Patterns and correlations in European electricity prices.

Electricity markets are central to the coordination of power generation and demand. The European power system is divided into several bidding zones, each having an individual electricity market price. While individual price time series have been intensively studied in recent years, spatiotemporal aspects have received little attention. This article provides a comprehensive data-centric analysis of the patterns and correlations of the European day-ahead electricity prices between 2019 and 2023, characteristically abnormal due to the energy crisis in Europe. We identify the dominant communities of bidding zones and show that spatial differences can be described with very few principal components. Most bidding zones in Continental Europe were brought together during the energy crisis: Correlations increased, and the number of relevant principal components decreased. Opposite effects occur in the Nordic countries and the Iberian Peninsula where correlations decrease and communities fragment.

Predicting dynamic stability from static features in power grid models using machine learning.

A reliable supply with electric power is vital for our society. Transmission line failures are among the biggest threats for power grid stability as they may lead to a splitting of the grid into mutual asynchronous fragments. New conceptual methods are needed to assess system stability that complement existing simulation models. In this article, we propose a combination of network science metrics and machine learning models to predict the risk of desynchronization events. Network science provides metrics for essential properties of transmission lines such as their redundancy or centrality. Machine learning models perform inherent feature selection and, thus, reveal key factors that determine network robustness and vulnerability. As a case study, we train and test such models on simulated data from several synthetic test grids. We find that the integrated models are capable of predicting desynchronization events after line failures with an average precision greater than 0.996 when averaging over all datasets. Learning transfer between different datasets is generally possible, at a slight loss of prediction performance. Our results suggest that power grid desynchronization is essentially governed by only a few network metrics that quantify the networks' ability to reroute the flow without creating exceedingly high static line loadings.

Dynamic stability of electric power grids: Tracking the interplay of the network structure, transmission losses, and voltage dynamics.

Dynamic stability is imperative for the operation of the electric power system. This article provides analytical results and effective stability criteria focusing on the interplay of network structures and the local dynamics of synchronous machines. The results are based on an extensive linear stability analysis of the third-order model for synchronous machines, comprising the classical power-swing equations and the voltage dynamics. The article addresses the impact of Ohmic losses, which are important in distribution and microgrids but often neglected in analytical studies. We compute the shift of the stability boundaries to leading order, and thus provide a detailed qualitative picture of the impact of Ohmic losses. A subsequent numerical study of the criteria is presented, without and with resistive terms, to test how tight the derived analytical results are.

Arbitrary-Order Finite-Time Corrections for the Kramers-Moyal Operator.

With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers-Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the different terms in a stochastic differential equation. With the full representation of this operator, we are able to separate finite-time corrections of the power-series expansion of arbitrary order into terms with and without derivatives of the Kramers-Moyal coefficients. We arrive at a closed-form solution expressed through conditional moments, which can be extracted directly from time-series data with a finite sampling intervals. We provide all finite-time correction terms for parametric and non-parametric estimation of the Kramers-Moyal coefficients for discontinuous processes which can be easily implemented-employing Bell polynomials-in time-series analyses of stochastic processes. With exemplary cases of insufficiently sampled diffusion and jump-diffusion processes, we demonstrate the advantages of our arbitrary-order finite-time corrections and their impact in distinguishing diffusion and jump-diffusion processes strictly from time-series data.

Topological Determinants of Perturbation Spreading in Networks.

Spreading phenomena essentially underlie the dynamics of various natural and technological networked systems, yet how spatiotemporal propagation patterns emerge from such networks remains largely unknown. Here we propose a novel approach that reveals universal features determining the spreading dynamics in diffusively coupled networks and disentangles them from factors that are system specific. In particular, we first analytically identify a purely topological factor encoding the interaction structure and strength, and second, numerically estimate a master function characterizing the universal scaling of the perturbation arrival times across topologically different networks. The proposed approach thereby provides intuitive insights into complex propagation patterns as well as accurate predictions for the perturbation arrival times. The approach readily generalizes to a wide range of networked systems with diffusive couplings and may contribute to assess the risks of transient influences of ubiquitous perturbations in real-world systems.

Multistability in lossy power grids and oscillator networks.

Networks of phase oscillators are studied in various contexts, in particular, in the modeling of the electric power grid. A functional grid corresponds to a stable steady state such that any bifurcation can have catastrophic consequences up to a blackout. Also, the existence of multiple steady states is undesirable as it can lead to transitions or circulatory flows. Despite the high practical importance there is still no general theory of the existence and uniqueness of steady states in such systems. Analytic results are mostly limited to grids without Ohmic losses. In this article, we introduce a method to systematically construct the solutions of the real power load-flow equations in the presence of Ohmic losses and explicitly compute them for tree and ring networks. We investigate different mechanisms leading to multistability and discuss the impact of Ohmic losses on the existence of solutions.

