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Solving equilibrium problems using extended mathematical programming

We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multiple optimization problems with equilibrium constraints, and (quasi-) variational inequalities, and computing solutions of them from modeling languages. We define a new set of constructs with which users annotate variables and equations of the model to describe equilibrium and variational problems. Our constructs enable a natural translation of the model from one formulation to another more computationally tractable form without requiring the modeler to supply derivatives. In the context of many independent agents in the equilibrium, we facilitate expression of sophisticated structures such as shared constraints and additional constraints on their solutions. We define shared variables and demonstrate their uses for sparse reformulation, economic equilibrium problems sharing economic states, mixed pricing behavior of agents, and so on. We give some equilibrium and variational examples from the literature and describe how to formulate them using our framework. Experimental results comparing performance of various complementarity formulations for shared variables are provided. Our framework has been implemented and is available within GAMS/EMP.

Equilibrium programming↗

Stochastic Strategic Participation of Active Distribution Networks With High-Penetration DERs in Wholesale Electricity Markets

With the increasing penetration of distributed energy resources (DERs), traditional distribution networks as load-serving entities in wholesale electricity markets, now evolve towards active distribution networks (ADNs) which can proactively participate in wholesale markets by optimally controlling the DERs in their networks. A stochastic bilevel optimization model is proposed in this paper for the strategic participation of ADNs and DERs to provide energy and grid services in wholesale electricity markets. The bilevel optimization model can capture the interactions between the ADN and the wholesale energy and ancillary service markets, considering the uncertainties of DERs in the ADN. In the upper-level model, the ADN makes optimal decisions on energy and reserve bidding considering the availability, uncertainties, and flexibility of DERs. The joint energy and reserve market-clearing of the independent system operator (ISO) is modeled as the lower-level problem. Using strong duality theory and Karush-Kuhn Tucker (KKT) conditions, the proposed bilevel optimization problem is reformulated as mathematical programming with equilibrium constraints (MPEC) problem and further converted into a computationally-solvable mixed-integer second-order-cone programming (MISOCP) model. The simulation results demonstrate the effectiveness of the model and the interactions between an ADN and wholesale electricity markets.

active distribution network↗

Modeling the Strategic Behavior of an Active Distribution Network in the ISO Markets

With increasing integration of distributed energy resources (DERs), active distribution networks (ADNs) can actively participate in the electricity markets by dispatching their DERs, which can change the existing electricity market paradigm. It is essential to investigate the strategic behaviors of ADNs and their DER dispatch when they participate in the wholesale market as price-makers. This paper proposes a bi-level optimization model to study the strategic behavior of an ADN in both energy and reserve markets. The optimal scheduling of DERs in the ADN is modeled as the upper level problem and the joint energy and reserve market-clearing of the ISO is modeled as the lower-level problem. The two-level optimization models exchange bidding information and energy/reserve prices with each other. The proposed bi-Ievel optimization problem is converted to a mathematical programming with equilibrium constraints (MPEC) by using Karush-Kuhn Tucker (KKT) conditions and strong duality theory. Further, the MPEC problem is reformulated as a computationally-solvable mixed integer second order cone programming (MISOCP) model. The simulation results on an illustrative case demonstrate the impact of the strategic bidding of the ADN on the day-ahead energy and reserve market prices.

active distribution network↗

Electrochemically-Induced Phase Transformations in Battery Storage Compounds (Final Technical Report)

Compounds of interest for ion storage in advanced batteries frequently exhibit phase transformations as the working ion concentration varies. Under large electrochemical driving forces inherent to practical use, systems are often driven far from equilibrium. This program combines experiments and theory to understand the phase transition behavior of ion insertion compounds when electrochemically driven far from equilibrium. As model systems, we focus on alkaline metal phosphates AMPO4 (A = alkali; M = first row transition metal) of olivine structure, which are both technologically interesting and ideally suited for fundamental study due to the ability to systematically tune transformation strain, and along with it, the phase transformation pathway. Behavior in compositions having large transformation strains (~15 vol%) requiring plasticity for strain accommodation is emphasized. Experimental techniques include operando characterization of structure while simultaneously varying electrokinetic parameters, and high resolution microscopy of nanoscale and interfacial phenomena. Phase-field modeling is used to model the thermodynamics and kinetics of competing transformation pathways, extended to include the effects of plasticity, and integrated with porous electrode kinetic theory to treat multi-particle effects. Success in this project will lead to an ability to design ion storage compounds with predictable transformation pathways, electrochemical kinetics, capacity utilization, and durability. New technologically important compounds may also be discovered.

