PhD thesis_Jeanne Andersen

130 Pages·2015·1.26 MB·English

2015-10
Jeanne Andersen
PhD Thesis
Modelling and Optimisation of
Renewable Energy Systems
DEPARTMENT OF ECONOMICS AND BUSINESS
AARHUS UNIVERSITY (cid:2) DENMARK
M
ODELLING AND OPTIMISATION
OF
RENEWABLE ENERGY SYSTEMS
By
Jeanne Andersen
Supervisor: KimAllanAndersen
APhDthesissubmittedtotheSchoolofBusinessandSocialSciences,AarhusUniversity,in
partialfulfillmentofthePhDdegreeinEconomicsandBusiness
March2015

Summary
This thesis consists of three chapters, each of which constitutes a self-contained research pa-
per. The three papers are all related to the modelling of optimisation problems within energy
systems.
Inthefirsttwopapers,welookatelectricitysystemoperationswithinthehour,wheresup-
ply and demand of electricity have to be balanced. In the papers, we present two proactive
models. Based on forecasted imbalances between supply and demand, the models aim at re-
ducing intra-hour balancing cost by optimally adjusting the production level before real-time
operationbyutilisingmanualreserves. Inbothpapers,weseethattakingaproactiveapproach
entails substantially lower cost than letting automatic reserves handle all the imbalances real-
time.
In the first paper, we propose a mixed integer deterministic model for the intra-hour bal-
ancing problem. We investigate the Danish system, where wind power is highly used and a
major source for intra-hour imbalances between supply and demand. We find that balancing
costdonotoutweighthebenefitsofthefluctuatinginexpensivewindpower.
Thesecondpaperisanextensionofthefirstpaper. Here,wepresentatwo-stagestochastic
mixedintegermodelfortheintra-hourbalancingproblem. Themodelcapturestheuncertainty
intheforecastsofwindpowerproductionbygeneratingscenariosforthepredictionerrors. We
compare the stochastic and the deterministic solutions to the solution of perfect foresight and
find that prediction errors entail huge balancing cost. Furthermore, we see that the stochastic
solution incorporates a buffer when activating manual reserves compared to the determinis-
tic solution. Incorporation of this buffer results in higher expected cost, but the actual cost
incurredislowerinmostoftheinvestigatedcases.
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In the last paper, we look at an environmental supplement or alternative to wind power.
Here, we present a mixed integer linear model, which can be used to design the supply chain
networkforbiomass. Improvingthelogisticsofbiomass-to-energysupplychainsisarequire-
mentforenablingbiomassasaneconomicalandenvironmentallysoundadditionallong-term
sourceofenergy. Thedesignofthesupplychainnetworkisimportantforachievingefficiency
in logistics operations, and it involves long-term decisions regarding transport flows, capaci-
ties,aswellasthenumberandtypesoffacilitiesusedinthenetworkforprovidingbiomassand
transformingitintoenergy. Inourcasetheparticularbiomassisstrawthatmay be converted
into compressed briquettes. In addition to other models for biomass supply chain design, we
optimise the network design together with the truck routes. The paper is a preliminary ver-
sion as we have not yet received all the necessary data needed to run the model on our full
Danish case study (design of the supply chain network and transportation routes for the new
bioethanolplantatMaabjerg). Fornow,weproposeaLagrangianrelaxationbyvariablesplit-
ting as the solution method. On small test instances, this method provides reasonable gaps
betweenupperandlowerboundsontheobjectivefunctionvalue. StandardsolversasCPLEX
are not able to solve some of these small instances, which indicate a need for a tailor-made
algorithmtosolvetheproblem.
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Resumé
Denneph.d.-afhandlingbeståraftreuafhængigeartiklerihvertsitkapitel,somalleerrelateret
tilmodelleringenafoptimeringsproblemerindenforenergisystemer.
Idetoførsteartiklerservipåelsystemetsdriftindenfordenenkeltetime,hvorudbudog
efterspørgsel af elektricitet skal balanceres. Vi præsenterer to proaktive optimeringsmodeller,
som,baseretpåforudsigelserafubalancermellemudbudogefterspørgsel,prøveratreducere
balanceringsomkostningerne ved at justere produktionsniveauet med manuelle reserver før
selve drifttidspunktet. Vi ser i begge artikler, at den proaktive tilgang resulterer i betydeligt
lavereomkostningerendhvisviventermedathåndtereubalancernetilselvedrifttidspunktet,
hvorautomatiskereserverbenyttes.
