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 ... @@ -90,30 +90,30 @@ page\footnote{\url{https://nworbmot.org/courses/complex_renewable_energy_network ... @@ -90,30 +90,30 @@ page\footnote{\url{https://nworbmot.org/courses/complex_renewable_energy_network They describe (quasi-real) time series for wind power generation $$W(t)$$, solar power generation $$S(t)$$ and load $$L(t)$$ in Great Britain (GB), Germany (DE) and Europe (EU). The time step is $$1\e{h}$$ and the time series are several years long. They describe (quasi-real) time series for wind power generation $$W(t)$$, solar power generation $$S(t)$$ and load $$L(t)$$ in Great Britain (GB), Germany (DE) and Europe (EU). The time step is $$1\e{h}$$ and the time series are several years long. \begin{enumerate}[(a)] \begin{enumerate}[(a)] \item Check that the wind and solar time series are normalized to 'per-unit of installed \mbox{capacity}', and that the load time series is normalized to MW. \item Check that the wind and solar time series are normalized to 'per-unit of installed \mbox{capacity}', and that the load time series is normalized to MW. \item For all three regions, calculate the maximum, mean, and variance of the time series. \item For all three regions, calculate the maximum, mean, and variance of the time series. \item For all three regions, plot the time series $$W(t)$$, \item For all three regions, plot the time series $$W(t)$$, $$S(t)$$, $$S(t)$$, $$L(t)$$ for a winter month (January) and a summer month (July). $$L(t)$$ for a winter month (January) and a summer month (July). \item For all three regions, plot the duration curve for $$W(t)$$, $$S(t)$$, $$L(t)$$. \item For all three regions, plot the duration curve for $$W(t)$$, $$S(t)$$, $$L(t)$$. \item For all three regions, plot the probability density function of $$W(t)$$, $$S(t)$$, $$L(t)$$. \item For all three regions, plot the probability density function of $$W(t)$$, $$S(t)$$, $$L(t)$$. \item Apply a (Fast) Fourier Transform to the the three time series $X \in W(t), S(t), L(t)$: \item Apply a (Fast) Fourier Transform to the the three time series $X \in W(t), S(t), L(t)$: \begin{equation*} \begin{equation*} \tilde{X}(\omega) = \int_0^T X(t) e^{\i \omega t} \,\ud t \, . \tilde{X}(\omega) = \int_0^T X(t) e^{\i \omega t} \,\ud t \, . \end{equation*} \end{equation*} For all three regions, plot the energy spectrum For all three regions, plot the energy spectrum $\left| \tilde{\Delta}(\omega) \right|^2$ as a function of $\left| \tilde{\Delta}(\omega) \right|^2$ as a function of $\omega$. Discuss the relationship of these results with the $\omega$. Discuss the relationship of these results with the findings obtained in (b)-(e). findings obtained in (b)-(e). \item Normalize the time series to one, so that $$\expect{W} = \expect{S} = \expect{L} = 1$$. \item Normalize the time series to one, so that $$\expect{W} = \expect{S} = \expect{L} = 1$$. Now, for all three regions, plot the mismatch time series Now, for all three regions, plot the mismatch time series \begin{equation*} \begin{equation*} \Delta(t) = \gamma \alpha W(t) + \gamma (1 - \alpha) S(t) - L(t) \Delta(t) = \gamma \alpha W(t) + \gamma (1 - \alpha) S(t) - L(t) \end{equation*} \end{equation*} for the same winter and summer months as in (c). Choose for the same winter and summer months as in (c). Choose $$\alpha \in \{0.0, 0.5, 0.75, 1.0\}$$ with $$\gamma = 1$$, $$\alpha \in \{0.0, 0.5, 0.75, 1.0\}$$ with $$\gamma = 1$$, and $\gamma \in \{0.5, 0.75, 1.0, 1.25, 1.5\}$ with $\alpha = 0.75$. and $\gamma \in \{0.5, 0.75, 1.0, 1.25, 1.5\}$ with $\alpha = 0.75$. \item For all three regions, repeat (b)-(f) for the mismatch time series. \item For all three regions, repeat (b)-(f) for the mismatch time series. \end{enumerate} \end{enumerate} \pagebreak \pagebreak ... @@ -145,17 +145,17 @@ Figure \ref{fig:seasonalvariations} shows approximations to the ... @@ -145,17 +145,17 @@ Figure \ref{fig:seasonalvariations} shows approximations to the seasonal variations of wind and solar power generation $$W(t)$$ seasonal variations of wind and solar power generation $$W(t)$$ and $$S(t)$$ and load $$L(t)$$: and $$S(t)$$ and load $$L(t)$$: \begin{align*} \begin{align*} W(t) & = 1 + A_W \cos \omega t \\ W(t) & = 1 + A_W \cos \omega t \\ S(t) & = 1 - A_S \cos \omega t \\ S(t) & = 1 - A_S \cos \omega t \\ L(t) & = 1 + A_L \cos \omega t L(t) & = 1 + A_L \cos \omega t \end{align*} \end{align*} The time series are normalized to The time series are normalized to $$\expect{W} = \expect{S} = \expect{L} := \frac{1}{T} \int_0^T L(t) \(\expect{W} = \expect{S} = \expect{L} := \frac{1}{T} \int_0^T L(t) \ud t = 1$$, and the constants have the values \ud t = 1\), and the constants have the values \begin{align*} \begin{align*} \omega & = \frac{2\pi}{T} & T & = 1 \e{year} \\ \omega & = \frac{2\pi}{T} & T & = 1 \e{year} \\ A_W & = 0.4 & A_S & = 0.75 & A_L & = 0.1 A_W & = 0.4 & A_S & = 0.75 & A_L & = 0.1 \end{align*} \end{align*} ~\\ ~\\ ... @@ -188,21 +188,21 @@ A_W & = 0.4 & A_S & = 0.75 & A_L & = 0.1 ... @@ -188,21 +188,21 @@ A_W & = 0.4 & A_S & = 0.75 & A_L & = 0.1 I found the python notebook based notes of Robert Johansson to be a I found the python notebook based notes of Robert Johansson to be a comprehensive kick starter\footnote{\url{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/tree/master/}}. comprehensive kick starter\footnote{\url{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/tree/master/}}. \begin{itemize} \begin{itemize} \item \item \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-0-Scientific-Computing-with-Python.ipynb}{Lecture~0} covers installation and getting ready. \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-0-Scientific-Computing-with-Python.ipynb}{Lecture~0} covers installation and getting ready. \item \item \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-1-Introduction-to-Python-Programming.ipynb}{Lecture~1} \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-1-Introduction-to-Python-Programming.ipynb}{Lecture~1} zooms through most basic general python control structures (only zooms through most basic general python control structures (only brush over it and stop reading early, i.e. if you read the word brush over it and stop reading early, i.e. if you read the word \verb+classes+ you already know too much). \verb+classes+ you already know too much). \item \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-2-Numpy.ipynb}{Lecture~2} is the most important and closely connected to the exercises. \item \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-2-Numpy.ipynb}{Lecture~2} is the most important and closely connected to the exercises. \item You might as well stop now, but if you \emph{are} hooked, I recommend \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-3-Scipy.ipynb}{Lecture~3} for more physics and \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-4-Matplotlib.ipynb}{Lecture~4} for prettier graphs. \item You might as well stop now, but if you \emph{are} hooked, I recommend \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-3-Scipy.ipynb}{Lecture~3} for more physics and \href{http://nbviewer.jupyter.org/github/jrjohansson/scientific-python-lectures/blob/master/Lecture-4-Matplotlib.ipynb}{Lecture~4} for prettier graphs. \end{itemize} \end{itemize} Further reference material of help is: Further reference material of help is: \begin{itemize} \begin{itemize} \item The website-books \url{http://python-course.eu/} (english), \url{http://python-kurs.eu/} (german); especially if you only \emph{very} quickly skim over the \href{http://www.python-course.eu/course.php}{python2 tutorial} and switch over to the \href{http://www.python-course.eu/numerical_programming.php}{numerical python} stuff early; especially of interest might be the \href{http://www.python-course.eu/pandas.php}{pandas} bit in the end, which will make the exercises a breeze at the expense of yet another package to learn. \item The website-books \url{http://python-course.eu/} (english), \url{http://python-kurs.eu/} (german); especially if you only \emph{very} quickly skim over the \href{http://www.python-course.eu/course.php}{python2 tutorial} and switch over to the \href{http://www.python-course.eu/numerical_programming.php}{numerical python} stuff early; especially of interest might be the \href{http://www.python-course.eu/pandas.php}{pandas} bit in the end, which will make the exercises a breeze at the expense of yet another package to learn. \item the exhaustive (overly so) official python tutorial\footnote{\url{https://docs.python.org/2/tutorial/}} available in \href{https://docs.python.org/2/tutorial/}{english} and \href{https://py-tutorial-de.readthedocs.org/de/python-3.3/index.html}{german}; which will NOT introduce you to numpy or scipy. \item the exhaustive (overly so) official python tutorial\footnote{\url{https://docs.python.org/2/tutorial/}} available in \href{https://docs.python.org/2/tutorial/}{english} and \href{https://py-tutorial-de.readthedocs.org/de/python-3.3/index.html}{german}; which will NOT introduce you to numpy or scipy. \end{itemize} \end{itemize} ... ...
