The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Numerical studies of colloidal systems

The interplay of hydrodynamic and electrostatic forces is of great importance for the understanding of colloidal dispersions. Theoretical descriptions are often based on the so called standard electrokinetic model. This Mean Field approach combines the Stokes equation for the hydrodynamic flow field, the Poisson equation for electrostatics and a continuity equation describing the evolution of the ion concentration fields. In the first part of this thesis a new lattice method is presented in order to efficiently solve the set of non-linear equations for a charge-stabilized colloidal dispersion in the presence of an external electric field. Within this framework, the research is mainly focused on the calculation of the electrophoretic mobility. Since this transport coefficient is independent of the electric field only for small driving, the algorithm is based upon a linearization of the governing equations. The zeroth order is the well known Poisson-Boltzmann theory and the first order is a coupled set of linear equations. Furthermore, this set of equations is divided into several subproblems. A specialized solver for each subproblem is developed, and various tests and applications are discussed for every particular method. Finally, all solvers are combined in an iterative procedure and applied to several interesting questions, for example, the effect of the screening mechanism on the electrophoretic mobility or the charge dependence of the field-induced dipole moment and ion clouds surrounding a weakly charged sphere. In the second part a quantitative data analysis method is developed for a new experimental approach, known as "Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy" (TIR-FCCS). The TIR-FCCS setup is an optical method using fluorescent colloidal particles to analyze the flow field close to a solid-fluid interface. The interpretation of the experimental results requires a theoretical model, which is usually the solution of a convection-diffusion equation. Since an analytic solution is not available due to the form of the flow field and the boundary conditions, an alternative numerical approach is presented. It is based on stochastic methods, i. e. a combination of a Brownian Dynamics algorithm and Monte Carlo techniques. Finally, experimental measurements for a hydrophilic surface are analyzed using this new numerical approach.

NLSE-based model of a random distributed feedback fiber laser

In this work we propose a NLSE-based model of power and spectral properties of the random distributed feedback (DFB) fiber laser. The model is based on coupled set of non-linear Schrödinger equations for pump and Stokes waves with the distributed feedback due to Rayleigh scattering. The model considers random backscattering via its average strength, i.e. we assume that the feedback is incoherent. In addition, this allows us to speed up simulations sufficiently (up to several orders of magnitude). We found that the model of the incoherent feedback predicts the smooth and narrow (comparing with the gain spectral profile) generation spectrum in the random DFB fiber laser. The model allows one to optimize the random laser generation spectrum width varying the dispersion and nonlinearity values: we found, that the high dispersion and low nonlinearity results in narrower spectrum that could be interpreted as four-wave mixing between different spectral components in the quasi-mode-less spectrum of the random laser under study could play an important role in the spectrum formation. Note that the physical mechanism of the random DFB fiber laser formation and broadening is not identified yet. We investigate temporal and statistical properties of the random DFB fiber laser dynamics. Interestingly, we found that the intensity statistics is not Gaussian. The intensity auto-correlation function also reveals that correlations do exist. The possibility to optimize the system parameters to enhance the observed intrinsic spectral correlations to further potentially achieved pulsed (mode-locked) operation of the mode-less random distributed feedback fiber laser is discussed.

Heating the Early Universe : Numerical Methods and Their Analysis

During the epoch when the first collapsed structures formed (6<z<50) our Universe went through an extended period of changes. Some of the radiation from the first stars and accreting black holes in those structures escaped and changed the state of the Intergalactic Medium (IGM). The era of this global phase change in which the state of the IGM was transformed from cold and neutral to warm and ionized, is called the Epoch of Reionization.In this thesis we focus on numerical methods to calculate the effects of this escaping radiation. We start by considering the performance of the cosmological radiative transfer code C2-Ray. We find that although this code efficiently and accurately solves for the changes in the ionized fractions, it can yield inaccurate results for the temperature changes. We introduce two new elements to improve the code. The first element, an adaptive time step algorithm, quickly determines an optimal time step by only considering the computational cells relevant for this determination. The second element, asynchronous evolution, allows different cells to evolve with different time steps. An important constituent of methods to calculate the effects of ionizing radiation is the transport of photons through the computational domain or ``ray-tracing''. We devise a novel ray tracing method called PYRAMID which uses a new geometry - the pyramidal geometry. This geometry shares properties with both the standard Cartesian and spherical geometries. This makes it on the one hand easy to use in conjunction with a Cartesian grid and on the other hand ideally suited to trace radiation from a radially emitting source. A time-dependent photoionization calculation not only requires tracing the path of photons but also solving the coupled set of photoionization and thermal equations. Several different solvers for these equations are in use in cosmological radiative transfer codes. We conduct a detailed and quantitative comparison of four different standard solvers in which we evaluate how their accuracy depends on the choice of the time step. This comparison shows that their performance can be characterized by two simple parameters and that the C2-Ray generally performs best.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Molecular modeling and QSAR studies of a set of indole and benzimidazole derivatives as H(4) receptor antagonists

