Mathematical Modelling, Simulation and Optimization using...

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CRC/Transregio 154 Mathematical Modelling, Simulation and Optimization using the Example of Gas Networks Alexander Martin 15.03.2015

Transcript of Mathematical Modelling, Simulation and Optimization using...

Page 1: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

CRC/Transregio 154Mathematical Modelling, Simulation and Optimization

using the Example of Gas Networks

Alexander Martin15.03.2015

Page 2: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

CRC/Transregio 154Overview

Alexander Martin

Page 3: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Mathematical modeling, simulation, and optimization

Modeling and numerical simulationexistence, uniqueness, regularityeffizient algorithms, convergence, error control

Nonlinear optimization and controlefficient algorithms, convergence, error controllocal optima and their characterization

Integer programmingglobally optimalanalysis of the solution space c

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 3

Page 4: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Mathematical modeling, simulation, and optimization

Modeling and numerical simulationexistence, uniqueness, regularityeffizient algorithms, convergence, error control

Nonlinear optimization and controlefficient algorithms, convergence, error controllocal optima and their characterization

Integer programmingglobally optimalanalysis of the solution space c

Coupling: integer and continuous

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 3

Page 5: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Mathematical modeling, simulation, and optimization

Modeling and numerical simulationexistence, uniqueness, regularityeffizient algorithms, convergence, error control

Nonlinear optimization and controlefficient algorithms, convergence, error controllocal optima and their characterization

Integer programmingglobally optimalanalysis of the solution space c

Coupling: integer and continuousactive research area

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 3

Page 6: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Mathematical modeling, simulation, and optimization

Modeling and numerical simulationexistence, uniqueness, regularityeffizient algorithms, convergence, error control

Nonlinear optimization and controlefficient algorithms, convergence, error controllocal optima and their characterization

Integer programmingglobally optimalanalysis of the solution space c

Coupling: integer and continuous with uncertaintyactive research areauncertain data

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 3

Page 7: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Mathematical modeling, simulation, and optimization

Modeling and numerical simulationexistence, uniqueness, regularityeffizient algorithms, convergence, error control

Nonlinear optimization and controlefficient algorithms, convergence, error controllocal optima and their characterization

Integer programmingglobally optimalanalysis of the solution space c

Coupling: integer and continuous with uncertaintyactive research areauncertain datageneral methods out-of-reach

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 3

Page 8: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Networks are inherently discreteVentil a with switching variable sa ∈ {0, 1}

sa = 0 ⇒ qa = 0sa = 1 ⇒ pi = pj

Physics are inherently continuous

∂ρ

∂t+

∂(ρv)∂x

= 0

∂(ρv)∂t

+∂(ρv2 + p)

∂x+ gρ

∂h∂x

2Dρ |v | v = 0

∂E∂t

+∂(Ev + pv)

∂x+ Aρvg

∂h∂x

+ π D cHT (T − Tsoil) = 0.

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 4

Page 9: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Networks are inherently discrete/switchingVentil a with switching variable sa ∈ {0, 1}

sa = 0 ⇒ qa = 0sa = 1 ⇒ pi = pj

Physics are inherently continuous/switching

∂ρ

∂t+

∂(ρv)∂x

= 0

∂(ρv)∂t

+∂(ρv2 + p)

∂x+ gρ

∂h∂x

2Dρ |v | v = 0

∂E∂t

+∂(Ev + pv)

∂x+ Aρvg

∂h∂x

+ π D cHT (T − Tsoil) = 0.

PORZ_VS-S(11p/s, 12p/s)

PORZ_VS-H(5, 6)

PORZ_VS-H1(5, 6)

VA_193 VA_192 VA_198

VA_

VA_194 VA_195 VA_199

PI_798 VA_198O0003 80060012008

VA_192I

PI_799 VA_199O0004

VA_193O

PI_863

HEROS-H-S-FI

800600120010

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 4

Page 10: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Networks are inherently discrete/switchingVentil a with switching variable sa ∈ {0, 1}

sa = 0 ⇒ qa = 0sa = 1 ⇒ pi = pj

Physics are inherently continuous/switching

∂ρ

∂t+

∂(ρv)∂x

= 0

∂(ρv)∂t

+∂(ρv2 + p)

∂x+ gρ

∂h∂x

2Dρ |v | v = 0

∂E∂t

+∂(Ev + pv)

∂x+ Aρvg

∂h∂x

+ π D cHT (T − Tsoil) = 0.

