20
ZU064-05-FPR Accepted for publication in Cambridge Network Science Journal 1 A Study of Cascading Failures in Real and Synthetic Power Grid TopologiesRussell Spiewak 1 , Saleh Soltan 3 †, Yakir Forman 1 , Sergey V. Buldyrev 1 , Gil Zussman 2 1 Yeshiva University, New York, NY, US 2 Columbia University, New York, NY, US 3 Princeton University, Princeton, NJ, US (e-mail: [email protected],[email protected],[email protected], [email protected],[email protected]) Abstract Using the DC power flow model, we study cascading failures and their spatial and temporal properties in the US Western Interconnection (USWI) power grid. We show that yield (the fraction of demand satisfied after the cascade) has a bimodal distribution typical of a first-order transition. The single line failure leads either to an insignificant power loss or to a cascade which causes a major blackout with yield less than 0.8. The former occurs with high probability if line tolerance α (the ratio of the maximal load a line can carry to its initial load) is greater than 2, while a major blackout occurs with high probability in a broad range of 1 < α < 2. We also show that major blackouts begin with a latent period (with duration proportional to α ) during which few lines overload and yield remains high. The existence of the latent period suggests that intervention during early stages of a cascade can significantly reduce the risk of a major blackout. Finally, we introduce the preferential Degree And Distance Attachment (DADA) model to generate random networks with similar degree, resistance, and flow distributions to the USWI. Moreover, we show that the DADA model behaves similarly to the USWI against failures. Keywords: Power grids, Cascading failures, Line Failures, Synthetic power grids 1 Introduction Failure of a transmission line in the power grid leads to a redistribution of the power flows. This redistribution may cause overloads on other lines and their subsequent failures, lead- †Corresponding author. 41 Olden St, Princeton, NJ (Room B311). Phone:+1-917-940-1943. This work was done while Saleh Soltan was with Columbia University. This work was supported in part by DTRA grants HDTRA1-10-1-0014, HDTRA1-14-1-0017, and HDTRA1-13-1-0021, U.S. DOE under Contract No. DE-AC36-08GO28308 with NREL, and funding from the U.S. DOE OE as part of the DOE Grid Modernization Initiative. We also acknowledge the partial support of this research through the Dr. Bernard W. Gamson Computational Science Center at Yeshiva College. We thank Meric Uzunoglu and Andrey Bernstein for their help with processing the USWI data. We also thank Guifeng Su for his work on programming the preferential attachment algorithm and measuring “hop distance”, Yehuda Stuchins for his preliminary work on studying relations between distance and failures, and Tzvi Bennoff for testing alternative parameters. We appreciate the assistance of Adam Edelstein, Jonathan Jaroslawicz, and Brandon Bier in sorting the data. We are grateful to S. Havlin, G. Paul, and H.E. Stanley for productive interactions.

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Page 1: A Study of Cascading Failures in Real and Synthetic Power

ZU064-05-FPR

Accepted for publication in Cambridge Network Science Journal 1

A Study of Cascading Failures in Real andSynthetic Power Grid Topologies∗

Russell Spiewak1, Saleh Soltan3†, Yakir Forman1, Sergey V. Buldyrev1, Gil Zussman21Yeshiva University, New York, NY, US

2Columbia University, New York, NY, US3Princeton University, Princeton, NJ, US

(e-mail: [email protected],[email protected],[email protected],[email protected],[email protected])

Abstract

Using the DC power flow model, we study cascading failures andtheir spatial and temporal propertiesin the US Western Interconnection (USWI) power grid. We showthat yield (the fraction of demandsatisfied after the cascade) has a bimodal distribution typical of a first-order transition. The singleline failure leads either to an insignificant power loss or toa cascade which causes a major blackoutwith yield less than 0.8. The former occurs with high probability if line toleranceα (the ratio ofthe maximal load a line can carry to its initial load) is greater than 2, while a major blackout occurswith high probability in a broad range of 1< α < 2. We also show that major blackouts begin witha latent period (with duration proportional toα) during which few lines overload and yield remainshigh. The existence of the latent period suggests that intervention during early stages of a cascade cansignificantly reduce the risk of a major blackout. Finally, we introduce the preferential Degree AndDistance Attachment (DADA) model to generate random networks with similar degree, resistance,and flow distributions to the USWI. Moreover, we show that theDADA model behaves similarly tothe USWI against failures.

Keywords: Power grids, Cascading failures, Line Failures, Syntheticpower grids

1 Introduction

Failure of a transmission line in the power grid leads to a redistribution of the power flows.This redistribution may cause overloads on other lines and their subsequent failures, lead-

†Corresponding author. 41 Olden St, Princeton, NJ (Room B311). Phone:+1-917-940-1943. Thiswork was done while Saleh Soltan was with Columbia University.

∗This work was supported in part by DTRA grants HDTRA1-10-1-0014, HDTRA1-14-1-0017,and HDTRA1-13-1-0021, U.S. DOE under Contract No. DE-AC36-08GO28308 with NREL, andfunding from the U.S. DOE OE as part of the DOE Grid Modernization Initiative. We alsoacknowledge the partial support of this research through the Dr. Bernard W. Gamson ComputationalScience Center at Yeshiva College. We thank Meric Uzunoglu and Andrey Bernstein for their helpwith processing the USWI data. We also thank Guifeng Su for his work on programming thepreferential attachment algorithm and measuring “hop distance”, Yehuda Stuchins for his preliminarywork on studying relations between distance and failures, and Tzvi Bennoff for testing alternativeparameters. We appreciate the assistance of Adam Edelstein, Jonathan Jaroslawicz, and Brandon Bierin sorting the data. We are grateful to S. Havlin, G. Paul, andH.E. Stanley for productive interactions.