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 ... @@ -125,17 +125,17 @@ to feed their load $L_N$. Figure \ref{fig:variations} shows approximations to th ... @@ -125,17 +125,17 @@ to feed their load $L_N$. Figure \ref{fig:variations} shows approximations to th \vspace{-0.5em} \vspace{-0.5em} \begin{align*} \begin{align*} G_{N,w}(t) &= Cf_w(1+A_w \sin \omega_w t), \\ G_{N,w}(t) & = Cf_w(1+A_w \sin \omega_w t), \\ G_{S,s}(t) &= Cf_s(1+A_s \sin \omega_s t), \\ G_{S,s}(t) & = Cf_s(1+A_s \sin \omega_s t), \\ L_{N/S}(t) &= A_{l,N/S}. L_{N/S}(t) & = A_{l,N/S}. \end{align*} \end{align*} The capacity factors and constants are The capacity factors and constants are \vspace{-0.25em} \vspace{-0.25em} \begin{align*} \begin{align*} A_{l,N} &= 20 \si{\giga\watt}, &A_{l,S}&= 30 \si{\giga\watt},\\ A_{l,N} & = 20 \si{\giga\watt}, & A_{l,S} & = 30 \si{\giga\watt}, \\ Cf_w &= 0.3, &A_w &= 0.9, &\omega_w &= \frac{2\pi}{7 \text{d}}, \\ Cf_w & = 0.3, & A_w & = 0.9, & \omega_w & = \frac{2\pi}{7 \text{d}}, \\ Cf_s &= 0.12, &A_s &= 1.0, &\omega_s &= \frac{2\pi}{1 \text{d}}. \\ Cf_s & = 0.12, & A_s & = 1.0, & \omega_s & = \frac{2\pi}{1 \text{d}}. \\ \end{align*} \end{align*} \vspace{-0.3em} \vspace{-0.3em} For now, assume the stores are lossless. Losses will be considered in III.2. For now, assume the stores are lossless. Losses will be considered in III.2. ... @@ -160,7 +160,7 @@ For now, assume the stores are lossless. Losses will be considered in III.2. ... @@ -160,7 +160,7 @@ For now, assume the stores are lossless. Losses will be considered in III.2. \item What do you imagine would change if you considered the storage losses given in Table 1 in your results (a)-(d)? Support your statement with a graphical illustration. \item What do you imagine would change if you considered the storage losses given in Table 1 in your results (a)-(d)? Support your statement with a graphical illustration. \end{enumerate} \end{enumerate} Now we lift the restriction against transmission and allow them to bridge their 500 km separation with a transmission line. Now we lift the restriction against transmission and allow them to bridge their 500 km separation with a transmission line. \begin{enumerate}[(e)] \begin{enumerate}[(e)] % (e) % (e) ... ...
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 ... @@ -101,82 +101,69 @@ ... @@ -101,82 +101,69 @@ %===================================================================== %===================================================================== \begin{document} \begin{document} \begin{center} \begin{center} \textbf{\Large Energy System Modelling }\\ \textbf{\Large Energy System Modelling }\\ {SS 2018, Karlsruhe Institute of Technology}\\ {SS 2018, Karlsruhe Institute of Technology}\\ {Institute of Automation and Applied Informatics}\\ [1em] {Institute of Automation and Applied Informatics}\\ [1em] \textbf{\textsc{\Large Tutorial IV: Electricity Markets}}\\ \textbf{\textsc{\Large Tutorial IV: Electricity Markets}}\\ \small Will be worked on in the exercise session on Tuesday, 17 July 2018.\$1.5em] \small Will be worked on in the exercise session on Tuesday, 17 July 2018.\\[1.5em] \end{center} \end{center} \vspace{1em} \vspace{1em} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem IV.1 \normalsize (Shadow prices of limits on consumption).}~\\ \paragraph{Problem IV.1 \normalsize (Shadow prices of limits on consumption).}~\\ %===================================================================== %===================================================================== Suppose that the utility for the electricity consumption of an industrial company is given by Suppose that the utility for the electricity consumption of an industrial company is given by \[ \[ U(q) = 70q - 3q^2 [\textrm{\euro}/h] \quad , \quad q_{min}=2\leq q \leq q_{max}=10, U(q) = 70q - 3q^2 [\textrm{\euro}/h] \quad , \quad q_{min}=2\leq q \leq q_{max}=10,$ \] where $q$ is the demand in MW and $q_{min}, q_{max}$ are the minimum and maximum demand. \\ where $q$ is the demand in MW and $q_{min}, q_{max}$ are the minimum and maximum demand. \\ [1em] [1em] Assume that the company is maximising its net surplus for a given electricity price $\pi$, i.e. it maximises $\max_{q} \left[U(q) - Assume that the company is maximising its net surplus for a given electricity price$\pi$, i.e. it maximises$\max_{q} \left[U(q) - \pi q\right]$. \pi q\right]$. \begin{enumerate}[(a)] \begin{enumerate}[(a)] \item If the price is $\pi = 5$~\euro/MWh, what is the optimal \item If the price is $\pi = 5$~\euro/MWh, what is the optimal demand $q^*$? What is the value of the KKT multiplier $\mu_{max}$ demand $q^*$? What is the value of the KKT multiplier $\mu_{max}$ for the constraint $q \leq q_{max}=10$ at this optimal solution? for the constraint $q \leq q_{max}=10$ at this optimal solution? What is the value of $\mu_{min}$ for $q \geq q_{min} = 2$? What is the value of $\mu_{min}$ for $q \geq q_{min} = 2$? \item Suppose now the electricity price is $\pi = 60$~\euro/MWh. What are \item Suppose now the electricity price is $\pi = 60$~\euro/MWh. What are the optimal demand $q^*$, $\mu_{max}$ and $\mu_{min}$ now? the optimal demand $q^*$, $\mu_{max}$ and $\mu_{min}$ now? \end{enumerate} \end{enumerate} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem VI.2 \normalsize (Economic dispatch in a single bidding zone).}~\\ \paragraph{Problem VI.2 \normalsize (Economic dispatch in a single bidding zone).