Evaluating Benefits of Rolling Horizon Model Predictive Control for Intraday Scheduling of a Natural Gas Pipeline Market

This paper analyzes a mechanism for clearing a physical market for intra-day schedules of receipts and deliveries of a natural gas pipeline. The Gas Balancing Market (GBM) is implemented to trade deviations from previously confirmed ratable nominations by solving a rolling horizon model predictive control (MPC) optimization formulation. The GBM mechanism operates by accepting quantity/price offers and bids from sellers and buyers of gas and producing an economically optimal schedule while guaranteeing its physical feasibility. The GBM’s solution engine is based on a strict mathematical representation of engineering factors of transient pipeline hydraulics and compressor station operations. The GBM’s settlement of cleared transactions is based on Locational Trade Values (LTVs) of natural gas that are fully consistent with the physics of energy flow. In this paper we provide numerical results of simulating a hypothetical GBM market operation using historical SCADA data for an actual pipeline system operation during the Polar Vortex period of February – March 2014. Based on these simulations, we quantify the potential deliverability and economic benefits of the GBM utilizing transient optimization of pipeline operations

Integration of Renewables in Power Systems by Multi-Energy System Interaction

This book focuses on the interaction between different energy vectors, that is, between electrical, thermal, gas, and transportation systems, with the purpose of optimizing the planning and operation of future energy systems. More and more renewable energy is integrated into the electrical system, and to optimize its usage and ensure that its full production can be hosted and utilized, the power system has to be controlled in a more flexible manner. In order not to overload the electrical distribution grids, the new large loads have to be controlled using demand response, perchance through a hierarchical control set-up where some controls are dependent on price signals from the spot and balancing markets. In addition, by performing local real-time control and coordination based on local voltage or system frequency measurements, the grid hosting limits are not violated

Energy Storage and Green Hydrogen Systems in Electricity Markets: A Modelling and Optimization Framework with Degradation and Uncertainty Considerations

Mención Internacional en el título de doctorThe increasing penetration of renewable energy in electrical systems requires advances in increasing their controllability. Energy Storage Systems (ESSs) are one of the solutions, since they allow the management of generated energy. Green hydrogen production systems, on the other hand, can utilize electricity to produce hydrogen. This energy carrier which can be sold for revenue generation and can be produced using Alkaline Electrolyzers (AELs). To coordinate these systems in renewable energy plants, advanced control techniques are needed. Complex processes such as degradation, partial loading and the effect of uncertainties must be considered. These considerations add to the complexity, which can obstruct control process, hence a simplistic formulation is required. This dissertation addresses this issue by implementing the effect of both ESS and AEL degradation into short-term planning keeping a linear formulation. Moreover, electrolyzer partial loading effect and operational states are also considered. Novel approaches in their inclusion into short-term planning for electricity market participation are proposed, analyzing their long-term economical significance. Due to the nature of spot electricity markets, which require the commitment of energy delivery beforehand, the uncertainty of renewable source and electricity prices may affect the performance of the system. Various stochastic approaches for short-term optimization are evaluated, with the proposal of novel strategies. The long-term impact of including risk-aware strategies is also analyzed in a simulation framework, whose results indicate that conservative approaches do not necessarily yield better outcomes. The present study commences with the modelling and formulation of a standalone ESS participating in the day-ahead market. A renewable energy source is incorporated into this model, creating a Hybrid Farm (HF) for multi-market participation. Lastly, a green hydrogen production system is also integrated, allowing the involvement in the hydrogen market. A novel algorithm for operation under uncertainties is proposed, which has been found to outperform a classical Montecarlo approach. Throughout the research, Python was employed as the programming language of choice. The generated code has been uploaded to a public repository. Real historical data was used to validate the findings and provide a more realistic representation of the systems under study.Programa de Doctorado en Ingeniería Eléctrica, Electrónica y Automática por la Universidad Carlos III de MadridPresidenta: Mónica Chinchilla Sánchez.- Secretario: Joaquín Eloy-García Carrasco.- Vocal: Pedro Vicente Jover Rodrígue

