IEEE TRANSACTIONS ON POWER DELIVERY, VOL. 16, NO.

1, JANUARY 2001 105

Banded Chaos in Power Systems

Alona Ben-Tal, Vivien Kirk, and Graeme Wake

Abstract—This paper focuses on one aspect of ferroresonance

in power systems, i.e., the appearance of a strange attractor with a
band-like structure. This attractor was called a “pseudoperiodic”
attractor in a previous paper where the phenomenon was first
reported. It was found in this study that banded chaos arises from
a sequence of period doubling bifurcations. Odd-subharmonics
undergo a symmetry-breaking bifurcation before the period
doubling cascade takes place. A theoretical discussion of sym-
metry-breaking and period doubling is given and a route to
banded chaos in an actual power system is demonstrated. The
Lyapunov exponents for the strange attractor were calculated.
Index Terms—Banded chaos, bifurcation, ferroresonance,
forced oscillator, period doubling, symmetry breaking.

I. INTRODUCTION
Fig. 1. Equivalent electrical circuit.

P OWER systems can be exposed to a harmful phenomenon

known as ferroresonance. Ferroresonance is characterized
by overvoltages, overcurrents and frequencies different than the
attractors arise from a symmetry-breaking bifurcation followed
by a sequence of period doubling bifurcations.
frequency of the electric source. This nonlinear phenomenon
Period doubling bifurcations are well known in the literature
can occur as a result of disconnecting a busbar or a line sec-
[10]–[12]; a periodic solution loses its stability to a solution
tion equipped with nonlinear voltage transformers and grading
having twice its period. A common route to chaos is through
capacitors. The steady state regime of the system may be fun-
a cascade of period doubling bifurcations. In certain cases, if a
damental (normal), fundamental with overvoltage [1], subhar-
periodic orbit possesses a symmetry, then a symmetry-breaking
monic [2], quasiperiodic [3], [4] or chaotic [4]–[7], and depends
bifurcation takes place before the first period doubling bifurca-
on the system parameters and the initial conditions (i.e., the state
tion. The symmetric solution loses its stability and two stable,
variables when the busbar is disconnected). For certain physical
nonsymmetric solutions appear, with each nonsymmetric solu-
parameters different regimes can coexist [8], [9].
tion then undergoing a sequence of period doubling bifurcations
Ferroresonance in an actual power system was studied in
[13], [14].
a previous paper [8] by constructing a bifurcation diagram.
The period doubling route to chaos has been found before in
A bifurcation diagram describes the qualitative properties of
power systems [5]–[7]. An interesting feature of the attractor
steady state solutions as physical parameters are varied [10].
found at the end of the period doubling cascade in this study
At certain points (bifurcation points) infinitesimal changes in
is that it has disjoint pieces when viewed in a Poincaré map,
physical parameters can cause significant qualitative changes in
where the map is formed by sampling at the forcing frequency.
the steady state solutions [11]. In the previous study two types
Attractors with a similar structure have been found in other
of bifurcation were found. The first type was a saddle-node
fields [15]–[17]. However, in these studies the disjoint pieces
bifurcation where a branch of stable subharmonics collided
of the attractor merge to form a larger attractor as the bifurca-
with a branch of an unstable subharmonics and terminated. A
tion parameter varies, while in our study the banded attractor
second type of bifurcation was observed but not identified in
seems to disappear without merging in this way.
[8]. In this bifurcation, a branch of subharmonics lost stability.
Section II in this paper will describe the system model and
Solutions started near the branch of unstable subharmonics
review some pertinent results from [8]. The mathematical back-
were attracted to a nonperiodic solution which looked very
ground on symmetry breaking and period doubling will be given
similar to the original subharmonic in the time domain. This
in Section III and a route to banded chaos in this system will be
attractor was called a “pseudo-periodic” attractor in [8]. The
demonstrated in Section IV.
aim of this paper is to explain what those “pseudo-periodic”
attractors are. It will be shown that the “pseudo-periodic”
II. SYSTEM DESCRIPTION
Manuscript received March 16, 1999. The system of interest is equipped with a voltage transformer
A. Ben-Tal and V. Kirk are with the Department of Mathematics, University and a damping reactor and can be represented by an equivalent
of Auckland, New Zealand. electrical circuit as shown in Fig. 1 [8]. , , and are, re-
G. Wake is with the Department of Mathematics, University of Canterbury,
Christchurch, New Zealand. spectively, the system supply voltage, frequency, inductance and
Publisher Item Identifier S 0885-8977(01)02229-4. resistance. represents the circuit breaker grading capacitors
0885–8977/01$10.00 © 2001 IEEE
106 IEEE TRANSACTIONS ON POWER DELIVERY, VOL. 16, NO. 1, JANUARY 2001

and represents the equivalent capacitance of the equipment

relative to earth. , , , are resistances and inductances
of the voltage transformer with fluxes , corresponding to
the inductors. represents core losses and (flux ) is the
nonlinear magnetizing inductance of the voltage transformer.
is the voltage transformer load, is the damping reactor
resistance and (flux ) is the nonlinear inductance of the
damping reactor.
The magnetization characteristics of the voltage transformer
and the damping reactor can be described in a functional form
as follows:

