Dresden 2020 – wissenschaftliches Programm

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CPP: Fachverband Chemische Physik und Polymerphysik

CPP 42: Data analytics for dynamical systems I (joint session SOE/BP/CPP/DY)

CPP 42.2: Vortrag

Dienstag, 17. März 2020, 10:00–10:15, GÖR 226

Volatility and Fractionality in Power-Grid Frequency — •Leonardo Rydin Gorjão1,2, Anton Yurchenko-Tytarenko3, and Dirk Witthaut1,21Forschungszentrum Jülich, Institute for Energy and Climate Research - Systems Analysis and Technology Evaluation (IEK-STE), 52428 Jülich, Germany — 2Institute for Theoretical Physics, University of Cologne, 50937 Köln, Germany — 3Department of Mathematics, University of Oslo, P.O. Box 1053 Blindern, N-0316 Oslo

Power-grid frequency is a key indicator of stability in power grids. The trajectory of power-grid frequency embodies several processes of different natures: the control systems enforcing stability, the trade markets, production and demand, and the correlations between these. In this article, we study power-grid frequency from Central Europe, the United Kingdom, and Scandinavia under the umbrella of fractional stochastic processes. We introduce an estimator of the Hurst index for fractional Ornstein–Uhlenbeck processes. We show that power-grid frequency exhibits time-dependent volatility, driven by daily human activity and yearly seasonal cycles. Seasonality is consistently observable in smaller power grids, affecting the correlations in the stochastic noise. The United Kingdom displays daily rhythms of varying volatility, where the noise amplitude consistently doubles its intensity, and displays bi- and tri-modal distributions. Both the Scandinavian and United Kingdom power-grids exhibit varying Hurst indices over yearly scales. All the power grids display highly persistent noise, with Hurst indices above H>0.5.

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