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The price of uncertainty: Chance-constrained OPF vs. In-hindsight OPF

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arXiv 2018年

作者： Mühlpfordt, Tillmann Hagenmeyer, Veit Faulwasser, Timm Institute for Automation and Applied Informatics Karlsruhe Institute of Technology Karlsruhe Germany

The operation of power systems has become more challenging due to feed-in of volatile renewable energy sources. Chance-constrained optimal power flow (ccOPF) is one possibility to explicitly consider volatility via probabilistic uncertainties resulting in mean-optimal feedback policies. These policies are computed before knowledge of the realization of the uncertainty is available. On the other hand, the hypothetical case of computing the power injections knowing every realization beforehand- called in-hindsight OPF (hOPF)-cannot be outperformed w.r.t. costs and constraint satisfaction. In this paper, we investigate how ccOPF feedback relates to the full-information hOPF. To this end, we introduce different dimensions of the price of uncertainty. Using mild assumptions on the uncertainty we present sufficient conditions when ccOPF is identical to hOPF. We suggest using the total variational distance of probability densities to quantify the performance gap of hOPF and ccOPF. Finally, we draw upon a tutorial example to illustrate our results. Copyright © 2018, The Authors. All rights reserved.

关键词： Acoustic generators

A generalized framework for chance-constrained optimal power flow

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arXiv 2018年

作者： Mühlpfordt, Tillmann Faulwasser, Timm Hagenmeyer, Veit Institute for Automation and Applied Informatics Karlsruhe Institute of Technology Karlsruhe Germany

Deregulated energy markets, demand forecasting, and the continuously increasing share of renewable energy sources call-among others-for a structured consideration of uncertainties in optimal power flow problems. The main challenge is to guarantee power balance while maintaining economic and secure operation. In the presence of Gaussian uncertainties affine feedback policies are known to be viable options for this task. The present paper advocates a general framework for chance-constrained OPF problems in terms of continuous random variables. It is shown that, irrespective of the type of distribution, the random-variable minimizers lead to affine feedback policies. Introducing a three-step methodology that exploits polynomial chaos expansion, the present paper provides a constructive approach to chance-constrained optimal power flow problems that does not assume a specific distribution, e.g. Gaussian, for the uncertainties. We illustrate our findings by means of a tutorial example and a 300-bus test case. Copyright © 2018, The Authors. All rights reserved.

关键词： Acoustic generators

Storage Scheduling with Stochastic Uncertainties: Feasibility and Cost of Imbalances

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Storage Scheduling with Stochastic Uncertainties: Feasibilit...

Power Systems Computation Conference (PSCC)

作者： Riccardo Remo Appino Jorge Angel González Ordiano Ralf Mikut Veit Hagenmeyer Timm Faulwasser Institute for Automation and Applied Informatics Karlsruhe Institute of Technology Karlsruhe Germany

Dispatchability of renewable energy sources and inflexible loads can be achieved using a volatility-compensating energy storage. However, as the future power outputs of the inflexible devices are uncertain, the computation of a dispatch schedule for such aggregated systems is non-trivial. In the present paper, we propose a novel scheduling method that enforces the feasibility of the dispatch schedule with a pre-determined probability based on a description of the operation of the system as a two-stage decision process. Thereby, a crucial point is the use of probabilistic forecasts, in terms of cumulative density function, of the inflexible energy consumption/production profile. Then, for the sake of comparison, we introduce a second scheduling method based on state-of-the-art scenario optimization, where, unlike the proposed method, the focus is on the minimization of the expected final cost. We draw upon simulations based on real consumption and production data to compare the methods and illustrate our findings.

关键词： Schedules Scheduling Probabilistic logic Optimization Stochastic processes Random variables Power markets

Uncertainty Quantification for Optimal Power Flow Problems

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PAMM 2019年第1期19卷

作者： Tillmann Mühlpfordt Veit Hagenmeyer Timm Faulwasser Institute for Automation and Applied Informatics Karlsruhe Institute of Technology Karlsruhe Germany

The need to de-carbonize the current energy infrastructure, and the increasing integration of renewables pose a number of difficult control and optimization problems. Among those, the optimal power flow (OPF) problem—i.e., the task to minimize power system operation costs while maintaining technical and network limitations—is key for operational planning of power systems. The influx of inherently volatile renewable energy sources calls for methods that allow to consider stochasticity directly in the OPF problem. Here, we present recent results on uncertainty quantification for OPF problems. Modeling uncertainties as second-order continuous random variables, we will show that the OPF problem subject to stochastic uncertainties can be posed as an infinite-dimensional L 2 -problem. A tractable reformulation thereof can be obtained using polynomial chaos expansion (PCE), under mild assumptions. We will show advantageous features of PCE for OPF subject to stochastic uncertainties. For example, multivariate non-Gaussian uncertainties can be considered easily. Finally, we comment on recent progress on a Julia package for PCE.

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A Consistent View of the Smart Grid: Bridging the Gap between IEC CIM and IEC 61850

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A Consistent View of the Smart Grid: Bridging the Gap betwee...