}~\\ %===================================================================== %===================================================================== Consider an electricity market with two generator types, one with variable cost $c = 20\emwh$, capacity $K = 300\mw$ and a dispatch rate of $Q_1$~[MW] and another with variable cost $c=50\emwh$, capacity $K=400\mw$ and a dispatch rate of $Q_2$~[MW]. The demand has utility function $U(Q) = 8000Q - 5Q^2$~[\euro/h] for a consumption rate of $Q$~[MW]. Consider an electricity market with two generator types, one with variable cost $c = 20\emwh$, capacity $K = 300\mw$ and a dispatch rate of $Q_1$~[MW] and another with variable cost $c=50\emwh$, capacity $K=400\mw$ and a dispatch rate of $Q_2$~[MW]. The demand has utility function $U(Q) = 8000Q - 5Q^2$~[\euro/h] for a consumption rate of $Q$~[MW]. \begin{enumerate}[(a)] \begin{enumerate}[(a)] \item What are the objective function and constraints required for an optimisation problem to maximise short-run social welfare in this market? \item What are the objective function and constraints required for an optimisation problem to maximise short-run social welfare in this market? \item Write down the Karush-Kuhn-Tucker (KKT) conditions for this problem. \item Write down the Karush-Kuhn-Tucker (KKT) conditions for this problem. \item Determine the optimal rate of production of the generators and the value of all KKT multipliers. What is the interpretation of the respective KKT multipliers? \item Determine the optimal rate of production of the generators and the value of all KKT multipliers. What is the interpretation of the respective KKT multipliers? \end{enumerate} \end{enumerate} %%=============== ====================================================== %=============== ====================================================== %\paragraph{Problem II.3 \normalsize (Revenue, profit and consumer surplus).}~\\ \paragraph{Problem IV.3 \normalsize (efficient dispatch in a two-bus power system).}~\\ %%===================================================================== %===================================================================== % %Consider the example of bids and offers in an electricity market from \begin{figure}[h] %slides 28 to 31 from Lecture 2 on 18.04.2016 (taken from the book %Kirschen and Strbac pages 56-58). % %\begin{enumerate}[(a)] % \item Compute the revenue and profit of each generating company and the net % surplus of each consuming company. % \item If consumer company Orange'' withdraws its offers from the market, how do the market price and the profits/surpluses of generators and consumers change? %\end{enumerate} %=============== ====================================================== \paragraph{Problem IV.3 \normalsize (efficient dispatch in a two-bus power system).}~\\ %===================================================================== \begin{figure}[h] \centering \centering \includegraphics[width=14cm]{two-bus} \includegraphics[width=14cm]{two-bus} \label{fig:two-bus} \caption{A simple two-bus power system.} \caption{A simple two-bus power system.} \end{figure} \label{test} \end{figure} Consider the two-bus power system shown in Figure \ref{fig:two-bus}, where the two nodes represent two markets, each with different total demand, and one generator at each node. At node A the demand is $D_A = 2000 \si{\mega\watt}$, whereas at node B the demand is $D_B = 1000 \si{\mega\watt}$. Furthermore, there is a transmission line with a capacity denoted by $F_{AB}$. The marginal cost of production of the generators connected to buses A and B are given respectively by the following expressions: Consider the two-bus power system shown in Figure \ref{test}, where the two nodes represent two markets, each with different total demand, and one generator at each node. At node A the demand is $D_A = 2000 \si{\mega\watt}$, whereas at node B the demand is $D_B = 1000 \si{\mega\watt}$. Furthermore, there is a transmission line with a capacity denoted by $F_{AB}$. The marginal cost of production of the generators connected to buses A and B are given respectively by the following expressions: \begin{align*} \begin{align*} MC_A & = 20 + 0.03 P_A \hspace{1cm}\eur/\si{\mega\watt\hour} \\ MC_A & = 20 + 0.03 P_A \hspace{1cm}\eur/\si{\mega\watt\hour} \\ MC_B & = 15 + 0.02 P_B \hspace{1cm} \eur/\si{\mega\watt\hour} MC_B & = 15 + 0.02 P_B \hspace{1cm} \eur/\si{\mega\watt\hour} \end{align*} \end{align*} Assume that the demand $D_*$ is constant and insensitive to price, that energy is sold at its marginal cost of production and that there are no limits on the output of the generators. Assume that the demand $D_*$ is constant and insensitive to price, that energy is sold at its marginal cost of production and that there are no limits on the output of the generators. \begin{enumerate}[(a)] \begin{enumerate}[(a)] \item Calculate