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2 R. Spiewak et al.

ing to a major blackout (Bernsteinet al., 2014; Pahwaet al., 2014; Buldyrevet al., 2010;Soltanet al., 2014; Hineset al., 2009). These failures may be initiated by natural disas-ters, such as earthquakes, hurricanes, and solar flares, as well as by terrorist and elec-tromagnetic pulse (EMP) attacks (U.S FERC, DHS, and DOE, 2010). Recent blackoutsin the Northeastern US (US-Canada Power System Outage Task Force, 2004) and in In-dia (Bakshiet al., 2012), demonstrated that major power outages have a devastating impacton many aspects of modern life. Hence, there is a dire need to study the properties ofcascading failures in power grids.

The direct current (DC) power flow model is commonly used in studying failures inpower grids (Gloveret al., 2012; Soltanet al., 2014; Bienstock, 2011; Carreraset al., 2004;Bienstock & Verma, 2010; Pinaret al., 2010; Carreraset al., 2002; Asztaloset al., 2014;Dobson & Lu, 1992; Bakkeet al., 2006). In this paper, we employ a similar power flowmodel which is equivalent to the flows in a resistor network (De Arcangeliset al., 1985)and follow the cascading failure model of (Soltanet al., 2014; Bernsteinet al., 2014).

It is observed in (Carreraset al., 2002) that the distribution of blackout occurrences inpower grids follows a power law, which is related to the phenomenon of self-organized crit-icality. Other authors suggest that blackouts follow first-order phase transitions, in whichthe loss of power is either very small or very large (Zapperiet al., 1997; Pahwaet al., 2014).The goal of this paper is to thoroughly study the properties of cascading failures in powergrids and create a realistic model that carries the main features of a real grid. For thisreason, we study cascades in the US Western Interconnection(USWI) grid and introducea synthetic Degree And Distance Attachment (DADA) model.

We show that the characteristics of blackouts are universal. However, the sizes of black-outs are much smaller in the USWI with a realistic design thanin an artificial DADAmodel with a different spatial organization. In particular, we study the dependence of theblackout size and the dynamics of the cascading failures on aset of three parameters thatcharacterize the robustness of the grid: (1) toleranceα, the ratio of the maximum flow aline can carry to its initial load (Kornbluthet al., 2018; Motter & Lai, 2002; Motter, 2004);(2) the minimum flowIp which any line in the network can carry independent of its initialload; and (3) the amount of flow in the initial failed line compared to the distribution of theflows in the grid (Iu). We characterizeIp andIu by dimensionless parametersp (called thelevel of protection) andu (called the significance of initial failure).p andu are the fractionof the lines with flows less thanIp andIu, respectively.

We show that in a broad range of 1≤ α < 2, u≥ 0.8, and 0< p< 0.95, large blackoutswith yield (the fraction of demand satisfied after the cascade) less than 0.8 may occur witha significant probability both in the USWI and in a artificially constructed DADA grids.Moreover, we find that in this range of parameters the distribution of yield is bimodal,which is consistent with first-order phase transitions. Most importantly, we find that incascading failures that lead to a large blackout, there is a latent period during which thedamage is localized, few lines are failed, and the decrease in yield is insignificant. The exis-tence of this latent period suggests that the majority of blackouts can be effectively stoppedby the timely intervention of grid operators. The length of the latent period increases as thetoleranceα increases. Another important discovery is that in the eventof a large blackout,cascading failures stop when the network breaks into small,disconnected islands.

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Cascading Failures in Power Grids 3

The rest of the paper is organized as follows. Section 2 describes the power flow and andcascading failure models. In Section 3, we study the topological properties of the USWIpower grid and its robustness against cascading failures. In Section 4, we describe theDADA model and in Section 5 we compare its features to the USWIpower grid. Finally,in Section 6, we discuss and summarize the results of our study.

2 Model and Definitions

In this section, we describe the power flow and the cascade model in details. Table 1provides a summary of notations.

2.1 Power Flow Model

We employ the DC power flow model widely used in the power engineering community.This model is equivalent to the flow equations in resistor networks. In this model, the powerflows, reactance values, and phase angles are replaced by currents, resistance values, andthe voltages, respectively.

We denote the power grid network by a graphG= (N,E), whereN denotes the set of allnodes andE denotes the set of edges. We assumeG consists ofn0 transmitting,n+ supply,andn− demand nodes. The total number of nodes isn = n0 + n+ + n−. Each supply ordemand node is specified by the amount of current it supplies (I+i > 0) or by the amount ofcurrent it demands (I−i > 0). Due to the law of charge conservation,∑ I+i =∑ I−i . We denotethe set of all neighbors of nodei by N(i). ki := |N(i)| represents the degree of a nodei and〈k〉 is the average degree of all nodes in the network. Each transmission line connectingnodesi and j is characterized by its resistanceRi j , while each nodei is characterized by itsvoltageVi . The currentIi j flowing from nodei to nodej is

Ii j = (Vi −Vj)/Ri j . (1)

Additionally, the sum of all the currents flowing into each node i is equal to the sum of allcurrents flowing out:

∑j∈N(i)

Ii j = δ+i I+i − δ−

i I−i , (2)

whereδ+i =1 orδ−

i =1 if a nodei is a supply or a demand node, respectively.δ+i = δ−

i = 0otherwise.

2.2 Cascading Failures Model

Once the system (1)-(2) is solved, we find the currents in all transmitting linesIi j and definetheir maximum capacitiesI∗i j using the following two rules: (i) we defineIp as the standardcapacity of the lines. It is computed such that a fractionp of the lines initially have currentsbelowIp. We refer top as thelevel of protection. (ii) For each line we define its individualcapacityα|Ii j |, whereα ≥ 1 is thetolerance(i.e., the factor of safety). We assumeα to bethe same for every transmission line in the grid. Using theserules,

I∗i j ≡ max(Ip,α|Ii j |). (3)

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4 R. Spiewak et al.