Hysteretic Percolation from Locally Optimal Individual Decisions.

The emergence of large-scale connectivity underlies the proper functioning of many networked systems, ranging from social networks and technological infrastructure to global trade networks. Percolation theory characterizes network formation following stochastic local rules, while optimization models of network formation assume a single controlling authority or one global objective function. In socioeconomic networks, however, network formation is often driven by individual, locally optimal decisions. How such decisions impact connectivity is only poorly understood to date. Here, we study how large-scale connectivity emerges from decisions made by rational agents that individually minimize costs for satisfying their demand. We establish that the solution of the resulting nonlinear optimization model is exactly given by the final state of a local percolation process. This allows us to systematically analyze how locally optimal decisions on the microlevel define the structure of networks on the macroscopic scale.

Rotor-angle versus voltage instability in the third-order model for synchronous generators.

We investigate the interplay of rotor-angle and voltage stability in electric power systems. To this end, we carry out a local stability analysis of the third-order model which entails the classical power-swing equations and the voltage dynamics. We provide necessary and sufficient stability conditions and investigate different routes to instability. For the special case of a two-bus system, we analytically derive a global stability map.

A universal order parameter for synchrony in networks of limit cycle oscillators.

We analyze the properties of order parameters measuring synchronization and phase locking in complex oscillator networks. First, we review network order parameters previously introduced and reveal several shortcomings: none of the introduced order parameters capture all transitions from incoherence over phase locking to full synchrony for arbitrary, finite networks. We then introduce an alternative, universal order parameter that accurately tracks the degree of partial phase locking and synchronization, adapting the traditional definition to account for the network topology and its influence on the phase coherence of the oscillators. We rigorously prove that this order parameter is strictly monotonously increasing with the coupling strength in the phase locked state, directly reflecting the dynamic stability of the network. Furthermore, it indicates the onset of full phase locking by a diverging slope at the critical coupling strength. The order parameter may find applications across systems where different types of synchrony are possible, including biological networks and power grids.

Cycle flows and multistability in oscillatory networks.

We study multistability in phase locked states in networks of phase oscillators under both Kuramoto dynamics and swing equation dynamics-a popular model for studying coarse-scale dynamics of an electrical AC power grid. We first establish the existence of geometrically frustrated states in such systems-where although a steady state flow pattern exists, no fixed point exists in the dynamical variables of phases due to geometrical constraints. We then describe the stable fixed points of the system with phase differences along each edge not exceeding π/2 in terms of cycle flows-constant flows along each simple cycle-as opposed to phase angles or flows. The cycle flow formalism allows us to compute tight upper and lower bounds to the number of fixed points in ring networks. We show that long elementary cycles, strong edge weights, and spatially homogeneous distribution of natural frequencies (for the Kuramoto model) or power injections (for the oscillator model for power grids) cause such networks to have more fixed points. We generalize some of these bounds to arbitrary planar topologies and derive scaling relations in the limit of large capacity and large cycle lengths, which we show to be quite accurate by numerical computation. Finally, we present an algorithm to compute all phase locked states-both stable and unstable-for planar networks.

Critical Links and Nonlocal Rerouting in Complex Supply Networks.

Link failures repeatedly induce large-scale outages in power grids and other supply networks. Yet, it is still not well understood which links are particularly prone to inducing such outages. Here we analyze how the nature and location of each link impact the network's capability to maintain a stable supply. We propose two criteria to identify critical links on the basis of the topology and the load distribution of the network prior to link failure. They are determined via a link's redundant capacity and a renormalized linear response theory we derive. These criteria outperform the critical link prediction based on local measures such as loads. The results not only further our understanding of the physics of supply networks in general. As both criteria are available before any outage from the state of normal operation, they may also help real-time monitoring of grid operation, employing countermeasures and support network planning and design.

Impact of network topology on synchrony of oscillatory power grids.

Replacing conventional power sources by renewable sources in current power grids drastically alters their structure and functionality. In particular, power generation in the resulting grid will be far more decentralized, with a distinctly different topology. Here, we analyze the impact of grid topologies on spontaneous synchronization, considering regular, random, and small-world topologies and focusing on the influence of decentralization. We model the consumers and sources of the power grid as second order oscillators. First, we analyze the global dynamics of the simplest non-trivial (two-node) network that exhibit a synchronous (normal operation) state, a limit cycle (power outage), and coexistence of both. Second, we estimate stability thresholds for the collective dynamics of small network motifs, in particular, star-like networks and regular grid motifs. For larger networks, we numerically investigate decentralization scenarios finding that decentralization itself may support power grids in exhibiting a stable state for lower transmission line capacities. Decentralization may thus be beneficial for power grids, regardless of the details of their resulting topology. Regular grids show a specific sharper transition not found for random or small-world grids.

