A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing

We develop a simulation-based, two-timescale actor-critic algorithm for infinite horizon Markov decision processes with finite state and action spaces, with a discounted reward criterion. The algorithm is of the gradient ascent type and performs a search in the space of stationary randomized policies. The algorithm uses certain simultaneous deterministic perturbation stochastic approximation (SDPSA) gradient estimates for enhanced performance. We show an application of our algorithm on a problem of mortgage refinancing. Our algorithm obtains the optimal refinancing strategies in a computationally efficient manner

INST: An Integrated Steering Framework for Critical Weather Applications

Online remote visualization and steering of critical weather applications like cyclone tracking are essential for effective and timely analysis by geographically distributed climate science community. A steering framework for controlling the high-performance simulations of critical weather events needs to take into account both the steering inputs of the scientists and the criticality needs of the application including minimum progress rate of simulations and continuous visualization of significant events. In this work, we have developed an integrated user-driven and automated steering framework INST for simulations, online remote visualization, and analysis for critical weather applications. INST provides the user control over various application parameters including region of interest, resolution of simulation, and frequency of data for visualization. Unlike existing efforts, our framework considers both the steering inputs and the criticality of the application, namely, the minimum progress rate needed for the application, and various resource constraints including storage space and network bandwidth to decide the best possible parameter values for simulations and visualization.

Monsoon circulation interaction with Western Ghats orography under changing climate - Projection by a 20-km mesh AGCM

In this study, the authors have investigated the likely future changes in the summer monsoon over the Western Ghats (WG) orographic region of India in response to global warming, using time-slice simulations of an ultra high-resolution global climate model and climate datasets of recent past. The model with approximately 20-km mesh horizontal resolution resolves orographic features on finer spatial scales leading to a quasi-realistic simulation of the spatial distribution of the present-day summer monsoon rainfall over India and trends in monsoon rainfall over the west coast of India. As a result, a higher degree of confidence appears to emerge in many aspects of the 20-km model simulation, and therefore, we can have better confidence in the validity of the model prediction of future changes in the climate over WG mountains. Our analysis suggests that the summer mean rainfall and the vertical velocities over the orographic regions of Western Ghats have significantly weakened during the recent past and the model simulates these features realistically in the present-day climate simulation. Under future climate scenario, by the end of the twenty-first century, the model projects reduced orographic precipitation over the narrow Western Ghats south of 16A degrees N that is found to be associated with drastic reduction in the southwesterly winds and moisture transport into the region, weakening of the summer mean meridional circulation and diminished vertical velocities. We show that this is due to larger upper tropospheric warming relative to the surface and lower levels, which decreases the lapse rate causing an increase in vertical moist static stability (which in turn inhibits vertical ascent) in response to global warming. Increased stability that weakens vertical velocities leads to reduction in large-scale precipitation which is found to be the major contributor to summer mean rainfall over WG orographic region. This is further corroborated by a significant decrease in the frequency of moderate-to-heavy rainfall days over WG which is a typical manifestation of the decrease in large-scale precipitation over this region. Thus, the drastic reduction of vertical ascent and weakening of circulation due to `upper tropospheric warming effect' predominates over the `moisture build-up effect' in reducing the rainfall over this narrow orographic region. This analysis illustrates that monsoon rainfall over mountainous regions is strongly controlled by processes and parameterized physics which need to be resolved with adequately high resolution for accurate assessment of local and regional-scale climate change.

Stochastic optimization for adaptive labor staffing in service systems

Service systems are labor intensive. Further, the workload tends to vary greatly with time. Adapting the staffing levels to the workloads in such systems is nontrivial due to a large number of parameters and operational variations, but crucial for business objectives such as minimal labor inventory. One of the central challenges is to optimize the staffing while maintaining system steady-state and compliance to aggregate SLA constraints. We formulate this problem as a parametrized constrained Markov process and propose a novel stochastic optimization algorithm for solving it. Our algorithm is a multi-timescale stochastic approximation scheme that incorporates a SPSA based algorithm for ‘primal descent' and couples it with a ‘dual ascent' scheme for the Lagrange multipliers. We validate this optimization scheme on five real-life service systems and compare it with a state-of-the-art optimization tool-kit OptQuest. Being two orders of magnitude faster than OptQuest, our scheme is particularly suitable for adaptive labor staffing. Also, we observe that it guarantees convergence and finds better solutions than OptQuest in many cases.

