Propagating Uncertainty in Power System Dynamic Simulations Using Polynomial Chaos

Quantifying the uncertainty of the renewable energy generation units and loads is critical to ensure the dynamic security of next-generation power systems. To achieve that goal, the time-consuming Monte Carlo simulations are usually used, which is not suitable for online dynamic analysis of large-scale power systems. To circumvent this difficulty, two uncertainty quantification approaches using polynomial-chaos-based methods are proposed and investigated. The first approach is the generalized polynomial chaos method that is able to reduce the computing time by three orders of magnitude compared with Monte Carlo methods while achieving the same accuracy. We find that this approach is very useful for short-term power system dynamic simulations, but it may produce unreliable results for long-term simulations. To address the weakness of that approach, we present the second method, namely the multi-element generalized-polynomial-chaos method. It is seen that this method is more accurate and more numerically stable than the generalized polynomial chaos method. Since the uncertainties of the renewable energy generation units and loads can follow very different distributions, we extend the Stieltjes’ recursive procedure that allows us to derive the orthogonal basis functions for any assumed probability distribution of the input random variables. Extensive simulations carried out on the WECC 3-machine 9-bus system and the New England 10-machine 39-bus system reveal that our proposed approaches are able to produce comparable accuracy as the Monte Carlo based method while achieving significantly improved computational efficiency for both stable and unstable power system operating conditions.

[1]  I. Erlich,et al.  Assessment and Enhancement of Small Signal Stability Considering Uncertainties , 2009, IEEE Transactions on Power Systems.

[2]  G. Karniadakis,et al.  Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures , 2006, SIAM J. Sci. Comput..

[3]  K Strunz,et al.  Stochastic Polynomial-Chaos-Based Average Modeling of Power Electronic Systems , 2011, IEEE Transactions on Power Electronics.

[4]  Kai Strunz,et al.  Stochastic formulation of SPICE-type electronic circuit simulation with polynomial chaos , 2008, TOMC.

[5]  W. Gautschi On Generating Orthogonal Polynomials , 1982 .

[6]  D. Xiu,et al.  Modeling uncertainty in flow simulations via generalized polynomial chaos , 2003 .

[7]  G. Karniadakis,et al.  An adaptive multi-element generalized polynomial chaos method for stochastic differential equations , 2005 .

[8]  I.A. Hiskens,et al.  Sensitivity, Approximation, and Uncertainty in Power System Dynamic Simulation , 2006, IEEE Transactions on Power Systems.

[9]  P. Seiler,et al.  Propagating Uncertainty in Power-System DAE Models With Semidefinite Programming , 2017, IEEE Transactions on Power Systems.

[10]  Adrian Sandu,et al.  Modeling Multibody Systems with Uncertainties. Part I: Theoretical and Computational Aspects , 2006 .

[11]  Sonja Kuhnt,et al.  Design and analysis of computer experiments , 2010 .

[12]  J.R. Hockenberry,et al.  Evaluation of uncertainty in dynamic simulations of power system models: The probabilistic collocation method , 2004, IEEE Transactions on Power Systems.

[13]  Franz S. Hover,et al.  Uncertainty quantification in simulations of power systems: Multi-element polynomial chaos methods , 2010, Reliab. Eng. Syst. Saf..

[14]  D. Xiu Numerical Methods for Stochastic Computations: A Spectral Method Approach , 2010 .

[15]  Thomas J. Santner,et al.  The Design and Analysis of Computer Experiments , 2003, Springer Series in Statistics.

[16]  M. L. Crow,et al.  Structure-Preserved Power System Transient Stability Using Stochastic Energy Functions , 2012, IEEE Transactions on Power Systems.

[17]  Sairaj V. Dhople,et al.  Analysis of Power System Dynamics Subject to Stochastic Power Injections , 2013, IEEE Transactions on Circuits and Systems I: Regular Papers.

[18]  Antonello Monti,et al.  Voltage sensor validation for decentralized power system monitor using Polynomial chaos theory , 2010, 2010 IEEE Instrumentation & Measurement Technology Conference Proceedings.

[19]  A. O'Hagan,et al.  Bayesian calibration of computer models , 2001 .

[20]  Peter W. Sauer,et al.  Power System Dynamics and Stability , 1997 .

[21]  R. Billinton,et al.  Probabilistic Power Flow Analysis Based on the Stochastic Response Surface Method , 2016, IEEE Transactions on Power Systems.

[22]  Karl Iagnemma,et al.  A polynomial chaos approach to the analysis of vehicle dynamics under uncertainty , 2012 .

[23]  Adrian Sandu,et al.  Modeling Multibody Dynamic Systems With Uncertainties . Part I : Theoretical and Computational Aspects , 2004 .

[24]  Dongbin Xiu,et al.  The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations , 2002, SIAM J. Sci. Comput..

[25]  G. Karniadakis,et al.  Long-Term Behavior of Polynomial Chaos in Stochastic Flow Simulations , 2006 .

[26]  N. Wiener The Homogeneous Chaos , 1938 .

[27]  Barbara Borkowska,et al.  Probabilistic Load Flow , 1974 .