1,425 research outputs found
Kolmogorov-type and general extension results for nonlinear expectations
No full textDenk R, Kupper M, Nendel M. Kolmogorov-type and general extension results for nonlinear expectations. Banach Journal of Mathematical Analysis. 2018;12(3):515-540
Ammonia and greenhouse gas emissions from slurry storage - A review
No full textStorage of slurry is an important emission source for ammonia (NH3), nitrous oxide (N2O), methane (CH4), carbon dioxide (CO2) and hydrogen sulfide (H2S) from livestock production. Therefore, this study collected published emission data from stored cattle and pig slurry to determine baseline emission values and emission changes due to slurry treatment and coverage of stores. Emission data were collected from 120 papers yielding 711 records of measurements conducted at farm-, pilot- and laboratory-scale. The emission data reported in a multitude of units were standardized and compiled in a database. Descriptive statistics of the data from untreated slurry stored uncovered revealed a large variability in emissions for all gases. To determine baseline emissions, average values based on a weighting of the emission data according to the season and the duration of the emission measurements were constructed using the data from farm-scale and pilot-scale studies. Baseline emissions for cattle and pig slurry stored uncovered were calculated. When possible, it was further distinguished between storage in tanks without slurry treatment and storage in lagoons which implies solid-liquid separation and biological treatment. The baseline emissions on an area or volume basis are: for NH3: 0.12 g m−2 h-1 and 0.15 g m−2 h-1 for cattle and pig slurry stored in lagoons, and 0.08 g m−2 h-1 and 0.24 g m−2 h-1 for cattle and pig slurry stored in tanks; for N2O: 0.0003 g m−2 h-1 for cattle slurry stored in lagoons, and 0.002 g m−2 h-1 for both slurry types stored in tanks; for CH4: 0.95 g m-3 h-1 and 3.5 g m-3 h-1 for cattle and pig slurry stored in lagoons, and 0.58 g m-3 h-1 and 0.68 g m-3 h-1 for cattle and pig slurry stored in tanks; for CO2: 6.6 g m−2 h-1 and 0.3 g m−2 h-1 for cattle and pig slurry stored in lagoons, and 8.0 g m−2 h-1 for both slurry types stored in tanks; for H2S: 0.04 g m−2 h-1 and 0.01 g m−2 h-1 for cattle and pig slurry stored in lagoons. Related to total ammoniacal nitrogen (TAN), baseline emissions for tanks are 16% and 15% of TAN for cattle and pig slurry, respectively. Emissions of N2O and CH4 relative to nitrogen (N) and volatile solids (VS) are 0.13% of N and 0.10% of N and 2.9% of VS and 4.7% of VS for cattle and pig slurry, respectively. Total greenhouse gas emissions from slurry stores are dominated by CH4. The records on slurry treatment using acidification show a reduction of NH3 and CH4 emissions during storage while an increase occurs for N2O and a minor change for CO2 as compared to untreated slurry. Solid-liquid separation causes higher losses for NH3 and a reduction in CH4, N2O and CO2 emissions. Anaerobically digested slurry shows higher emissions during storage for NH3 while losses tend to be lower for CH4 and little changes occur for N2O and CO2 compared to untreated slurry. All cover types are found to be efficient for emission mitigation of NH3 from stores. The N2O emissions increase in many cases due to coverage. Lower CH4 emissions occur for impermeable covers as compared to uncovered slurry storage while for permeable covers the effect is unclear or emissions tend to increase. Limited and inconsistent data regarding emission changes with covering stores are available for CO2 and H2S. The compiled data provide a basis for improving emission inventories and highlight the need for further research to reduce uncertainty and fill data gaps regarding emissions from slurry storage
The conceptualization of Responsible Research and Innovation: An iterative approach
No full textKlaassen P., Kupper, F., Vermeulen, S., Rijnen, M., Popa, O.E. & Broerse, J. (2017)
Hopf-Lax approximation for value functions of L´evy optimal control problems
No full textKupper M, Nendel M, Sgarabottolo A. Hopf-Lax approximation for value functions of L´evy optimal control problems. Center for Mathematical Economics Working Papers. Vol 747. Bielefeld: Center for Mathematical Economics; 2025.In this paper, we investigate stochastic versions of the Hopf-Lax formula
which are based on compositions of the Hopf-Lax operator with the transition kernel
of a Lévy process taking values in a separable Banach space. We show that, depending
on the order of the composition, one obtains upper and lower bounds for the value
function of a stochastic optimal control problem associated to the drift controlled Lévy
dynamics. Dynamic consistency is restored by iterating the resulting operators. Moreover,
the value function of the control problem is approximated both from above and below
as the number of iterations tends to infinity, and we provide explicit convergence rates
and guarantees for the approximation procedure.MSC 2020 Classification: Primary 47H20; 35A35. Secondary 41A25; 93E20 41A3
A semigroup approach to nonlinear Levy processes