36 MATERIALS SCIENCE↗

Modeling the Strategic Behavior of an Active Distribution Network in the ISO Markets

With increasing integration of distributed energy resources (DERs), active distribution networks (ADNs) can actively participate in the electricity markets by dispatching their DERs, which can change the existing electricity market paradigm. It is essential to investigate the strategic behaviors of ADNs and their DER dispatch when they participate in the wholesale market as price-makers. This paper proposes a bi-level optimization model to study the strategic behavior of an ADN in both energy and reserve markets. The optimal scheduling of DERs in the ADN is modeled as the upper level problem and the joint energy and reserve market-clearing of the ISO is modeled as the lower-level problem. The two-level optimization models exchange bidding information and energy/reserve prices with each other. The proposed bi-Ievel optimization problem is converted to a mathematical programming with equilibrium constraints (MPEC) by using Karush-Kuhn Tucker (KKT) conditions and strong duality theory. Further, the MPEC problem is reformulated as a computationally-solvable mixed integer second order cone programming (MISOCP) model. The simulation results on an illustrative case demonstrate the impact of the strategic bidding of the ADN on the day-ahead energy and reserve market prices.

Xue, Yaosuo↗

EMISApproximateEquilibrium.jl [SWR-19-56]

The Electricity Markets Investment Suite Approximate Equilibrium (EMIS-AE) package is developed at NREL and provides a solution capability to solve generation expansion equilibrium problems in the electricity markets. EMIS-AE is designed to capture the evolution of the electricity generation portfolio resulting from the interactions of heterogeneous investors under different policy and market designs. The investment problem for each generation company (GENCO) is a bi-level problem with the investment decision made in the upper level and market clearing condition in the lower level, which traditionally is represented as a Mathematical Program with Equilibrium Constraint (MPEC). EMIS-AE provides a predictive model to be trained for estimating the system-wide revenues for each technology type across energy, ancillary services and capacity markets given the amount of installed capacity on the grid. The profit maximization investment problem for each GENCO is solved using a global search algorithm, which uses the predictive model to evaluate the objective function. To solve for the strategic equilibrium, each GENCO’s problem is plugged into a diagonalization algorithm that is generally used in multi-leader, single-follower bi-level problems.

Dalvi, Sourabh↗

Resource Adequacy in Electricity Markets With Renewable Energy

This paper presents a market-based resource adequacy assessment framework to analyze the system generation portfolio that results in a competitive market environment. In particular, we apply the modeling framework to investigate the impact of high penetration levels of variable renewable energy resources and different market designs on achieving resource adequacy. The model captures the strategic capacity investment and retirement decision-making of profit-maximizing generation companies. In contrast to many previous studies, this paper considers markets for capacity, energy, and reserve products in detail; thus, the modeling framework allows improved analysis of generation expansion and revenue sufficiency in a competitive market environment. The modeling framework is based on Stackelberg leader-follower games and is formulated as a bi-level optimization problem, which is then transformed into a mathematical program with equilibrium constraints. Furthermore, we employ a Lagrangian decomposition algorithm to enhance computational performance. In a case study of the electric reliability council of texas (ERCOT) system, we compare the results from the proposed model with those obtained from a traditional centralized least-cost planning model. Finally, the results demonstrate the effectiveness of the proposed modeling framework and highlight the importance of considering strategic behavior in a competitive market framework when assessing resource adequacy.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Models and Algorithms for Equilibrium Analysis of Mixed-Material Nucleic Acid Systems

