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Liberalization and deregulation of the markets → power systems must be competitive, high profitable and efficient Steady increase of power demand but often slow growth of capacity and infrastructure Uncertainty of generation level of renewables 04.07.12 1 Motivation Power systems are run closer to their maximum capacity margins Danger of cascading blackouts increases due to stability problems Important task in planning: Balancing profit and security Dynamic Simulation for Power Networks and Risk-Based OPF

Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

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Page 1: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Liberalization and deregulation of the markets → power systems must be competitive, high profitable and efficient

Steady increase of power demand but often slow growth of capacity and infrastructure

Uncertainty of generation level of renewables

04.07.12 1

Motivation

Power systems are run closer to their maximum capacity margins Danger of cascading blackouts increases due to stability problems Important task in planning: Balancing profit and security

Dynamic Simulation for Power Networks and Risk-Based OPF

Page 2: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

05.10.12 2

Tasks Power system simulation

• Develop a dynamic simulation that accurately models electricity networks

• Public domain MATLAB based software “PSAT” as a basis

Define and implement risked-based OPF as a new approach to power system operation

• Compare to security constrained OPF

• Analyse results with the simulator

• Calibrate model

Dynamic Simulation and Risk-Based OPF

Page 3: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Power System Analysis Toolbox (PSAT)

Open source MATLAB toolbox for static and dynamic analysis of electric power systems

Why PSAT?• Many features: Power flow, CPF, OPF, SSSA, Time domain simulation

• Dynamic models (up to VIII order synchronous generators, Turbine Governors (TG), Automatic Voltage Regulators (AVR), PSS, FACTS, Wind Turbines…)

• Open source: Can be modified to meet specific requirements

Special interest in the time domain simulator: basis for later analysis

[Milano 2008]

3Dynamic Simulation and Risk-Based OPF05.10.12

Page 4: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

PSAT - Modifications

Generator outages during time domain simulation

Protection devices (automatic load shedding for under-frequency/voltage)

Island handling

Store and load operating points during simulation

Polynomial (ZIP) load model

“Breaking” routine

Implementation of IEEE 39-bus New England network• 21 loads• 10 order IV synchronous generators including TG’s and AVR’s• 46 transmission lines

4Dynamic Simulation and Risk-Based OPF05.10.12

Page 5: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

39-bus New England network

5

• 21 loads with a total demand of 6254 MW

• 46 trans-mission lines

• 11 tap changing transformers

• 10 order IV synchronous generators with max capacitance of 8404 MW

• TG and AVR control devices

• Individual cost parameters for every generator

Dynamic Simulation and Risk-Based OPF05.10.12

Page 6: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

6

Simulator Example

• IEEE 39-bus network

• Generator 7 outage at 5 sec (10% of overall generation)

• Loads: 70% impedance, 30% constant PQ

• 10% Load shedding at 14.87 sec

Dynamic Simulation and Risk-Based OPF05.10.12

Page 7: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

max,

0 00),(

0

lLl

bbb

gGgg

Ll

Ll

Ll

Dd

Dd

Gg

Gg

PpVvVPpP

vfp

ppp

OPF

Optimal Power Flow

power flow equations

thermal limit

voltage level constraint

reference bus

7

Gg

Ggg

Gggg pcpcc )(min

2

,2,1,0

subject to

generation limit constraint

(reactive power likewise)

Dynamic Simulation and Risk-Based OPF

generation cost

Optimal Power Flow: minimizing generation cost

05.10.12

Page 8: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

OPF

Optimal Power Flow8

Gg

Ggg

Gggg pcpcc )(min

2

,2,1,0

subject to

Dynamic Simulation and Risk-Based OPF

0xg 00 )(

0xh 00 )(max,

0 00),(

0

lLl

bbb

gGgg

Ll

Ll

Ll

Dd

Dd

Gg

Gg

PpVvVPpP

vfp

ppp

Optimal Power Flow: minimizing generation cost

05.10.12

Page 9: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

OPF

Optimal Power Flow9

Gg

Ggg

Gggg pcpcc )(min

2

,2,1,0

subject to 0xh0xg 0000 )(,)(

Dynamic Simulation and Risk-Based OPF

Optimal Power Flow: minimizing generation cost

05.10.12

Page 10: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Transform into SCOPF by adding post-contingency flow models