Table 1. Summary of Notation

Notation Description

n+ The number of supply nodesn− The number of demand nodesn0 The number of transmitting nodesI+i The current supplied by supply nodeiI−i The current demanded by demand nodeiRi j The resistance of the line connecting nodesi and jVi The voltage of nodeiIi j The current traveling through the line connecting nodesi and jα The tolerance of the linesp The level of protection of the linesu The significance of the initial failure

If a current in line{i, j} exceedsI∗i j , it fails.The largerp andα are, the better the grid is protected against overloads. Thestandard

capacityIp is to ensure that lines that do not carry a significant currenthave a reasonablecapacity. In this paper, we usep= 0.9 and varyα as the main parameter of grid resilience,most of the time.

To initiate a cascading failure, we randomly select and remove a single line whichcurrent|Ii j | belongs to the interval[Iu−∆u, Iu], where the fractionu−∆u of lines operatebelow Iu−∆u and the fractionu of lines operate belowIu. The parameteru specifies thesignificance of the lines which are targeted for the initial failure. We refer tou as thesignificance of the initial failure. For example,u= 1.0 and∆u= 0.1 means that the linewhich is initially failed, is selected from the top 10% of lines ranked according to theirinitial current.

Removing a line can lead to disintegration of the grid into two disconnected compo-nents, which we call clusters. Obviously, the supply and demand in each cluster should beequalized to retain charge conservation. Thus, for each clusterCj , we compute∑i∈Cj

I+iand∑i∈Cj

I−i . If in a cluster∑i∈CjI+i > ∑i∈Cj

I−i , we multiply the current of each supply

node inCj by∑i∈Cj

I−i

∑i∈CjI+i

< 1; if ∑i∈CjI−i > ∑i∈Cj

I+i , we multiply the current of each demand

node inCj by∑i∈Cj

I+i

∑i∈CjI−i

< 1 to obtain new supply/deman valuesI+(1)i andI−(1)

i . We define

I1=∑i I+(1)i =∑i I

−(1)i as the total supplied current at the end of the first step of thecascade.

Then, we solve Eqs. (1)-(2) again to compute new new currentsI (1)i j . At the second time step

of the cascade, we remove all lines for which the new current|I (1)i j | exceeds its maximumcapacityI∗i j . If no overloads occur, the cascade stops. If there are new failures, we repeat thesupply/demand equalization process, modify the system of equations (1)-(2), and compute

the new currentsI (2)i j . We repeat this process recurrently until at a certain time stept of thecascade no lines fail. We call this time step, the final step ofthe cascade.

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Cascading Failures in Power Grids 5

2.3 Metrics

We define here all the metrics used in this paper to characterize the severity of a cascade.Cascade Duration,fff : the number of time steps until the cascade stops.Number of Active Lines, LLL: the number of transmission lines in the grid that have notfailed by the end of the cascade.Yield, YYY(((ttt))): It

I0, the ratio between the total demand at time stept (It) and the original

demand (I0). Fort = f , we simply denote yield byY.Local Yield, YYY(((ttt,,,hhh))):

Y(t,h) =∑i∈H(h) I−(t)

i

∑i∈H(h) I−i(4)

whereH(h) is the subset of demand nodes a given hop distanceh from the failed line.Blackout Radius of Gyration, rrrBBB(t): a quantitative measure of the blackout’s geometricdimension as a function of the cascade time stept,

rB(t)2 =

∑i∈B(t)h2i I−(t)

i

∑i∈B(t) I−i⟩ , (5)

where the summation is made over the setB(t) of totally disconnected demand nodes whichdo not receive any current at thetth time step of the cascade.< . > denotes the averageover all the cascade simulations.

3 The Topological Properties of the USWI and Its Robustness Against Cascades

In this section, we study the properties of the USWI network obtained from the Platts Ge-ographic Information System (GIS) (Platts, 2009). This dataset includes approximate in-formation about transmission lines based on their lengths,supplies based on power plants’capacities, and demands based on the population at each location (Bernsteinet al., 2014).In the next section, we provide the DADA model to generate synthetic power grids. Figuresin this section also show the properties of the DADA model that we get back to in the nextsection.

3.1 Topological Properties

The USWI power grid contains 8050 transmitting nodes, 1197 supply nodes, 3888 demandnodes, and 17544 transmission lines. To avoid exposing possible vulnerabilities of theactual USWI, our data set does not include the geographic coordinates of the nodes. Itdoes however, include the length of each liner i j connecting nodesi and j. We define theresistances of the lines to be proportional to their lengthsRi j = ρr i j , whereρ is a constant.

3.1.1 Degree Distribution

The degree distribution of the nodes in the USWI is characterized by a fat-tail distribution(Fig. 1(a)), which can be approximated by a power lawP(k) ≈ k−3 with an exponentialcut-off. The degree distribution of transmitting nodes, supply nodes, and demand nodes

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6 R. Spiewak et al.

0 1 2 3 4ln K

-10

-8

-6

-4

-2

0ln

P(K

)

slope -3.2

(a) USWI

0 1 2 3ln K

-10

-8

-6

-4

-2

0

ln P

(K)

slope -4.3

(b) DADA

Fig. 1. Degree Distributions of the nodes in (a) the USWI power grid, and (b) the DADAmodel forµ = 6, ℓ= 1.5.

-4 -2 0 2 4 6 8ln r

ij

-8

-6

-4

-2

0

ln P

( ln

r ij)

datafit: slope -1.41fit :slope 0.77

(a) USWI

-8 -6 -4 -2 0ln r

ij

-12

-10

-8

-6

ln P

(ln r ij)

slope -1.98slope 1.90

(b) DADA

Fig. 2. Length distribution of the lines, which are the same as the resistance values, in (a)the USWI power grid, and (b) the DADA withµ = 6, ℓ= 1.5.

are quite similar to each other. The average degree〈k〉 of the nodes in the USWI is 2.67.For the supply nodes, it is slightly larger 2.88 and for the demand nodes, it is slightlysmaller 2.61.