Dynamic programming algorithms within the NUPACK software suite enable analysis of equilibrium base-pairing properties for complex and test tube ensembles containing arbitrary numbers of interacting nucleic acid strands. Currently, calculations are limited to single-material systems that are either all-RNA or all-DNA. Here, to enable analysis of mixed-material systems that are critical for modern applications in vitro, in situ, and in vivo, we develop physical models and dynamic programming algorithms that allow the material of the system to be specified at nucleotide resolution. Free energy parameter sets are constructed for both RNA/DNA and RNA/2'OMe-RNA mixed-material systems by combining available empirical mixed-material parameters with single-material parameter sets to enable treatment of the full complex and test tube ensembles. New dynamic programming recursions account for the material of each nucleotide throughout the recursive process. For a complex with N nucleotides, the mixed-material dynamic programming algorithms maintain the O(N 3 ) time complexity of the single-material algorithms, enabling efficient calculation of diverse physical quantities over complex and test tube ensembles (e.g., complex partition function, equilibrium complex concentrations, equilibrium base-pairing probabilities, minimum free energy secondary structure(s), and Boltzmann-sampled secondary structures) at a cost increase of roughly 2.0-3.5×. The results of existing single-material algorithms are exactly reproduced when applying the new mixed-material algorithms to single-material systems. Accuracy is significantly enhanced using mixed-material models and algorithms to predict RNA/DNA and RNA/2'OMe-RNA duplex melting temperatures from the experimental literature as well as RNA/DNA melt profiles from new experiments. In conclusion, mixed-material analyses can be performed online using the NUPACK web app (www.nupack.org) or locally using the NUPACK Python module.

2′OMe-RNA↗

Pressurizer dynamic model and emulated programmable logic controllers for nuclear power plants cybersecurity investigations

This work demonstrates the functionality of the pressurizer using a fast-running three regions, non-equilibrium model and control programs of emulated PLCs. The state variables from an integrated model of primary loop in a representative PWR plant are communicated to the pressurizer’s emulated PLCs using a synchronized data transfer function. In turn, the PLCs communicate back instructions to the pressurizer model to adjust the pressure and water level to remain within preprogramed setpoints. Pressurizer model simultaneously solves the coupled mass and energy conservation equations in the saturated vapor and saturated and subcooled liquid regions using fixed step solver. Results demonstrate the response of the pressurizer model linked to an emulated pressure and water level PLCs in a simulated transient involving surge-in and surge-out events. The 50 ms response delay time for the emulated PLC insignificantly affects operation and predictions of the pressurizer model.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Vidyut3d: A GPU accelerated fluid solver for non-equilibrium plasmas on adaptive grids

We present the numerical methods, programming methodology, verification, and performance assessment of a non-equilibrium plasma fluid solver that can effectively utilize current and upcoming central processing and graphics processing unit (CPU+GPU) architectures, in this work. Our plasma fluid model solves the coupled conservation equations for species transport, electrostatic Poisson and electron temperature on adaptive Cartesian grids. Our solver is written using performance portable adaptive-grid/particle management library, AMReX, and is portable over widely available vendor specific GPU architectures. We present verification of our solver using method of manufactured solutions that indicate formal second order accuracy with central diffusion and fifth-order weighted-essentially-non-oscillatory (WENO) advection scheme. We also verify our solver with published literature on capacitive discharges and atmospheric pressure streamer propagation. We demonstrate the use of our solver on two 3D simulation cases: an atmospheric streamer propagation in Ar-H2 mixtures and a low pressure three-electrode radio frequency reactor. Our performance studies on three different CPU+GPU architectures indicate ~ 150-400X speed-up using AMD and NVIDIA GPUs per time step compared to a single CPU core for a 4 million cell simulation with 15 species.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Vidyut3d: A Gpu Accelerated Fluid Solver for Non-Equilibrium Plasmas on Adaptive Grids

