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.

Reachability of the synchronous state in a mutually connected PLL network

Second-order phase locked loops (PLLs) are devices that are able to provide synchronization between the nodes in a network even under severe quality restrictions in the signal propagation. Consequently, they are widely used in telecommunication and control. Conventional master-slave (M-S) clock-distribution systems are being, replaced by mutually connected (MC) ones due to their good potential to be used in new types of application such as wireless sensor networks, distributed computation and communication systems. Here, by using an analytical reasoning, a nonlinear algebraic system of equations is proposed to establish the existence conditions for the synchronous state in an MC PLL network. Numerical experiments confirm the analytical results and provide ideas about how the network parameters affect the reachability of the synchronous state. The phase-difference oscillation amplitudes are related to the node parameters helping to design PLL neural networks. Furthermore, estimation of the acquisition time depending on the node parameters allows the performance evaluation of time distribution systems and neural networks based on phase-locked techniques. (c) 2008 Elsevier GmbH. All rights reserved.

The Cramer-Rao bound for initial conditions estimation of chaotic orbits

We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.

CCT diagrams of tricalcium silicate decomposition

The mechanical properties of Portland cement are closely related to the chemical composition of the clinker and particularly to the concentration of tricalcium silicate, C3S. In the industrial production process, the clinker must be rapidly quenched, to avoid its decomposition into dicalcium silicate and lime and also to avoid the transformation from higher temperature phases to lower temperature phases. This study investigated the kinetics of thermal decomposition of the C3S. Samples of laboratory-made C3S were thermally treated under specific conditions to determine the continuous cooling transformation (CCT) diagram of the material. The CCT diagram of the C3S showed decomposition rates with values that were much higher than the values traditionally accepted in the literature.

A modified epidemiological model for computer viruses

Since the computer viruses pose a serious problem to individual and corporative computer systems, a lot of effort has been dedicated to study how to avoid their deleterious actions, trying to create anti-virus programs acting as vaccines in personal computers or in strategic network nodes. Another way to combat viruses propagation is to establish preventive policies based on the whole operation of a system that can be modeled with population models, similar to those that are used in epidemiological studies. Here, a modified version of the SIR (Susceptible-Infected-Removed) model is presented and how its parameters are related to network characteristics is explained. Then, disease-free and endemic equilibrium points are calculated, stability and bifurcation conditions are derived and some numerical simulations are shown. The relations among the model parameters in the several bifurcation conditions allow a network design minimizing viruses risks. (C) 2009 Elsevier Inc. All rights reserved.

Radial variation of the wood anatomical structure of Gmelina arborea trees from different climatic and management conditions in Costa Rica

The evaluations of the effect of the climatic conditions and of the intensity of forest management in the trunk of the Gmelina arborea Linn. Roxb. trees are restricted to its physical-mechanical properties and use. The present work has as objective to study the radial variations of the wood anatomy of the gmelina trees sampled in plantations of 30 sites in Costa Rica, characterized by two climatic conditions (tropical dry and humid) and three intensities of forest management (intensive, moderate and without management). The results of the analyses demonstrated the existence of radial variation of the different anatomical parameters, except for the fiber lumen diameter and multiple vessels in the wood of the gmelina trees. For the wood anatomical elements, fibers (width, lumen diameter, and length), vessels (multiple vessels, diameter and frequency) and radial parenchyma (height) relationships were observed with the climate (tropical humid and dry). The radial variations of the wood anatomical elements were, also, influenced by the management regimes of the gmelina trees.

