Foreword |
|
xi | |
Preface |
|
xiii | |
|
|
1 | (84) |
|
|
3 | (14) |
|
|
|
|
1.1 Mathematical characteristics and challenges |
|
|
3 | (1) |
|
|
4 | (1) |
|
|
5 | (1) |
|
1.4 State of the art and new methodology |
|
|
6 | (1) |
|
1.5 Fundamentals of gas transmission |
|
|
6 | (5) |
|
|
11 | (6) |
|
2 Physical and technical fundamentals of gas networks |
|
|
17 | (28) |
|
|
|
|
|
|
|
|
|
|
|
18 | (1) |
|
|
19 | (4) |
|
|
23 | (14) |
|
2.4 Gas network structures |
|
|
37 | (5) |
|
2.5 Gas network representation |
|
|
42 | (3) |
|
3 Regulatory rules for gas markets in Germany and other European countries |
|
|
45 | (20) |
|
|
|
|
|
|
3.1 Overview of gas market regulation in Europe and Germany |
|
|
46 | (2) |
|
3.2 Current rules for using gas transmission networks |
|
|
48 | (8) |
|
3.3 Current rules for determining capacities |
|
|
56 | (6) |
|
3.4 Challenges for gas transmission system operators |
|
|
62 | (2) |
|
|
64 | (1) |
|
4 State of the art in evaluating gas network capacities |
|
|
65 | (20) |
|
|
|
|
|
|
|
|
|
|
4.1 Background for capacity evaluation and simulation |
|
|
67 | (1) |
|
4.2 Generation of scenarios |
|
|
68 | (10) |
|
4.3 Network control options in simulation |
|
|
78 | (3) |
|
|
81 | (2) |
|
4.5 Interpretation of calculation results |
|
|
83 | (1) |
|
|
84 | (1) |
|
II Validation of nominations |
|
|
85 | (186) |
|
5 Mathematical optimization for evaluating gas network capacities |
|
|
87 | (16) |
|
|
|
|
|
5.1 The building blocks of our hierarchy |
|
|
88 | (6) |
|
5.2 Abstract problem statement |
|
|
94 | (2) |
|
5.3 Additional modeling considerations |
|
|
96 | (2) |
|
5.4 Pre- and postprocessing |
|
|
98 | (2) |
|
5.5 Overview of the literature |
|
|
100 | (1) |
|
5.6 Overview of our approaches |
|
|
101 | (2) |
|
6 The MILP-relaxation approach |
|
|
103 | (20) |
|
|
|
|
|
6.1 An MINLP model for the validation of nominations |
|
|
103 | (11) |
|
6.2 An MILP relaxation of the MINLP model |
|
|
114 | (9) |
|
7 The specialized MINLP approach |
|
|
123 | (22) |
|
|
|
|
|
|
|
|
|
7.1 Passive pipe networks |
|
|
124 | (6) |
|
7.2 From passive pipe networks to gas networks with active devices |
|
|
130 | (4) |
|
|
134 | (9) |
|
|
143 | (2) |
|
8 The reduced NLP heuristic |
|
|
145 | (18) |
|
|
|
|
8.1 Reduction of variables |
|
|
146 | (4) |
|
8.2 Constraints for active elements |
|
|
150 | (4) |
|
|
154 | (1) |
|
|
155 | (1) |
|
8.5 Heuristics to fix binary decisions |
|
|
156 | (6) |
|
|
162 | (1) |
|
9 An MPEC based heuristic |
|
|
163 | (18) |
|
|
|
|
|
165 | (10) |
|
|
175 | (1) |
|
9.3 Solution technique: A two-stage approach |
|
|
176 | (5) |
|
|
181 | (30) |
|
|
|
|
|
182 | (25) |
|
|
207 | (1) |
|
|
208 | (1) |
|
10.4 A concrete validation model |
|
|
209 | (2) |
|
11 What does "feasible" mean? |
|
|
211 | (22) |
|
|
|
|
|
11.1 Feasible network operation |
|
|
211 | (2) |
|
11.2 Availability and accuracy of model data |
|
|
213 | (1) |
|
11.3 How "feasible" are solutions of our models? |
|
|
214 | (2) |
|
11.4 NLP validation vs. network simulation |
|
|
216 | (5) |
|
11.5 The interpretation of ValNLP solutions |
|
|
221 | (3) |
|
11.6 Analyzing infeasibility in a first stage model |
|
|
224 | (9) |
|
12 Computational results for validation of nominations |
|
|
233 | (38) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
233 | (3) |
|
12.2 Results for the MILP-relaxation approach |
|
|
236 | (6) |
|
12.3 Results for the specialized MINLP approach |
|
|
242 | (7) |
|
12.4 Results for the reduced NLP heuristic |
|
|
249 | (3) |
|
12.5 Results for the MPEC based heuristic |
|
|
252 | (8) |
|
12.6 Results for the validation NLP |
|
|
260 | (4) |
|
12.7 Comparison of the decision approaches and combined solver |
|
|
264 | (7) |
|
III Verification of booked capacities |
|
|
271 | (54) |
|
13 Empirical observations and statistical analysis of gas demand data |
|
|
273 | (18) |
|
|
|
|
|
|
|
|
13.1 Descriptive data analysis and hypothesis testing |
|
|
274 | (5) |
|
13.2 Reference temperature and temperature intervals |
|
|
279 | (1) |
|
13.3 Univariate distribution fitting |
|
|
280 | (3) |
|
13.4 Multivariate distribution fitting |
|
|
283 | (3) |
|
13.5 Forecasting gas flow demand for low temperatures |
|
|
286 | (5) |
|
14 Methods for verifying booked capacities |
|
|
291 | (26) |
|
|
|
|
|
|
|
|
14.1 Motivation and outline of the approach |
|
|
292 | (3) |
|
14.2 Sampling statistical load scenarios for verifying booked capacities |
|
|
295 | (6) |
|
14.3 Generating quantiles for verifying booked capacities |
|
|
301 | (2) |
|
14.4 Modeling capacity contracts |
|
|
303 | (2) |
|
14.5 An adversarial heuristic for generating booking-compliant nominations |
|
|
305 | (3) |
|
14.6 Methods to verify booked capacities |
|
|
308 | (2) |
|
14.7 Computational results for verifications of booked capacities |
|
|
310 | (4) |
|
|
314 | (3) |
|
|
317 | (8) |
|
|
|
|
|
|
|
15.1 Physical models and transient effects |
|
|
317 | (1) |
|
15.2 Modeling flow situations |
|
|
318 | (1) |
|
15.3 Determining maximal capacities |
|
|
319 | (1) |
|
15.4 Extending the network |
|
|
320 | (2) |
|
15.5 Making it work in practice |
|
|
322 | (1) |
|
|
323 | (2) |
|
A Background on gas market regulation |
|
|
325 | (6) |
|
|
A.1 Legislative power, authorities, and organizations |
|
|
325 | (2) |
|
A.2 Chronology of European and German gas market regulation |
|
|
327 | (3) |
|
A.3 Ongoing and future activities |
|
|
330 | (1) |
Acronyms |
|
331 | (2) |
Glossary |
|
333 | (6) |
Regulation and gas business literature |
|
339 | (6) |
Bibliography |
|
345 | (16) |
Index |
|
361 | |