3.1.2 Length Distribution of the Lines

The length distribution of the lines in the USWI has an approximately lognormal shapewith power law tails. Fig. 2(a) shows lnP(ln r i j ), the logarithm of the probability densityfunction (PDF) of lnr i j . For the lognormal distribution, the curve would be a perfectparabola. Instead, we see that both tails of the distribution can be well approximated bystraight lines with slopeν− = 0.77 for the left tail and slopeν+ =−1.44 for the right tail.This means that the PDF ofr i j can be approximated by power lawsP(r)≈ rν−−1 for r → 0andP(r)≈ rν+−1 for r → ∞.

3.2 Cascade Properties

The results provided in this subsection are for 100 trials for each set ofp,u,α. In thissubsection,∆u= 0.1.

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Cascading Failures in Power Grids 7

0.4 0.6 0.8 1Y

0

20

40

60

80

Num

ber

of E

vent

s

Ym

(a) USWI

0.4 0.6 0.8 1Y

0

20

40

60

80

Num

ber

of E

vent

s

Ym

(b) DADA

Fig. 3. Distribution of yield forα = 1.6, p= 0.9, andu= 1.0 in (a) USWI, and (b) DADA.

0 0.2 0.4 0.6 0.8 1x

0

0.2

0.4

0.6

0.8

1

P(Y

>x)

α=1.0α=1.1α=1.2α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(a) USWI

0 0.2 0.4 0.6 0.8 1x

0

0.2

0.4

0.6

0.8

1

P(Y

>x)

α=1.0α=1.1α=1.2α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(b) DADA

Fig. 4. Cumulative distribution of the yield forp= 0.9, u = 1.0 and various values ofαfor (a) the USWI model, and (b) the DADA model withµ = 6, ℓ = 1.5. The large gap inthe distributions is a feature of the abrupt first-order transition.

3.2.1 Bimodality of the Yield Distribution

The interesting feature of the yield histogram as can be seenin Fig. 3(a), is its bimodality.One can clearly see the bimodality of the distribution with two peaks for high yield 0.975and low yield 0.625, with practically no yields between 0.75and 0.9 for the USWI. Thiscan be detected by a plateau in the cumulative yield distribution (Fig. 4(a)). The bimodalityof the yield distribution is present in a large region of the parameter space (α, p,u), char-acterized by relatively smallα < 2, practically allp≤ 0.95, and relatively largeu> 0.8.One can see (Fig. 4(a)) that the distribution of yield clearly remains bimodal forα < 2 inthe USWI model.

3.2.2 Risk of Large Blackouts

Cascades can be characterized by two important parameters of the outcome: (i) the proba-bility of a large blackoutP(Y < 0.8), which we call the risk of a large blackoutΠ(α), and(ii) the average blackout yield〈Y〉, for the cases result in a large blackout.

Figs. 5(a) and 5(b) show how the risk of large blackoutsΠ(α) decreases asα in-creases for different values ofu and p. We find that for different values ofu and p, theshapes of the curvesΠ(α) remain approximately constant, but the curves significantly

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8 R. Spiewak et al.

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

(α)

u=0.3u=0.4u=0.5u=0.6u=0.7u=0.8u=0.9u=1.0

(a) USWI,p= 0.5

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

1

Π(α

)

p=0.1p=0.2p=0.3p=0.4p=0.5p=0.6p=0.7p=0.8p=0.9

(b) USWI,u= 0.9

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

1

Π(α

)

u=0.3u=0.4u=0.5u=0.6u=0.7u=0.8u=0.9u=1.0

(c) DADA, p= 0.5

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

1

Π(α

)

p=0.1p=0.2p=0.3p=0.4p=0.5p=0.6p=0.7p=0.8p=0.9

(d) DADA, u= 0.9

Fig. 5. Probability of large blackoutP(Y < 0.8), or risk Π(α), as function ofα in (a)USWI model for different values ofu and p = 0.5, (b) USWI model for different valuesof p andu = 0.9, (c) DADA model for different values ofu and p= 0.5, and (d) DADAmodel for different values ofp andu= 0.9.

shift in a horizontal direction. This means that the curvesΠ(α) can be well approxi-mated byΠ(α −α0(u, p)). The functionα0(u, p) can be defined by solving the equationΠ(α0(u, p)) =

12 with respect toα0(u, p). One can see thatα0(u,0.5) is an approximately

linear function ofu, which increases withu (Fig. 6(a)). This means that for protectionagainst failure in lines carrying high currents, a higher tolerance is needed. In other words,the same effect can be achieved either by protecting a certain fraction of the most significantlines from spontaneous failure, or by increasing the tolerance of all the lines by somequantity (Fig. 6(a)).

The dependence of the risk onp is weaker than onu, especially forp≤ 0.5 (Fig. 6(b)).An increase inp has practically no effect on the robustness of the grid. The increase inpachieves a significant effect on the risk of large blackouts only whenp approaches 0.9.

3.2.3 Characteristics of Large Blackouts

Large blackouts can be characterized by their average yield〈Y〉, average fraction of surviv-ing lines〈L〉, and the average fraction of nodes in the largest connected component of thegrid 〈G〉. These metrics only weakly depend onu, but are strongly increasing functions ofα(Fig. 7(a)). The independence of the characteristics of large blackouts onu stems from thefact that the properties of large blackouts, if they occur, do not depend on a particular line

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Cascading Failures in Power Grids 9

0.3 0.4 0.5 0.6 0.7 0.8 0.9 1u

1

1.2

1.4

1.6

1.8

2

α(u)

| p=0.

5

USWIslope = 1.09DADAslope = 1.0065

(a) p= 0.5

0.3 0.4 0.5 0.6 0.7 0.8 0.9 1p

1

1.2

1.4

1.6

1.8

2

α 0(p)| u=

0.9

USWIDADA

(b) u= 0.9

Fig. 6. Behavior ofα0(u, p) (a) as function ofu at constantp= 0.5, and (b) as functionof p at constantu= 0.9.