the price of electricity at each bus, the production \item Calculate the price of electricity at each bus, the production of each generator, the flow on the line, and the value of any KKT of each generator, the flow on the line, and the value of any KKT multipliers for the following cases: multipliers for the following cases: ... @@ -189,11 +176,11 @@ ... @@ -189,11 +176,11 @@ \end{enumerate} \end{enumerate} \item Calculate the generator revenues, generator profits, consumer payments and consumer net surplus for all the cases considered in the above problem. Who benefits from the line connecting these two buses? \item Calculate the generator revenues, generator profits, consumer payments and consumer net surplus for all the cases considered in the above problem. Who benefits from the line connecting these two buses? \item Calculate the congestion surplus for case (v). For what values of the flow on the line between buses A and B is the congestion surplus equal to zero? \item Calculate the congestion surplus for case (v). For what values of the flow on the line between buses A and B is the congestion surplus equal to zero? \end{enumerate} \end{enumerate} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem IV.4 \normalsize (bidding in africa with pypsa).}~\\ \paragraph{Problem IV.4 \normalsize (bidding in africa with pypsa).}~\\ %===================================================================== %===================================================================== ... ...
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 ... @@ -106,7 +106,7 @@ ... @@ -106,7 +106,7 @@ \textbf{\Large Energy System Modelling }\\ \textbf{\Large Energy System Modelling }\\ {SS 2018, Karlsruhe Institute of Technology}\\ {SS 2018, Karlsruhe Institute of Technology}\\ {Institute of Automation and Applied Informatics}\\ [1em] {Institute of Automation and Applied Informatics}\\ [1em] \textbf{\textsc{\Large Tutorial IV: Electricity Markets}}\\ \textbf{\textsc{\Large Solution IV: Electricity Markets}}\\ \small Will be worked on in the exercise session on Tuesday, 17 July 2018.\$1.5em] \small Will be worked on in the exercise session on Tuesday, 17 July 2018.\\[1.5em] \end{center} \end{center} ... @@ -118,12 +118,12 @@ ... @@ -118,12 +118,12 @@ Suppose that the utility for the electricity consumption of an industrial company is given by Suppose that the utility for the electricity consumption of an industrial company is given by \[ \[ U(q) = 70q - 3q^2 [\textrm{\euro}/h] \quad , \quad q_{min}=2\leq q \leq q_{max}=10, U(q) = 70q - 3q^2 [\textrm{\euro}/h] \quad , \quad q_{min}=2\leq q \leq q_{max}=10,$ \] where $q$ is the demand in MW and $q_{min}, q_{max}$ are the minimum and maximum demand. \\ where $q$ is the demand in MW and $q_{min}, q_{max}$ are the minimum and maximum demand. \\ [1em] [1em] Assume that the company is maximising its net surplus for a given electricity price $\pi$, i.e. it maximises $\max_{q} \left[U(q) - Assume that the company is maximising its net surplus for a given electricity price$\pi$, i.e. it maximises$\max_{q} \left[U(q) - \pi q\right]$. \pi q\right]$. \begin{enumerate}[(a)] \begin{enumerate}[(a)] \begin{shaded} \item If the price is $\pi = 5$~\euro/MWh, what is the optimal \begin{shaded} \item If the price is $\pi = 5$~\euro/MWh, what is the optimal demand $q^*$? What is the value of the KKT multiplier $\mu_{max}$ demand $q^*$? What is the value of the KKT multiplier $\mu_{max}$ ... @@ -159,15 +159,15 @@ Assume that the company is maximising its net surplus for a given electricity pr ... @@ -159,15 +159,15 @@ Assume that the company is maximising its net surplus for a given electricity pr the optimal demand $q^*$, $\mu_{max}$ and $\mu_{min}$ now? the optimal demand $q^*$, $\mu_{max}$ and $\mu_{min}$ now? \end{shaded} \end{shaded} At $\pi = 60$, the demand would be determined by $60=70-6q$, i.e. $q = 10/6 = 1.667$, which is below the consumption limit $q_{min} = 2$. Therefore the optimal demand is $q^* = 2$, the upper limit is non-binding $\mu_{max} At$\pi = 60$, the demand would be determined by$60=70-6q$, i.e.$q = 10/6 = 1.667$, which is below the consumption limit$q_{min} = 2$. Therefore the optimal demand is$q^* = 2$, the upper limit is non-binding$\mu_{max} = 0$and the lower limit is binding$\mu_{min} \geq 0$. = 0$ and the lower limit is binding $\mu_{min} \geq 0$. To determine the value of $\mu_{min}$ we use \eqref{eq:2stat} to get To determine the value of $\mu_{min}$ we use \eqref{eq:2stat} to get $\m_{min} = \pi - U'(q^*) = 60 - U'(2) = 2$. $\m_{min} = \pi - U'(q^*) = 60 - U'(2) = 2$. \end{enumerate} \end{enumerate} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem IV.2 \normalsize (Economic dispatch in a single bidding zone).}~\\ \paragraph{Solution IV.2 \normalsize (Economic dispatch in a single bidding zone).