ONE-AND-TWO-LEVEL NATURAL GAS EQUILIBRIUM MODELS AND ALGORITHMS

This dissertation consists of three parts; Part 1 provides two applied studies for the current issue of the global natural gas market, Part 2 presents the World Gas Model (WGM) 2014 version-a significant extension of WGM 2012, and Part 3 develops a novel Benders decomposition procedure with SOS1 reformulation to solve mathematical programs with equilibrium constraints (MPECs) and then is applied to several applications in natural gas and additional test problems. Part 1 presents two applied studies related to the impacts of U.S. liquefied natural gas (LNG) exports on global gas markets as well as the influence of the Panama Canal tariff selection on global gas trade. The first study within Part 1 investigates the effect of the U.S. LNG exports on the global gas markets using the WGM 2012 (Gabriel et. al., 2012), a market equilibrium model for global LNG markets based on a mixed complementarity problem (MCP) format. The second study within Part 1 focuses on the influence of the Panama Canal tariffs on global trade using WGM 2012 as well. After a planned expansion, the Panama Canal waterway will accommodate more than eighty percent of LNG tankers, providing significant potential time and cost savings for LNG buyers and producers. The aim of the second applied study is to address how the Panama Canal tariffs affect global gas trades In Part 2, a significant extension of the World Gas Model 2012 is developed. This new version called WGM 2014, distinguishes itself from the previous version in the sense of more detail for LNG markets including more market participants e.g., liquefiers, regasifiers, LNG shipping operators, and a canal operator as new players with separate optimization problems and market-clearing conditions. Moreover, the LNG shipping costs and congestion tariffs for canal transit fees are endogenously determined inside the model as opposed to being exogenously determined before. Also, WGM 2014 has flexible LNG routes. In particular, there are three route options for each LNG shipping operator: 1. Sending LNG via the Panama Canal, 2. the Suez Canal, or using a regular route without a canal. Moreover, WGM 2014 takes into account the limitations of maritime transportation by limiting the size of the LNG tankers that can pass through the Panama and Suez canals which itself is a major improvement for natural gas policy study. In part 3, the method we develop uses an SOS1 approach based on (Siddiqui and Gabriel, 2012) to replace complementarity in the lower-level problem's optimality conditions. Then, Benders algorithm decomposes the MPECs into a master and a subproblem and solves the overall problem iteratively. This methodology is applied to small, illustrative examples and a large-scale MPEC version of the World Gas Model where the Panama Canal operator is a Stackelberg leader with a reduced version of the rest of the global gas markets considered as followers

A Design and Construction of a Wind Tunnel for Engineering Laboratories

The propose of this research is to demonstrate a design and construction of a wind tunnel for engineering laboratories in order to study the principles and control wind speeds in the wind tunnel. In an experiment in aerodynamics and engineering, we found that diffuser must have a length equal to or more than twice the length of the test in order to prevent the turbulent flow in the test area. The wind speed control system uses Inverter to control a 3-phase frequency of electricity supplied to air blower. In the experiment, the frequency was adjusted in the range from 20.00 to 50.00 Hz. Experiment results show that wind speeds during the test area are in the range of 14.50 to 38.50 meters per second, and the relationship between frequency (Y) and wind speed (X) during the test is linear as follows: Y = (0.7945 × (X-20)) + 14.629. The maximum pressure is 90.31 kilograms per square meter. This wind tunnel can be used to design buildings with a maximum height of 20 meters according to the Bangkok Metropolis Building Control (2001)

A new approach to modelling natural gas markets. ESRI Research Bulletin 2015/4/2

International gas markets are becoming interdependent and global due to the shale gas revolution and the increasing ability of countries to import/export liquefied natural gas. As a result, there is an increased need for international and realistic gas market models. Research into natural gas markets is intrinsically an interdisciplinary field involving researchers from mathematics, engineering and economics. Hence, there are several examples of natural gas market models in the literature

A Design and Construction of a Wind Tunnel for Engineering Laboratories

The propose of this research is to demonstrate a design and construction of a wind tunnel for engineering laboratories in order to study the principles and control wind speeds in the wind tunnel. In an experiment in aerodynamics and engineering, we found that diffuser must have a length equal to or more than twice the length of the test in order to prevent the turbulent flow in the test area. The wind speed control system uses Inverter to control a 3-phase frequency of electricity supplied to air blower. In the experiment, the frequency was adjusted in the range from 20.00 to 50.00 Hz. Experiment results show that wind speeds during the test area are in the range of 14.50 to 38.50 meters per second, and the relationship between frequency (Y) and wind speed (X) during the test is linear as follows: Y = (0.7945 × (X-20)) + 14.629. The maximum pressure is 90.31 kilograms per square meter. This wind tunnel can be used to design buildings with a maximum height of 20 meters according to the Bangkok Metropolis Building Control (2001)

A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: Application to natural gas markets

In this paper we present a new approach for solving energy market equilibria that is an extension of the classical Nash-Cournot approach. Specifically, besides allowing the market participants to decide on their own decision variables such as production, flows or the like, we allow them to compete in terms of adjusting the data in the problem such as scenario probabilities and costs, consistent with a dynamic, more realistic approach to these markets. Such a problem in its original form is very hard to solve given the product of terms involving decision-dependent data and the variables themselves. Moreover, in its more general form, the players can affect not only each others׳ objective functions but also the constraint sets of opponents making such a formulation a more complicated instance of generalized Nash problems. This new approach involves solving a sequence of stochastic mixed complementarity (MCP) problems where only partial foresight is used, i.e., a rolling horizon. Each stochastic MCP or roll, involves a look-ahead for a fixed number of time periods with learning on the part of the players to approximate the extended Nash paradigm. Such partial foresight stochastic MCPs also offer a realism advantage over more traditional perfect foresight formulations. Additionally, the rolling-horizon approach offers a computational advantage over scenario-reduction methods as is demonstrated with numerical tests on a natural gas market stochastic MCP. Lastly, we introduce a new concept, the Value of the Rolling Horizon (VoRH) to measure the closeness of different rolling horizon schemes to a perfect foresight benchmark and provide some numerical tests on it using a stylized natural gas market.Science Foundation IrelandESRI Energy Policy Research Cente