Integration of speckle de-noising and image segmentation using synthetic aperture radar image for flood extent extraction

Flood is one of the detrimental hydro-meteorological threats to mankind. This compels very efficient flood assessment models. In this paper, we propose remote sensing based flood assessment using Synthetic Aperture Radar (SAR) image because of its imperviousness to unfavourable weather conditions. However, they suffer from the speckle noise. Hence, the processing of SAR image is applied in two stages: speckle removal filters and image segmentation methods for flood mapping. The speckle noise has been reduced with the help of Lee, Frost and Gamma MAP filters. A performance comparison of these speckle removal filters is presented. From the results obtained, we deduce that the Gamma MAP is reliable. The selected Gamma MAP filtered image is segmented using Gray Level Co-occurrence Matrix (GLCM) and Mean Shift Segmentation (MSS). The GLCM is a texture analysis method that separates the image pixels into water and non-water groups based on their spectral feature whereas MSS is a gradient ascent method, here segmentation is carried out using spectral and spatial information. As test case, Kosi river flood is considered in our study. From the segmentation result of both these methods are comprehensively analysed and concluded that the MSS is efficient for flood mapping.

Cooperative Particle Swarm Optimization Based Receiver for Large-Dimension MIMO-ZPSC Systems

In this paper, we propose a cooperative particle swarm optimization (CPSO) based channel estimation/equalization scheme for multiple-input multiple-output zero-padded single-carrier (MIMO-ZPSC) systems with large dimensions in frequency selective channels. We estimate the channel state information at the receiver in time domain using a PSO based algorithm during training phase. Using the estimated channel, we perform information symbol detection in the frequency domain using FFT based processing. For this detection, we use a low complexity OLA (OverLap Add) likelihood ascent search equalizer which uses minimum mean square (MMSE) equalizer solution as the initial solution. Multiple iterations between channel estimation and data detection are carried out which significantly improves the mean square error and bit error rate performance of the receiver.

Simultaneous perturbation methods for adaptive labor staffing in service systems

We consider the problem of optimizing the workforce of a service system. Adapting the staffing levels in such systems is non-trivial due to large variations in workload and the large number of system parameters do not allow for a brute force search. Further, because these parameters change on a weekly basis, the optimization should not take longer than a few hours. Our aim is to find the optimum staffing levels from a discrete high-dimensional parameter set, that minimizes the long run average of the single-stage cost function, while adhering to the constraints relating to queue stability and service-level agreement (SLA) compliance. The single-stage cost function balances the conflicting objectives of utilizing workers better and attaining the target SLAs. We formulate this problem as a constrained parameterized Markov cost process parameterized by the (discrete) staffing levels. We propose novel simultaneous perturbation stochastic approximation (SPSA)-based algorithms for solving the above problem. The algorithms include both first-order as well as second-order methods and incorporate SPSA-based gradient/Hessian estimates for primal descent, while performing dual ascent for the Lagrange multipliers. Both algorithms are online and update the staffing levels in an incremental fashion. Further, they involve a certain generalized smooth projection operator, which is essential to project the continuous-valued worker parameter tuned by our algorithms onto the discrete set. The smoothness is necessary to ensure that the underlying transition dynamics of the constrained Markov cost process is itself smooth (as a function of the continuous-valued parameter): a critical requirement to prove the convergence of both algorithms. We validate our algorithms via performance simulations based on data from five real-life service systems. For the sake of comparison, we also implement a scatter search based algorithm using state-of-the-art optimization tool-kit OptQuest. From the experiments, we observe that both our algorithms converge empirically and consistently outperform OptQuest in most of the settings considered. This finding coupled with the computational advantage of our algorithms make them amenable for adaptive labor staffing in real-life service systems.

Primary cosmic-ray positrons and negatrons in 1968 at energies between 11 and 204 MeV

The cosmic-ray positron and negatron spectra between 11 and 204 MeV have been measured in a series of 3 high-altitude balloon flights launched from Fort Churchill, Manitoba, on July 16, July 21, and July 29, 1968. The detector system consisted of a magnetic spectrometer utilizing a 1000-gauss permanent magnet, scintillation counters, and a lucite Čerenkov counter.

Launches were timed so that the ascent through the 100 g/cm² level of residual atmosphere occurred after the evening geomagnetic cutoff transition. Data gathered during ascent are used to correct for the contribution of atmospheric secondary electrons to the flux measured at float altitude. All flights floated near 2.4 g/cm².

