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Stochastic optimal control problems of residential heating systems with a geothermal energy storage
(2023)
In this thesis we consider a residential heating system equipped with several heat production and consumption units and investigate the stochastic optimal control problem for its cost-optimal management. As a special feature the manager has access to a geothermal storage (GS) which allows for inter-temporal transfer of heat energy by storing leftover solar thermal energy generated in summer for satisfying demand later. It is charged and discharged via heat exchanger pipes filled with a moving fluid. Further, the manager of that system faces uncertainties about the future fuel price and heat demand. The main goal is to minimize the expected aggregated cost for generating heat and running the system. This leads to a challenging mathematical optimization problem. The problem is formulated first as a non-standard continuous-time stochastic optimal control problem for a controlled state process whose dynamics is described by a system of ordinary differential equations (ODEs), stochastic differential equations and a partial differential equation (PDE). The PDE, which describes the temperature distribution in the GS, is first converted into a high-dimensional system of ODEs by semi-discretizing the space variables and its stability is investigated. This makes it possible to compute some aggregated characteristics which are useful for the operation of the GS embedded in the residential heating system. Second, the linear time-varying system of ODEs is approximated by a suitable linear time-invariant system. This allows the Lyapunov balanced truncation model order reduction method to be applied. Finally, we investigate the solution of the resulting standard optimal control problem for a controlled multi-dimensional diffusion process using dynamic programming methods and derive the corresponding Hamilton-Jacobi-Bellman (HJB) equation. However, no analytical solution of the HJB equation can be expected for the control problem under investigation. Therefore, we transform the continuous-time optimal control problem into a discrete-time control problem for a controlled Markov chain with finitely many states by discretizing both the time and the states. After determining the transition probabilities, the problem is solved using methods from the theory of Markovian decision processes. The thesis presents results of extensive numerical experiments carried out with the developed methods which reveal typical properties of the value function and the optimal strategy of the optimization problem. We end this thesis by describing some alternative methods to overcome the curse of dimensionality.
Wind energy is a growing concern over the present awareness of lethal impact of green house gas emission. This energy source has been proven a promising alternative to fossil fuel based energy. Increased onshore wind capacity and decreased amount of low roughness wind sites has inspired the wind energy researchers to explore the possibilities of wind energy from high roughness sites such as urban area. Moreover, exhausted grid capacity between the wind energy producer from remote area and the consumer at city is also a major constrain for wind energy expansion. Driven by such motivation, this thesis has explored possibilities of wind energy conversion from buildings where energy is needed the most. Urban topography is known to be highly turbulent region considering its roughness characteristics.
Wind energy yield from urban aerodynamics is a vast arena of experimental research. Within the time frame of the thesis period and available opportunities, a brief description about the wind energy assessment modelling approach from urban flow was outlined. There are several possibilities of wind energy yield from the built structure, but only building integrated duct was focused in this thesis.
Time-averaged and global wind speed on the building integrated ducts, flow around the buildings was measured from wind tunnel and numerical analysis. Available wind energy yield and turbulence present in the locations measured from the flow was calculated based on the wind tunnel data and summarized with the pros and cons of the particular geometry. Elliptical duct configuration was found to achieve maximum energy yield from the omnidirectional free stream flow. However, simple rectangular duct configuration was determined as most efficient and optimized considering its simplicity, financial feasibility and relative energy yield with other duct configuration. The thesis also showed that on roof configuration is also very promising for wind energy exploration from the omnidirectional free stream flow.
Necessary recommendations were made based on available result for future development of the research approach. Scope and opportunities was mentioned. This investigation has proved that it is possible to extract limited amount of wind energy from building augmented ducts using concentrator effect of the building exterior. Thus, the thesis concluded that the wind energy yield from building augmented ducts using the concentrator effect of the building exterior is a promising renewable energy source.