We present the numerical methods, programming methodology, verification, and performance assessment of a non-equilibrium plasma fluid solver that can effectively utilize current and upcoming central processing and graphics processing unit (CPU+GPU) architectures, in this work. Our plasma fluid model solves the coupled conservation equations for species transport, electrostatic Poisson and electron temperature on adaptive Cartesian grids. Our solver is written using performance portable adaptive-grid/particle management library, AMReX, and is portable over widely available vendor specific GPU architectures. We present verification of our solver using method of manufactured solutions that indicate formal second order accuracy with central diffusion and fifth-order weighted-essentially-non-oscillatory (WENO) advection scheme. We also verify our solver with published literature on capacitive discharges and atmospheric pressure streamer propagation. We demonstrate the use of our solver on two 3D simulation cases: an atmospheric streamer propagation in Ar-H2 mixtures and a low pressure twin electrode radio frequency reactor. Our performance studies on three different CPU+GPU architectures indicate approximately 150-400X speed-up using AMD and NVIDIA GPUs per time step compared to a single CPU core for a 4 million cell simulation with 15 species.

Sitaraman, Hariswaran↗

Patterning non-equilibrium morphologies in stimuli-responsive gels through topographical confinement

Stimuli-responsive “smart” polymers have generated significant interest for introducing dynamic control into the properties of antifouling coatings, smart membranes, switchable adhesives and cell manipulation substrates. Switchable surface morphologies formed by confining stimuli-responsive gels to topographically structured substrates have shown potential for a variety of interfacial applications. Beyond patterning the equilibrium swelling behavior of gels, subjecting stimuli-responsive gels to topographical confinement could also introduce spatial gradients in the various timescales associated with gel deformation, giving rise to novel non-equilibrium morphologies. In this work, we show how by curing poly(N-isopropylacrylamide) (pNIPAAm)-based gel under confinement to a rigid, bumpy substrate, we can not only induce the surface curvature to invert with temperature, but also program the transient, non-equilibrium morphologies that emerge during the inversion process through changing the heating path. Finite element simulations show that the emergence of these transient morphologies is correlated with confinement-induced gradients in polymer concentration and position-dependent hydrostatic pressure within the gel. To illustrate the relevance of such morphologies in interfacial applications, we show how they enable us to control the gravity-induced assembly of colloidal particles and microalgae. Finally, we show how more complex arrangements in particle assembly can be created through controlling the thickness of the temperature-responsive gel over the bumps. Patterning stimuli-responsive gels on topographically-structured surfaces not only enables switching between two invertible topographies, but could also create opportunities for stimuli ramp-dependent control over the local curvature of the surface and emergence of unique transient morphologies. Harnessing these features could have potential in the design of multifunctional, actuatable materials for switchable adhesion, antifouling, cell manipulation, and liquid and particle transport surfaces.

42 ENGINEERING↗

Monte Carlo Hauser-Feshbach computer code system to model nuclear reactions: YAHFC

A computer program framework, YAHFC, to model low-energy nuclear reactions is presented. The framework allows for reactions with incident particles ranging from protons/neutrons to alphas and is designed to address reactions that ultimately lead to the formation of compound nuclear systems that then decay statistically as outlined in concepts of Hauser and Feshbach. Additionally, instead of a reaction, it is also possible to model the decay of a nuclear system with an initial excitation and population. The code models nuclear decays with a Monte Carlo process that tracks the decay of each state. This allows for an exact representation of the spectra for all emitted particles in each of the final exit channels and the possibility of generating reaction data for simulation purposes. The program is interfaced with the optical model code system FRESCOX to calculate transmission coefficients as well as the effects of coupled channels and other direct excitations via the distorted wave Born approximation (DWBA). Modules are included to account for nuclear processes such as width corrections, pre-equilibrium emission, and fission. The program is controlled by a series of input commands and while a set of input parameters exists for each projectile and target, the input commands allow for complete control over each input parameter. Extensive data files are produced and a program is provided that converts YAHFC data files into nuclear data library entries in the generalized nuclear data structure (GNDS).

