Syllabus as of 4/10/2011. Please see Blackboard for updates.
Energy Systems Modeling
Spring 2011
ENV 298.29
Nicholas School of the Environment
Duke University
Time
TuTh 8:30am – 9:45am
Location
Gross Chem 103
Instructor
Dalia Patino Echeverri
dalia.patino@duke.edu
Phone: 919-613-7461
Office hours: Tuesdays-Thursdays 9:45-10:15 (@Gross Chem), Fridays 1:00-2:30 (@LSRC)
Office: LSRC A-150A
Teaching Assistant
Felix Wolfinger
jw175@duke.edu
Office hours: Mondays: 4:00-5:30 (@LSRC)
Office: LSRC A 252
Responsibilities of Teaching Assistant. The teaching assistant is responsible primarily for helping
you to understand the concepts in lectures, readings, and assignments and to help administer the
course. He can answer your questions by email. If you need to see him in person, please attend his
office hours.
Course Description
This intends to be an introduction to the use of computer models and the methods of optimization
and simulation for students interested in the analysis of energy systems. The course makes
emphasis in formulation of optimization problems and simulation models and in the
identification of the available methods to solve them.
The goal is to enable you to formulate, implement, and use your own quantitative model to
puzzle out problems related to private and public decision making in the context of our energy
system and the environment. The class presents applications and case studies that deal with
problems of energy systems, their externalities, and the government policies that affect them.
Prerequisites
College-level calculus (including partial derivatives of functions of several variables),
probability theory, and basic linear algebra (how to write -and solve- systems of linear equations
in matrix form). You should also be familiar with capital-sigma ( ∑ ) notation for compactly
representing summation of similar terms. Admission by permission of instructor.
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Syllabus as of 4/10/2011. Please see Blackboard for updates.
Readings
Readings as indicated in class schedule below, many available on the internet, and others
available via Blackboard. Required readings are marked with *.
Blackboard and PC compatibility
Readings, class announcements, schedule changes, grades, power point slides and working files
(excel) will all be posted to the course Blackboard site. Students are also encouraged to use
Blackboard’s discussion boards to continue the discussion of course issues beyond the
classroom. Anyone having trouble working with the Blackboard site should seek help from their
fellow students, or contact Information Technology (http://blackboard.duke.edu/home.do). For
this class you will be required to use software that can only be installed on a windows platform.
If you use a Mac, you may borrow a windows laptop from the IT office. It is your responsibility
to make arrangements for that.
I will often post excel files with examples of quantitative analysis and macros. I use a windows
PC with MS Office 2007 (with solver add-in) and it is your responsibility to solve all the
compatibility issues to keep up with the materials posted.
Course Assignments
Written assignments should be presented using Times Roman 12 pt font, single-spaced text, 1”
margins. Please save paper by printing double sided and not using a cover sheet. Problem sets
can be hand-written if the text and math are written clearly.
There will be 8 assignments. The assignments will ask you to apply the concepts and tools
learned in class. I encourage you to work in study groups of up to three people on these problem
sets and help each other learn. However, each student must submit his or her own copy of the
assignment and you are not allowed to directly copy another student’s work. An example of
appropriate problem set collaboration would be for Student A to explain the math used in the
problem to Student B. Then Student B goes off by himself and completes the problem again and
writes up his own explanation. It would be inappropriate for Student B to directly copy the math
or the explanation/interpretation from Student A. Study groups are most effective when everyone
attempts to do the problem sets BEFORE meeting as a group. Only if you really try to solve the
problem on your own will you realize whether you understand the problem and its solution. It is
very easy to hear someone’s explanation and think you understand the problem, but you may not.
This will also help insure that you are using study groups in ways that are consistent with the
Nicholas School Honor Code:
To uphold the Duke Community Standard:
I will not lie, cheat, or steal in my academic endeavors;
I will conduct myself responsibly in all my endeavors; and
I will act if the Standard is compromised.
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Syllabus as of 4/10/2011. Please see Blackboard for updates.
Assignment #1
Excel modeling and dealing with large data sets in excel.
Assignment #2
Simple macros and functions.
Distributed in Class 9/7; Due 9/14
Distributed in Class 9/14; Due 9/21
Assignment #3
Distributed in Class 9/28; Due 10/5
Formulation of mathematical programs, graphical and excel solution to lp programs
Assignment #4
Distributed in Class 10/5; Due 10/19
Formulation of multi-period problems. Formulation and solution of transportation problems
Assignment #5
Distributed in Class 10/19; Due 10/26
Networks. Logical constraints. Unit commitment problem
Assignment #6
Probability analysis
Distributed in Class 11/2; Due 11/9
Assignment #7
MonteCarlo simulation
Distributed in Class 11/9; Due 11/16
Grading
Each assignment will be evaluated using a numbered grade (0-100) and your overall numbered
grade will be determined using the following weights:
Assignments (7):
*Participation:
Total:
84% (12% each)
16%
100%
Letter grades of A+, A, A-, B+, B, B-, C+, C, C-, or F will be assigned according to numbered
grades in the following way:
Above 100:
(95-100]
(90-95]
(85-90]
(80-85]
(75-80]
(70-75]
(65-70]
(60-65]
60 or below
A+
A
AB+
B
BC+
C
CF
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Syllabus as of 4/10/2011. Please see Blackboard for updates.