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

<G

>, <

Y>

, <L>

u=0.3u=0.4u=0.5u=0.6u=0.7u=0.8u=0.9u=1.0

<Y>

<G>

<L>

(a) USWI,p= 0.5

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

1

<G

>, <

Y>

, <L>

p=0.1p=0.2p=0.3p=0.4p=0.5p=0.6p=0.7p=0.8p=0.9

<Y>

<G>

<L>

(b) USWI,u= 0.9

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

<G

>, <

Y>

, <L>

u=0.3u=0.4u=0.5u=0.6u=0.7u=0.8u=0.9u=1.0

<L>

<Y>

<G>

(c) DADA, p= 0.5

1 1.2 1.4 1.6 1.8 2α

0

0.2

0.4

0.6

0.8

<G

>, <

Y>

, <L>

p=0.1p=0.2p=0.3p=0.4p=0.5p=0.6p=0.7p=0.8p=0.9

<L>

<Y>

<G>

(d) DADA, u= 0.9

Fig. 7. Behavior of the yield〈Y〉, the fraction of nodes in the largest connected component〈G〉, and the fraction of survived lines〈L〉 averaged over cascades resulted in largeblackouts (y < 0.8) as a function ofα for different u and a fixed value ofp = 0.5 in(a) USWI model, and (c) DADA model. The behavior for different p at fixedu= 0.9 in (b)USWI model, and (d) DADA model.

to initiate the failure. The risk of large blackouts dependsonu, but the average parametersof large blackouts do not.

The dependence of these metrics onp is more complex (Fig. 7(b)). While the yield〈Y〉starts to increase only forp> 0.7, the number of survived lines〈L〉 significantly increaseswith p even for smallp. This is not surprising sincep is the level of protection of the lines,

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1 1.5 2α

0

10

20

30

40

50f

u=0.3u=0.4u=0.5u=0.6u=0.7u=0.8u=0.9u=1.0

Y<0.8

Y>0.8

(a) USWI,p= 0.5

1 1.2 1.4 1.6 1.8 2α

0

10

20

30

40

f

p=0.1p=0.2p=0.3p=0.4p=0.5p=0.6p=0.7p=0.8p=0.9

Y<0.8

Y>0.8

(b) USWI,u= 0.9

1 1.2 1.4 1.6 1.8 2α

0

10

20

30

40

50

f

u=0.3u=0.4u=0.5u=0.6u=0.7u=0.8u=0.9u=1.0

Y<0.8

Y>0.8

(c) DADA, p= 0.5

1 1.2 1.4 1.6 1.8 2α

0

10

20

30

40

50

60

f

p=0.1p=0.2p=0.3p=0.4p=0.5p=0.6p=0.7p=0.8p=0.9

Y<0.8

Y>0.8

(d) DADA, u= 0.9

Fig. 8. Dependence of the average duration of the cascade on toleranceα for differentuat p = 0.5 in (a) USWI model, and (c) DADA model. The dependence for differentp atu= 0.9 in (b) USWI model, and (d) DADA model.

and fewer lines fail if more lines are protected. Asp approaches 1, the dependence of〈L〉on α becomes very weak. The explanation of this fact is based on the notion that〈L〉 iscomputed only for the case oflarge blackouts. For a large blackout to occur, a significantfraction of lines must fail, sufficient to disconnect a largefraction of demand nodes. On theother hand, asα increases, the risk of a large blackout goes to zero, so the average fractionof lines surviving for all the cascades (large and small) approaches 1.

Another important observation from Fig. 7(b) is the small dependence of〈G〉 on theparametersα, p, andu, as opposed to〈L〉. Hence, by removing a small fraction of the lines(20%) the grid disintegrates into many small clusters, eachless than 20% of the total size.Indeed, percolation theory predicts that close to the percolation threshold, it is sufficient todelete an infinitesimally small fraction of the so called “red” bonds to divide the networkinto a set of small disconnected components (Coniglio, 1981).

3.2.4 Latent Period of the Cascade

The cascading failures that do not result in large blackouts(Y > 0.8) are usually short( f <8) (Figs. 8(a) and 8(b)). In contrast, the duration of cascadesresulting in large blackouts(Y ≤ 0.8) increases withα, reaching values of order 40 for largeα. This means that forlarge tolerances, it takes much longer for the cascade to spread over a large area, since ateach time step only a few lines overload and fail.

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0 10 20 30 40 50t

0

0.2

0.4

0.6

0.8

1

Y(t

)

α=1.0α=1.1α=1.2α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(a) USWI

0 0.2 0.4 0.6 0.8 1α−1

0

5

10

15

t l

(b) USWI

0 10 20 30 40 50t

0

0.2

0.4

0.6

0.8

1

Y(t

)

α=1.0α=1.1α=1.2α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(c) DADA

0 0.2 0.4 0.6 0.8 1α−1

0

5

10

15

t l

(d) DADA

Fig. 9. Yield as a function of the cascade time steps for the cascades resulting in largeblackouts in (a) the USWI model, and (c) the DADA model. The latent period as a functionof the toleranceα in (b) the USWI model, and (d) the DADA model. In both USWI andDADA modelsu= 1.0, p= 0.9.

In the cascades resulting in large blackouts, yieldY(t) decreases with time in a non-trivial way (Fig. 9(a)). During the first few time steps of thecascades, the yield does notsignificantly decrease since the current can successfully redistribute over the remaininglines without disconnection of the demand nodes. This period, in which the cascade is stilllocalized and a blackout has not yet occurred, can be called thelatent period of the cascade,tl . The recognition of this latent period is important since itis a period in which a cascadeis beginning to spread but has not yet grown uncontrollable.In the latent period it may stillbe possible to intervene and redistribute current flow to stop the cascade before it becomesa large blackout.

We define the duration of this latent period of the cascade as the time step at which theyield drops below 0.95. At approximately this time step the yield starts to rapidly decreaseand then, towards the end of the cascade, stabilizes again. The shape of this function ischaracteristic of an abrupt first-order transition observed in simpler models of networkfailure (Buldyrevet al., 2010; Motter, 2004). Remarkably, the duration of the latent periodis a linear function of tolerance (Fig. 9(b)).

