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Mihály András Vághy

Publications and source records attributed to Mihály András Vághy.

3 recordsLinked to original sources

Optimal bidding in multiperiod day-ahead electricity markets assuming non-uniform uncertainty of clearing prices

In a recent publication, using a simple two-period model, which is already capable to capture essential non-convex multiperiod bids, Richstein et al. have shown that in the case of optimal bidding, multi-part bidding always ensures a higher expected profit for the bidder, compared to simple bidding and block-bidding. The model proposed in their analysis assumes a uniform distribution of the market-clearing prices in both periods. In this paper, we study how the conclusions of the analysis are affected, if a very simple, symmetric, stepwise-constant but non-uniform distribution is assumed in the case of the market-clearing price. We show that the results of Richstein et al. also hold in this case.

econ.GN↗

Asymptotic stability of delayed complex balanced reaction networks with non-mass action kinetics

We consider delayed chemical reaction networks with generalized kinetics of product form and show that complex balancing implies that within each positive stoichiometric compatibility class there is a unique positive equilibrium that is locally asymptotically stable relative to its class. The main tools of the proofs are respectively a version of the well-known classical logarithmic Lyapunov function applied to kinetic systems and its generalization to the delayed case as a Lyapunov-Krasovskii functional. Finally, we demonstrate our results through illustrative examples.

math.DS↗

Neumann-Neumann type domain decomposition of elliptic problems on metric graphs

In this paper we develop a Neumann-Neumann type domain decomposition method for elliptic problems on metric graphs. We describe the iteration in the continuous and discrete setting and rewrite the latter as a preconditioner for the Schur complement system. Then we formulate the discrete iteration as an abstract additive Schwarz iteration and prove that it convergences to the finite element solution with a rate that is independent of the finite element mesh size. We show that the condition number of the Schur complement is also independent of the finite element mesh size. We provide an implementation and test it on various examples of interest and compare it to other preconditioners.

math.NA↗