Viforeslåridenførsteartikelendeterministiskmodeltilatbeskrivebalanceringsproblemet
inden for timen. Vindenergi er en kæmpe kilde til ubalancer inden for timen mellem udbud
og efterspørgsel af elektricitet. I den førte artikel undersøger vi derfor effekten balancemæs-
sigt af vindenergi i det danske system, hvor det dækker en stor del af elforbruget. Det viser
sig, at selvom fluktuerende vindenergi skaber større ubalancer i elsystemet jo mere vind der
inkluderes,såerfordeleneveddenbilligevindkraftrentomkostningsmæssigtlangtstørreend
ulemperne.
Den anden artikel ligger i forlængelse af den første og her præsenterer vi en stokastisk
modeltilat beskrivebalanceringsproblemetindenfortimen. Modellenfangerusikkerheden i
forudsigelserneafproduktionenafvindenergivedatgenererescenarierforfejlenivindenergi-
prognoserne. Vi sammenligner den stokastiske løsning og den deterministiske løsning med
løsningengivetvedperfektfremsynethedogser,atprognosefejlenemedførerbetydeligebalan-
ceringsomkostninger. Endvidereservi,atdenstokastiskeløsning,setiforholdtildendetermi-
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nistiskeløsning, inkorporererenbuffer, nårdenaktiverermanuellereserver. Inkorporeringen
af denne buffer resulterer i højere forventede omkostninger, men de aktuelle omkostninger er
tilgengældlavereideflesteafdeundersøgtetestinstanser.
I den sidste artikel ser vi på et miljøvenligt supplement eller alternativ til vindenergien.
Herpræsenterervienblandetheltalsmodel,somkanbrugestilatdesignenetværketforforsy-
ningskæden af biomasse. Forbedringer af logistikken i forsyningskæden biomasse-til-energi
er en betingelse for, at biomasse bliver en økonomisk og miljørigtig langvarig kilde til energi.
Designet af netværket for forsyningskæden er af yderste vigtighed for at opnå effektivitet i
logistikken. Optimering af netværket involverer langsigtede beslutninger vedrørende trans-
porten og kapaciteter såvel som hvor mange og hvilke typer anlæg, der skal bruges for at
tilvejebringebiomasseogtransformeredettilenergi. Ivorestilfældevilbiomassenværehalm,
somkankonverterestilbriketter. Iforholdtilandreoptimeringsmodellerfordesignafforsyn-
ingskæderafbiomasseoptimerervinetværketsamtidigmed,atvioptimererlastbilernesruter.
Daviendnuikkeharaltdatatilrådighedtilatkunnekøremodellenpåvoresfuldecase(design
af forsyningskæde samt transportruter for den nye bioethanol fabrik ved Maabjerg), er denne
artikel en foreløbig version. I denne version foreslår vi Lagrange relaksation med opdeling
af variabler (variable splitting) som løsningsmetode. På mindre test instanser giver metoden
forholdsvissmåforskellemellemøvreognedregrænserforobjektfunktionsværdierne. Nogle
afdissemindreinstansererenstandardsolversomCPLEXikkeistandtilatløse,hvilketviser
behovetforatudvikleenspecialdesignetløsningsmetodeforproblemstillingen.
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Preface
I have prepared this thesis during my enrollment as a PhD student at the Department of Eco-
nomics and Business, Aarhus University, in the period from January 2011 to March 2015. My
PhD project has been funded by CFEM (Center for Foundations of Electronic Markets) which
inturnisfundedbytheDanishCouncilofStrategicResearch.