Histamine is an important biogenic amine, which acts with a group of four G-protein coupled receptors (GPCRs), namely H(1) to H(4) (H(1)R - H(4)R) receptors. The actions of histamine at H(4)R are related to immunological and inflammatory processes, particularly in pathophysiology of asthma, and H(4)R ligands having antagonistic properties could be helpful as antiinflammatory agents. In this work, molecular modeling and QSAR studies of a set of 30 compounds, indole and benzimidazole derivatives, as H(4)R antagonists were performed. The QSAR models were built and optimized using a genetic algorithm function and partial least squares regression (WOLF 5.5 program). The best QSAR model constructed with training set (N = 25) presented the following statistical measures: r (2) = 0.76, q (2) = 0.62, LOF = 0.15, and LSE = 0.07, and was validated using the LNO and y-randomization techniques. Four of five compounds of test set were well predicted by the selected QSAR model, which presented an external prediction power of 80%. These findings can be quite useful to aid the designing of new anti-H(4) compounds with improved biological response.

Small molecular probes for G-protein-coupled C5a receptors: Conformationally constrained antagonists derived from the C terminus of the human plasma protein C5a

Activation of the human complement system of plasma proteins in response to infection or injury produces a 4-helix bundle glycoprotein (74 amino acids) known as C5a. C5a binds to G-protein-coupled receptors on cell surfaces triggering receptor-ligand internalization, signal transduction, and powerful inflammatory responses. Since excessive levels of C5a are associated with autoimmune and chronic inflammatory disorders, inhibitors of receptor activation may have therapeutic potential. We now report solution structures and receptor-binding and antagonist activities for some of the first small molecule antagonists of C5a derived from its hexapeptide C terminus. The antagonist NMe-Phe-Lys-Pro-D-Cha-Trp-D-Arg-CO2H (1) surprisingly shows an unusually well-defined solution structure as determined by H-1 NMR spectroscopy. This is one of the smallest acyclic peptides found to possess a defined solution conformation, which can be explained by the constraining role of intramolecular hydrogen bonding. NOE and coupling constant data, slow deuterium exchange, and a low dependence on temperature for the chemical shift of the D-Cha-NH strongly indicate an inverse gamma turn stabilized by a D-Cha-NH ... OC-Lys hydrogen bond. Smaller conformational populations are associated with a hydrogen bond between Trp-NH ... OC-Lys, defining a type II beta turn distorted by the inverse gamma turn incorporated within it. An excellent correlation between receptor-affinity and antagonist activity is indicated for a limited set of synthetic peptides. Conversion of the C-terminal carboxylate of 1 to an amide decreases antagonist potency 5-fold, but potency is increased up to 10-fold over 1 if the amide bond is made between the C-terminal carboxylate and a Lys/Orn side chain to form a cyclic analogue. The solution structure of cycle 6 also shows gamma and beta turns; however, the latter occurs in a different position, and there are clear conformational changes in 6 vs 1 that result in enhanced activity. These results indicate that potent C5a antagonists can be developed by targeting site 2 alone of the C5a receptor and define a novel pharmacophore for developing powerful receptor probes or drug candidates.

Computer simulations of coupled problems in geological and geochemical systems

The finite element method is used to simulate coupled problems, which describe the related physical and chemical processes of ore body formation and mineralization, in geological and geochemical systems. The main purpose of this paper is to illustrate some simulation results for different types of modelling problems in pore-fluid saturated rock masses. The aims of the simulation results presented in this paper are: (1) getting a better understanding of the processes and mechanisms of ore body formation and mineralization in the upper crust of the Earth; (2) demonstrating the usefulness and applicability of the finite element method in dealing with a wide range of coupled problems in geological and geochemical systems; (3) qualitatively establishing a set of showcase problems, against which any numerical method and computer package can be reasonably validated. (C) 2002 Published by Elsevier Science B.V.