}~\\ %===================================================================== %===================================================================== Consider an electricity market with two generator types, one with variable cost $c = 20\emwh$, capacity $K = 300\mw$ and a dispatch rate of $Q_1$~[MW] and another with variable cost $c=50\emwh$, capacity $K=400\mw$ and a dispatch rate of $Q_2$~[MW]. The demand has utility function $U(Q) = 8000Q - 5Q^2$~[\euro/h] for a consumption rate of $Q$~[MW]. Consider an electricity market with two generator types, one with variable cost $c = 20\emwh$, capacity $K = 300\mw$ and a dispatch rate of $Q_1$~[MW] and another with variable cost $c=50\emwh$, capacity $K=400\mw$ and a dispatch rate of $Q_2$~[MW]. The demand has utility function $U(Q) = 8000Q - 5Q^2$~[\euro/h] for a consumption rate of $Q$~[MW]. ... @@ -217,35 +217,21 @@ Consider an electricity market with two generator types, one with variable cost ... @@ -217,35 +217,21 @@ Consider an electricity market with two generator types, one with variable cost could increase its capacity by a marginal amount. could increase its capacity by a marginal amount. \end{enumerate} \end{enumerate} %%=============== ====================================================== %\paragraph{Problem II.3 \normalsize (Revenue, profit and consumer surplus).}~\\ %%===================================================================== % %Consider the example of bids and offers in an electricity market from %slides 28 to 31 from Lecture 2 on 18.04.2016 (taken from the book %Kirschen and Strbac pages 56-58). % %\begin{enumerate}[(a)] % \item Compute the revenue and profit of each generating company and the net % surplus of each consuming company. % \item If consumer company Orange'' withdraws its offers from the market, how do the market price and the profits/surpluses of generators and consumers change? %\end{enumerate} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem IV.3 \normalsize (efficient dispatch in a two-bus power system).}~\\ \paragraph{Solution IV.3 \normalsize (efficient dispatch in a two-bus power system).}~\\ %===================================================================== %===================================================================== \begin{figure}[h] \begin{figure}[h] \centering \centering \includegraphics[width=14cm]{two-bus} \includegraphics[width=14cm]{two-bus} \label{fig:two-bus} \caption{A simple two-bus power system.} \caption{A simple two-bus power system.} \label{twobus} \end{figure} \end{figure} Consider the two-bus power system shown in Figure \ref{fig:two-bus}, where the two nodes represent two markets, each with different total demand, and one generator at each node. At node A the demand is $D_A = 2000 \si{\mega\watt}$, whereas at node B the demand is $D_B = 1000 \si{\mega\watt}$. Furthermore, there is a transmission line with a capacity denoted by $F_{AB}$. The marginal cost of production of the generators connected to buses A and B are given respectively by the following expressions: Consider the two-bus power system shown in Figure \ref{twobus}, where the two nodes represent two markets, each with different total demand, and one generator at each node. At node A the demand is $D_A = 2000 \si{\mega\watt}$, whereas at node B the demand is $D_B = 1000 \si{\mega\watt}$. Furthermore, there is a transmission line with a capacity denoted by $F_{AB}$. The marginal cost of production of the generators connected to buses A and B are given respectively by the following expressions: \begin{align*} \begin{align*} MC_A & = 20 + 0.03 P_A \hspace{1cm}\eur/\si{\mega\watt\hour} \\ MC_A & = 20 + 0.03 P_A \hspace{1cm}\eur/\si{\mega\watt\hour} \\ MC_B & = 15 + 0.02 P_B \hspace{1cm} \eur/\si{\mega\watt\hour} MC_B & = 15 + 0.02 P_B \hspace{1cm} \eur/\si{\mega\watt\hour} \end{align*} \end{align*} Assume that the demand $D_*$ is constant and insensitive to price, that energy is sold at its marginal cost of production and that there are no limits on the output of the generators. Assume that the demand $D_*$ is constant and insensitive to price, that energy is sold at its marginal cost of production and that there are no limits on the output of the generators. ... @@ -287,23 +273,23 @@ Assume that the demand $D_*$ is constant and insensitive to price, that energy i ... @@ -287,23 +273,23 @@ Assume that the demand $D_*$ is constant and insensitive to price, that energy i \centering \centering \begin{tabular}{lccccc} \begin{tabular}{lccccc} \toprule \toprule Case & i & ii & iii & iv & v\\ Case & i & ii & iii & iv & v \\ \midrule \midrule $E_A$ (\euro) & 160000 & 106000 & 130000 & 114000 & 124000 \\ $E_A$ (\euro) & 160000 & 106000 & 130000 & 114000 & 124000 \\ \midrule \midrule $E_B$ (\euro) & 35000 & 53000 & 65000 & 57000 & 47000\\ $E_B$ (\euro) & 35000 & 53000 & 65000 & 57000 & 47000 \\ \midrule \midrule $R_A$ (\euro) & 160000 & 58300 & 97500 & 51300 & 86800 \\ $R_A$ (\euro) & 160000 & 58300 & 97500 & 51300 & 86800 \\ \midrule \midrule $R_B$ (\euro) & 35000 & 100700 & 97500 & 119700 & 75200\\ $R_B$ (\euro) & 35000 & 100700 & 97500 & 119700 & 75200 \\ \midrule \midrule $C_A$ (\euro) & 100000 & 40150 & 63750 & 30150 & 57400 \\ $C_A$ (\euro) & 100000 & 40150 & 63750 & 30150 & 57400 \\ \midrule \midrule $C_B$ (\euro) & 25000 & 64600 & 45000 & 75600 & 49600\\ $C_B$ (\euro) & 25000 & 64600 & 45000 & 75600 & 49600 \\ \midrule \midrule $P_A$ (\euro) & 60000 & 18150 & 33750 & 21150 & 29400 \\ $P_A$ (\euro) & 60000 & 18150 & 33750 & 21150 & 29400 \\ \midrule \midrule $P_B$ (\euro) & 10000 & 36100 & 52500 & 44100 & 25600\\ $P_B$ (\euro) & 10000 & 36100 & 52500 & 44100 & 25600 \\ \bottomrule \bottomrule \end{tabular} \end{tabular} \end{table} \end{table} ... @@ -317,7 +303,7 @@ Assume that the demand $D_*$ is constant and insensitive to price, that energy i ... @@ -317,7 +303,7 @@ Assume that the demand $D_*$ is constant and insensitive to price, that energy i \end{enumerate} \end{enumerate} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem IV.4 \normalsize (bidding in africa with pypsa).}~\\ \paragraph{Solution IV.4 \normalsize (bidding in africa with pypsa).}~\\ %===================================================================== %===================================================================== ... ...
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 ... @@ -97,7 +97,27 @@ ... @@ -97,7 +97,27 @@ \vspace{1em} \vspace{1em} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem V.1 \normalsize (duration curves and generation investment).}~\\ \paragraph{Problem V.1 \normalsize (investment, generator and transmission constraints).}~\\ %===================================================================== Two generators are connected to the grid by a single transmission line (with no electrical demand on their side of the transmission line). A single company owns both the generators and the transmission line. Generator 1 has a linear cost curve $C(q) = 5 q$ [\euro/h] and a capacity of 300~MW and Generator 2 has a linear cost curve $C(q) = 10 q$ [\euro/h] and a capacity of 900~MW. The transmission line has a capacity of 1000~MW. Suppose the demand in the grid is always high enough to absorb the generation from the two generators and that the market price of electricity $\pi$ is never below 15 \euro/MWh and averages 20 \euro/MWh. \begin{enumerate}[(a)] \item Determine the full set of equations (objective function and constraints) for the generators to optimise their dispatch to maximise total economic welfare. \item What is the optimal dispatch? \item What are the values of the KKT multipliers for all the constraints in terms of $\pi$? \item A new turbo-boosting technology can increase the capacity of Generator 1 from 300~MW to 350~MW. At what annualised capital cost would it be efficient to invest in this new technology? \item A new high temperature conductor technology can increase the capacity of the transmission line by 200~MW. At what annualised capital cost would it be efficient to invest in this new technology? \end{enumerate} %=============== ====================================================== \paragraph{Problem V.2 \normalsize (duration curves and generation investment).}~\\ %===================================================================== %===================================================================== Let us suppose that demand is inelastic. The demand-duration curve is given by $Q=1000-1000z$. Suppose that there is a choice between coal and gas generation plants with a variable cost of 2 and 12~\euro/MWh, together with load-shedding at 1012\euro/MWh. The fixed costs of coal and gas generation are 15 and 10~\euro/MWh, respectively. Let us suppose that demand is inelastic. The demand-duration curve is given by $Q=1000-1000z$. Suppose that there is a choice between coal and gas generation plants with a variable cost of 2 and 12~\euro/MWh, together with load-shedding at 1012\euro/MWh. The fixed costs of coal and gas generation are 15 and 10~\euro/MWh, respectively. ... @@ -111,39 +131,11 @@ Let us suppose that demand is inelastic. The demand-duration curve is given by $... @@ -111,39 +131,11 @@ Let us suppose that demand is inelastic. The demand-duration curve is given by$ \item While it can be shown that generators recover their cost in theory, name reasons why this might not be the case in reality. \item While it can be shown that generators recover their cost in theory, name reasons why this might not be the case in reality. \end{enumerate} \end{enumerate} %%=============== ====================================================== %\paragraph{Problem II.4 \normalsize (investment, generator and transmission constraints).