Optimizing the geometry of transportation networks in the presence of congestion.

Urban transport systems are gaining in importance, as an increasing share of the global population lives in cities and mobility-based carbon emissions must be reduced to mitigate climate change and improve air quality and citizens' health. As a result, public transport systems are prone to congestion, raising the question of how to optimize them to cope with this challenge. In this paper, we analyze the optimal design of urban transport networks to minimize the average travel time in monocentric as well as in polycentric cities. We suggest an elementary model for congestion and introduce a numerical method to determine the optimal shape among a set of predefined geometries considering different models for the behavior of individual travelers. We map out the optimal shape of fundamental network geometries with a focus on the impact of congestion.

Self-organized synchronization in decentralized power grids.

Robust synchronization (phase locking) of power plants and consumers centrally underlies the stable operation of electric power grids. Despite current attempts to control large-scale networks, even their uncontrolled collective dynamics is not fully understood. Here we analyze conditions enabling self-organized synchronization in oscillator networks that serve as coarse-scale models for power grids, focusing on decentralizing power sources. Intriguingly, we find that whereas more decentralized grids become more sensitive to dynamical perturbations, they simultaneously become more robust to topological failures. Decentralizing power sources may thus facilitate the onset of synchronization in modern power grids.

Dual communities in spatial networks.

Both human-made and natural supply systems, such as power grids and leaf venation networks, are built to operate reliably under changing external conditions. Many of these spatial networks exhibit community structures. Here, we show that a relatively strong connectivity between the parts of a network can be used to define a different class of communities: dual communities. We demonstrate that traditional and dual communities emerge naturally as two different phases of optimized network structures that are shaped by fluctuations and that they both suppress failure spreading, which underlines their importance in understanding the shape of real-world supply networks.

Understanding Braess' Paradox in power grids.

The ongoing energy transition requires power grid extensions to connect renewable generators to consumers and to transfer power among distant areas. The process of grid extension requires a large investment of resources and is supposed to make grid operation more robust. Yet, counter-intuitively, increasing the capacity of existing lines or adding new lines may also reduce the overall system performance and even promote blackouts due to Braess' paradox. Braess' paradox was theoretically modeled but not yet proven in realistically scaled power grids. Here, we present an experimental setup demonstrating Braess' paradox in an AC power grid and show how it constrains ongoing large-scale grid extension projects. We present a topological theory that reveals the key mechanism and predicts Braessian grid extensions from the network structure. These results offer a theoretical method to understand and practical guidelines in support of preventing unsuitable infrastructures and the systemic planning of grid extensions.

Revealing drivers and risks for power grid frequency stability with explainable AI.

Stable operation of an electric power system requires strict operational limits for the grid frequency. Fluctuations and external impacts can cause large frequency deviations and increased control efforts. Although these complex interdependencies can be modeled using machine learning algorithms, the black box character of many models limits insights and applicability. In this article, we introduce an explainable machine learning model that accurately predicts frequency stability indicators for three European synchronous areas. Using Shapley additive explanations, we identify key features and risk factors for frequency stability. We show how load and generation ramps determine frequency gradients, and we identify three classes of generation technologies with converse impacts. Control efforts vary strongly depending on the grid and time of day and are driven by ramps as well as electricity prices. Notably, renewable power generation is central only in the British grid, while forecasting errors play a major role in the Nordic grid.

Network isolators inhibit failure spreading in complex networks.

In our daily lives, we rely on the proper functioning of supply networks, from power grids to water transmission systems. A single failure in these critical infrastructures can lead to a complete collapse through a cascading failure mechanism. Counteracting strategies are thus heavily sought after. In this article, we introduce a general framework to analyse the spreading of failures in complex networks and demostrate that not only decreasing but also increasing the connectivity of the network can be an effective method to contain damages. We rigorously prove the existence of certain subgraphs, called network isolators, that can completely inhibit any failure spreading, and we show how to create such isolators in synthetic and real-world networks. The addition of selected links can thus prevent large scale outages as demonstrated for power transmission grids.

Discontinuous transition to loop formation in optimal supply networks.

The structure and design of optimal supply networks is an important topic in complex networks research. A fundamental trait of natural and man-made networks is the emergence of loops and the trade-off governing their formation: adding redundant edges to supply networks is costly, yet beneficial for resilience. Loops typically form when costs for new edges are small or inputs uncertain. Here, we shed further light on the transition to loop formation. We demonstrate that loops emerge discontinuously when decreasing the costs for new edges for both an edge-damage model and a fluctuating sink model. Mathematically, new loops are shown to form through a saddle-node bifurcation. Our analysis allows to heuristically predict the location and cost where the first loop emerges. Finally, we unveil an intimate relationship among betweenness measures and optimal tree networks. Our results can be used to understand the evolution of loop formation in real-world biological networks.