La semaine de l’IMB

Our work aims to quantify the benefit of storage flexibilities such as a battery on several short term electricity markets. We especially focus on two different markets, the intraday market (ID) and the activation market of the automatic Frequency Restoration Reserve (aFRR), also known as the secondary reserve. We propose algorithms to optimize the management of a small battery (<= 5 MWh) on these markets. In this talk, we first present the modeling of the problem, then we show some theoretical results and numerical simulations. We conclude by listing some limitations of the method.

(joint work with Aurélien Alfonsi, Rafaël Coyaud, Damiano Lombardi and Luca Nenna)

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the relaxation of the OT problem when the marginal constraints are replaced by some moment constraints. Using Tchakaloff's theorem, we show that the Moment Constrained Optimal Transport problem (MCOT) is achieved by a finite discrete measure. Interestingly, for multimarginal OT problems, the number of points weighted by this measure scales linearly with the number of marginal laws, which is encouraging to bypass the curse of dimension. Moreover, the same type of sparsity results also hold for quantum optimal transport problems stemming from electronic structure calculations. These theoretical results guided the design of new numerical schemes for the resolution of these problems which yielded promising numerical results in high-dimensional contexts. The end of the talk will be devoted to the remaining open problems related to the mathematical analysis of these schemes.

The existence of Kaehler-Einstein metrics on Fano 3-folds can be determined by studying lower bounds of stability thresholds. An effective way to verify such bounds is to construct flags of point-curve-surface inside the Fano 3-folds. This approach was initiated by Abban-Zhuang, and allows us to restrict the computation of bounds for stability thresholds only on flags. We employ this machinery to prove K-stability of terminal quasi-smooth Fano 3-fold hypersurfaces. This is deeply intertwined with the geometry of the hypersurfaces: in fact, birational rigidity and superrigidity play a crucial role. The superrigid case had been attacked by Kim-Okada-Won. In this talk, I will discuss the K-stability of strictly rigid Fano hypersurfaces via Abban-Zhuang Theory. This is a joint work with Takuzo Okada.