrigated areas. The efficiency of irrigation systems can be increased by adjusting the amount of water applied to specific conditions of soil and crop, which may vary in a field. Taking into account spatial and temporal variability, it is evident that an equipment capable of providing different irrigation levels is necessary to meet the water requirement of the soil. This work aims to develop and evaluate a flow rate sprinkler to be used in center pivots or linear moving irrigation systems, with potential for utilization in irrigation scheduling. A prototype was developed by duplicating its calibrations, and discharge coefficient adjustment was carried out in the laboratory. To predict the flow rate, a successful model that represented the operation of the flow rate sprinkler was established. The calibration of the flow rate sprinkler prototype showed satisfactory statistical and technical results. Automation of the prototype was achieved by driving a step motor using communication from the parallel port of a microcomputer, which was controlled by a software developed for this purpose. The results were satisfactory and technically feasible.

The relationship of flow cytometry results with classical measures of bacterial counts in raw refrigerated milk

Bulk milk was collected from 100 farms throughout the year and analysed after storage for either 24, 48 or 72 h, using flow cytometry. The total bacterial counts obtained by two methods - flow cytometry and standard plate count were compared and the conversion relationship between them was assessed: the results showed no effect of the age of the samples relationship between these two methods.

Multiphase flow in the vascular system of wood: From microscopic exploration to 3-D Lattice Boltzmann experiments

This paper provides insights into liquid free water dynamics in wood vessels based on Lattice Boltzmann experiments. The anatomy of real wood samples was reconstructed from systematic 3-D analyses of the vessel contours derived from successive microscopic images. This virtual vascular system was then used to supply fluid-solid boundary conditions to a two-phase Lattice Boltzmann scheme and investigate capillary invasion of this hydrophilic porous medium. Behavior of the liquid phase was strongly dependent on anatomical features, especially vessel bifurcations and reconnections. Various parameters were examined in numerical experiments with ideal vessel bifurcations, to clarify our interpretation of these features. (c) 2010 Elsevier Ltd. All rights reserved.

Rapid Determination of Water-Soluble and Fat-Soluble Vitamins in Commercial Formulations by MEEKC

Microemulsion electrokinetic capillary chromatography has been successfully applied to the separation and determination of water-soluble vitamins (thiamine hydrochloride, riboflavin, niacin, pyridoxine hydrochloride, folic acid, cobalamin, ascorbic acid) and a fat-soluble vitamin (alpha-tocopherol acetate). The optimal microemulsion buffer contained sodium dodecylsulfate (SDS) as surfactant, butan-1-ol as the co-surfactant, ethyl acetate as the oil and pH 9.2 tetraborate buffer, modified with 15% (v/v) 2-propanol. UV detection at 214 nm gave adequate sensitivity without interference from sample excipients. Under the optimized conditions, the vitamins were baseline separated in less than 7 min. Analytical curves of peak area versus concentration presented coefficients of determination (R (2) ) > 0.99, acceptable limits of quantification between 8.40 and 16.23 mu g mL(-1) were obtained. Vitamin levels in liquid formulation were quantified with intra-day precision better than 0.99% RSD for migration time and 1.19% RSD for peak area ratio. Recoveries ranged between 98.7 and 101.7%. The method was considered appropriate for rapid and routine analysis.

Sterilization by pure oxygen plasma and by oxygen-hydrogen peroxide plasma: An efficacy study

Plasma is an innovative sterilization method characterized by a low toxicity to operators and patients, and also by its operation at temperatures close to room temperatures. The use of different parameters for this method of sterilization and the corresponding results were analyzed in this study. A low-pressure inductive discharge was used to study the plasma sterilization processes. Oxygen and a mixture of oxygen and hydrogen peroxide were used as plasma source gases. The efficacy of the processes using different combinations of parameters such as plasma-generation method, type of gas, pressure, gas flow rate, temperature, power, and exposure time was evaluated. Two phases were developed for the processes, one using pure oxygen and the other a mixture of gases. Bacillus subtilis var. niger ATCC 9372 (Bacillus atrophaeus) spores inoculated on glass coverslips were used as biological indicators to evaluate the efficacy of the processes. All cycles were carried out in triplicate for different sublethal exposure times to calculate the D value by the enumeration method. The pour-plate technique was used to quantify the spores. D values of between 8 and 3 min were obtained. Best results were achieved at high power levels (350 and 40oW) using pure oxygen, showing that plasma sterilization is a promising alternative to other sterilization methods. (c) 2007 Elsevier B.V. All rights reserved.

Evaluation of flow regimes in a semi-cylindrical spouted bed through statistical, mutual information, spectral and Hurst`s analysis

Hydrodynamic studies were conducted in a semi-cylindrical spouted bed column of diameter 150 mm, height 1000 mm, conical base included angle of 60 degrees and inlet orifice diameter 25 mm. Pressure transducers at several axial positions were used to obtain pressure fluctuation time series with 1.2 and 2.4 mm glass beads at U/U-ms from 0.3 to 1.6, and static bed depths from 150 to 600 mm. The conditions covered several flow regimes (fixed bed, incipient spouting, stable spouting, pulsating spouting, slugging, bubble spouting and fluidization). Images of the system dynamics were also acquired through the transparent walls with a digital camera. The data were analyzed via statistical, mutual information theory, spectral and Hurst`s Rescaled Range methods to assess the potential of these methods to characterize the spouting quality. The results indicate that these methods have potential for monitoring spouted bed operation.

Education in Human Rights: Reflections on Power, Violence and Authority in the School

This article explores human rights and education based on an intervention experience conducted in three schools located in Sao Paulo City, which had as its main goal a substantial reduction in violence (2004-2005). The guideline was that education should be considered a basic human right, taking into consideration the power and authority relations that exist within this institution. What are the problems that we face, nowadays, to consider education as a human right, in the difficult Brazilian history? Is it possible to think about some kind of democratic authority within the school, when our vision of authority is linked to despotic leaders, or even when there is no space for any authority? How does this discussion associate with the violence in our daily life in school? These are some of the questions included in the debate proposed by this article.

Numerical Study of Hypersonic Leeward Flow over a Blunt Nosed Delta Wing

A kinetic theory based Navier-Stokes solver has been implemented on a parallel supercomputer (Intel iPSC Touchstone Delta) to study the leeward flowfield of a blunt nosed delta wing at 30-deg incidence at hypersonic speeds (similar to the proposed HERMES aerospace plane). Computational results are presented for a series of grids for both inviscid and laminar viscous flows at Reynolds numbers of 225,000 and 2.25 million. In addition, comparisons are made between the present and two independent calculations of the some flows (by L. LeToullec and P. Guillen, and S. Menne) which were presented at the Workshop on Hypersonic Flows for Re-entry Problems, Antibes, France, 1991.