arXiv subjects

Dirk Witthaut

Publications and source records attributed to Dirk Witthaut.

At least 55 records · Page 3Linked to original sources

arXiv2021

Dynamic stability of electric power grids: Tracking the interplay of the network structure, transmission losses and voltage dynamics

Dynamic stability is imperative for the operation of the electric power system. This article provides analytical results and effective stability criteria focusing on the interplay of network structures and the local dynamics of synchronous machines. The results are based on an extensive linear stability analysis of the third-order model for synchronous machines, comprising the classical power-swing equations and the voltage dynamics. The article explicitly covers the impact of Ohmic losses in a linear approximation in power grids, which are often neglected in analytical studies. Necessary and sufficient stability conditions are formulated, and different routes to instability are analysed, yielding concrete mathematical criteria applicable to all scales of power grids, from transmission to distribution grids, as well as microgrids. A subsequent numerical study of the criteria is presented, without and with resistive terms, to test how tight the derived analytical results are.

nlin.AO↗

arXiv2021

Complexity and Persistence of Price Time Series of the European Electricity Spot Market

The large variability of renewable power sources is a central challenge in the transition to a sustainable energy system. Electricity markets are central for the coordination of electric power generation. These markets rely evermore on short-term trading to facilitate the balancing of power generation and demand and to enable systems integration of small producers. Electricity prices in these spot markets show pronounced fluctuations, featuring extreme peaks as well as occasional negative prices. In this article, we analyse electricity price time series from the European EPEX market, in particular the hourly day-ahead, hourly intraday, and 15-min intraday market prices. We quantify the fluctuations, correlations, and extreme events and reveal different time scales in the dynamics of the market. The short-term fluctuations show remarkably different characteristics for time scales below and above 12 hours. Fluctuations are strongly correlated and persistent below 12 hours, which contributes to extreme price events and a strong multifractal behaviour. On longer time scales, they get anti-correlated and price time series revert to their mean, witnessed by a stark decrease of the Hurst coefficient after 12 hours. The long-term behaviour is strongly influenced by the evolution of a large-scale weather patterns with a typical time scale of four days. We elucidate this dependence in detail using a classification into circulation weather types. The separation in time scales enables a superstatistical treatment, which confirms the characteristic time scale of four days, and motivates the use of $q$-Gaussian distributions as the best fit to the empiric distribution of electricity prices.

q-fin.ST↗

arXiv2021

Secondary control activation analysed and predicted with explainable AI

The transition to a renewable energy system poses challenges for power grid operation and stability. Secondary control is key in restoring the power system to its reference following a disturbance. Underestimating the necessary control capacity may require emergency measures, such as load shedding. Hence, a solid understanding of the emerging risks and the driving factors of control is needed. In this contribution, we establish an explainable machine learning model for the activation of secondary control power in Germany. Training gradient boosted trees, we obtain an accurate description of control activation. Using SHapely Additive exPlanation (SHAP) values, we investigate the dependency between control activation and external features such as the generation mix, forecasting errors, and electricity market data. Thereby, our analysis reveals drivers that lead to high reserve requirements in the German power system. Our transparent approach, utilizing open data and making machine learning models interpretable, opens new scientific discovery avenues.

eess.SY↗

arXiv2021

Exploring deterministic frequency deviations with explainable AI

Deterministic frequency deviations (DFDs) critically affect power grid frequency quality and power system stability. A better understanding of these events is urgently needed as frequency deviations have been growing in the European grid in recent years. DFDs are partially explained by the rapid adjustment of power generation following the intervals of electricity trading, but this intuitive picture fails especially before and around noonday. In this article, we provide a detailed analysis of DFDs and their relation to external features using methods from explainable Artificial Intelligence. We establish a machine learning model that well describes the daily cycle of DFDs and elucidate key interdependencies using SHapley Additive exPlanations (SHAP). Thereby, we identify solar ramps as critical to explain patterns in the Rate of Change of Frequency (RoCoF).

cs.AI↗

arXiv2021

Phase and amplitude synchronisation in power-grid frequency fluctuations in the Nordic Grid