Strategic network planning in biomass-based supply chains

Fossil resources are limited and will run short. Moreover, the extensive usage of fossil resources is discussed as a key driver for climate change which means that a changeover in basic economic and ecological thinking is necessary. Especially for energy production, there has to be a movement away from the usage of fossil resources and towards renewable resources like wind, water, sun, or biomass. Within the first part of this work a structured review of recent literature on the long-term, strategic planning of biomass-based supply chains is provided. Therefore, in the first step, the overall research field bioeconomy by means of the various utilization pathways of biomass is structured and the demand-oriented view of supply chain management models and the supply-oriented view of bioeconomy are combined. In the second step, a literature review of operations research models and methods for strategic supply chain planning in biomass-based industries are provided. Thirdly, trends are identified and conclusions about research gaps are drawn. One of the identified research gaps is to make biomass-based supply chains profitable on their own, i.e., without governmental subsidies. Therefore, new optimization models are necessary, which should be as close to reality as possible, by for example considering risks and actual surrounding constraints concerning the legal framework. Within the second part of this work, an approach for strategic optimization of biogas plants considering increased flexibility is developed. Biogas plants can produce their energy flexibly and on-demand if their design is adjusted adequately. In order to achieve a flexibly schedulable biogas plant, the design of this plant has to be adapted to decouple the biogas and electricity production. Therefore, biogas storage possibilities and additional electrical capacity are necessary. The investment decision about the size of the biogas storage and the additional electrical capacity depends on the fluctuation of energy market prices and the availability of governmental subsidies. This work presents an approach supporting investment decisions to increase the flexibility of a biogas plant by installing gas storages and additional electrical capacities under consideration of revenues out of direct marketing at the day-ahead market. In order to support the strategic, long-term investment decisions, an operative plant schedule for the future, considering different plant designs given as investment strategies, using a mixed-integer linear programming (MILP) model in an uncertain environment is optimized. The different designs can be evaluated by calculating the net present value (NPV). Moreover, an analysis concerning current dynamics and uncertainties within spot market prices is executed. Furthermore, the influences concerning the variation of spot market prices compared to the influence of governmental subsidies, in particular, the flexibility premium, are revealed by computational results. Besides, the robustness of the determined solution is analyzed concerning uncertainties. The focus of the third part of the work is to consider variable substrate feeding in the mentioned optimization approach because it is expected that variable substrate feeding and thus a demand-oriented biogas production can influence the optimized plant design. In order to support this extension, an operative plant schedule for the future, considering (non-) linear technical characteristics of the biogas plant and the legal framework is optimized. Therefore, mixed-integer linear programming models with integrated approximation approaches of non-linear parts, representing the biogas production rates, are constructed. Furthermore, the influences of fluctuating spot market prices, governmental subsidies, and biomass feedstock prices on the decisions are analyzed for a fictional case example, which is based on a biogas plant in southern Germany. These numerical experiments show that variable substrate feeding can play a decisive role during the optimization of a biogas plant schedule as part of a long-term design optimization. However, the size of the strategic optimization problem makes the use of a heuristic solution algorithm necessary.Fossile Ressourcen sind begrenzt und werden zur Neige gehen. Darüber hinaus wird über die extensive Nutzung fossiler Ressourcen als wesentlicher Treiber des Klimawandels diskutiert, so dass ein Umdenken in