A pronounced morning intensity increase was observed in each flight. We present daytime positron and negatron data which support the interpretation of the diurnal flux variation as a change in the local geomagnetic cutoff. A large diurnal variation was observed in the count rate of positrons and negatrons with magnetic rigidities less than 11 MV and is evidence that the nighttime cutoff was well below this value.

Using nighttime data we derive extraterrestrial positron and negatron spectra. The positron-to-total-electron ratio which we measure indicates that the interstellar secondary, or collision, source contributes ≾50 percent of the electron flux within this energy interval. By comparing our measured positron spectrum with the positron spectrum calculated for the collision source we derive the absolute solar modulation for positrons in 1968. Assuming negligible energy loss during modulation, we derive the total interstellar electron spectrum as well as the spectrum of directly accelerated, or primary, electrons. We examine the effect of adiabatic deceleration and find that many of the conclusions regarding the interstellar electron spectrum are not significantly altered for an assumed energy loss of up to 50 percent of the original energy.

A peregrinação ocidental no teatro de Afonso Álvares (XVI) e Xavier Lama (século XX)

Esta dissertação tem por objetivo mostrar como o mito de São Tiago Maior e a peregrinação religiosa na Idade Média são retratados na dramaturgia portuguesa e galega. Para isso, reporta-se a duas obras: Auto de Santiago de Afonso Álvares (Portugal - séc. XVI) e O Peregrino errante que cansou ó demo de Xavier Lama (Galícia séc. XX). Objetiva verificar como os discursos das personagens, associados aos demais elementos que estruturam as obras, têm por finalidade acentuar a importância, no contexto da religiosidade ibérica, do culto à Virgem de Guadalupe e de São Tiago em sua tríplice representação: São Tiago Apóstolo, Peregrino ou Mata-mouros. E, sobretudo, demonstrar o caráter doutrinador e moralizante das peças, principalmente na recomendação das virtudes a serem seguidas e dos pecados a serem evitados pelo cristão em sua peregrinação existencial, objetivando a ascenção espiritual

Modelagem do comportamento dinâmico de passarelas tubulares em aço e mistas (aço-concreto)

A experiência dos engenheiros estruturais e os conhecimentos adquiridos pelo uso de materiais e novas tecnologias, têm ocasionado estruturas de aço e mistas (aço-concreto) de passarelas cada vez mais ousadas. Este fato tem gerado estruturas de passarelas esbeltas, e consequentemente, alterando os seus estados de limite de serviço e último associados ao seu projeto. Uma consequência direta desta tendência de projeto é o aumento considerável das vibrações das estruturas. Portanto, a presente investigação foi realizada com base em um modelo de carregamento mais realista, desenvolvido para incorporar os efeitos dinâmicos induzidos pela caminhada de pessoas. O modelo de carregamento considera a subida e a descida da massa efetiva do corpo em cada passo. A posição da carga dinâmica também foi alterada de acordo com a posição do pedestre sobre a estrutura e a função do tempo gerada, possui uma variação espacial e temporal. O efeito do calcanhar do pedestre também foi incorporado na análise. O modelo estrutural investigado baseia-se em uma passarela tubular (aço-concreto), medindo 82,5m. A estrutura é composta por três vãos (32,5 m, 20,0 m e 17,5 m, respectivamente) e dois balanços (7,5 m e 5,0 m, respectivamente). O sistema estrutural é constituído por perfis de aço tubular e uma laje de concreto, e é atualmente utilizada para travessia de pedestres. Esta investigação é realizada com base em resultados experimentais, relacionando a resposta dinâmica da passarela com as obtidas via modelos de elementos finitos. O modelo computacional proposto adota as técnicas de refinamento de malha, usualmente presente em simulações pelo método de elementos finitos. O modelo de elementos finitos foi desenvolvido e validado com resultados experimentais. Este modelo de passarela tubular permitiu uma avaliação dinâmica completa, investigando especialmente ao conforto humano e seus limites de utilização associados à vibração. A resposta dinâmica do sistema, em termos de acelerações de pico, foi obtida e comparada com os valores limites propostos por diversos autores e padrões de projeto. As acelerações de pico encontradas na presente análise indicou que a passarela tubular investigada apresentou problemas relacionados com o conforto humano. Por isso, foi detectado que este tipo de estrutura pode atingir níveis de vibrações excessivas que podem comprometer o conforto do usuário na passarela e especialmente a sua segurança.

