Application of Monte Carlo Simulation to Multi-Area Reliability

Calculations

The NARP Model

Any power system reliability model using Monte Carlo simulation

consists of at least the following steps:

1. Sampling of States

The states may be sampled using random sampling or sequential

simulation. The sampled state is defined by the status of all components
comprising the system and the magnitude of load at various buses.

2. Evaluation of States

This step consists of determining whether the load of all buses can be
satisfied given the status of generators and transmission lines.

3. Estimation of Indices

Reliability indices are estimated from the repeated use of steps 1 and 2.
The stopping criterion is based on the coefficient of variation being less
than a specified value.

The NARP model was developed by Associated Power Analysts, Inc.

and is being used by ERCOT (Electric Reliability Council of Texas).
The basic model is described in the following section.

In the NARP model simulation proceeds sequentially through time in

hourly steps.

1. Each hour the status of every generator and transmission link is

randomly and independently drawn according to the probability
distribution of generating unit and transmission link states. The
available capacities of individual units can be added to obtain the area
generating capacities.

2. The load of each area is updated to the current hour.

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3. If no area has a negative margin (capacity - load), then the simulation
proceeds to the next hour, otherwise the state evaluation module is
called.

4. If all area loads are satisfied, then the simulation proceeds to the next
hour. If there is a loss of load in one or more areas then this is counted
as loss of load for those areas and the system and area loss of load
magnitudes are computed.

5. Simulation is performed till the end of the year and statistics of

number of loss of load hours per year are collected.

6. The simulation process is continued until the specified convergence

criterion is reached.

Convergence of results:

An important issue in Monte Carlo simulation programs is number of

years of artificial history that must be created to achieve an acceptable
level of statistical convergence in reliability indices of interest. Here the
degree of statistical convergence is measured by the standard deviation
of the estimate of the reliability index obtained from simulation data.

Let Ii = value of reliability index obtained from simulation data for year
i

N = number of years of simulated data available

Then the estimate of index I

_ N
I = ∑ Ii / N
i=1

and
_____
SI = √(S2/N)

= standard dev of estimate of I

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where
N _
S = ∑ ( Ii - I )2 /N
2
i=1

_
Note that standard dev of I , varies as the inverse of square root of N.
Clearly, SI can never be made zero in practice and so the computed
value of reliability indices (mean or expected values) will always
contain some uncertainty. The goal here is to reduce the uncertainty in
the computed reliability indices to an acceptable level and to
understand the degree of uncertainty that remains. The NARP model
stops until one of the following criteria is satisfied.

1. Max number of years specified.

_
2. SI/ I is less than a specified fraction.

The NARP model is so structured that if criterion 1 is satisfied and the

computations terminate, you could restart the computations from the
year of termination so that simulated years are not lost.

State evaluation module:

The following description assumes no loss sharing policy between areas,

that is, an area will provide emergency assistance to other areas only to
the extent of its surplus capacity. A loss sharing policy has also been
implemented but is not described here to keep the discussion simple.

1. The scheduled transfers due to firm contracts and jointly owned

units are algebraically added to determine the net scheduled transfers.
These transfers are then input to the network flow module (described
later) to determine feasible transfers and line flows.

2. If the load in each area can be satisfied by the capacity in each area
together with the feasible scheduled transfers determined in step 1, then
further computation is not required, otherwise go to step 3.

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3.First, the net injections are assigned to each area:

Mi = injection at bus i

= margin in area i

= capacity in area i - load in area i

Now the feasible scheduled transfers calculated in step 1 are subtracted

from the net injections, and line capacity limits are modified by the
flows due to scheduled transfers.

The network flow model is called to determine the loss of load. The line
flows calculated in this step are algebraically added to line flows
calculated in step 1.

Network flow calculations:

The underlying model in NARP is a DC load flow model. This model

needs both tie capacity limits and line admittances. This can be,
however, easily replaced by capacity flow model if preferred. The
following description is based on DC flow model.

The state evaluation model in NARP proceeds in two steps.

1. Stage 1: Heuristic method

If the sum of positive injections is greater than the sum of negative

injections, all positive injections are scaled down in the same ratio so as
to make these sums equal.

If the sum of negative injections is greater than the sum of positive

injections, all negative injections are scaled down in the same ratio to
make these sums equal.

Then DC load flow model is called to make flow calculations. This

model is usually expressed by the equation

Bθ=M

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where B matrix is such that

bij = ijth element of B

=-(susceptance between nodes i and j)

if i ≠ j

bii = sum of susceptances connected to node i.

θ = node voltage angle vector

and

M = bus injection vector

The line flow from node i to node j is given by

fij = (θj - θi ) bij

If the flows are within the tie capacity constraints, then a feasible flow
has been found otherwise the program proceeds to the next stage to find
a feasible flow.

Stage 2: Linear programming

If a feasible solution is not found in stage 1 then network flow module

enters the optimization phase. The optimization procedure is based on
LP and it assigns positive margins or curtails negative margins so as to
minimize the pool loss of load.

Mathematically the formulation is

Loss of load = Min ∑ Ci

subject to:

B θ + G +C =D

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G ≤ Gmax

C≤D

F ≤ Ff

-F ≤ Fr

S ≤ Smax

where

G = vector of positive injections

D = vector of negative injections

C = vector of negative injection curtailments

Ci = ith element of C

S = vector of sum of flows at nodes

F= vector of flows

Gmax = vector of max available net positive injections

Smax = max flow values of flows at node s

Ff,Fr = forward and reverse tie capacities

F and S are related to tie line susceptances by the equation

fij = (θj - θI ) bij

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