der ökonomischen und ökologischen Grundhaltung notwendig ist. Insbesondere bei der Energieerzeugung muss eine Abkehr von der Nutzung fossiler Ressourcen und eine Ausrichtung auf erneuerbare Ressourcen wie Wind, Wasser, Sonne oder Biomasse erfolgen. Im ersten Teil dieser Arbeit wird ein strukturierter Überblick über die aktuelle Fachliteratur zur langfristigen, strategischen Planung von biomassebasierten Supply Chains gegeben. Dazu wird in einem ersten Schritt das gesamte Forschungsfeld "Bioökonomie" anhand der verschiedenen Nutzungspfade von Biomasse strukturiert und die nachfrageorientierte Sichtweise von Supply Chain Management Modellen und die angebotsorientierte Sichtweise der Bioökonomie zusammengeführt. Im zweiten Schritt wird ein Literaturüberblick über Operations-Research-Modelle und Methoden zur strategischen Supply-Chain-Planung in biomassebasierten Branchen gegeben. Im dritten Schritt werden Trends identifiziert und Schlussfolgerungen über Forschungslücken gezogen. Eine der identifizierten Forschungslücken besteht darin, biomassebasierte Supply Chains selbständig, d.h. ohne staatliche Subventionen, profitabel zu machen. Hierfür sind neue Optimierungsmodelle notwendig, die möglichst realitätsnah sein sollten, indem sie z.B. Risiken und tatsächliche Rahmenbedingungen bezüglich der rechtlichen Vorgaben berücksichtigen. Im zweiten Teil dieser Arbeit wird ein Ansatz zur strategischen Optimierung von Biogasanlagen unter Berücksichtigung einer Flexibilitätserhöhung entwickelt. Biogasanlagen können bei geeigneter Auslegung ihre Energie flexibel und bedarfsgerecht produzieren. Um eine Biogasanlage flexibel planbar zu betreiben, muss das Design dieser Anlage so angepasst werden, dass die Biogas- und Stromproduktion entkoppelt werden. Dazu sind Biogasspeichermöglichkeiten und zusätzliche elektrische Kapazität notwendig. Die Investitionsentscheidung über die Größe des Biogasspeichers und der zusätzlichen elektrischen Kapazität hängt von der Schwankung der Energiemarktpreise und der Verfügbarkeit staatlicher Fördermittel ab. Diese Arbeit stellt einen Ansatz zur Unterstützung von Investitionsentscheidungen zur Erhöhung der Flexibilität einer Biogasanlage durch die Installation von Gasspeichern und zusätzlichen elektrischen Kapazitäten unter Berücksichtigung von Erlösen aus der Direktvermarktung am Day-Ahead-Markt vor. Um die strategischen, langfristigen Investitionsentscheidungen zu unterstützen, wird ein operativer Anlagenfahrplan für die Zukunft unter Berücksichtigung verschiedener Anlagendesigns, die als Investitionsstrategien vorgegeben sind, mit Hilfe eines gemischt-ganzzahligen linearen Optimierungsmodells (MILP), unter Berücksichtigung von Unsicherheit, optimiert. Die verschiedenen Designs können durch die Berechnung des Kapitalwerts (NPV) bewertet werden. Darüber hinaus wird eine Analyse der aktuellen Dynamik und der Unsicherheiten der Spotmarktpreise durchgeführt. Darüber hinaus werden die Einflüsse der Varianz der Spotmarktpreise im Vergleich zum Einfluss staatlicher Subventionen, insbesondere der Flexibilitätsprämie, durch Berechnungsergebnisse aufgezeigt. Außerdem wird die Robustheit der ermittelten Lösung hinsichtlich der Unsicherheiten analysiert. Der Fokus des dritten Teils der Arbeit liegt auf der Berücksichtigung eines variablen Substratmanagements in dem entwickelten Optimierungsansatz, da erwartet wird, dass eine variable Substrateinspeisung und damit eine bedarfsgerechte Biogasproduktion das optimierte Anlagendesign beeinflussen kann. Um diese Erweiterung umzusetzen, wird ein operativer Anlagenfahrplan für die Zukunft unter Berücksichtigung (nicht-) linearer technischer Eigenschaften der Biogasanlage und der gesetzlichen Rahmenbedingungen optimiert. Dazu werden gemischt-ganzzahlige lineare Optimierungsmodelle mit integrierten Approximationsansätzen der nichtlinearen Anteile, welche die Biogasproduktionsraten repräsentieren, konstruiert. Des Weiteren werden die Einflüsse von schwankenden Spotmarktpreisen, staatlichen Förderungen und Biomasse-Rohstoffpreisen auf die Entscheidungen für ein fiktives Fallbeispiel, das auf einer Biogasanlage aus Süddeutschland basiert, analysiert. Die numerischen Experimente zeigen, dass die variable Substrateinspeisung bei der Optimierung des Fahrplans einer Biogasanlage im Rahmen einer langfristigen Anlagenoptimierung eine entscheidende Rolle spielen kann. Die Größe des strategischen Optimierungsproblems macht jedoch den Einsatz eines heuristischen Lösungsalgorithmus notwendig