Census of Active Commercial Fishermen in Puerto Rico: 2008

The implementation of Puerto Rican Regulation No. 6768, which overhauled the existing fishery management framework, generated considerable hostility towards local managers. Among the controversial management measures adopted in 2004 were the assignment of fishing licenses based on fishing income, the establishment of closed seasons, and new minimum size restrictions for commercially valuable species. Though tensions have subsided, considerable opposition to these regulations remains. This paper provides a characterization of the current population of active small-scale fishermen, discusses their perceptions about the biological and socio-economic condition of the fishery, and describes their attitudes towards the new management framework. This study revealed that the number of active fishermen decreased from 1,731 in 1988 to 868 in 2008. Although a declining resource base was one of the main drivers behind these waning participation statistics, rising fuel costs and burdensome regulations exacerbated the rate of attrition. The majority of the fishermen were middleaged men (50 years) with moderate levels of formal education and high levels of fishing dependence which limited their employment opportunities outside the fishery. Most of the vessels were small (20 ft) and outfitted with a single outboard engine (80 hp). Hook and line and SCUBA were dominant gears because of their versatility and cost effectiveness. Fishermen suggested that their opposition to the regulations would continue unless they were afforded greater regulatory flexibility and provided with a larger role in the decision-making process. Fishermen were adamant about the need to reconsider the income reporting requirements to secure a fishing license because of the potential for losing public assistance benefits. They also objected to increasing the minimum size of many deepwater snapper (Lutjanidae) and grouper (Serranidae) species because it forced them to discard dead fish, a practice they consider wasteful since these species do not survive the ascent to the surface once hooked.

Competitive training in hidden Markov models

The use of hidden Markov models is placed in a connectionist framework, and an alternative approach to improving their ability to discriminate between classes is described. Using a network style of training, a measure of discrimination based on the a posteriori probability of state occupation is proposed, and the theory for its optimization using error back-propagation and gradient ascent is presented. The method is shown to be numerically well behaved, and results are presented which demonstrate that when using a simple threshold test on the probability of state occupation, the proposed optimization scheme leads to improved recognition performance.

酿酒酵母和运动发酵单胞菌木薯乙醇发酵条件研究

本文结合我国燃料乙醇发展的方针政策，以酿酒酵母和运动发酵单胞菌为菌种研究其在非粮能源作物木薯中乙醇发酵的情况，为木薯原料更好地应用于生产中提供了理论依据。 酿酒酵母木薯高浓度乙醇发酵的研究。实验采用的木薯干淀粉含量约70-75%。以酿酒酵母为菌种进行高浓度乙醇发酵的工艺条件研究，最佳条件为：木薯干粉碎细度为35目，料水比1：2，α-淀粉酶用量0.09 KNU/g淀粉，蒸煮温度85 ℃，蒸煮时间15 min。采用30 ℃同步糖化发酵工艺，糖化酶用量为3.4 AGU/g淀粉，发酵时间30 h。在10 L发酵罐中，乙醇质量比达127.88 g/kg，发酵效率为88.28%，发酵强度4.263 g/kg/h，100 L中试研究中乙醇浓度为127.75 g/kg，发酵强度4.258 g/kg/h。利用高效液相色谱对发酵液中残糖进行了分析，证明葡萄糖、果糖等单糖已完全被菌体利用，剩余糖为二糖，三糖等不可发酵的低聚糖。 运动发酵单胞菌快速乙醇发酵的研究。对实验室保藏的8株运动发酵单胞菌进行比较，选择发酵速度最快的Zymomonas mobilis232B进行研究。该菌在纯葡萄糖中的最佳发酵条件为：葡萄糖浓度18%，起始pH 6-7，发酵温度30 ℃，发酵时间18 h，乙醇浓度88 g/kg。在以木薯为底物同步糖化快速乙醇发酵中，采用Full Factorial设计和最速上升实验确定了培养基成分中的2个显著性因子及其最适浓度：酵母粉4 g/kg，硫酸铵0.8 g/kg。在最适培养基条件下，对木薯料水比和糖化酶用量进行了优化，得到Z.mobilis232B木薯乙醇发酵最佳料水比1：3，糖化酶浓度4 AGU/g淀粉，乙醇发酵4.915 g/kg/h。利用高效液相色谱对发酵液中残糖进行了分析，剩余糖为二糖，三糖等，但成分较酵母发酵后复杂。 According to the fuel ethanol development plans and policies in our country, the ethanol production from cassava by Saccharomyces cerevisiae and Zymomonas mobilis was studied. It provided theoretical basis for ethanol fermentation by cassava in industry. Part 1 is the study of VHG (very high gravity) ethanol fermentation by Saccharomyces cerevisiae. The content of starch in cassava was 70-75%. Compared with the performances under different experimental conditions, the following optimal conditions for VHG fermentation were obtained: Granule size of dry cassava 35 mashes, hydromodulus of cassava to water at 1:2, α-amylase enzyme dosage 0.09 KNU/g starch, cooking temperature 85 ℃ for 15 min, using the SSF process (simultaneous saccharification and fermentation) and the amount of glucoamylase 3.4 AGU/g starch. Accordingly, the final ethanol concentration was up to 127.88 g/kg; the ethanol yield reached 88.28%, and ethanol productivity was 4.263 g/kg/h after 30 h. When the fermentation scale expanded to 100 L, the final ethanol concentration was 127.75 g/kg, and the ethanol productivity was 4.258 g/kg/h in 30 h. The residual sugar was analyzed by high performance liquid chromatography, and proved that there was no glucose and fructose. The residual reducing sugar was some unfermentable oligosaccharide Part 2 is the study of the rapid ethanol production by Zymomonas mobilis. Compare with other seven stains, Zymomonas mobilis 232B was selected for research. The optimum condition in glucose medium was as follow: glucose concentration 18%, initial pH 6-7, and fermentation temperature 30 ℃. The ethanol concentration was 88g/kg in 18 h. After that, rapid ethanol production from cassava in SSF by Zymomonas mobilis 232B was studied. Through a series of experiments aided by Full Factorial Design and steepest ascent search, the optimal concentration yeast extract and ammonium sulfate were determined: 4 g/kg and 0.8 g/kg, each. Under optimum medium conditions, the optimal hydromodulus of cassava to water and glucoamylase dosages were obtained: hydromodulus of cassava to water at 1:3 and glucoamylase dosages 4 AGU/g starch. The ethanol production reached 4.915 g/kg/h. The residual sugar was analyzed by HPLC, and proved that the residual reducing sugar was some unfermentable oligosaccharide，but the components were more complex than that fermentation by Saccharomyces cerevisiae.

