Admission control strategies for tandem Markovian loss systems

Motivated by communication networks, we study an admission control problem for a Markovian loss system comprised of two finite capacity service stations in tandem. Customers arrive to station 1 according to a Poisson process, and a gatekeeper, who has complete knowledge of the number of customers at both stations, decides whether to accept or reject each arriving customer. If a customer is rejected, a rejection cost is incurred. If an admitted customer finds that station 2 is full at the time of his service completion at station 1, he leaves the system and a loss cost is incurred. The goal is to find easy-to-implement policies that minimize long-run average cost per unit time. We formulate two intuitive, extremal policies and provide analytical results on their performances. We also present necessary and/or sufficient conditions under which each of these policies is optimal. Next, we show that for some states of the system it is always optimal to admit new arrivals. We also fully characterize the optimal policy when the capacity of each station is two and discuss some characteristics of optimal policies in general. Finally, we design heuristic admission control policies using these insights. Numerical experiments indicate that these heuristic policies yield near-optimal long-run average cost performance.     

Maximum likelihood estimation in a partially observed stratified regression model with censored data

The stratified proportional intensity model generalizes Cox’s proportional intensity model by allowing different groups of the population under study to have distinct baseline intensity functions. In this article, we consider the problem of estimation in this model when the variable indicating the stratum is unobserved for some individuals in the studied sample. In this setting, we construct nonparametric maximum likelihood estimators for the parameters of the stratified model and we establish their consistency and asymptotic normality. Consistent estimators for the limiting variances are also obtained.     

The Ground State of Certain Coulomb Systems and Feynman-Kac Exponentials

We give a lower bound for the ground state energy of certain Coulomb Hamiltonians using the Feynman-Kac formula. We show that this bound is very precise for two electron atoms. This revised version was published online in July 2006 with corrections to the Cover Date.     

Optimal prices for finite capacity queueing systems

We prove a lower bound on the optimal price for a fairly large class of blocking systems with general arrival and service processes, determine optimal price expressions for M/M/1/m and M/GI/s/s systems, and investigate how optimal prices change with changes in the size of the waiting room and service capacity.     

Affine interval exchange transformation without an isometric model

Contrary to the case of interval exchange transformation, we show that generalized affine interval exchange transformation (affine GIET), with or without flips and admitting dense orbits, may not be conjugated to an isometric GIET. This result is proved by constructing explicitly one such affine GIET. The author was partially supported by FAPESP – Proj. Tematico No. 03/03107-9.     

A critical overview of internal and external cylinder contact force models

Most of the analytical models found in the literature, to study the contact between cylindrical bodies, are based on the Hertz pressure distribution. The major shortcomings associated with these cylindrical models concern their nonlinearity. Firstly, the indentation is expressed as an implicit function of the contact force, thus a numerical iterative technique is required to evaluate the contact force for a given indentation. In a dynamic analysis code, it is implied that at each integration time step, the iterative process for the solution of the nonlinear equations has to be solved. Secondly, the current cylindrical contact models include logarithmic functions, which impose mathematical and physical limitations on their application, particularly for conformal contact conditions with lower clearance values. The validity domain of each contact model is identified in this work with relation to the clearance value and material properties of the contacting cylinders. A comparative assessment of the performance of each model is performed calculating the relative difference of each one in relation to Johnson’s model. The results show that, in general, different models exhibit distinct behavior for both the internal and external contact between cylinders. The load limit of each model and the restrictions on its application is identified using two simple examples of mechanical engineering practice in which internal contacting cylinders are involved and analyzed to include: journal bearings and roller chain drives.     

Antibacterial activity of eight Brazilian annonaceae plants

Sixteen extracts, obtained from eight Brazilian plants of Annonaceae family, were screened for their antibacterial activity: Xylopia frutescens, X. aromatica, X. amazonica, X. benthamii, Annona ambotay, A. crassiflora, A. muricata and A. cherimolia. Amongst the investigated extracts, six showed antibacterial activity against at least one of the tested organisms at the concentration of 100 microg/mL. The most active extracts were those prepared from X. frutescens, X. amazonica, and A. ambotay. A phytochemical screening showed the presence of anonaceus acetogenins in some active extracts. Eleven diterpenoids were also tested for comparison purposes. Six were natural products, previously isolated from Xylopia sp. (kaurenoic, frutoic, xylopic, 15beta-hydroxy-kaurenoic and trachylobanic acids plus kaurenol) and five were derivatives of such compounds, obtained by esterification or reduction reactions. Trachylobanic acid showed antibacterial activity against B. subtilis and S. aureus.     

Integrated Process Production and Extraction of the Fibrinolytic Protease from Bacillus sp. UFPEDA 485

Fibrinolytic proteases are enzymes that degrade fibrin; these enzymes are a promising alternative for thrombolytic therapy, and microorganisms produce them. The aim of this study was to evaluate the optimum conditions for the integrated production and purification of fibrinolytic protease from Bacillus sp. UFPEDA 485. Extractive fermentation was carried out in a culture medium containing soybean flour and by adding polyethylene glycol (PEG) and Na₂SO₄ according to a 2³ experimental design. In all assays, the enzyme preferentially partitioned to the bottom phase (K?<?1), with an optimum activity of 835 U ml^?1 in the bottom phase (salt-rich phase). The best conditions for extractive fermentation were obtained with 18 % PEG 8000 and 13 % Na₂SO₄. Characterization showed that it is a metalloprotease, as a strong inhibition—residual activity of 3.13 %—occurred in the presence of ethylenediaminetetraacetic acid. It was also observed that enzymatic activity was stimulated in the presence of ions: CaCl₂ (440 %), MgCl₂ (440 %), FeSO₄ (268 %), and KCl (268 %). The obtained results indicate that the use of a low-cost substrate and the integration of fermentation with an aqueous two-phase system extraction may be an interesting alternative for the production of fibrinolytic protease.