Participation. You are expected to prepare for class by reading the assigned reading prior to the
class. Often there will be a quiz on the assigned readings and/or the concepts and tools discussed
in previous classes. Occasionally I will ask you to prepare the quiz in advance (e.g. write a short
summary -less than a page- of the assigned readings). Your grade from class participation will
depend on the quality and quantity of your interventions in class, participation in Blackboard
discussions, and your written summaries and quizzes. Please post these summaries to BB. You
will not receive graded feedback on summaries or quizzes.
Policy on late assignments. All assignments are due at the beginning of class on the posted due
date. Late assignments will not be accepted. If you are ill or have a family emergency that
prevents you from being able to complete the assignment on time, please submit the web-based
short-term illness form prior to the class in which the assignment is due. The short-term illness
form can be found at: http://www.duke.edu/flu/getting_sick/index.html#students, or
www.aas.duke.edu/trinity/t-reqs/illness/. You are governed by the Nicholas School Honor Code
in completing this form (see below). If you do not complete this form before class, the standard
late policy will apply. An assignment that is not submitted because of illness or family
emergency will be excluded from your grade calculation (so the 80% of assignments will be
based on 6 instead of 7 assignments, ~14% each). Any other missed assignments will receive a
grade of zero.
Bonus points. Occasionally I will provide opportunities for getting bonus points by attending
and writing short commentaries on seminars and lectures on class related topics. I understand
that some of you might be unable to attend these lectures and that is ok. Because this class uses
an absolute grading system (e.g. your grade is unaffected by the performance of your classmates)
you should not feel it is unfair that others can get bonus points and you can't.
Nicholas School Honor Code and the Duke Community Standard
All activities of Nicholas School students, including those in this course, are governed by the
Duke Community Standard, which states:
“Duke University is a community dedicated to scholarship, leadership, and service and to the
principles of honesty, fairness, respect, and accountability. Citizens of this community
commit to reflect upon and uphold these principles in all academic and nonacademic
endeavors, and to protect and promote a culture of integrity. To uphold the Duke Community
Standard:
•
•
•
I will not lie, cheat, or steal in my academic endeavors;
I will conduct myself honorably in all my endeavors; and
I will act if the Standard is compromised.”
Please add the following affirmation to the end of all assignments and sign your name beside it:
“I have adhered to the Duke Community Standard in completing this assignment.”
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Syllabus as of 4/10/2011. Please see Blackboard for updates.
Class etiquette
1. Please make sure you do everything you can to make our classroom culture a comfortable
learning environment for everyone. We will likely have people from many different backgrounds
in this class and you should all feel comfortable and make each other comfortable while
participating.
2. Please take responsibility for making the class successful. I assure you I will try to do my best,
but what you learn in the class will be largely dependent on your attitude and work. Ask yourself
what you can do during each class to move the course forward in a positive way.
3. If you must enter the class late, please do so quietly. If for any reason the door is locked
please knock. I prefer this short disruption than you missing an entire class.
4. Cell phones, beepers, eating, and other distracting activities are not appreciated.
5. Please refrain from browsing the internet and/or checking your email in class.
Class Topic and Readings Schedule
*Required readings are indicated with an asterisk* and should be completed before the class on
which they are listed. Other readings offer supplementary material and/or an alternative
presentation of similar information.
1. Tuesday August 31 - Class Overview and introductions
2. Thursday September 2 - spreadsheet modeling:
A simple cost model
-Good modeling practices. IECM model. Form Controls.
*Read excel help file as needed.
3. Tuesday September 7 - spreadsheet modeling: Analysis of large data sets with excel.
eGrid database.,
If, count, countif, sum, sumif, tables, Pivot tables
Lookup, vlookup, data analysis (descriptive statistics, correlation, histograms).
- Class notes: Guidelines and examples of array formulas (from different sources).
- http://www.epa.gov/cleanenergy/energy-resources/egrid/index.html
4. Thursday September 9 - VBA Macros in excel
*Excerpts from the blog of Guy Lecky-Thompson. Programming 101.
*Excerpt from Excel help files: Create or delete a macro.
VBA Excel Macros for Beginners.
- Download free book: Visual Basic in 12 easy lessons. Available at
http://members.tripod.com/acha_ean/vb_12_lession/velfm.htm
Assignment #1 due at the beginning of class.
5. Tuesday September 14 - VBA Macros in excel II
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Syllabus as of 4/10/2011. Please see Blackboard for updates.
6. Thursday September 16 - More on VBA
7. Tuesday September 21 -More on VBA
8. - Thursday September 23 - introduction to mathematical programming
Feasible region, feasible solution, objective function, decision variables, binding and nonbinding constraints. Linear and non-linear programming. Assumptions of lp. Graphical
method for lp problems with two decision variables
`
*Clauss, F.J. (1995). Applied management science and spreadsheet modeling. Belmot:
Duxbury Press. Chapter 2: Overview of mathematical programming and optimization. pp.3683
-Hogan, W.W. (2002). Energy Modeling for Policy Studies. Operations Research, (50) 1,
2002, pp.89-95.
