Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario

A variety of methods is available to quantify uncertainties arising with\-in the modeling of flow and transport in carbon dioxide storage, but there is a lack of thorough comparisons. Usually, raw data from such storage sites can hardly be described by theoretical statistical distributions since only very limited data is available. Hence, exact information on distribution shapes for all uncertain parameters is very rare in realistic applications. We discuss and compare four different methods tested for data-driven uncertainty quantification based on a benchmark scenario of carbon dioxide storage. In the benchmark, for which we provide data and code, carbon dioxide is injected into a saline aquifer modeled by the nonlinear capillarity-free fractional flow formulation for two incompressible fluid phases, namely carbon dioxide and brine. To cover different aspects of uncertainty quantification, we incorporate various sources of uncertainty such as uncertainty of boundary conditions, of conceptual model definitions and of material properties. We consider recent versions of the following non-intrusive and intrusive uncertainty quantification methods: arbitary polynomial chaos, spatially adaptive sparse grids, kernel-based greedy interpolation and hybrid stochastic Galerkin. The performance of each approach is demonstrated assessing expectation value and standard deviation of the carbon dioxide saturation against a reference statistic based on Monte Carlo sampling. We compare the convergence of all methods reporting on accuracy with respect to the number of model runs and resolution. Finally we offer suggestions about the methods' advantages and disadvantages that can guide the modeler for uncertainty quantification in carbon dioxide storage and beyond

Chance-Constrained AC Optimal Power Flow Integrating HVDC Lines and Controllability

The integration of large-scale renewable generation has major implications on the operation of power systems, two of which we address in this work. First, system operators have to deal with higher degrees of uncertainty due to forecast errors and variability in renewable energy production. Second, with abundant potential of renewable generation in remote locations, there is an increasing interest in the use of High Voltage Direct Current lines (HVDC) to increase transmission capacity. These HVDC transmission lines and the flexibility and controllability they offer must be incorporated effectively and safely into the system. In this work, we introduce an optimization tool that addresses both challenges by incorporating the full AC power flow equations, chance constraints to address the uncertainty of renewable infeed, modelling of point-to-point HVDC lines, and optimized corrective control policies to model the generator and HVDC response to uncertainty. The main contributions are twofold. First, we introduce a HVDC line model and the corresponding HVDC participation factors in a chance-constrained AC-OPF framework. Second, we modify an existing algorithm for solving the chance-constrained AC-OPF to allow for optimization of the generation and HVDC participation factors. Using realistic wind forecast data, for 10 and IEEE 39 bus systems with HVDC lines and wind farms, we show that our proposed OPF formulation achieves good in- and out-of-sample performance whereas not considering uncertainty leads to high constraint violation probabilities. In addition, we find that optimizing the participation factors reduces the cost of uncertainty significantly

A New Efficient Stochastic Energy Management Technique for Interconnected AC Microgrids

Cooperating interconnected microgrids with the Distribution System Operation (DSO) can lead to an improvement in terms of operation and reliability. This paper investigates the optimal operation and scheduling of interconnected microgrids highly penetrated by renewable energy resources (DERs). Moreover, an efficient stochastic framework based on the Unscented Transform (UT) method is proposed to model uncertainties associated with the hourly market price, hourly load demand and DERs output power. Prior to the energy management, a newly developed linearization technique is employed to linearize nodal equations extracted from the AC power flow. The proposed stochastic problem is formulated as a single-objective optimization problem minimizing the interconnected AC MGs cost function. In order to validate the proposed technique, a modified IEEE 69 bus network is studied as the test case

Stochastic Model for Power Grid Dynamics

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times for the failed components, and random response times to implement optimal system corrections for removing line overloads in a damaged or stressed transmission network. We use a linear approximation to the network flow equations and apply linear programming techniques that optimize the dispatching of generators and loads in order to eliminate the network overloads associated with a damaged system. We also provide a simple model for the operator's response to various contingency events that is not always optimal due to either failure of the state estimation system or due to the incorrect subjective assessment of the severity associated with these events. This further allows us to use a game theoretic framework for casting the optimization of the operator's response into the choice of the optimal strategy which minimizes the operating cost. We use a simple strategy space which is the degree of tolerance to line overloads and which is an automatic control (optimization) parameter that can be adjusted to trade off automatic load shed without propagating cascades versus reduced load shed and an increased risk of propagating cascades. The tolerance parameter is chosen to describes a smooth transition from a risk averse to a risk taken strategy...Comment: framework for a system-level analysis of the power grid from the viewpoint of complex network