}~\\ %%===================================================================== % %Two generators are connected to the grid by a single transmission %line (with no electrical demand on their side of the transmission line). A single company owns both the generators and the transmission line. Generator 1 has a linear cost curve $C(q) = 5 q$ [\euro/h] and a capacity of 300~MW and Generator 2 has a linear cost curve $C(q) = 10 q$ [\euro/h] and a capacity of 900~MW. The transmission line has a capacity of 1000~MW. % %Suppose the demand in the grid is always high enough to absorb the %generation from the two generators and that the market price of %electricity $\pi$ is never below 15 \euro/MWh and averages 20 %\euro/MWh. % %\begin{enumerate}[(a)] % \item Determine the full set of equations (objective function and % constraints) for the generators to optimise their dispatch to % maximise total economic welfare. % \item What is the optimal dispatch? % \item What are the values of the KKT multipliers for all the constraints in terms of $\pi$? % \item A new turbo-boosting technology can increase the capacity of Generator 1 from 300~MW to 350~MW. At what annualised capital cost would it be efficient to invest in this new technology? % \item A new high temperature conductor technology can increase the capacity of the transmission line by 200~MW. At what annualised capital cost would it be efficient to invest in this new technology? %\end{enumerate} %=============== ====================================================== %=============== ====================================================== \paragraph{Problem V.2 \normalsize (generator dispatch with SciGRID).}~\\ \paragraph{Problem V.3 \normalsize (generator dispatch with SciGRID).}~\\ %===================================================================== %===================================================================== SciGRID\footnote{\url{https://www.scigrid.de/pages/general-information.html}} is a project that provides an open source reference model of the European transmission networks. In this tutorial, other than previous simple examples, you will examine the economic dispatch of many generators all over Germany and its effect on the power system. The data files for this example and a populated Jupyter notebook are provided on the course homepage\footnote{\url{https://nworbmot.org/courses/complex_renewable_energy_networks/}}. The dataset comprises time series for loads and the availability of renewable generation at an hourly resolution for the year 2011. Feel free to choose a day to your liking; we will later discuss your different outcomes in groups. A few days might be of particular interest: SciGRID\footnote{\url{https://www.scigrid.de/pages/general-information.html}} is a project that provides an open source reference model of the European transmission networks. In this tutorial, other than previous simple examples, you will examine the economic dispatch of many generators all over Germany and its effect on the power system. The data files for this example and a populated Jupyter notebook are provided on the course homepage\footnote{\url{https://nworbmot.org/courses/complex_renewable_energy_networks/}}. The dataset comprises time series for loads and the availability of renewable generation at an hourly resolution for the year 2011. Feel free to choose a day to your liking; we will later discuss your different outcomes in groups. A few days might be of particular interest: \texttt{2011-01-31} was the least windy day of 2011, \texttt{2011-02-05} was a stormy day with lots of wind energy production, \texttt{2011-07-12} the weather 7 years ago was very sunny day, and \texttt{2011-09-06} was a windy and sunny autumn day. \begin{itemize} \item \texttt{2011-01-31} was the least windy day of 2011 \item \texttt{2011-02-05} was a stormy day with lots of wind energy production, \item \texttt{2011-07-12} the weather 7 years ago was very sunny day, and \item \texttt{2011-09-06} was a windy and sunny autumn day. \end{itemize} \begin{enumerate}[(a)] \begin{enumerate}[(a)] \item Describe the network as well as its regional and temporal characteristics. \item Describe the network as well as its regional and temporal characteristics. ... @@ -171,7 +163,7 @@ SciGRID\footnote{\url{https://www.scigrid.de/pages/general-information.html}} is ... @@ -171,7 +163,7 @@ SciGRID\footnote{\url{https://www.scigrid.de/pages/general-information.html}} is %=============== ====================================================== %=============== ====================================================== \paragraph{Problem V.3 \normalsize (network clustering).}~\\ \paragraph{Problem V.4 \normalsize (network clustering).}~\\ %===================================================================== %===================================================================== \end{document} \end{document}
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