An exact solution method for binary equilibrium problems with compensation and the power market uplift problem

We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in lieu of using first order conditions of a linearization, or relaxation of integrality conditions. The reformulation offers a new approach to obtain and interpret dual variables to binary constraints using the benefit or loss from deviation rather than marginal relaxations. The method endogenizes the trade-off between overall (societal) efficiency and compensation payments necessary to align incentives of individual players. We provide existence results and conditions under which this problem can be solved as a mixed-binary linear program. We apply the solution approach to a stylized nodal power-market equilibrium problem with binary on-off decisions. This illustrative example shows that our approach yields an exact solution to the binary Nash game with compensation. We compare different implementations of actual market rules within our model, in particular constraints ensuring non-negative profits (no-loss rule) and restrictions on the compensation payments to non-dispatched generators. We discuss the resulting equilibria in terms of overall welfare, efficiency, and allocational equity

Equilibrium and out of equilibrium phase transitions in systems with long range interactions and in 2D flows

In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with many claims, the equilibrium statistical mechanics of such systems is a well understood subject. In this proceeding, we explain briefly the classical approach to equilibrium and non equilibrium statistical mechanics for these systems, starting from first principles. We emphasize recent and new results, mainly a classification of equilibrium phase transitions, new unobserved equilibrium phase transition, and out of equilibrium phase transitions. We briefly discuss what we consider as challenges in this field

Oceanic rings and jets as statistical equilibrium states

Equilibrium statistical mechanics of two-dimensional flows provides an explanation and a prediction for the self-organization of large scale coherent structures. This theory is applied in this paper to the description of oceanic rings and jets, in the framework of a 1.5 layer quasi-geostrophic model. The theory predicts the spontaneous formation of regions where the potential vorticity is homogenized, with strong and localized jets at their interface. Mesoscale rings are shown to be close to a statistical equilibrium: the theory accounts for their shape, their drift, and their ubiquity in the ocean, independently of the underlying generation mechanism. At basin scale, inertial states presenting mid basin eastward jets (and then different from the classical Fofonoff solution) are described as marginally unstable states. These states are shown to be marginally unstable for the equilibrium statistical theory. In that case, considering a purely inertial limit is a first step toward more comprehensive out of equilibrium studies that would take into account other essential aspects, such as wind forcing.Comment: 15 pages, submitted to Journal of Physical Oceanograph

Equilibrium statistical mechanics and energy partition for the shallow water model

The aim of this paper is to use large deviation theory in order to compute the entropy of macrostates for the microcanonical measure of the shallow water system. The main prediction of this full statistical mechanics computation is the energy partition between a large scale vortical flow and small scale fluctuations related to inertia-gravity waves. We introduce for that purpose a discretized model of the continuous shallow water system, and compute the corresponding statistical equilibria. We argue that microcanonical equilibrium states of the discretized model in the continuous limit are equilibrium states of the actual shallow water system. We show that the presence of small scale fluctuations selects a subclass of equilibria among the states that were previously computed by phenomenological approaches that were neglecting such fluctuations. In the limit of weak height fluctuations, the equilibrium state can be interpreted as two subsystems in thermal contact: one subsystem corresponds to the large scale vortical flow, the other subsystem corresponds to small scale height and velocity fluctuations. It is shown that either a non-zero circulation or rotation and bottom topography are required to sustain a non-zero large scale flow at equilibrium. Explicit computation of the equilibria and their energy partition is presented in the quasi-geostrophic limit for the energy-enstrophy ensemble. The possible role of small scale dissipation and shocks is discussed. A geophysical application to the Zapiola anticyclone is presented.Comment: Journal of Statistical Physics, Springer Verlag, 201

The catalytic role of beta effect in barotropization processes

The vertical structure of freely evolving, continuously stratified, quasi-geostrophic flow is investigated. We predict the final state organization, and in particular its vertical structure, using statistical mechanics and these predictions are tested against numerical simulations. The key role played by conservation laws in each layer, including the fine-grained enstrophy, is discussed. In general, the conservation laws, and in particular that enstrophy is conserved layer-wise, prevent complete barotropization, i.e., the tendency to reach the gravest vertical mode. The peculiar role of the $\beta$-effect, i.e. of the existence of planetary vorticity gradients, is discussed. In particular, it is shown that increasing $\beta$ increases the tendency toward barotropization through turbulent stirring. The effectiveness of barotropisation may be partly parameterized using the Rhines scale $2\pi E_{0}^{1/4}/\beta^{1/2}$. As this parameter decreases (beta increases) then barotropization can progress further, because the beta term provides enstrophy to each layer