During my PhD studies, I had two small internships and a temporary employment at the
Danishtransmissionsystemoperator,Energinet.dk. Theinternshipswerein2011andthetem-
poraryemploymentwasintheperiodfromSeptember2012toFebruary2013. Eventhoughmy
employment at Energinet.dk was not directly related to my PhD studies, I learned a lot about
electricitysystemsandmarketswhichIthinkhasbeenahugeassetformethroughouttherest
ofmystudies. However,ithasalsobeenachallengetocombineknowledgeofrealworldprob-
lems and approaches with the academic discipline. It has especially been difficult to find the
balancewherearealworldproblemwasdescribedgoodenough,whileanacademicapproach
stillwasmaintained.
On the personal level I was fortunate to become mother to a wonderful boy in late 2013.
Even though it has not been easy to manage both motherhood and writing this thesis, it has
also brought structure and happiness into the writing process; it has just been lovely to have
these small joyful moments of pause that naturally occur when spending time with a small
child.
Acknowledgement
First and foremost, I want to express my gratitude to the Department of Economics and Busi-
ness for providing an excellent research environment and to CFEM for providing financial
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support.
I want to thank my supervisor Kim Allan Andersen for encouraging me to write a PhD,
and for being a moral support throughout the years. Even though the project did not follow
the original plan, he never doubted me, and he always protected my interests for which I am
trulygrateful.
I want to give a special thanks to my co-supervisor, Nina Kildegaard Detlefsen. She has
alwaysbeentherewhenIneededsupportaswellaswhenIjustneededtogetfrustrationsout
in the open. Furthermore, we have had many fruitful academic discussions which definitely
hasimprovedthecontentofthisPhDthesis.
Iwanttothankmydearfriendandcollaborator, DitteMølgårdHeide-Jørgensen, whoisa
co-author on my first paper. Even though we have had some challenges, pregnancies among
other things, we have kept our friendship and learned a lot from each other. It has been a
privilegetoworkwithher!
I also want to give a special thanks to Trine Krogh Boomsma, who is also a co-author on
my first paper. She did not have an easy task of supervising the paper, since she where not
involvedfromthebeginning, butshenevergaveuponus. Ialsowanttothankherforallthe
workshehasputintocommentingoneverythingIhavesenther-eventhoughitcameback
moreredthanblackIamtrulygrateful,andIthinkithasmademeabetterwriter.
FromMarchtoJune2012,IvisitedAsgeirTomasgardattheDepartmentofIndustrialEco-
nomics and Technology Management at NTNU, Trondheim. It was an interesting period,
where I had the opportunity to be in a research environment with people who were inter-
estedinproblemssimilartomine. IamtrulygratefultoAsgeirforhostingmystayandforour
collaborationonmysecondpaper. DuringmystayinNorway,AsgeirintroducedmetoMichal
KautatSINTEF,Trondheim. IwanttothankMichalforourcollaborationonmysecondpaper.
Ialsowanttothankmyco-authorsonthethirdpaper,AndreasKloseandClausAageGrøn
Sørensen. Ithinkithasbeenaninterestingprojectandaverygoodcollaboration.
Another person I want to give a special thank is Stephan Wöllner, who I met during my
stays at Energinet.dk. Stephan has been a good colleague and he has made a lot of effort in
making SimBa, a model from Energinet.dk, deliver the necessary data in the correct format,
such that it could be used in my second project. I also want to express my gratitude to En-
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erginet.dkforprovidingdata,lendingmodels,fortheirhospitalityduringmytwointernships.
Also, I want to thank my colleagues at CORAL and my fellow PhD students. I specially
want to thank Camilla Pisani, David Sloth Pedersen, Lene Gilje Justesen, Lukas Bach, Maria
ElbekAndersen,MarieHerly,RezaPourmoayed,SamiraMirzaei,SuneLauthGadegaard,Tine
Louise Mundbjerg Eriksen, Tue Rauff Lind Christensen, and Viktoryia Buhayenko. The last
fouryearswouldnothavebeenthesamewithoutyouguys!
Lastbutnotleast,Iwanttogiveaspecialthanktomyfamilyandespeciallymyboyfriend,
MortenLeanderPetersen,forbelievinginmeandforallthesupporthehasgivenme. Icanonly
imaginehowitmusthavebeenforhimthroughoutthelastcoupleofyears,andespeciallythe
last couple of months, while I have been writing this thesis. I really appreciate all his support
andhiseffortstomakemylifeeasier. Ilovehimwithallofmyheart!
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