SCOPF

10

[Capitanescu 2006]

Base case constraints

Contingency constraints

“Linking” equation, here real power generation

Gg

Ggg

Gggg pcpcc )(min

2

,2,1,0

subject to

Dynamic Simulation and Risk-Based OPF

Security Constrained Optimal Power Flow

Gg

Gcg

Gg

Gg

lLcl

bcbb

gGcgg

pppp

Pp

VvVPpP

)()(,)(

,

max,,

,

,

0xg

0xh0xgcc

0000

05.10.12

Page 11: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Transform into SCOPF by adding post-contingency flow models

SCOPF

11

[Capitanescu 2006]

Gg

Ggg

Gggg pcpcc )(min

2

,2,1,0

subject to

Dynamic Simulation and Risk-Based OPF

• N-1 does not take into account more than one component failing

• Infeasibility problems increase with number of contingencies

• Does not account for likelihood of contingencies

• Worst case scenario

Security Constrained Optimal Power Flow

Gg

Gcg

Gg

Gg

lLcl

bcbb

gGcgg

pppp

Pp

VvVPpP

)()(,)(

,

max,,

,

,

0xg

0xh0xgcc

0000

05.10.12

Page 12: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Gg

Ggg

Gggg pcpcc )(min

2

,2,1,0

subject to

Gg

Gcg

Gg

Gg

lLcl

bcbb

gGcgg

pppp

Pp

VvVPpP

)()(,)(

,

max,,

,

,

0xg

0xh0xgcc

0000

no hard constraints on post-contingency line flows

RBOPF

12

[McCalley 2009]

Dynamic Simulation and Risk-Based OPF

Risk-Based Optimal Power Flow

instead:penalise high line flows with severity index

05.10.12

Page 13: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Gg

Gcg

Gg

Gg

bcbb

gGcgg

ppppSeverityyProbabilitRisk

VvVPpP

)()(,)(

,

,

,

0xg

0xh0xgcc

0000

RBOPF

13

[McCalley 2009]

Risk indicates the expected cost of the consequences associated with line overload

Dynamic Simulation and Risk-Based OPF

• penalise high line flows with severity index weighted by their probability

• additional risk index in the objective

subject to

RiskGenCost Rmin

Risk-Based Optimal Power Flow05.10.12

Page 14: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Gg

Gcg

Gg

Gg

bcbb

gGcgg

ppppSeverityyProbabilitRisk

VvVPpP

)()(,)(

,

,

,

0xg

0xh0xgcc

0000subject to

RiskGenCost Rmin

Risk-Based Optimal Power Flow

Risk indicates the expected cost of the consequences associated with line overload

RBOPF

14

[McCalley 2009]

Dynamic Simulation and Risk-Based OPF05.10.12

Page 15: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Severity Index

15

Overload severity

Severity defined as a function of line flow Easiest and quickest implementation piecewise linear

[McCalley 2009]

𝑓𝑙𝑜𝑤 (% )

𝑠𝑒𝑣𝑒𝑟𝑖𝑡𝑦𝑙 , 𝑐

90

1.0

1 00

Dynamic Simulation and Risk-Based OPF05.10.12

Page 16: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Severity is the sum of the severities of all contingencies plus the base case

Severity Index

16

Overload severity

Severity defined as a function of line flow Easiest and quickest implementation piecewise linear

[McCalley 2009]

𝑓𝑙𝑜𝑤 (% )

𝑠𝑒𝑣𝑙 ,𝑐

90

1.0

1 00

Cc Ll

aseBal

Concl sevsevsev sec

,

Dynamic Simulation and Risk-Based OPF05.10.12

Page 17: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Problems

17

Problem with all these models:Security measure is relative

based on various assumptions, e.g.

SCOPF – ‘secure’ if all lines at 100% loadRBOPF – ‘secure’ if lines >>100%

Main problem with RBOPF:

Severity functions are arbitrary

𝑓𝑙𝑜𝑤 (% )

𝑠𝑒𝑣𝑙 ,𝑐

0

1.0

1 00

??

Dynamic Simulation and Risk-Based OPF05.10.12

Page 18: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Calibration

18

Solution: Calibrate severity functions to capture actual risk of a system

Dynamic Simulation and Risk-Based OPF

→ How does the actual risk LOOK?

Only one way to find out: Trip the line and see what happens.