Coupled experimental and thermodynamic study of the Zn-Fe-Si-O system

Experimental and thermodynamic modeling studies have been carried out on the Zn-Fe-Si-O system. This research is part of a wider program to characterize zinc/lead industrial slags and sinters in the PbO-ZnO-SiO2-CaO-FeO-Fe2O3 system. Experimental investigations involve high-temperature equilibration and quenching techniques followed by electron probe X-ray microanalysis (EPMA). Liquidus temperatures and solid solubilities of the crystalline phases were measured in the temperature range from 1200 °C to 1450 °C (1473 to 1723 K) in the zinc ferrite, zincite, willemite, and tridymite primary-phase fields in the Zn-Fe-Si-O system in air. These equilibrium data for the Zn-Fe-Si-O system in air, combined with previously reported data for this system, were used to obtain an optimized self-consistent set of parameters of thermodynamic models for all phases.

Metabolic profiling and classification of propolis samples from Southern Brazil: an NMR-based platform coupled with machine learning

The chemical composition of propolis is affected by environmental factors and harvest season, making it difficult to standardize its extracts for medicinal usage. By detecting a typical chemical profile associated with propolis from a specific production region or season, certain types of propolis may be used to obtain a specific pharmacological activity. In this study, propolis from three agroecological regions (plain, plateau, and highlands) from southern Brazil, collected over the four seasons of 2010, were investigated through a novel NMR-based metabolomics data analysis workflow. Chemometrics and machine learning algorithms (PLS-DA and RF), including methods to estimate variable importance in classification, were used in this study. The machine learning and feature selection methods permitted construction of models for propolis sample classification with high accuracy (>75%, reaching 90% in the best case), better discriminating samples regarding their collection seasons comparatively to the harvest regions. PLS-DA and RF allowed the identification of biomarkers for sample discrimination, expanding the set of discriminating features and adding relevant information for the identification of the class-determining metabolites. The NMR-based metabolomics analytical platform, coupled to bioinformatic tools, allowed characterization and classification of Brazilian propolis samples regarding the metabolite signature of important compounds, i.e., chemical fingerprint, harvest seasons, and production regions.

ARCHITECTING USER-CENTRIC PRIVACY-AS-A-SET-OF-SERVICES: DIGITAL IDENTITY RELATED PRIVACY FRAMEWORK

AbstractDigitalization gives to the Internet the power by allowing several virtual representations of reality, including that of identity. We leave an increasingly digital footprint in cyberspace and this situation puts our identity at high risks. Privacy is a right and fundamental social value that could play a key role as a medium to secure digital identities. Identity functionality is increasingly delivered as sets of services, rather than monolithic applications. So, an identity layer in which identity and privacy management services are loosely coupled, publicly hosted and available to on-demand calls could be more realistic and an acceptable situation. Identity and privacy should be interoperable and distributed through the adoption of service-orientation and implementation based on open standards (technical interoperability). Ihe objective of this project is to provide a way to implement interoperable user-centric digital identity-related privacy to respond to the need of distributed nature of federated identity systems. It is recognized that technical initiatives, emerging standards and protocols are not enough to guarantee resolution for the concerns surrounding a multi-facets and complex issue of identity and privacy. For this reason they should be apprehended within a global perspective through an integrated and a multidisciplinary approach. The approach dictates that privacy law, policies, regulations and technologies are to be crafted together from the start, rather than attaching it to digital identity after the fact. Thus, we draw Digital Identity-Related Privacy (DigldeRP) requirements from global, domestic and business-specific privacy policies. The requirements take shape of business interoperability. We suggest a layered implementation framework (DigldeRP framework) in accordance to model-driven architecture (MDA) approach that would help organizations' security team to turn business interoperability into technical interoperability in the form of a set of services that could accommodate Service-Oriented Architecture (SOA): Privacy-as-a-set-of- services (PaaSS) system. DigldeRP Framework will serve as a basis for vital understanding between business management and technical managers on digital identity related privacy initiatives. The layered DigldeRP framework presents five practical layers as an ordered sequence as a basis of DigldeRP project roadmap, however, in practice, there is an iterative process to assure that each layer supports effectively and enforces requirements of the adjacent ones. Each layer is composed by a set of blocks, which determine a roadmap that security team could follow to successfully implement PaaSS. Several blocks' descriptions are based on OMG SoaML modeling language and BPMN processes description. We identified, designed and implemented seven services that form PaaSS and described their consumption. PaaSS Java QEE project), WSDL, and XSD codes are given and explained.

