Christian Beck

Randall Martyr, Benjamin Schaefer, Christian Beck et al.

As the energy transition transforms power grids across the globe, it poses several challenges regarding grid design and control. In particular, high levels of intermittent renewable generation complicate the task of continuously balancing power supply and demand, requiring sufficient control actions. Although there exist several proposals to control the grid, most of them have not demonstrated to be cost efficient in terms of optimal control theory. Here, we mathematically formulate an optimal centralized (therefore non-local) control problem for stable operation of power grids and determine the minimal amount of active power necessary to guarantee a stable service within the operational constraints, minimizing a suitable cost function at the same time. This optimal control can be used to benchmark control proposals and we demonstrate this benchmarking process by investigating the performance of three distributed controllers, two of which are fully decentralized, that have been recently studied in the physics and power systems engineering literature. Our results show that cost efficient controllers distribute the controlled response amongst all nodes in the power grid. Additionally, superior performance can be achieved by incorporating sufficient information about the disturbance causing the instability. Overall, our results can help design and benchmark secure and cost-efficient controllers.

Ghazala Akram, Christian Beck

In turbulent flows, local velocity differences often obey a cascade-like hierarchical dynamics, in the sense that local velocity differences at a given scale k are driven by deterministic and random forces from the next-higher scale k-1. Here we consider such a hierarchically coupled model with periodic boundary conditions, and show that it leads to an N-th order initial value problem, where N is the number of cascade steps. We deal in detail with the case N=7 and introduce a non-polynomial spline method that solves the problem for arbitrary driving forces. Several examples of driving forces are considered, and estimates of the numerical precision of our method are given. We show how to optimize the numerical method to obtain a truncation error of order O(h^5) rather than O(h^2), where h is the discretization step.

Randall Martyr, John Moriarty, Christian Beck

This paper studies the optimal control of a commercial building's thermostatic load during off-peak hours as an ancillary service to the transmission system operator of a power grid. It provides an algorithmic framework which commercial buildings can implement to cost-effectively increase their electricity demand at night while they are unoccupied, instead of using standard inflexible setpoint control. Consequently, there is minimal or no impact on user comfort, while the building manager gains an additional income stream from providing the ancillary service, and can benefit further by pre-conditioning the building for later periods. The framework helps determine the amount of flexibility that should be offered for the service, and cost optimized profiles for electricity usage when delivering the service. Numerical results show that there can be an economic incentive to participate even if the payment rate for the ancillary service is less than the price of electricity.

Hankun He, Takuya Boehringer, Benjamin Schäfer et al.

By employing superstatistical methods and machine learning, we analyze time series data of water quality indicators for the River Thames, with a specific focus on the dynamics of dissolved oxygen. After detrending, the probability density functions of dissolved oxygen fluctuations exhibit heavy tails that are effectively modeled using $q$-Gaussian distributions. Our findings indicate that the multiplicative Empirical Mode Decomposition method stands out as the most effective detrending technique, yielding the highest log-likelihood in nearly all fittings. We also observe that the optimally fitted width parameter of the $q$-Gaussian shows a negative correlation with the distance to the sea, highlighting the influence of geographical factors on water quality dynamics. In the context of same-time prediction of dissolved oxygen, regression analysis incorporating various water quality indicators and temporal features identify the Light Gradient Boosting Machine as the best model. SHapley Additive exPlanations reveal that temperature, pH, and time of year play crucial roles in the predictions. Furthermore, we use the Transformer to forecast dissolved oxygen concentrations. For long-term forecasting, the Informer model consistently delivers superior performance, achieving the lowest MAE and SMAPE with the 192 historical time steps that we used. This performance is attributed to the Informer's ProbSparse self-attention mechanism, which allows it to capture long-range dependencies in time-series data more effectively than other machine learning models. It effectively recognizes the half-life cycle of dissolved oxygen, with particular attention to key intervals. Our findings provide valuable insights for policymakers involved in ecological health assessments, aiding in accurate predictions of river water quality and the maintenance of healthy aquatic ecosystems.

Christian Beck, Martin Hutzenthaler, Arnulf Jentzen et al.

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem have been proposed and tested numerically on a number of examples of high-dimensional PDEs. This has given rise to a lively field of research in which deep learning-based methods and related Monte Carlo methods are applied to the approximation of high-dimensional PDEs. In this article we offer an introduction to this field of research by revisiting selected mathematical results related to deep learning approximation methods for PDEs and reviewing the main ideas of their proofs. We also provide a short overview of the recent literature in this area of research.