→ Question: What IS the actual risk?

24.10.12

$/hr

RiskGenCost Rmin

$/risk

risk/hr

Page 19: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Calibration

19

Solution: Calibrate severity functions to capture actual risk of a system

Dynamic Simulation and Risk-Based OPF

→ How does the actual risk LOOK?

Only one way to find out: Trip the line and see what happens.

→ Question: What IS the actual risk?

→ How is the actual risk be DERIVED?

24.10.12

→ Simulator→ develop “consequence tree” that visualises the actual impact of all considered contingencies

Page 20: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Consequence Tree

20Dynamic Simulation and Risk-Based OPF

Tree for line contingencies 1-10

24.10.12

Page 21: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Consequence Tree

21Dynamic Simulation and Risk-Based OPF

Tree for line contingencies 1-10

24.10.12

amber nodesare intermediate

probability

severity (load shed)

Page 22: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Consequence Tree

22Dynamic Simulation and Risk-Based OPF

Tree for line contingencies 1-10

24.10.12

red nodesrepresent collapse

probability

severity (load shed)

Page 23: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Consequence Tree

23Dynamic Simulation and Risk-Based OPF

Tree for line contingencies 1-10

24.10.12

green nodesare stable

Page 24: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Consequence Tree

24Dynamic Simulation and Risk-Based OPF

Tree for line contingencies 1-10

24.10.12

Page 25: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Tree-Risk

25

New measure of severity: Amount of shed load in each node

New approach to probability: Defined by the failure rate

Dynamic Simulation and Risk-Based OPF24.10.12

Failure rate λ depends on flow

Page 26: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Tree-Risk

26Dynamic Simulation and Risk-Based OPF24.10.12

Assume exponential distribution Probability depends on flow and λ as well as time Δt

))(exp(1 tfp

Page 27: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Probability Computation

27Dynamic Simulation and Risk-Based OPF

tfp )(

min15)( fp

Δt: considered time slot 15 min: reaction time (time in which the system is left on its own)

24.10.12

Page 28: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

· 100

Contingency Risk Computation

28Dynamic Simulation and Risk-Based OPF24.10.12

riskc1 =

Probability = Σ branch probabilities

Severity = accumulated load shed

(0.01 · 0.23)

Page 29: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

· 100

Contingency Risk Computation

29Dynamic Simulation and Risk-Based OPF24.10.12

riskc4 =

Probability = Σ branch probabilities

Severity = accumulated load shed

0.01

Page 30: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

(0.01 · 0.58 · 0.56)· 100

Contingency Risk Computation

30Dynamic Simulation and Risk-Based OPF24.10.12

riskc9 =

Probability = Σ branch probabilities

Severity = accumulated load shed

+ (0.01 · 0.58 · 0.40) · 100+ (0.01 · 0.58 · 0.34) · 25.2+ (0.01 · 0.58 · 0.81) · 100

Page 31: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Contingency Risk Computation

31Dynamic Simulation and Risk-Based OPF24.10.12

c

crisktreerisk

Page 32: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Results

32Dynamic Simulation and Risk-Based OPF24.10.12

riskRBOPF risktree

#1 0 0.471

#2 0 0

#3 0 0

#4 0 0.995

#5 0 0.995

Not calibrated

Risk is estimated wrong

Page 33: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Calibration of the RBOPF Model

33Dynamic Simulation and Risk-Based OPF24.10.12

RBOPFcrisk

treecrisk

„=“ ?

solu

tion

adju

st

seve

rity

func

tions SOLVE

RBOPF

COMPUTETREE

Page 34: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

Results

34Dynamic Simulation and Risk-Based OPF24.10.12

Calibrated

riskRBOPF risktree

#1 0.097 0.018

#2 0 0

#3 0 0

#4 0.184 0.039

#5 0.287 0.995

Risk is estimated better

Page 35: Liberalization and deregulation of the markets power systems must be competitive, high profitable and efficient Steady increase of power demand but often

24.10.12 35

Summary and Outlook Promising approach in operating power systems

The true consequences can be estimated

The more information is provided, the better the estimation of the actual risk

Best for systems with a small number of nodes

The relationship between the failure rate and the flow needs to be analysed better

An efficient algorithm for calibration needs to be found

Dynamic Simulation and Risk-Based OPF