Review of energy system flexibility measures to enable high levels of variable renewable electricity

The paper reviews different approaches, technologies, and strategies to manage large-scale schemes of variable renewable electricity such as solar and wind power. We consider both supply and demand side measures. In addition to presenting energy system flexibility measures, their importance to renewable electricity is discussed. The flexibility measures available range from traditional ones such as grid extension or pumped hydro storage to more advanced strategies such as demand side management and demand side linked approaches, e.g. the use of electric vehicles for storing excess electricity, but also providing grid support services. Advanced batteries may offer new solutions in the future, though the high costs associated with batteries may restrict their use to smaller scale applications. Different “P2Y”-type of strategies, where P stands for surplus renewable power and Y for the energy form or energy service to which this excess in converted to, e.g. thermal energy, hydrogen, gas or mobility are receiving much attention as potential flexibility solutions, making use of the energy system as a whole. To “functionalize” or to assess the value of the various energy system flexibility measures, these need often be put into an electricity/energy market or utility service context. Summarizing, the outlook for managing large amounts of RE power in terms of options available seems to be promising.Peer reviewe

Flexibility services for distribution network operation

On the way towards a low carbon electricity system, flexibility has become one of the main sources for achieving it. Flexibility can be understood as the ability of a power system to cope with the variability and uncertainty of demand and supply. Both the generation-side and the demand-side can provide it. This research is focused on the role of the demand-side flexibility for providing a service to the distribution system operator, who manages the medium and low-voltage network. By activating this flexibility from the demand-side to the distribution network operator, the latter can avoid or mitigate congestions in the network and prevent grid reinforcement. This thesis starts with analyzing the current state of the art in the field of local electricity markets, setting the baseline for flexibility products in power systems. As a result of the previous analysis, the definition of flexibility is developed more specifically, considering the flexible assets to be controlled, the final client using this flexibility and the time horizon for this flexibility provision. Following the previous step, an aggregated flexibility forecast model is developed, considering a flexibility portfolio based on different flexible assets such as electric vehicles, water boilers, and electric space heaters. The signal is then modeled under a system-oriented approach for providing a service to the distribution network operator under the operation timeline on a day-ahead basis. The flexibility required by the distribution network operator is then calculated through an optimization problem, considering the flexibility activation costs and the network power flow constraints. Finally, since this scenario aims to lower the environmental impacts of the power system, its sustainability is assessed with the life-cycle assessment, considering the entire life cycle and evaluating it in terms of greenhouse gas emissions. This approach enhances the analysis of the potential role of flexibility in the power system, quantifying whether, in all cases, there is a reduction of emissions when shifting the consumption from peak hours to non-peak hours.En el camí cap a un sistema elèctric amb baixes emissions de carboni, la flexibilitat s'ha convertit en una de les principals fonts per aconseguir-ho. La flexibilitat es pot entendre com la capacitat d'un sistema de reaccionar davant la variabilitat i la incertesa provocades per la demanda i la generació. Tant la part de la generació com el costat de la demanda tenen actius per a poder proporcionar-ho. La recerca presentada en aquest manuscrit està enfocada en el paper de la flexibilitat oferta per la demanda, per a proporcionar un servei a l'operador del sistema de distribució, que gestiona les xarxes de mitja i baixa tensió. Gràcies a l'activació de la flexibilitat de la demanda, l'operador de les xarxes de distribució pot evitar o mitigar la congestió de la xarxa i evitar-ne les inversions per a reforçar-la, així com el seu impacte ambiental. Aquesta tesi comença amb l'anàlisi de l'estat de l'art en el camp dels mercats d'electricitat locals, establint-ne la línia base per a la definició dels productes de flexibilitat en els sistemes elèctrics. Com a resultat de l'estudi anterior, la definició de flexibilitat es desenvolupa més específicament, considerant els actius flexibles que han de controlar-se, el client final que utilitza aquesta flexibilitat i l'horitzó temporal per a aquesta disposició de flexibilitat. A continuació es desenvolupa un model de predicció de flexibilitat agregada, considerant una cartera de flexibilitat basada en diferents actius flexibles, com ara vehicles elèctrics, calderes d'aigua i escalfadors elèctrics, gestionats per la figura de l’agregador. El senyal es modela sota un enfocament orientat al sistema per proporcionar un servei a l'operador de la xarxa de distribució, per un horitzó temporal corresponent a l'operació de la xarxa de mitja i baixa tensió. El resultat és un model de la flexibilitat que pot oferir l’agregador. Una vegada desenvolupat el model de flexibilitat pel costat de l’agregador, la tesi s’enfoca al càlcul de la flexibilitat requerida per l’operador de la xarxa de distribució. Això es desenvolupa mitjançant un problema d'optimització, tenint en compte els costos d'activació de la flexibilitat, la localització dels punts on s’injectarà la flexibilitat i les restriccions de flux de potència de la xarxa de distribució. Finalment, atès que aquest escenari pretén reduir l'impacte mediambiental del sistema elèctric, la seva sostenibilitat s'avalua considerant tot el cicle de vida de les tecnologies que hi participen, i avaluant-la en termes d'emissions de gasos d'efecte d'hivernacle. L'ús d'aquest enfocament millora l'anàlisi del potencial paper de la flexibilitat en el sistema elèctric, quantificant si, en tots els casos, hi ha una reducció de les emissions traslladant el consum de les hores punta a hores vall.Postprint (published version