Substrate induction and statistical optimization for the production of chitosanase from Microbacterium sp OU01

The chitosanase production was markedly enhanced by substrate induction, statistical optimization of medium composition and culture conditions by Microbacteritan sp. OU01 in shake-flask. A significant influence of (NH4)(2)SO4, MgSO4 center dot 7H(2)O and initial pH on chitosanase production was noted with Plackett-Burman design. It was then revealed with the method of steepest ascent and response surface methodology (RSM) that 19.0 g/L (NH4)(2)SO4, 1.3 g/L MgSO4 and an initial pH of 2.0 were optimum for the production of chitosanase; colloidal chitosan appeared to be the best inducer for chitosanase production by Microbacterium sp. OU01. This optimization strategy led to the enhancement of chitosanase from 3.6 U/mL to 118 U/mL. (c) 2006 Elsevier Ltd. All rights reserved.

Major element, trace element, and Sr, Nd and Pb isotope studies of Cenozoic basalts from the South China Sea

The whole rock K-Ar ages of basalts from the South China Sea basin vary from 3.8 to 7.9 Ma, which suggest that intra-plate volcanism after the cessation of spreading of the South China Sea (SCS) is comparable to that in adjacent regions around the SCS, i.e., Leiqiong Peninsula, northern margin of the SCS, Indochina block, and so on. Based on detailed petrographic studies, we selected many fresh basaltic rocks and measured their major element, trace element, and Sr-Nd-Pb isotope compositions. Geochemical characteristics of major element and trace element show that these basaltic rocks belong to alkali basalt magma series, and are similar to OIB-type basalt. The extent of partial melting of mantle rock in source region is very low, and magma may experience crystallization differentiation and cumulation during the ascent to or storing in the high-level magma chamber. Sr-Nd-Pb isotopic data of these basaltic rocks imply an inhomogeneous mantle below the South China Sea. The nature of magma origin has a two end-member mixing model, one is EM2 (Enriched Mantle 2) which may be originated from mantle plume, the other is DMM (Depleted MORB Mantle). Pb isotopic characteristics show the Dupal anomaly in the South China Sea, and combined with newly found Dupal anomaly at Gakkel ridge in Arctic Ocean, this implies that Dupal anomaly is not only limited to South Hemisphere. In variation diagrams among Sr, Nd and Pb, the origin nature of mantle below the SCS is similar to those below Leiqiong peninsula, northern margin of the SCS and Indochina peninsula, and is different from those below north and northeast China. This study provides geochemical constraints on Hainan mantle plume.