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0 10 20 30 40h

0

0.2

0.4

0.6

0.8

1

I-(t)

t = 1t = 2t = 3t = 9t = f

t = 10

t = 23

(a) USWI

0 5 10 15 20h

0

0.2

0.4

0.6

0.8

1

I-(t)

t = 1t = 2t = 3t = 9t = f

(b) DADA

Fig. 10. The fraction of current reaching demand nodes as a function of hop distance incascades resulting in large blackouts in different cascadetime steps, withp = 0.9 andα = 1.6 in (a) the USWI , and (b) in the DADA model.

3.2.5 Cascade Spatial Evolution

To observe the spatial evolution of a cascade, we group the grid’s demand nodes into binsbased on their “hop distance” from the original failed line.In each bin we compute the localyield Y(t,h). We average the local yieldY(t,h) for cascades resulting in large blackouts(Fig. 10(a)). The yield in each bin at the end of cascades resulting in large blackouts isalmost independent of the distance from the initially failed line. While at the beginning ofthe cascade the blackout is localized near the initially failed line, eventually the blackoutspreads uniformly over the entire system. Delocalization occurs at the end of the latentperiod of the cascade. This can be clearly seen from the behavior of the blackout profiles,which start to rapidly drop down for large distances only at intermediate time steps of thecascade.

To give a more quantitative measure of the blackout spread, we use the “blackout radiusof gyration”(rB(t)) metric defined in Section 2.3. Fig. 11 shows the behavior ofrB(t)2 ver-sus the cascade time stept for the cascades which result in insignificant failures (Fig. 11(a))and large blackouts (Fig. 11(b)). We observe the same phenomena — initiallyrB(t)2 growsslowly in all the cascades. However, while in cascades resulting in insignificant consequentfailures the cascade stops during the latent period, in onesresulting in large blackouts thecascade rapidly spreads over a large area. The cascade spreads more quickly for smallαthan for largeα.

4 DADA Model

In the previous section, we found that cascading failures inthe USWI model have charac-teristic features of a first-order transition: the bimodal distribution of yield and the latentperiod during which the damage to the network is insignificant. It is important to investigatewhether these features are due to particular characteristics of the USWI design, or whetherthey are universal features of a much broader class of networks. Moreover, the data on real

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Cascading Failures in Power Grids 13

0 10 20 30 40 50t

0

10

20

30

40

50

60

<r B

(t)2 >

α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(a) USWI,Y > 0.8

0 10 20 30 40 50t

0

50

100

150

200

250

300

<r B

(t)2 >

α=1.0α=1.1α=1.2α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(b) USWI,Y < 0.8

0 5 10 15 20 25 30 35t

0

1

2

3

4

5

<r B

(t)2 >

α=1.1α=1.2α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(c) DADA, Y > 0.8

0 5 10 15 20 25 30 35 40 45 50t

0

20

40

60

80

<r B

(t)2 > α=1.0

α=1.1α=1.2α=1.3α=1.4α=1.5α=1.6α=1.7α=1.8α=1.9

(d) DADA, Y < 0.8

Fig. 11. The averaged behavior of the radius of gyration of the cascading failures in smallblackoutsY > 0.80 in (a) the USWI model and (c) the DADA model, and large blackoutswith Y < 0.80 in (b) the USWI model and (d) the DADA model.

grids are limited and therefore it is important to develop algorithms for generating syntheticgrids resembling real grids topologies.

The two basic features of USWI that we like to reproduce are the degree distribu-tion and the length distribution of the lines. The degree distribution of the USWI dis-cussed in Section 3 is in agreement with the Barabasi-Albert preferential attachment model(Albert & Barabasi, 2002; Barabasi & Albert, 1999). Accordingly, we use the Barabasi-Albert model as the basis of the DADA model. In the original Barabasi-Albert model,a newly created node is attached to an existing node with a probability proportional toits degree. However, for power grids embedded in two-dimensional space, the length dis-tribution of the lines, resulting from the degree preferential attachment, would not de-crease with length. Therefore, in order to create a grid witha decreasing length distri-bution, one must introduce a penalty for attaching to a distant node. Thus, we employhere the Degree And Distance Attachment (DADA) model with a distance penalty, similarto (Xulvi-Brunet & Sokolov, 2002; Manna & Sen, 2002). This method produces degreeand length distributions similar to those of the USWI (see Section 3.1).

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14 R. Spiewak et al.

4.1 Construction of the DADA model

4.1.1 Construct the Network

The DADA model randomly generates nodesj = 1,2, ...n one by one on a plane with auniform density. It connects each new nodej to an existing nodei based oni’s degree anddistance with probability P({i, j}) ∝ ki

r i jµ , whereki is the present degree of nodei andr i j

is the distance between nodesi and j. This rule mimics the way real networks are evolved.A real network such as the USWI is not planned all at once; rather, new stations are addedto the grid as necessity dictates. The probability of connection P({i, j}) ∝ ki

r i jµ is assumed

to be proportional toki , since connections to nodes of high degree are more reliable, butalso inversely proportional to a power ofr i j , since construction of long transmission linescosts more. The distance penaltyµ is a factor which seeks to optimize the balance betweenreliability and cost.