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Development of a Performance Portable Non-Equilibrium Plasma Fluid Solver on Adaptive Grids

This presentation will describe the numerical techniques, programming paradigms, verification, and performance of a non-equilibrium plasma fluid solver that can effectively utilize current and upcoming central processing and graphics processing unit (CPU+GPU) architectures. Our plasma fluid model solves the conservation equations for self-consistent electrostatic Poisson, electron and heavy species transport, and electron temperature on adaptive Cartesian grids. Our solver is written using performance portable adaptive mesh management library, AMReX (Zhang et al., JOSS, 4 (37) 1370, 2019), and can be built and run on widely available vendor specific GPU architectures (NVIDIA/AMD/Intel). We utilize a non-subcycled second order semi-implicit time-stepping method where all adaptive mesh refinement (AMR) levels are advanced with the same time step. The composite multi-level multigrid solver from within AMReX is used for each of the governing equations that are cast into a Helmholtz equation form. We have also developed a python based chemical mechanism parser framework that uses a similar format as CANTERA (Goodwin et al., Zenodo, 2018) yaml files as input. Our custom parser reads the yaml file and provides C++ files with transport and production rate functions that can be executed on both host (CPU) and device (GPU). We present verification of our solver using method of manufactured solutions that indicate formal second order accuracy with central diffusion and fifth order weighted-essentially-non-oscillatory (WENO) advection scheme. We also verify our solver with published literature on low-pressure capacitive and high-pressure streamer discharges. Our initial performance studies indicate 10X speed-up using 20 NVIDIA GPUs versus 200 CPUs for an atmospheric streamer discharge problem solved on a 512 x 1024 x 512 grid.

graphics processing units↗

Convex relaxation for Fokker–Planck equation

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics by solving the high-dimensional Fokker–Planck equation in terms of low-order cluster moments or marginals. With this approach, we bypass the exponential complexity of estimating the full high-dimensional distribution and directly solve the simplified partial differential equations for low-order moments/marginals. Moreover, the proposed moment/marginal relaxation is fully convex and can be solved via off-the-shelf solvers. We further propose a time-dependent version of the convex programs to study non-equilibrium dynamics. In a specific setting, we show the proposed method can recover a mean-field-type equilibrium density. Numerical results are provided to demonstrate the performance of the proposed algorithm for high-dimensional systems.

Chen, Yian↗

Adaptive PID Gain Scheduling Control for Hydropower Turbine Using Neural CDE and Stochastic Distribution Shaping

This paper introduces a gain-scheduling PID controller design strategy for hydroturbine frequency control mode. This scheme first uses real data to learn the nonlinear dynamics of the hydroturbine using neural controlled differential equations and then perturbs the obtained nonlinear system at different equilibrium points, based on which a static output feedback adaptive dynamic programming algorithm is then used to optimize the PID gains for each equilibrium point. Moreover, a continuous-time version of stochastic distribution control is proposed to further fine-tune the optimized PID gains. Finally, the controller is obtained by implementing linear interpolation between the optimized PID control gains. The simulation results show that the proposed gain-scheduling PID controller can control a larger range of operation points compared with the given fixed PID controller and the baseline method. Compared with the given fixed PID controller, the proposed gain-scheduling PID controller can regulate hydroturbine frequency against disturbances induced by power-load variation with over 50% less overshoot for some operation points.

13 HYDRO ENERGY↗

Q-POP-Thermo: A general-purpose thermodynamics solver for ferroelectric materials

We report that Q-POP-Thermo is a program designed to compute thermodynamic monodomain equilibrium states and their properties for ferroelectric single crystals and thin films based on the Landau-Ginzburg-Devonshire (LGD) Theory. Utilizing symbolic manipulation with the SymPy Library, the governing equations along with appropriate boundary conditions are solved for speedy minimization of the free energy of a crystal. Utilizing the popular Differential Evolution algorithm, with appropriate hybridization, multiple phase diagrams, such as the pressure-temperature phase diagram for bulk single crystals and the common strain-temperature phase diagram for monodomain thin-film systems can be readily generated. Furthermore, a variety of material properties of stable ferroelectric phases, including dielectric, piezoelectric, and electrocaloric properties, can simultaneously be calculated. Validation studies are presented for both thin-film and single crystal systems to test the effectiveness and capability of the open-source program.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Cryogenic Carbon Capture Development (Final Report)