Monitoring and modelling the power grid frequency is key to ensuring stability in the electrical power system. Many tools exist to investigate the detailed deterministic dynamics and especially the bulk behaviour of the frequency. However, far less attention has been paid to its stochastic properties, and there is a need for a cohesive framework that couples both short-time scale fluctuations and bulk behaviour. Moreover, commonly assumed uncorrelated stochastic noise is predominantly employed in modelling in energy systems. In this publication, we examine the stochastic properties of six synchronous power-grid frequency recording with high-temporal resolution of the Nordic Grid from September 2013, focusing on the increments of the frequency recordings. We show that these increments follow non-Gaussian statistics and display spatial and temporal correlations. Furthermore, we report two different physical synchronisation phenomena: a very short timescale phase synchronisation ($<2\,$s) followed by a slightly larger timescale amplitude synchronisation ($2\,$s-$5\,$s). Overall, these results provide guidance on how to model fluctuations in power systems.

physics.soc-ph↗

arXiv2021

Arbitrary-order finite-time corrections for the Kramers-Moyal operator

With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers-Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the different terms in a stochastic differential equation. With the full representation of this operator, we are able to separate finite-time corrections of the power-series expansion of arbitrary order into terms with and without derivatives of the Kramers-Moyal coefficients. We arrive at a closed-form solution expressed through conditional moments, which can be extracted directly from time-series data with a finite sampling intervals. We provide all finite-time correction terms for parametric and non-parametric estimation of the Kramers-Moyal coefficients for discontinuous processes which can be easily implemented - employing Bell polynomials - in time-series analyses of stochastic processes. With exemplary cases of insufficiently sampled diffusion and jump-diffusion processes, we demonstrate the advantages of our arbitrary-order finite-time corrections and their impact in distinguishing diffusion and jump-diffusion processes strictly from time-series data.

nlin.AO↗

arXiv2021

MFDFA: Efficient Multifractal Detrended Fluctuation Analysis in Python

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength and correlations in the underlying stochastic properties, their scaling behaviour, as well as the level of fractality. Several extensions to the fundamental method have been developed over the years, vastly enhancing the applicability of MFDFA, e.g. empirical mode decomposition for the study of long-range correlations and persistence. In this article we introduce an efficient, easy-to-use python library for MFDFA, incorporating the most common extensions and harnessing the most of multi-threaded processing for very fast calculations.

physics.comp-ph↗

arXiv2021

Spatio-temporal complexity of power-grid frequency fluctuations

Power-grid systems constitute one of the most complex man-made spatially extended structures. These operate with strict operational bounds to ensure synchrony across the grid. This is particularly relevant for power-grid frequency, which operates strictly at $50\,$Hz ($60\,$Hz). Nevertheless, small fluctuations around the mean frequency are present at very short time scales $<2$ seconds and can exhibit highly complex spatio-temporal behaviour. Here we apply superstatistical data analysis techniques to measured frequency fluctuations in the Nordic Grid. We study the increment statistics and extract the relevant time scales and superstatistical distribution functions from the data. We show that different synchronous recordings of power-grid frequency have very distinct stochastic fluctuations with different types of superstatistics at different spatial locations, and with transitions from one superstatistics to another when the time lag of the increment statistics is changed.

physics.soc-ph↗

arXiv2021

How Decentral Smart Grid Control limits non-Gaussian power grid frequency fluctuations

Frequency fluctuations in power grids, caused by unpredictable renewable energy sources, consumer behavior and trading, need to be balanced to ensure stable grid operation. Standard smart grid solutions to mitigate large frequency excursions are based on centrally collecting data and give rise to security and privacy concerns. Furthermore, control of fluctuations is often tested by employing Gaussian perturbations. Here, we demonstrate that power grid frequency fluctuations are in general non-Gaussian, implying that large excursions are more likely than expected based on Gaussian modeling. We consider real power grid frequency measurements from Continental Europe and compare them to stochastic models and predictions based on Fokker-Planck equations. Furthermore, we review a decentral smart grid control scheme to limit these fluctuations. In particular, we derive a scaling law of how decentralized control actions reduce the magnitude of frequency fluctuations and demonstrate the power of these theoretical predictions using a test grid. Overall, we find that decentral smart grid control may reduce grid frequency excursions due to both Gaussian and non-Gaussian power fluctuations and thus offers an alternative pathway for mitigating fluctuation-induced risks.