No full textDenk R, Kupper M, Nendel M. A semigroup approach to nonlinear Levy processes. Stochastic Processes and their Applications. 2020;130(3):1616-1642.We study the relation between Levy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear Levy processes and nonlinear Markovian convolution semigroups. Second, we provide a condition on a family of infinitesimal generators (A(lambda))(lambda is an element of Lambda) of linear Levy processes which guarantees the existence of a nonlinear Levy process such that the corresponding nonlinear Markovian convolution semigroup is a viscosity solution of the fully nonlinear PDE partial derivative(t)u = sup(lambda is an element of Lambda) A(lambda)u. The results are illustrated with several examples. (C) 2019 Published by Elsevier B.V
A Semigroup Approach to Nonlinear Lévy Processes
No full textDenk R, Kupper M, Nendel M. A Semigroup Approach to Nonlinear Lévy Processes. Center for Mathematical Economics Working Papers. Vol 610. Bielefeld: Center for Mathematical Economics; 2019.We study the relation between Lévy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear Lévy processes and nonlinear Markovian convolution semigroups. Second, we provide a condition on a family of infinitesimal generators () of linear Lévy processes which guarantees the existence of a nonlinear Lévy process such that the corresponding nonlinear Markovian convolution semigroup is a viscosity solution of the fully nonlinear PDE . The results are illustrated with several examples
Risk measures based on weak optimal transport
No full textKupper M, Nendel M, Sgarabottolo A. Risk measures based on weak optimal transport. Quantitative Finance . 2024;25(2):163-180.In this paper, we study convex risk measures with weak optimal transport penalties. In a first step, we show that these risk measures allow for an explicit representation via a nonlinear transform of the loss function. In a second step, we discuss computational aspects related to the nonlinear transform as well as approximations of the risk measures using, for example, neural networks. Our setup comprises a variety of examples, such as classical optimal transport penalties, parametric families of models, divergence risk measures, uncertainty on path spaces, moment constraints, and martingale constraints. In a last step, we show how to use the theoretical results for the numerical computation of worst-case losses in an insurance context and no-arbitrage prices of European contingent claims after quoted maturities in a model-free setting
Convex semigroups on Lp-like spaces
No full textDenk R, Kupper M, Nendel M. Convex semigroups on Lp-like spaces. Center for Mathematical Economics Working Papers. Vol 712. Bielefeld: Center for Mathematical Economics; 2021.In this paper, we investigate convex semigroups on Banach lattices with
order continuous norm, having -spaces in mind as a typical application. We show
that the basic results from linear -semigroup theory extend to the convex case. We
prove that the generator of a convex -semigroup is closed and uniquely determines
the semigroup whenever the domain is dense. Moreover, the domain of the generator
is invariant under the semigroup; a result that leads to the well-posedness of the
related Cauchy problem. In a last step, we provide conditions for the existence and
strong continuity of semigroup envelopes for families of -semigroups. The results
are discussed in several examples such as semilinear heat equations and nonlinear
integro-differential equations.AMS 2010 Subject Classification: 47H20; 35A02; 35A0
Model of the MitoNEET [2Fe-2S] Cluster Shows Proton Coupled Electron Transfer
No full textMitoNEET is an outer membrane protein whose exact function remains unclear, though a role of this protein in redox and iron sensing as well as in controlling maximum mitochondrial respiratory rates has been discussed. It was shown to contain a redox active and acid labile [2Fe-2S] cluster which is ligated by one histidine and three cysteine residues. Herein we present the first synthetic analogue with biomimetic {SN/S-2} ligation which could be structurally characterized in its diferric form, 5(2-). In addition to being a high fidelity structural model for the biological cofactor, the complex is shown to mediate proton coupled electron transfer (PCET) at the {SN} ligated site, pointing at a potential functional role of the enzyme's unique His ligand. Full PCET thermodynamic square schemes for the mitoNEET model 5(2-) and a related homoleptic {SN/SN} capped [2Fe-2S] cluster 4(2-) are established, and kinetics of PCET reactivity are investigated by double-mixing stopped-flow experiments for both complexes. While the N-H bond dissociation free energy (BDFE) of 5H(2-) (230 +/- 4 kJ mol(-1)) and the free energy Delta G degrees(PCET) for the reaction with TEMPO (-48.4 kJ mol(-1)) are very similar to values for the homoleptic cluster 4H(2-) (232 +/- 4 kJ mol(-1),-46.3 kJ mol(-1)) the latter is found to react significantly faster than the mitoNEET model (data for 5H(2-): k = 135 +/- 27 M-1 s(-1), Delta H double dagger = 17.6 +/- 3.0 kJ mol(-1), Delta S double dagger = -143 +/- 11 J mol(-1) K-1, and Delta G double dagger = 59.8 kJ mol(-1) at 293 K). Comparison of the PCET efficiency of these clusters emphasizes the relevance of reorganization energy in this process.DFG [1422, ME 1313/13-1]; U.S. NIH [5R01GM050422
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