Analysis and quantification of vitamin D metabolites in serum by ultra-performance liquid chromatography coupled to tandem mass spectrometry and high-resolution mass spectrometry: a method comparison and validation.

RATIONALE: The aim of the work was to develop and validate a method for the quantification of vitamin D metabolites in serum using ultra-high-pressure liquid chromatography coupled to mass spectrometry (LC/MS), and to validate a high-resolution mass spectrometry (LC/HRMS) approach against a tandem mass spectrometry (LC/MS/MS) approach using a large clinical sample set. METHODS: A fast, accurate and reliable method for the quantification of the vitamin D metabolites, 25-hydroxyvitamin D2 (25OH-D2) and 25-hydroxyvitamin D3 (25OH-D3), in human serum was developed and validated. The C3 epimer of 25OH-D3 (3-epi-25OH-D3) was also separated from 25OH-D3. The samples were rapidly prepared via a protein precipitation step followed by solid-phase extraction (SPE) using an HLB μelution plate. Quantification was performed using both LC/MS/MS and LC/HRMS systems. RESULTS: Recovery, matrix effect, inter- and intra-day reproducibility were assessed. Lower limits of quantification (LLOQs) were determined for both 25OH-D2 and 25OH-D3 for the LC/MS/MS approach (6.2 and 3.4 µg/L, respectively) and the LC/HRMS approach (2.1 and 1.7 µg/L, respectively). A Passing & Bablok fit was determined between both approaches for 25OH-D3 on 662 clinical samples (1.11 + 1.06x). It was also shown that results can be affected by the inclusion of the isomer 3-epi-25OH-D3. CONCLUSIONS: Quantification of the relevant vitamin D metabolites was successfully developed and validated here. It was shown that LC/HRMS is an accurate, powerful and easy to use approach for quantification within clinical laboratories. Finally, the results here suggest that it is important to separate 3-epi-25OH-D3 from 25OH-D3. Copyright © 2012 John Wiley & Sons, Ltd.

Ab initio benchmark study for the oxidative addition of CH4 to Pd: importance of basis-set flexibility and polarization

To obtain a state-of-the-art benchmark potential energy surface (PES) for the archetypal oxidative addition of the methane C-H bond to the palladium atom, we have explored this PES using a hierarchical series of ab initio methods (Hartree-Fock, second-order Møller-Plesset perturbation theory, fourth-order Møller-Plesset perturbation theory with single, double and quadruple excitations, coupled cluster theory with single and double excitations (CCSD), and with triple excitations treated perturbatively [CCSD(T)]) and hybrid density functional theory using the B3LYP functional, in combination with a hierarchical series of ten Gaussian-type basis sets, up to g polarization. Relativistic effects are taken into account either through a relativistic effective core potential for palladium or through a full four-component all-electron approach. Counterpoise corrected relative energies of stationary points are converged to within 0.1-0.2 kcal/mol as a function of the basis-set size. Our best estimate of kinetic and thermodynamic parameters is -8.1 (-8.3) kcal/mol for the formation of the reactant complex, 5.8 (3.1) kcal/mol for the activation energy relative to the separate reactants, and 0.8 (-1.2) kcal/mol for the reaction energy (zero-point vibrational energy-corrected values in parentheses). This agrees well with available experimental data. Our work highlights the importance of sufficient higher angular momentum polarization functions, f and g, for correctly describing metal-d-electron correlation and, thus, for obtaining reliable relative energies. We show that standard basis sets, such as LANL2DZ+ 1f for palladium, are not sufficiently polarized for this purpose and lead to erroneous CCSD(T) results. B3LYP is associated with smaller basis set superposition errors and shows faster convergence with basis-set size but yields relative energies (in particular, a reaction barrier) that are ca. 3.5 kcal/mol higher than the corresponding CCSD(T) values