Euromicro Conference on Software Engineering and Advanced Applications (SEAA)

作者： Artem Schumilin Clemens Duepmeier Karl-Uwe Stucky Veit Hagenmeyer Institute for Automation and Applied Informatics Karlsruhe Institute of Technology Eggenstein-Leopoldshafen Germany

ISBN: (纸本)9781538673843

This work addresses a well known problem in energy informatics under view-based modelling aspects. Two standards that describe partially different aspects of power grid systems, the IEC Common Information Model (CIM) on the control level and the IEC 61850 standard on the field level, are gaining ever increasing importance in the ICT developments for the future Smart Grid. Therefore, modelling approaches for the interoperability of both standards will be highly appreciated and several first proposals can be found in the literature. In the context of the establishment of a large energy research lab we apply IEC 61850 as well as CIM and integrate both in an ontology-based data management architecture where CIM entities are linked to measurement time series and substation configuration documents that belong to the IEC 61850 domain.

关键词： IEC Standards Unified modeling language Object oriented modeling Data models Smart grids

Characteristics-based Simulink implementation of first-order quasilinear partial differential equations

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arXiv 2019年

作者： Ponomarev, Anton Hofmann, Julian Gröll, Lutz Saint Petersburg State University 7/9 Universitetskaya nab. St. Petersburg199034 Russia Karlsruhe Institute of Technology Institute for Automation and Applied Informatics Hermann-von-Helmholtz-Platz 1 Eggenstein-Leopoldshafen76344 Germany

The paper deals with computer simulation of first-order quasilinear partial differential equations in an online computer simulation environment, such as Simulink. The well-known and well-recommended method of characteristics is employed as it provides better numerical stability than the space discretization methods most commonly used in this context. The method of characteristics is realized as a Simulink subsystem which is available for download and can be used in a wide range of models. The implementation employs Simulink’s standard solver and its zero-crossing detection algorithm to perform simultaneous integration of a pool of characteristics as well as to create new characteristics dynamically and discard the old ones. The subsystem has been tested with several examples and produced better results than space discretization-based solutions. Copyright © 2019, The Authors. All rights reserved.

关键词： Partial differential equations

Reliable dispatch of renewable generation via charging of dynamic PEV populations

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arXiv 2018年

作者： Remo Appino, Riccardo Muñoz-Ortiz, Miguel Ordiano, Jorge Ángel González Mikut, Ralf Hagenmeyer, Veit Faulwasser, Timm Automation and Applied Informatics Karlsruhe Institute of Technology Eggenstein-Leopoldshafen76344 Germany

The inherent storage of plug-in electric vehicles is likely to foster the integration of intermittent generation from renewable energy sources into existing power systems. In the present paper, we propose a three-stage scheme to the end of achieving dispatchability of a system composed of plug-in electric vehicles and intermittent generation. The main difficulties in dispatching such a system are the uncertainties inherent to intermittent generation and the time-varying aggregation of vehicles. We propose to address the former by means of probabilistic forecasts and we approach the latter with separate stagespecific models. Specifically, we first compute a dispatch schedule, using probabilistic forecasts together with an aggregated dynamic model of the system. The power output of the single devices are set subsequently, using deterministic forecasts and device-specific models. We draw upon a simulation study based on real data of generation and vehicle traffic to validate our findings. Copyright © 2018, The Authors. All rights reserved.

关键词： Stochastic programming

Transfer learning versus multi-agent learning regarding distributed decision-making in highway traffic 10

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Transfer learning versus multi-agent learning regarding dist...

10th International Workshop on Agents in Traffic and Transportation, ATT 2018

作者： Schutera, Mark Goby, Niklas Neumann, Dirk Reischl, Markus Institute for Automation and Applied Informatics Karlsruhe Institute of Technology Germany Chair for Information Systems Research University of Freiburg Germany IT Innovation Chapter Data Science ZF Friedrichshafen AG Germany Research and Development ZF Friedrichshafen AG Germany

Transportation and traffic are currently undergoing a rapid increase in terms of both scale and complexity. At the same time, an increasing share of traffic participants are being transformed into agents driven or supported by artificial intelligence resulting in mixed-intelligence traffic. This work explores the implications of distributed decision-making in mixed-intelligence traffic. The investigations are carried out on the basis of an online-simulated highway scenario, namely the MIT DeepTraffic simulation. In the first step traffic agents are trained by means of a deep reinforcement learning approach, being deployed inside an elitist evolutionary algorithm for hyperparameter search. The resulting architectures and training parameters are then utilized in order to either train a single autonomous traffic agent and transfer the learned weights onto a multi-agent scenario or else to conduct multi-agent learning directly. Both learning strategies are evaluated on different ratios of mixed-intelligence traffic. The strategies are assessed according to the average speed of all agents driven by artificial intelligence. Traffic patterns that provoke a reduction in traffic flow are analyzed with respect to the different strategies. © 2018 CEUR-WS. All rights reserved.

关键词： Reinforcement learning

Hardwired Configurable Photonic Integrated Circuits Enabled by 3D Nanoprinting

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Hardwired Configurable Photonic Integrated Circuits Enabled ...

European Conference on Optical Communication (ECOC)

作者： T. Hoose M. Blaicher J. N. Kemal H. Zwickel M. R. Billah P.-I. Dietrich A. Hofmann W. Freude S. Randel C. Koos Institute of Photonics and Quantum Electronics (IPQ) Karlsruhe Germany Institute for Automation and Applied Informatics Eggenstein-Leopoldshafen Germany

We propose and experimentally demonstrate a novel class of photonic integrated circuits (PIC) that can be configured by hardwiring of functional building blocks using 3D-printed single-mode waveguides. The concept all... 详细信息

关键词： Photonics Optical transmitters Optical device fabrication Integrated optics Optical fibers