The size of the largest fluctuations in a market model with Markovian switching

This paper considers the size of the large fluctuations of a stochastic differential equation with Markovian switching. We concentrate on processes which obey the Law of the Iterated Logarithm, or obey upper and lower iterated logarithm growth bounds on their almost sure partial maxima. The results are applied to financial market models which are subject to random regime shifts. We prove that the security exhibits the same long-run growth properties and deviations from the trend rate of growth as conventional geometric Brownian motion, and also that the returns, which are non-Gaussian, still exhibit the same growth rate in their almost sure large deviations as stationary continuous-time Gaussian processes

Vision-based judgment of tomato maturity under growth conditions

To determine the picking time of tomato and design the control strategy for the harvesting robot, the judgment of tomato maturity under natural conditions is required. Tomato samples were collected based on the fruit growth conditions which were divided into five different stages in this article: breakers, turning, pink, light-red, and red stages. The visible CCD camera VS-880HC was adopted to shoot visible images, while the near-infrared images at a wavelength of 810 nm were screened by MS- 3100 multi-spectral camera. The variations of samples, about color features, were analyzed. The tests indicated that with the changes in maturity, the hue-mean of tomato decreased and the red-green colordifference image mean increased. The standard deviations of the hue-mean and red-green image mean were the largest values for tomato in the pink stage, but the intensity mean of the near-infrared image for tomato in the pink stage had the lowest value. Hue-mean and red-green color-difference image mean can be used as a criterion for the judgment of tomato maturity, and the tests indicated that the redgreen mean method was more satisfactory than that of the hue-mean in the maturity recognition methods of tomato fruit with an accuracy of over 96%. The intermediate divisions of five different maturity stages, which were divided by red-green color-difference image mean, were 0, 23.5, 42.5 and 70. The judgment errors of the two methods are mainly caused by the recognition of tomatoes at the pink stage.Key words: Tomato, maturity, image, judgment

A survey of mobile cloud computing

2010-2011 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Tick-borne encephalitis virus induces chemokine RANTES expression via activation of IRF-3 pathway.

BACKGROUND: Tick-borne encephalitis virus (TBEV) is one of the most important flaviviruses that targets the central nervous system (CNS) and causes encephalitides in humans. Although neuroinflammatory mechanisms may contribute to brain tissue destruction, the induction pathways and potential roles of specific chemokines in TBEV-mediated neurological disease are poorly understood. METHODS: BALB/c mice were intracerebrally injected with TBEV, followed by evaluation of chemokine and cytokine profiles using protein array analysis. The virus-infected mice were treated with the CC chemokine antagonist Met-RANTES or anti-RANTES mAb to determine the role of RANTES in affecting TBEV-induced neurological disease. The underlying signaling mechanisms were delineated using RANTES promoter luciferase reporter assay, siRNA-mediated knockdown, and pharmacological inhibitors in human brain-derived cell culture models. RESULTS: In a mouse model, pathological features including marked inflammatory cell infiltrates were observed in brain sections, which correlated with a robust up-regulation of RANTES within the brain but not in peripheral tissues and sera. Antagonizing RANTES within CNS extended the survival of mice and reduced accumulation of infiltrating cells in the brain after TBEV infection. Through in vitro studies, we show that virus infection up-regulated RANTES production at both mRNA and protein levels in human brain-derived cell lines and primary progenitor-derived astrocytes. Furthermore, IRF-3 pathway appeared to be essential for TBEV-induced RANTES production. Site mutation of an IRF-3-binding motif abrogated the RANTES promoter activity in virus-infected brain cells. Moreover, IRF-3 was activated upon TBEV infection as evidenced by phosphorylation of TBK1 and IRF-3, while blockade of IRF-3 activation drastically reduced virus-induced RANTES expression. CONCLUSIONS: Our findings together provide insights into the molecular mechanism underlying RANTES production induced by TBEV, highlighting its potential importance in the process of neuroinflammatory responses to TBEV infection

Optimal suppression of flow perturbations using boundary control

Boundary perturbations are considered as flow control forcing and their distributions are optimised to suppress transient energy growth induced by the most energetic disturbances in the domain. For a given control cost (square integration of the control forcing), the optimal control calculated from the proposed optimisation algorithm is proved to be unique. For small values of control cost, a sensitivity solution is obtained and its distribution indicates the sensitivity of perturbation energy on boundary control. For larger control cost, the distribution of the optimal control approaches the stablest mode of a direct-adjoint operator and tends to be grid-to-grid oscillatory. A controllability analysis is further conducted to identify the uncontrollable component of perturbations in the domain. This work underpins the recently thriving linear feed-back flow control investigations, most of which use empirically distributed control actuators, in terms of choosing the location and magnitude of the control forcing and evaluating the maximum control effect. Two case studies are conducted to demonstrate the proposed algorithm; in a stenotic flow, the optimised wall boundary control is observed to suppress over 95% of the transient energy growth induced by the global optimal initial perturbation; in the Batchelor vortex flow, the optimal inflow control can effectively suppress the spiral vortex breakdown induced by the development of initial perturbations

Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations

A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler--Maruyama (EM) scheme can reproduce the moment exponential stability of exact solutions of stochastic functional differential equations (SFDEs). In addition, the Chebyshev inequality and the Borel-Cantelli lemma are applied to show the almost sure stability of the EM approximate solutions of SFDEs. To show our idea clearly, these results are used to discuss stability of numerical solutions of two classes of special SFDEs, including stochastic delay differential equations (SDDEs) with variable delay and stochastically perturbed equations