PORZ_VS-S(11p/s, 12p/s)

PORZ_VS-H(5, 6)

PORZ_VS-H1(5, 6)

VA_193 VA_192 VA_198

VA_

VA_194 VA_195 VA_199

PI_798 VA_198O0003 80060012008

VA_192I

PI_799 VA_199O0004

VA_193O

PI_863

HEROS-H-S-FI

800600120010

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 4

Page 11: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Networks are inherently discrete/switchingVentil a with switching variable sa ∈ {0, 1}

sa = 0 ⇒ qa = 0sa = 1 ⇒ pi = pj

Physics are inherently continuous/switching

∂ρ

∂t+

∂(ρv)∂x

= 0

∂(ρv)∂t

+∂(ρv2 + p)

∂x+ gρ

∂h∂x

2Dρ |v | v = 0

∂E∂t

+∂(Ev + pv)

∂x+ Aρvg

∂h∂x

+ π D cHT (T − Tsoil) = 0.

PORZ_VS-S(11p/s, 12p/s)

PORZ_VS-H(5, 6)

PORZ_VS-H1(5, 6)

VA_193 VA_192 VA_198

VA_

VA_194 VA_195 VA_199

PI_798 VA_198O0003 80060012008

VA_192I

PI_799 VA_199O0004

VA_193O

PI_863

HEROS-H-S-FI

800600120010

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 4

Page 12: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networksGas networks are very big

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 5

Page 13: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networksGas networks are very big

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 5

Page 14: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networksGas networks are very big

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 5

Page 15: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networksGas networks are very big

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 5

Page 16: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Gas plays a major role in the tranformation of the energysystem

Gas . . .is sufficiently available (within this time period)is promptly disposableis storableis traded

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 6

Page 17: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Exact methods are necessaryin optimization andin simulation (via error estimators)

Entries

Exits

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 7

Page 18: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Exact methods are necessaryin optimization andin simulation (via error estimators)

Entries

Exitsbooked capacity

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 7

Page 19: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Exact methods are necessaryin optimization andin simulation (via error estimators)

Entries

Exitsbooked capacity

10 5

520

10

Nomination A

5 5

00

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 7

Page 20: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Exact methods are necessaryin optimization andin simulation (via error estimators)

Entries

Exitsbooked capacity

10 5

520

10

Nomination A

5 5

00

10

Nomination B

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 7

Page 21: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Exact methods are necessaryin optimization andin simulation (via error estimators)

Distinction stationary/instationary is relevantMarket assumes stationary situationsPhysics are instationary

Entries

Exitsbooked capacity

10 5

520

10

Nomination A

5 5

00

10

Nomination B

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 7

Page 22: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Gas networks

Exact methods are necessaryin optimization andin simulation (via error estimators)

Distinction stationary/instationary is relevantMarket assumes stationary situationsPhysics are instationary

Uncertaintiesat the entry/exit nodesin the model parameters

Entries

Exitsbooked capacity

10 5

520

10

Nomination A

5 5

00

10

Nomination B

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 7

Page 23: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Mathematical questions and goalsusing the example feasibility/infeasibility

In-/feasibilty of nominations

Consistent hierarchy of models and their coupling

Error estimators and controls

Exact methods and their coupling

We need ...a global mathematical understanding of the input/output behaviour ofoptimally controlled dynamic networks

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 8

Page 24: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork

• Graduate school

• Integration in excellent existing structuresBMS, CE, ESE, EnCN, . . .

• common data base• Demonstrators

Demo OPT OPT SIM Un- ModelMINLP ODE/PDE certainty Coupling

Nomination A07 A01, A05, B02 C02 B04, B05, C03 B03

Power Plant A04 A02 C02, C04 A03

Storage B07, A05 A02 B01, C04 B06 B01, B03

Berlin, Darmstadt, Erlangen, Duisburg

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 9

Page 25: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork

• Graduate school• Integration in excellent existing structures

BMS, CE, ESE, EnCN, . . .