Wing polymorphism and dispersal of Scaptocoris carvalhoi (Hemiptera : Cydnidae)

Functional wing polymorphism is commonly observed it) insects, and it may confer an important adaptive value to populations that bear this trait, because it allows dispersal and the location to more favorable habitats for their survival and reproduction. According to the oogenesis-flight syndrome theory, such wing polymorphism may imply differences in the locomotion Capacity of individuals, which is a factor induced by adverse environmental conditions during muscle development in immatures. Scaptocoris carvalhoi Becker (Hemiptera: Cydnidae) is an important agriculture pest in Brazil, and it has burrowing habits. The adults swarm in the beginning of the rainy season after a prolonged drought period in the Brazilian cerrado region. In these swarms, part of the population leaves the soil, performing long flights until locations with more abundant vegetation. In this study, we characterized wing polymorphism in S. carvalhoi, this being the first description in a species of Cydnidae. Brachypterous and macropterous males and females were observed, which showed positive and significant correlations between body length and hindwing length. Macropterous individuals demonstrated greater locomotion capacity than brachypterous individuals. In addition, only long-winged adults could fly, showing wing mobility and flight reaction. The increased number of macropterous individuals inside the soil during the swarming season and in the beginning of the rainy period suggests that wing polymorphism in this population occurs in seasonal cycles and that factors related to the scarcity of rains influence the development of immatures and the formation of polymorphic adults.

Redescription of Lasioseius floridensis Berlese, 1916 (Acari: Mesostigmata: Blattisociidae), with notes on closely related species

A redescription of Lasioseius floridensis Berlese, 1916 is presented based on examination with descriptive notes of primary type material in the Berlese Collection and on a study of specimens collected from gerbera leaves in Mogi das Cruzes, State of Sao Paulo, Brazil representing all postembryonic stages. This species was originally described from Lake City, Florida, USA, where it was collected from moss; it is considered a senior synonym of Lasioseius arboreus Chant, 1963 (new synonymy) and Lasioseius fimetorum Karg, 1971 (new synonymy), based on examination of primary type material of the latter two species. Examination of other primary type material also indicated that Lasioseius sugawarai Ehara, 1964 is a senior synonym of Lasioseius tridentatus Baker, Delfinado & Abbatiello, 1976 (new synonymy). Placement of L. floridensis among other of the ca 150 species of Lasioseius, based on available keys, and the need for more detailed descriptions of species of genera such as Lasioseius, confirmed by examination of their primary type material, are discussed.

Evaluation of FAO Penman-Monteith and alternative methods for estimating reference evapotranspiration with missing data in Southern Ontario, Canada

Grass reference evapotranspiration (ETo) is an important agrometeorological parameter for climatological and hydrological studies, as well as for irrigation planning and management. There are several methods to estimate ETo, but their performance in different environments is diverse, since all of them have some empirical background. The FAO Penman-Monteith (FAD PM) method has been considered as a universal standard to estimate ETo for more than a decade. This method considers many parameters related to the evapotranspiration process: net radiation (Rn), air temperature (7), vapor pressure deficit (Delta e), and wind speed (U); and has presented very good results when compared to data from lysimeters Populated with short grass or alfalfa. In some conditions, the use of the FAO PM method is restricted by the lack of input variables. In these cases, when data are missing, the option is to calculate ETo by the FAD PM method using estimated input variables, as recommended by FAD Irrigation and Drainage Paper 56. Based on that, the objective of this study was to evaluate the performance of the FAO PM method to estimate ETo when Rn, Delta e, and U data are missing, in Southern Ontario, Canada. Other alternative methods were also tested for the region: Priestley-Taylor, Hargreaves, and Thornthwaite. Data from 12 locations across Southern Ontario, Canada, were used to compare ETo estimated by the FAD PM method with a complete data set and with missing data. The alternative ETo equations were also tested and calibrated for each location. When relative humidity (RH) and U data were missing, the FAD PM method was still a very good option for estimating ETo for Southern Ontario, with RMSE smaller than 0.53 mm day(-1). For these cases, U data were replaced by the normal values for the region and Delta e was estimated from temperature data. The Priestley-Taylor method was also a good option for estimating ETo when U and Delta e data were missing, mainly when calibrated locally (RMSE = 0.40 mm day(-1)). When Rn was missing, the FAD PM method was not good enough for estimating ETo, with RMSE increasing to 0.79 mm day(-1). When only T data were available, adjusted Hargreaves and modified Thornthwaite methods were better options to estimate ETo than the FAO) PM method, since RMSEs from these methods, respectively 0.79 and 0.83 mm day(-1), were significantly smaller than that obtained by FAO PM (RMSE = 1.12 mm day(-1). (C) 2009 Elsevier B.V. All rights reserved.