eess.SY↗

arXiv2021

Isolating the impact of trading on grid frequency fluctuations

To ensure reliable operation of power grids, their frequency shall stay within strict bounds. Multiple sources of disturbances cause fluctuations of the grid frequency, ranging from changing demand over volatile feed-in to energy trading. Here, we analyze frequency time series from the continental European grid in 2011 and 2017 as a case study to isolate the impact of trading. We find that trading at typical trading intervals such as full hours modifies the frequency fluctuation statistics. While particularly large frequency deviations in 2017 are not as frequent as in 2011, large deviations are more likely to occur shortly after the trading instances. A comparison between the two years indicates that trading at shorter intervals might be beneficial for frequency quality and grid stability, because particularly large fluctuations are substantially diminished. Furthermore, we observe that the statistics of the frequency fluctuations do not follow Gaussian distributions but are better described using heavy-tailed and asymmetric distributions, for example Lévy-stable distributions. Comparing intervals without trading to those with trading instances indicates that frequency deviations near the trading times are distributed more widely and thus extreme deviations are orders of magnitude more likely. Finally, we briefly review a stochastic analysis that allows a quantitative description of power grid frequency fluctuations.

q-fin.ST↗

arXiv2020

Discontinuous transition to loop formation in optimal supply networks

The structure and design of optimal supply networks is an important topic in complex networks research. A fundamental trait of natural and man-made networks is the emergence of loops and the trade-off governing their formation: adding redundant edges to supply networks is costly, yet beneficial for resilience. Loops typically form when costs for new edges are small or inputs uncertain. Here, we shed further light on the transition to loop formation. We demonstrate that loops emerge discontinuously when decreasing the costs for new edges for both an edge-damage model and a fluctuating sink model. Mathematically, new loops are shown to form through a saddle-node bifurcation. Our analysis allows to heuristically predict the location and cost where the first loop emerges. Finally, we unveil an intimate relationship among betweenness measures and optimal tree networks. Our results can be used to understand the evolution of loop formation in real-world biological networks.

physics.soc-ph↗

arXiv2020

Open data base analysis of scaling and spatio-temporal properties of power grid frequencies

The electrical energy system has attracted much attention from an increasingly diverse research community. Many theoretical predictions have been made, from scaling laws of fluctuations to propagation velocities of disturbances. However, to validate any theory, empirical data from large-scale power systems are necessary but are rarely shared openly. Here, we analyse an open data base of measurements of electric power grid frequencies across 17 locations in 12 synchronous areas on three continents. The power grid frequency is of particular interest, as it indicates the balance of supply and demand and carries information on deterministic, stochastic, and control influences. We perform a broad analysis of the recorded data, compare different synchronous areas and validate a previously conjectured scaling law. Furthermore, we show how fluctuations change from local independent oscillations to a homogeneous bulk behaviour. Overall, the presented open data base and analyses constitute a step towards more shared, collaborative

physics.soc-ph↗

arXiv2020

Topological theory of resilience and failure spreading in flow networks

Link failures in supply networks can have catastrophic consequences that can lead to a complete collapse of the network. Strategies to prevent failure spreading are thus heavily sought after. Here, we make use of a spanning tree formulation of link failures in linear flow networks to analyse topological structures that prevent failures spreading. In particular, we exploit a result obtained for resistor networks based on the \textit{Matrix tree theorem} to analyse failure spreading after link failures in power grids. Using a spanning tree formulation of link failures, we analyse three strategies based on the network topology that allow to reduce the impact of single link failures. All our strategies do not reduce the grid's ability to transport flow or do in fact improve it - in contrast to traditional containment strategies based on lowering network connectivity. Our results also explain why certain connectivity features completely suppress any failure spreading as reported in recent publications.

