A new work by our own Prof. Christian Beck, in collaboration with colleagues from other institutions in Germany and Japan, has recently been published in Nature Energy. In this contribution the researchers study the time series fluctuations in power grids which result from several factors including dynamically changing demands, energy trading or an increasing share of renewable power feed-in.
The authors find an unexpected yet substantial deviation from the previously assumed Gaussian shape in the distribution of grid frequencies, which they were able to describe mathematically in terms of Lévy-stable and q-Gaussian distributions. They present a coarse framework to analytically characterise the impact of arbitrary noise distributions, as well as a superstatistical approach that systematically interprets heavy tails and skewed distributions.
This unexpected phenomenology --which spans systems in Europe, North America and Japan-- challenge the robust operation of power grids. The authors finally discuss the effect of energy trading as a significant contribution to this behaviour and show that effective damping of the grid is a controlling factor enabling reduction of fluctuation risks, with enhanced effects for small power grids.
More information can be found here and in ‘Non-Gaussian Power Grid Frequency Fluctuations Characterized by Lévy-stable Laws and Superstatistics’. Benjamin Schäfer, Christian Beck, Kazuyuki Aihara, Dirk Witthaut, Marc Timme. Nature Energy (DOI: 10.1038/s41560-017-0058-z).