Performance of a multi-level TDR system exposed to tropical field conditions - A time-space comparison with tensiometry

Time-domain reflectometry (TDR) is an important technique to obtain series of soil water content measurements in the field. Diode-segmented probes represent an improvement in TDR applicability, allowing measurements of the soil water content profile with a single probe. In this paper we explore an extensive soil water content dataset obtained by tensiometry and TDR from internal drainage experiments in two consecutive years in a tropical soil in Brazil. Comparisons between the variation patterns of the water content estimated by both methods exhibited evidences of deterioration of the TDR system during this two year period at field conditions. The results showed consistency in the variation pattern for the tensiometry data, whereas TDR estimates were inconsistent, with sensitivity decreasing over time. This suggests that difficulties may arise for the long-term use of this TDR system under tropical field conditions. (c) 2008 Elsevier B.V. All rights reserved.

Suitability of relative humidity as an estimator of leaf wetness duration

Leaf wetness duration (LWD) is a key parameter in agricultural meteorology since it is related to epidemiology of many important crops, controlling pathogen infection and development rates. Because LWD is not widely measured, several methods have been developed to estimate it from weather data. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results, but their complexity is a disadvantage for operational use. Alternatively, empirical models have been used despite their limitations. The simplest empirical models use only relative humidity data. The objective of this study was to evaluate the performance of three RH-based empirical models to estimate LWD in four regions around the world that have different climate conditions. Hourly LWD, air temperature, and relative humidity data were obtained from Ames, IA (USA), Elora, Ontario (Canada), Florence, Toscany (Italy), and Piracicaba, Sao Paulo State (Brazil). These data were used to evaluate the performance of the following empirical LWD estimation models: constant RH threshold (RH >= 90%); dew point depression (DPD); and extended RH threshold (EXT_RH). Different performance of the models was observed in the four locations. In Ames, Elora and Piracicaba, the RH >= 90% and DPD models underestimated LWD, whereas in Florence these methods overestimated LWD, especially for shorter wet periods. When the EXT_RH model was used, LWD was overestimated for all locations, with a significant increase in the errors. In general, the RH >= 90% model performed best, presenting the highest general fraction of correct estimates (F(C)), between 0.87 and 0.92, and the lowest false alarm ratio (F(AR)), between 0.02 and 0.31. The use of specific thresholds for each location improved accuracy of the RH model substantially, even when independent data were used; MAE ranged from 1.23 to 1.89 h, which is very similar to errors obtained with published physical models for LWD estimation. Based on these results, we concluded that, if calibrated locally, LWD can be estimated with acceptable accuracy by RH above a specific threshold, and that the EXT_RH method was unsuitable for estimating LWD at the locations used in this study. (C) 2007 Elsevier B.V. All rights reserved.

Measuring Hydraulic Conductivity to Wilting Point Using Polymer Tensiometers in an Evaporation Experiment

The polymer tensiometer is a novel instrument to measure soil water pressure heads from saturation to permanent wilting conditions. We used tensiometers of this type in an experiment to determine the hydraulic properties of evaporating soil samples in the laboratory. Relative errors in the hydraulic conductivity function in the wet part were high due to the relatively low accuracy of the pressure transducers, resulting in a large uncertainty in the hydraulic gradient and therefore in the calculated hydraulic conductivity. In the dry part, the error related to this accuracy was on the same order of magnitude as the error related to balance accuracy. Therefore, the method can be assumed adequate for measuring soil hydraulic properties except under very wet conditions. In our experiments, relative error and bias increased significantly at pressure heads less negative than -1 m.