physics.soc-ph↗

arXiv2020

Inhibiting failure spreading in complex networks

In our daily lives, we rely on the proper functioning of supply networks, from power grids to water transmission systems. A single failure in these critical infrastructures can lead to a complete collapse through a cascading failure mechanism. Counteracting strategies are thus heavily sought after. In this article, we introduce a general framework to analyse the spreading of failures in complex networks and demonstrate that both weak and strong connections can be used to contain damages. We rigorously prove the existence of certain subgraphs, called network isolators, that can completely inhibit any failure spreading, and we show how to create such isolators in synthetic and real-world networks. The addition of selected links can thus prevent large scale outages as demonstrated for power transmission grids.

physics.soc-ph↗

arXiv2020

Dynamically induced cascading failures in power grids

Reliable functioning of infrastructure networks is essential for our modern society. Cascading failures are the cause of most large-scale network outages. Although cascading failures often exhibit dynamical transients, the modeling of cascades has so far mainly focused on the analysis of sequences of steady states. In this article, we focus on electrical transmission networks and introduce a framework that takes into account both the event-based nature of cascades and the essentials of the network dynamics. We find that transients of the order of seconds in the flows of a power grid play a crucial role in the emergence of collective behaviors. We finally propose a forecasting method to identify critical lines and components in advance or during operation. Overall, our work highlights the relevance of dynamically induced failures on the synchronization dynamics of national power grids of different European countries and provides methods to predict and model cascading failures.

nlin.AO↗

arXiv2020

Three stages in the co-transformation of the energy and mobility sector

Renewable electricity sources such as wind and solar have shown a remarkable development in terms of efficiency, costs and availability, but system integration still remains a challenge. Realizing a fully renewable electricity supply will require large scale storage technologies and flexible users to overcome long periods of low power generation. At the same time, other sectors such as mobility and industry must be electrified to replace fossil fuels. Power-to-Methane is a promising technology as it enables large-scale energy storage and sector coupling using existing infrastructures. In this work, we analyze the co-transformation of the German electricity, mobility and industry sector taking into account the recent decisions for coal phase out until 2038. We evaluate the necessary capacities of renewables and storage sizes as well as system costs and associated emissions using a techno-economic optimization model with a high technological and temporal resolution in the open source framework OSeMOSYS. We find three rather different stages of the transformation driven by the decreasing emission gap and the coal phase out. Solar power is expanded vastly until 2030, then coal is replaced mainly by fossil natural gas until 2040. Emission caps become very challenging afterwards such that all flexibility options are greatly expanded: Storage, curtailment and flexible Power-to-Methane.

physics.soc-ph↗

arXiv2020

Predictability of Power Grid Frequency

The power grid frequency is the central observable in power system control, as it measures the balance of electrical supply and demand. A reliable frequency forecast can facilitate rapid control actions and may thus greatly improve power system stability. Here, we develop a weighted-nearest-neighbor (WNN) predictor to investigate how predictable the frequency trajectories are. Our forecasts for up to one hour are more precise than averaged daily profiles and could increase the efficiency of frequency control actions. Furthermore, we gain an increased understanding of the specific properties of different synchronous areas by interpreting the optimal prediction parameters (number of nearest neighbors, the prediction horizon, etc.) in terms of the physical system. Finally, prediction errors indicate the occurrence of exceptional external perturbations. Overall, we provide a diagnostics tool and an accurate predictor of the power grid frequency time series, allowing better understanding of the underlying dynamics.

physics.soc-ph↗

arXiv2020

Economic Viability and Infrastructure Requirements for the Electrification of Highway Traffic

Battery electric vehicles are rapidly entering the market. Their success offers great opportunities for the decarbonization of the transport sector, but also pose new challenges to energy infrastructures. Public charging stations must be built and power grids may become congested. In this article, we analyze the optimal layout and operation of charging systems along highways using a high-resolution optimization model. We discuss the economic viability and identify potential roadblocks impeding a rapid build-up of electric mobility. We find that congestion of regional distribution grids becomes a serious issue already for a moderate market penetration of electric vehicles. While peak loads can be handled by battery electric storage systems, the grid connection fundamentally limits the total amount of cars that can be served per day. Our results further highlight the interdependency of different sectors and the importance of regional infrastructures during the transformation to a sustainable energy system. Given the long time period needed for the planning and realization of infrastructure measures, rapid decisions are imperative.

physics.soc-ph↗