It is shown in (Xulvi-Brunet & Sokolov, 2002; Manna & Sen, 2002) that for µ < 1,the degree distribution of the resulted graph is a power lawP(k) ≈ k−3, while for µ >

1, it becomes a stretched exponential (Clausetet al., 2009). However, the fat-tail of thestretched exponential can be approximated by a power lawP(k) ≈ k−γ with an exponentγ > 3 (Fig. 1(b)). It is also shown in (Manna & Sen, 2002) that the length distribution ofthe lines isP(r i j )≈ r i j asr i j → 0, and for largeµ , P(r i j )≈ r−3

i j asr i j → ∞. The functionalform of P(r i j ) for the DADA and USWI models are similar, but the exponents are different.As mentioned in Section 3.1.2 regarding the USWI model, these asymptotic behaviorscorrespond to the slopesν− = 2 andν+ = −2 of the logarithmic distributionP(ln(r i j ))

observed in the DADA model (Fig. 2(b)), while for the USWI model these values areν− = 0.77 andν+ = −1.43. In our simulations, we selectµ = 6. For this choice ofµ ,the degree distribution exponentγ ≈ 4.3, while −ν+ = 2. The corresponding values inthe USWI model are smaller. Bothγ and−ν+ can be decreased by decreasingµ , so thatthe degree and length distributions of the DADA model would be closer to those of theUSWI. However, by doing so, our results on the distribution of currents in the DADAmodel and the properties of the cascading failures do not change significantly, indicatingthat the observed features of the cascades are quite universal. The discrepancy inν− for theDADA and USWI is related to the fact that in the DADA model the nodes are spread onthe plane with a uniform density, while in the USWI model the density of nodes is relatedto the population density which has fractal-like features.

Our goal is to create a grid with a given number of lines,l . Therefore, when each newnode is created, we connect it on average toℓ = l

n = 〈k〉2 preexisting nodes. Sinceℓ is a

real number, we preassign to each nodei an integerℓi , the number of lines by which it willbe connected to the previously generated nodes. We randomlyselectl −n⌊ℓ⌋ < n nodes,where⌊ℓ⌋ is the integer part ofℓ. For these nodes, we chooseℓi = ⌊ℓ⌋+ 1. For the restof the nodes, we chooseℓi = ⌊ℓ⌋. For each new nodej, we attempt to createℓ j lines withthe previously existing nodes. Ifj ≤ ℓ j , then we connectj to all preexisting nodes, as wecannot createℓ j lines without duplicating lines. Ifj ≥ ℓ j , there are more existing nodes thanℓ j and we create lines according to the rule described above (with probability proportionto the distance and degree). In the end, a total of almostnℓ= l lines are created.

For the USWI networkℓ = 〈k〉/2 ≈ 1.5, so for the DADA model we chooseℓ = 1.5(more accurate values ofℓ do not significantly affect our results). Averaging over 100

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Cascading Failures in Power Grids 15

1000 2000 3000x

10-2

10-4

10-3

10-5

10-6

1

P(I

ij(t=

0)>

x)

USWIDADA

Fig. 12. Cumulative distribution of currents for the USWI model power grid and DADAmodel withµ = 6 andℓ= 1.5. (Currents are measured in arbitrary units.)

-30 -25 -20 -15 -10 -5 0ln I -C

0

1

2

3

4

5

6

7

ln(#

Dem

ands

, Sup

plie

s in

a b

in o

f ln

I)

USWI - SuppliesUSWI - Estimated Demands

Fig. 13. Distribution of the supply and demand currents in the USWI power grid. Currentsare portrayed in arbitrary units.

different grids, our DADA model has slightly higher averagedegree of 2.84. More accuratevalues ofℓ do not significantly change the cascading properties of the DADA model.

As in the USWI model, we assume that in the DADA modelRi j = ρr i j , whereρ isresistivity, which is constant for all the lines in the system.

4.1.2 Generate Supply and Demand

We randomly assignn+ supply nodes and (different)n− demand nodes. We selectn =

13135,n− = 3888, andn+ = 1197 to match the USWI. We assign the supply and demandnodes independent of the nodes’ degree. Thus the average degrees of the supply anddemand nodes are the same as the average degree of the DADA model. Since the suppliesand demands of the USWI have an approximately lognormal distribution (see Fig. 13),we generate currents of supplies and demands in the DADA model following a modifiedlognormal distribution:

I+i = eνiσ++m+ lnki , (6)

for supplies and

I−i = eνiσ−+m− lnki , (7)

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16 R. Spiewak et al.

for demands, whereνi is randomly generated according to a standard normal distribution,σ± is a standard deviation, andm± is a parameter which creates a correlation between thenode’s current and its degree.

Furthermore, since it is unrealistic to have nodes with veryhigh supply and demandvales, we introduce a cut-offa±σ±, wherea± is a parameter of the model such that weaccept onlyI±i ≤ ea±σ±

. Thus, the supply and demand of each node is

I±i = min(

eνiσ±+m± lnki ,ea±σ±)

. (8)

This cut-off corresponds to the sharp drops of the right tails of the supply and demanddistributions in the USWI (Fig. 13).

To best match the USWI data, we let the values ofm± be the slopes of the regressionlines of the log-log scatter plots which plot the average supply or demand versus the degreeof corresponding nodes. We then select values ofσ anda so that the distributions simulatedfor the DADA model best match the USWI distributions (Fig. 13). We obtainσ+ = 2.0,m+ = 0.38924,a+ = 1.6, σ− = 1.8, m− = 0.62826, anda− = 1.2.

5 Comparison of the USWI and DADA Model

Here we compare the main properties of the USWI and the DADA model. We also discussreasons for the differences observed. The cumulative distribution of currents in the DADAmodel closely follows the exponential distribution of currents in the USWI grid (Fig. 12).This is important because the ratio of currents in the two models corresponding to the samesignificance of lines parametersu is approximately equal.

5.1 Yield

The distribution of the yieldY in the DADA model is also bimodal for approximately thesame set of parametersα, u, and p as in the USWI model, but the gap between the twomodes (low and high yield) is significantly wider in the DADA model than in the USWImodel (Fig. 4).

Figure 4 shows the yield distributions of the USWI and DADA model for u = 1 andp = 0.9 for several values of 1≤ α < 2. In both networks, the cascade results is a largeblackout (Y < 0.8) for small values ofα, and results in an insignificant consequent failures(Y > 0.8) for large values ofα. But for the DADA model, chances of large blackout (risk)are smaller for the same set of parameters than in the USWI model. For example, theDADA model can still survive with a small probability forα = 1.2, but the USWI alwayscollapses forα < 1.3. Conversely, we do not observe any large blackouts in the DADAmodel forα > 1.7, while a failure in the USWI can still cause large blackoutseven forα = 1.9. Thus, even though in the event of a large blackout the average yield in the USWIis greater than in the DADA model (and thus, in this sense, theDADA model is morevulnerable than the USWI), the risk of large blackouts is greater in the USWI than in theDADA model for the same set of parameters.