• common data base• Demonstrators

Demo OPT OPT SIM Un- ModelMINLP ODE/PDE certainty Coupling

Nomination A07 A01, A05, B02 C02 B04, B05, C03 B03

Power Plant A04 A02 C02, C04 A03

Storage B07, A05 A02 B01, C04 B06 B01, B03

Berlin, Darmstadt, Erlangen, Duisburg

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 9

Page 26: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork

• Graduate school• Integration in excellent existing structures

BMS, CE, ESE, EnCN, . . .• common data base

• Demonstrators

Demo OPT OPT SIM Un- ModelMINLP ODE/PDE certainty Coupling

Nomination A07 A01, A05, B02 C02 B04, B05, C03 B03

Power Plant A04 A02 C02, C04 A03

Storage B07, A05 A02 B01, C04 B06 B01, B03

Berlin, Darmstadt, Erlangen, Duisburg

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 9

Page 27: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork

• Graduate school• Integration in excellent existing structures

BMS, CE, ESE, EnCN, . . .• common data base• Demonstrators

Demo OPT OPT SIM Un- ModelMINLP ODE/PDE certainty Coupling

Nomination A07 A01, A05, B02 C02 B04, B05, C03 B03

Power Plant A04 A02 C02, C04 A03

Storage B07, A05 A02 B01, C04 B06 B01, B03

Berlin, Darmstadt, Erlangen, Duisburg

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 9

Page 28: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork within Demonstrator 1How to get from Nomination A to Nomination B

• •

• • •

Entries

Exits

Nomination A

5 5

00

10

Nomination B

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 10

Page 29: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork within Demonstrator 1How to get from Nomination A to Nomination B

stationary/instationary:B07/07 Combinatorial decisions (on large networks)A01/05 Corresponding optimal control

C02 Physical Validation

• •

• • •

Entries

Exits

Nomination A

5 5

00

10

Nomination B

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 10

Page 30: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork within Demonstrator 1How to get from Nomination A to Nomination B

stationary/instationary:B07/07 Combinatorial decisions (on large networks)A01/05 Corresponding optimal control

C02 Physical Validation

Complemented byC03 an analysis of reachabilityB03 regulation of the solution interfaces

• •

• • •

Entries

Exits

Nomination A

5 5

00

10

Nomination B

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 10

Page 31: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Teamwork within Demonstrator 1How to get from Nomination A to Nomination B

stationary/instationary:B07/07 Combinatorial decisions (on large networks)A01/05 Corresponding optimal control

C02 Physical Validation

Complemented byC03 an analysis of reachabilityB03 regulation of the solution interfaces

Impact of uncertaintiesB04/05 Existence of flows with chance constraints

B02 Robust Identification of paramaters at smallscale

• •

• • •

Entries

Exits

Nomination A

5 5

00

10

Nomination B

10 5

520

10

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 10

Page 32: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

Topics across projects and sites

Topic Berlin Darmstadt Erlangen Essen

Discretization C02 C04, B01 C02

Uncertainty B04 B06, C03 B05, C03

Switching Systems A03 A02 B02

Infeasibility A07 A01 A05, B07

Error Estimators / Control B03, C02 B01 C02

Model Coupling A04, B03 B01 A03

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 11

Page 33: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

TRR 154’s future

Gas networks

• Marketability

• Security of Supply

• Coupling of energycarriers

Mathematics

• Model extentions

• Increase inComplexity

• Multiscales anduncertainties

• MultilevelOptimization

• Coupling networkswith physicaltransport

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 12

Page 34: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

TRR 154’s future

Gas networks

• Marketability

• Security of Supply

• Coupling of energycarriers

Mathematics

• Model extentions

• Increase inComplexity

• Multiscales anduncertainties

• MultilevelOptimization

• Coupling networkswith physicaltransport

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 12

Page 35: Mathematical Modelling, Simulation and Optimization using ...cost-td1207.zib.de/.../meeting-cost-trr514-martin_2.pdfEntries Exits booked capacity 10 5 5 20 10 Nomination A 5 0 0 10

TRR 154’s future

Gas networks

• Marketability

• Security of Supply

• Coupling of energycarriers

Mathematics

• Model extentions

• Increase inComplexity

• Multiscales anduncertainties

• MultilevelOptimization

• Coupling networkswith physicaltransport

15.03.2015 | A. Martin | CRC/Transregio 154: Overview 12