The Infection of Soybean Leaves by Phakopsora pachyrhizi during Conditions of Discontinuous Wetness

The ability of Phakopsora pachyrhizi to cause infection under conditions of discontinuous wetness was investigated. In in vitro experiments, droplets of a uredospore suspension were deposited onto the surface of polystyrene. After an initial wetting period of either 1, 2 or 4 h, the drops were dried for different time intervals and then the wetness was restored for 11, 10 or 8 h. Germination and appressorium formation were evaluated. In in vivo experiments, soybean plants were inoculated with a uredospore suspension. Leaf wetness was interrupted for 1, 3 or 6 h after initial wetting periods of 1, 2 or 4 h. Then, the wetting was re-established for 11, 10 or 8 h, respectively. Rust severity was evaluated 14 days after inoculation. The germination of the spores and the formation of the appressoria on the soybean leaves after different periods of wetness were also quantified in vivo by scanning electron microscopy. P. pachyrhizi showed a high infective capacity during short periods of time. An interruption of wetness after 1 h caused average reductions in germination from 56 to 75% and in appressorium formation from 84 to 96%. Rust severity was lower in all of the in vivo treatments with discontinuous wetness when compared to the control plants. Rust severity was zero when the interruption of wetness occurred 4 h after the initial wetting. Wetting interruptions after 1 and 2 h reduced the average rust severity by 83 and 77%, respectively. The germination of the uredospores on the soybean leaves occurred after 2 h of wetness, with a maximum germination appearing after 4 h of wetness. Wetness interruption affected mainly the spores that had initiated the germination.

Inheritance of resistance to Puccinia psidii G. Winter in a eucalyptus interspecific hybrid progeny evaluated under conditions of natural infection

Inheritance of resistance to Puccinia psidii G. Winter in a eucalyptus interspecific hybrid progeny evaluated under conditions of natural infection Rust caused by the fungus Puccinia psidii is currently the most important disease of eucalyptus. It is widely disseminated in Brazil, and causes serious damage in nurseries and plantation areas. The identification of resistant germplasm along with knowledge of the genetic basis of resistance heredity are the first requirements for the success of breeding programs aiming to develop resistant varieties. Earlier studies carried out under controlled conditions suggested a monogenic control as well as the participation of at least two genes promoting resistance to rust. The goal of this study was to evaluate the resistance to P. psidii under field conditions in fourteen progenies from controlled crosses and self-crosses among four hybrid clones of Eucalyptus grandis Hill ex Maiden x Eucalyptus urophylla ST Blake that contrast for resistance to the fungus. Results indicated that resistance could be explained by one locus with main effects and at least three different alleles. However, loci with minor effects may influence the resistance, since variation on severity classes was observed. Differences in segregation of resistance between reciprocal crosses were not observed, indicating absence of cytoplasmic effects.

Spatial pattern of black spot incidence within citrus trees related to disease severity and pathogen dispersal

Guignardia citricarpa, the causal agent of citrus black spot, forms airborne ascospores on decomposing citrus leaves and water-spread conidia on fruits, leaves and twigs. The spatial pattern of diseased fruit in citrus tree canopies was used to assess the importance of ascospores and conidia in citrus black spot epidemics in Sao Paulo State, Brazil. The aggregation of diseased fruit in the citrus tree canopy was quantified by the binomial dispersion index (D) and the binary form of Taylor`s Power Law for 303 trees in six groves. D was significantly greater than 1 in 251 trees. The intercept of the regression line of Taylor`s Power Law was significantly greater than 0 and the slope was not different from 1, implying that diseased fruit was aggregated in the canopy independent of disease incidence. Disease incidence (p) and severity (S) were assessed in 2875 citrus trees. The incidence-severity relationship was described (R-2 = 88.7%) by the model ln(S) = ln(a) + bCLL(p) where CLL = complementary log-log transformation. The high severity at low incidence observed in many cases is also indicative of low distance spread of G. citricarpa spores. For the same level of disease incidence, some trees had most of the diseased fruit with many lesions and high disease severity, whereas other trees had most of the fruit with few lesions and low disease severity. Aggregation of diseased fruit in the trees suggests that splash-dispersed conidia have an important role in increasing the disease in citrus trees in Brazil.