This project extends and leverages the work completed under funding from ARPA-E and other sources by exploring aspects of the Cryogenic Carbon Capture™ (CCC) process and issues discovered during those projects, but that were not within the scope or budget of previous projects or that became apparent during field tests. Our successful completion of the tasks outlined in this project has increased the reliability, efficiency, and scalability of the CCC process and we are better prepared for pilot-scale testing. The first phase of this project improved key areas of the process through iterative design and experiment, culminating with recommendations for improvements to the existing skid-scale system developed under non-federal funding. The second phase of this project implemented the improved unit operations into the Cryogenic Carbon Capture External Cooling Loop (CCC ECL™) skid and field tests the improved system at a coal-fired power plant. The specific areas of work in this project are: Budget Period 1: 1) Selection of the most energy-efficient drying system for ambient-pressure flue gas. Sustainable Energy Solutions, LLC (SES) has successfully demonstrated a dryer that removes bulk water using a low-temperature brine to remove about 99% of the water followed by a mol sieve 3A desiccant dryer to remove the remaining 1% water; 2) Selection and demonstration of efficient solution to fouling due to dissolved CO 2 . SES has tested several commercial heat exchangers that purport to be able to handle fouling issues similar to those experienced in the contact liquid chiller. Replicated tests using the CCC ECL™ skid and dimpled brazed plate heat exchangers demonstrate that quick throttling of refrigerant combined with a burst of clean gas mitigate the fouling caused by CO 2 solubility in contact liquid with only minor increases in parasitic load. SES models indicate that parasitic load would increase by approximately 0.0125 GJ/tonne, an order of magnitude less than what was determined to be the maximum allowable additional parasitic load caused by this system; 3) Selection and demonstration of efficient and scalable solid–liquid separation system. The screw press technology met or exceeded the 70% solids loading benchmark during several test runs exceeding 24 hours on the CCC ECL™ skid. The average solids loading during the entire 50-hour run was 67%. The energy demand for this system is less than 0.1 GJ e /tonne of CO 2 processed; 4) Optimize design and demonstration of patented desublimating heat exchangers. We designed and built a hybrid spray tower that was tested over many hundreds of hours and a 50-hour continuous test run was completed capturing over 0.5 tonne CO 2 /day at >90% capture; (5) Plan for safe dilution of oxygen-depleted, cleaned flue-gas stream. The AERSCREEN simulator developed by the EPA modeled the dispersion of oxygen-depleted flue gas from the CCC process at a commercial plant. The results indicate that this plan effectively mitigates the flue gas hazards; (6) Simulation of and experimental work related to multi-pollutant capture. SES programmed an upgrade to its solid/vapor/liquid equilibrium (SVLE) algorithm. This enables simultaneous modeling of multiple pollutants (i.e., CO 2 , SO x , NO x , Hg, HCl). Budget Period 2; (7) Modify the CCC ECL™ skid for field testing and complete shakedown testing. The plans for modifying the CCC ECL™ skid were finalized and put into place. Shakedown testing of the updated CCC ECL™ skid occurred at SES using closed-loop mode (i.e., using a synthetic flue gas consisting of only N 2 and CO 2 ) and at the Hunter Power Plant using flue gas from the coal-fired boiler. Shakedown testing took longer than expected due to delays in receiving equipment and unexpected equipment performance in the field; (8) Operate the CCC ECL™ skid in the field. Longer testing of the CCC ECL™ skid occurred at the Hunter Power Plant. Multiple tests exceeding 35 hours were completed, with a total of over 600 hours of CO 2 capture completed using flue gas at the Hunter Power Plant with an average CO 2 capture rate of over 91% during those hours. Extensive notes and documentation were acquired informing improved methods for controls, startup, operation, and shut down; (9) Determine figures of merit and quantify process improvement. SES defined figures of merit for unit operation performance and overall CCC ECL™ process performance. All figures of merit were achieved or surpassed, except for 500 continuous hours of demonstration at the Hunter Power Plant; (10) Complete an Environmental Health and Safety Risk assessment by a third party. Tri-State completed an Environmental Health and Safety Risk assessment; (11) Update techno-economic analysis with third-party validation. The techno-economic analysis has been completed. It confirms the potential large reduction in energy and cost of the CCC process compared with leading alternatives and that the estimates and estimation techniques are reliable.

20 FOSSIL-FUELED POWER PLANTS↗