These differences may be related to the fractal structure ofthe USWI, in which denselypopulated areas with lot of demand and supply nodes are separated by large patches ofempty land over which few long transmission lines are built,whereas the DADA model

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Cascading Failures in Power Grids 17

has constant density of nodes. Thus, it is less likely that the cascade spreads over the entiregrid in the USWI. However, a higher tolerance is needed to prevent large blackouts in theUSWI than in the DADA model.

Qualitatively, the behaviors of the metrics〈Y〉, 〈L〉, and〈G〉 are similar in the USWImodel and in the DADA model, but in the DADA model the survivalquantities are alwayssmaller for the sameα, u, and p. This indicates that the artificial DADA model is morevulnerable than the USWI (Figs. 5, 6, and 7). The values of〈G〉 in the DADA model arevery small, indicating that in the event of a large blackout the DADA network disintegratesinto very small connected components, each constituting about 1% of the nodes of the grid.In the USWI grid, the average largest component is larger, because USWI grid consists ofseveral dense areas connected by few long lines. The overload of these long lines breaksthe USWI grid into relatively large disconnected components, preventing the cascade fromfurther spreading.

5.2 Cascade Temporal Dynamics

The spatial and temporal behaviors of the cascades in the DADA model closely follow thebehaviors in the USWI model (Figs. 8, 9, 10, and 11).rB(t)2 in the DADA model is muchsmaller than in the USWI model due to the different structures of the models and differencein diameters of the networks. The longest distance (in termsof number of hops) betweenany two nodes (i.e., diameter of the network) in the DADA model is ≈ 16, while in theUSWI model it is≈ 41. In both models we see that the cascade spreads more quickly for asmallα than for a largeα. However, the first-order all-or-nothing nature of the cascades,characterized by a latent period during which the blackout is small and localized followedby a fast blackout spread over a large area, is common in both models.

5.3 Cascade Spatial Evolution

The advantage of the DADA model is that we know the exact coordinates of the nodesand thus we can illustrate the spatial and temporal evolution of a cascade as a sequenceof snapshots on the plane. Fig. 14 shows spatial snapshots ofthe cascading failures takenat different time steps for the DADA model with parametersα = 1.8 andp = 0.4. Thecolor of each line indicates the time step of the cascade at which the line is failed. One cansee that during the first 3 time steps of the cascade (red lines) the area of line failures issmall and localized near the initial failure. The cascade starts to spread during time steps4-8 (orange and yellow-green), but the area of line failuresis still localized. At time step10, the cascade quickly spreads to very distant parts of the system (green). The blue andviolet lines are the final time steps of the cascade. Thus, thefigure also illustrates the latentperiod of the cascade during which the distressed area is small and localized.

6 Conclusion

In this paper, we thoroughly studied the properties of cascading failures in power grids.We showed that the cascading failures in power grids have features of all-or-nothing tran-sition, just like in a broad spectrum of more primitive models such as the Motter model

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18 R. Spiewak et al.

Fig. 14. Cascade propagation forα = 1.8, p= 0.4, u= 1 in the DADA model with 13135nodes,ℓ = 1.5, µ = 6. Lines that failed at different time steps of the cascade are shownwith different colors. The initial line randomly selected to fail due to spontaneous failureor attack is depicted at the center of the grid and is surrounded by a gray circle.

(Motter & Lai, 2002; Motter, 2004). In the Motter model, instead of currents, the between-ness of each node in a graph is computed and the maximum load ofeach node is defined asits original betweenness multiplied by the tolerance. Then, a random node is taken out as aninitial failure, and the new betweenness of each node is calculated. If the new betweennessof a node exceeds its maximum load, this node is taken out and the entire process isrepeated. The yield in the Motter model is defined as the fraction of survived nodes atthe end of the cascade. The distribution of the yield in the Motter model is bimodal fora large range of tolerances. Similarly, in a wide range of parameters, the USWI is in ameta-stable state and there exists the risk that the failureof a single line will lead to a largeblackout, in which the yield falls below 0.8. As tolerance increases beyond 2.0, the risk ofa large blackout decreases almost to 0.

We also showed that the level of line protection,p, increases the robustness of thegrid, but to a lower extent than does the tolerance. An important parameter defining therobustness of the grid is the significance of the initial failureu. Given a particularα, whenu is small, there is practically no risk of a large blackout, while whenu approaches 1, therisk is maximal for a givenα. If α is kept constant andu decreases, there is the same effecton the risk of a large blackout as whenα increases andu is kept constant, meaning that the

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Cascading Failures in Power Grids 19

same effect could be achieved by protecting important linesas by increasing the overalltolerance.

Another important observation from our simulation is that upon failure of a line, the firstfew cascade time steps affect only the immediate vicinity ofthe failed line. During the firstfew time steps of the cascade, the yield does not significantly decrease, but it starts to dropquickly at the end of the latent period. The duration of the latent period of the cascadelinearly increases with the line tolerances. Hence, increasing the line tolerances providessufficient time for grid operators to intervene and stop the cascade.

Finally, we introduced the DADA model to generate syntheticpower grids. We showedthat the DADA model and the USWI have many common features. The physical features,such as the distribution of degrees, resistances, and currents, compare well in both models.The behavior of cascading failures in the DADA model is also similar to their behavior inthe USWI power grid.

Overall, our results provide a useful understanding and insight of the general propertiesof cascading failures in power grids. Our findings can be usedto increase the resilience ofpower grids against failures and to design optimal sheddingand protection strategies forpreventing cascades from spreading.

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