@unpublished{GugatHabermannHintermuelleretal.2021, author = {Gugat, Martin and Habermann, Jens and Hinterm{\"u}ller, Michael and Huber, Olivier}, title = {Constrained exact boundary controllability of a semilinear model for pipeline gas flow}, year = {2021}, abstract = {While the quasilinear isothermal Euler equations are an excellent model for gas pipeline flow, the operation of the pipeline flow with high pressure and small Mach numbers allows us to obtain approximate solutions by a simpler semilinear model. We provide a derivation of the semilinear model that shows that the semilinear model is valid for sufficiently low Mach numbers and sufficiently high pressures. We prove an existence result for continuous solutions of the semilinear model that takes into account lower and upper bounds for the pressure and an upper bound for the magnitude of the Mach number of the gas flow. These state constraints are important both in the operation of gas pipelines and to guarantee that the solution remains in the set where the model is physically valid. We show the constrained exact boundary controllability of the system with the same pressure and Mach number constraints.}, language = {en} } @unpublished{GruebelHuberHuembsetal.2021, author = {Gr{\"u}bel, Julia and Huber, Olivier and H{\"u}mbs, Lukas and Klimm, Max and Schmidt, Martin and Schwartz, Alexandra}, title = {Nonconvex Equilibrium Models for Energy Markets: Exploiting Price Information to Determine the Existence of an Equilibrium}, pages = {29}, year = {2021}, abstract = {Motivated by examples from the energy sector, we consider market equilibrium problems (MEPs) involving players with nonconvex strategy spaces or objective functions, where the latter are assumed to be linear in market prices. We propose an algorithm that determines if an equilibrium of such an MEP exists and that computes an equilibrium in case of existence. Three key prerequisites have to be met. First, appropriate bounds on market prices have to be derived from necessary optimality conditions of some players. Second, a technical assumption is required for those prices that are not uniquely determined by the derived bounds. Third, nonconvex optimization problems have to be solved to global optimality. We test the algorithm on well-known instances from the power and gas literature that meet these three prerequisites. There, nonconvexities arise from considering the transmission system operator as an additional player besides producers and consumers who, e.g., switches lines or faces nonlinear physical laws. Our numerical results indicate that equilibria often exist, especially for the case of continuous nonconvexities in the context of gas market problems.}, language = {en} } @unpublished{GrimmHintermuellerHuberetal., author = {Grimm, Veronika and Hinterm{\"u}ller, Michael and Huber, Olivier and Schewe, Lars and Schmidt, Martin and Z{\"o}ttl, Gregor}, title = {A PDE-Constrained Generalized Nash Equilibrium Approach for Modeling Gas Markets with Transport}, abstract = {We investigate a class of generalized Nash equilibrium problems (GNEPs) in which the objectives of the individuals are interdependent and the shared constraint consists of a system of partial differential equations. This setup is motivated by the modeling of strategic interactions of competing firms, which explicitly take into account the dynamics of transporting a commodity, such as natural gas, through a network. We establish the existence of a variational equilibrium of the GNEP. In the case of symmetric firms, we identify an equivalent optimization problem. We use this model to numerically explore the impact of linepacking, that is the use of the network as a temporary storage device. In particular, we study the firms' decisions under various linepacking abilities and analyze which market participants benefit from it.}, language = {en} }