9. Tuesday September 28- - introduction to linear programming. Lp solutions using
excel solver. Lp post-optimality and sensitivity analysis both graphically and in excel.
*Bloom, J. (2008). Optimization Technology for Energy and Power. [Power Point Slides].
ILOG 2008.
*Fylstra, D.; Lasdon, L.; Watson, J; Waren, A. (1998). Design and Use of the Microsoft
Excel Solver. Interfaces, 28: 5, pp.29-55.
-Optional: Simplex method.
10. Thursday September 30 - Formulation of lp programs.
Formulating LP problems in canonical and standard form. Lp formulation using sigmacapital notation and in matrix form. Assumptions of lp.
Example: Gasoline blending problem
*Vector and Matrix Algebra. pp1-10. Excerpts from the books of Johnson &Wichern
(Applied Multivariate Statistical Analysis), and Bazaraa, Jarvis, and Sherali (Linear
Programming and Network Flows.
*Bazaraa, M.S.; Jarvis, J.J.; Sherali, H.D. (1990) Linear Programming and Network Flows.
Second Edition. New York: John Wiley & sons. Chapter 1: Introduction. pp1-24.
11. Tuesday October 5 - Multi-period lp programs. Handling inventories
*
12. Thursday October 7 - Network flow models problems. Transportation networks.
*Jensen, P.A. & Barnes, J.W. (1980). Network Flow Programming. New York: John Wiley
and Sons, Inc. Chapter 1: Network Flow Models. pp.1-50
October 12: Fall Break
13. Thursday October 14 - Networks: Shortest path and max flow problems
-Expressing formulation in terms of vectors and matrices.
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Syllabus as of 4/10/2011. Please see Blackboard for updates.
14. Tuesday October 19 - Excel Models to solve network problems.
15. Thursday October 21 - MILP - Hydropower optimal investment and operating
strategy - Networks as an abstract representation of planning problems
*Muller, R.A.&Geroge, P.J.(1985). Northern Hydroelectric Development in and Optima
Expansion Program for Ontario Canada. Canadian Public Policy-Analyse de Politiques,
XI:3, pp.522-532.
16. Tuesday October 26 - Stochastic programming.
*Knowles, T.W. & Wirick, J.P. (1998) The Peoples Gas Light and Coke Company Gas
Supply. Interfaces 28:5, pp.1-12.
-Example: Planning trucks replacement
*Wunderlinch, J.; Collette, M.; Levy, L.; Bodin, L. (1999) Scheduling Meter Readers for
Southern California Gas Company. Interfaces 22:3 pp.22-30.
17. Thursday October 28 - Probability analysis
* Ross, S.M. (1998). A first course in probability. New Jersey: Prentice Hall. Chapter 4:
Ramdom variables. Sections 4.1-4.6. pp.126-144.
*Newcomer, A. & Apt, J. (2008). Implications of generator siting for CO2 pipeline
infrastructure. Energy Policy 36, 1776–1787
*Ross, S.M. (2002) Simulation. San Diego: Academic Press. Chapter 2: Elements of
probability. pp.5-36. (At least try to skim. Can skip section 2.7)
18. Tuesday November 2 - Introduction to Montecarlo simulation.
*Clauss, F.J. (1995). Applied management science and spreadsheet modeling. Belmot:
Duxbury Press. Chapter 13: Montecarlo simulation. pp.551-594
19. Thursday November 4 - Montecarlo simulation: Generating continuous random
variables
20. Tuesday November 9 - Montecarlo application: Economic analysis of an investment
in renewable energy - Brownian Motion
21. Thursday November 11- Modeling electricity and energy prices
*
22. Tuesday November 16 - Modeling electricity and energy prices II. Using @ risk.
23. Thursday November 18 - Dynamic systems models
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Syllabus as of 4/10/2011. Please see Blackboard for updates.
*Ford, Andrew. Modeling the Environment (Review Draft). Island Press. 2009. Chapter 1
Introduction
- Ford, Andrew. Modeling the Environment (Review Draft). Island Press. 2009. Appendix A
- Ford, Andrew. Modeling the Environment (Review Draft). Island Press. 2009. Appendix C
24. Tuesday November 23 - Introduction to Stella
*Ford, A. Modeling the Environment (Review Draft). Island Press. 2009. Chapter 2.
Software: Getting Started with Stella and Vensim
-Ruth, M. & Hannon, B. Modeling Dynamic Economic Systems.
November 25 - Thanksgiving Break
25. Tuesday November 30 - Modeling with Stella
*Ford, A. Modeling the Environment (Review Draft). Island Press. 2009. Chapter 16. Case
#5 Managing a Feebate Program for Cleaner Vehicles.
26. Thursday December 2 - Modeling with Stella II
* Ford, Andrew. Simulating patterns of power plant construction with the CEC model.
Summary report to the California Energy Commission. November 14 2000.
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