Modelling framework for the design of hydrogen-CCS networks to decarbonise heating and industrial clusters

This dissertation elucidates the value of H₂ and CO₂ infrastructure in decarbonising “difficult-to-abate” sectors of the economy. We analyse infrastructure for low-carbon fuels and energy vectors at different scales, and present a flexible formulation to integrate relevant technologies for their interconversion. We use a mixed integer linear programming (MILP) approach to formulate spatial systems optimisation problems, and identify solutions that can accelerate the transition to low-carbon systems. The modelling framework can incorporate spatial and temporal granularity, whilst also capturing the nuances of a site, country, or an industrial cluster. Through its application, we outline a transition pathway for the natural-gas based heating sector to H₂ in Great Britain, noting the key barriers to cost-effective deployment. The cost-optimal supply mix contains natural gas reforming with CCS, flexible electrolytic H₂ production, large volumes of salt cavern storage, and biomass gasification with CCS to offset any remaining methane and CO₂ emissions from the natural gas supply chain, and the production plants. Given the uncertainties involved, we note that a complete conversion of the gas grid in the UK to H₂ for heating buildings is unlikely to be viable. We find that a portfolio-based approach containing post-combustion CO₂ capture, fuel switching with H₂, and negative emissions is a cost-effective strategy to decarbonise industrial clusters in the UK. This achieves greater decarbonisation and avoids an overreliance on CO₂ emission offsets. The total costs of CO₂ avoidance can be reduced by using existing fuels such as refinery fuel gases for H₂ production. Natural gas plays an important role as fuel and feedstock for post-combustion and methane reforming, and is the primary determinant of the total costs of the system. This has implications for the security of supply, given that countries such as the UK import as much natural gas as they produce domestically. A cradle-to-gate lifecycle assessment of reforming, and electrolytic H₂ production using grid power and offshore wind power, shows that the lowest global warming potential is generated using a dedicated renewable-led supply. However, none of the production pathways are dominant across all key environmental performance indicators. This indicates the potential for “problem shifting” to occur by solely focussing on a given pathway for long-term supply development. We note that the environmental performance of H₂ improves with reductions in upstream methane emissions, and an increase in the capacity factor of renewable power generation assets.Open Acces