(1)
where
current in ,
current in , Fig. 2. Bifurcation diagram (400 kV voltage transformer—with damping
, odd integers and reactor) solid line—stable steady state, periodic solutions, dashed
, , , constants (see the Appendix). line—unstable steady state, periodic solutions.
The functional form was obtained by using least squares anal-
ysis to fit curves to data supplied by the manufacturer. at where the branch loses stability. It was shown in
The electrical circuit in Fig. 1 can be represented by a system [8] that for some parameter values beyond the bifurcation point
of differential equations of the form: (e.g., ), solutions started near the branch of unstable
subharmonics were attracted to a nonperiodic solution called a
(2)
“pseudo-periodic” attractor in [8]. The bifurcation that occurs
where when the branch first loses stability has now been identified
, vector of normalized state variables, as a symmetry-breaking bifurcation. Furthermore, it has been
, discovered that the “pseudo-periodic” solutions lie on a strange
, attractor that arises from a sequence of period-doubling bifurca-
, tions following the symmetry-breaking bifurcation. Symmetry-
breaking bifurcations and their connection to period doubling
bifurcations are discussed in the next section.

physical parameter (e.g., ), III. SYMMETRY BREAKING AND PERIOD DOUBLING

vector of real constants and
Suppose that is a steady state periodic solution to the
vector-valued nonlinear function.
system (2) and has a period of , where is an integer.
Due to the form of the nonlinearity in (1), is odd in ,
Then can be expressed by a Fourier series as follows [18]:
i.e., .
The system of differential equations (2) was investigated in
[8] where an approach for finding ferroresonance occurrence
domains was developed. The approach described in [8] involves (3)
the calculation of (approximate) periodic steady state solutions
by the Galerkin method and the creation of a bifurcation dia- where , are vectors of real constant coefficients.
gram using a continuation method. If is an odd integer then:
In [8] a partial bifurcation diagram for a 400 kV voltage trans-
former with a damping reactor was given and is reproduced in (4)
Fig. 2. Each branch on the diagram refers to steady state, peri- which means that if is a solution to (2) so is .
odic solutions with the same period. Fig. 2 shows one branch of To see this, substitute into the right hand
fundamental (normal) solutions ( ), two branches of 1/3 side of (2), and use (4) and the fact that
sub-harmonic solutions ( ), and one branch of 1/5 sub- to get:
harmonic solutions ( ). A solid line represent stable solu-
tions while a dashed line corresponds to unstable solutions.
Two types of bifurcation are shown in Fig. 2. The first type
is a saddle-node bifurcation where a branch of stable subhar-
monics collides with a branch of unstable sub-harmonics and
terminates. A second type of bifurcation was observed but not
identified in [8]. An example of this previously unidentified bi-
furcation can be seen on the 1/3 sub-harmonic branch in Fig. 2, (5)
BEN-TAL et al.: BANDED CHAOS IN POWER SYSTEMS 107

with the second-to-last equality being true since is a so-

lution to (2). Hence, satisfies (2) as
claimed.
If , i.e., the solution is symmetric
under translation in time by half a period and reflection in all
state variables, the coefficients in
(3) are all zero. A solution with this symmetry is therefore
characterized by the absence of even harmonics; we say such a
solution is -symmetric. When a -symmetric solution under-
goes a symmetry-breaking bifurcation it becomes unstable and
two new stable solutions appear: and where
. This symmetry-breaking bifurcation is
equivalent to a pitchfork bifurcation [14].
If is an even integer then:

(6)
Fig. 3. Symmetry-breaking and period-doubling of a 1/3 subharmonic
In this case if is a solution to (2) so is . 1) symmetric solution, 2) nonsymmetric solution, 3) 1/6 subharmonic, solid
If , i.e., the solution is symmetric line—stable solution, dashed line—unstable solution.
under time translation by half a period, the coefficients
in (3) are all zero and the solution
is actually periodic with least period . The “sym-
metry” of this solution “breaks” through a period doubling
bifurcation. becomes unstable and two new stable solu-
tions appear: and where
(note however that these two solutions will lie on top of each
other in the phase portrait). Unlike the symmetry breaking
bifurcation, where the solutions that appear in the bifurcations
have the same period as the solution that is changing stability,
in a period doubling bifurcation the new solution has least
period which is twice the least period of .
Bifurcation points can be identified by looking at the eigen-
values of a monodromy matrix [10]. The standard monodromy
matrix , where is the least period of the solution, is found
by numerically solving the system of equations:

Fig. 4. Phase portrait—symmetric 1/3 subharmonic, R = 0 1131

.
:

(7)
where is the identity matrix. A period doubling bifurcation
corresponds to the case where one of the eigenvalues of
is 1. The saddle-node and symmetry-breaking bifurcations
both give rise to an eigenvalue of one in . To distinguish
between these two cases, we note that when a solution is
-symmetric the least period of , evaluated at this
solution, is . We can therefore look at the eigenvalues of
[14], [19]. An eigenvalue of 1 in identifies a
symmetry-breaking bifurcation while an eigenvalue of 1 in
identifies a saddle-node bifurcation. These results are
pointed out in [13], [19] [note that in [13] corresponds to
] and were used to locate and identify the bifurcations
discussed in the following section.
IV. ROUTE TO BANDED CHAOS
In this section we will demonstrate how the “pseudoperiodic”
solutions found in [8] arise from a symmetrybreaking bifurca-
tion followed by a sequence of period-doubling bifurcations. We
look in detail at bifurcations arising from a branch of 1/3 sub-
harmonics, but conjecture that the same mechanism gives rise
to similar behavior on other branches of subharmonics.
A detailed bifurcation diagram of the 1/3 subharmonic (
, left branch in Fig. 2) is given in Fig. 3 (note that
). Branch 1 corresponds to the symmetric 1/3 sub-
harmonic. This branch loses its stability through a symmetry-
breaking bifurcation. At this bifurcation point, two stable 1/3
nonsymmetric subharmonics appear (branch 2 in Fig. 3—note
that the two nonsymmetric solutions lie on top of each other in
this figure). The nonsymmetric 1/3 subharmonics in turn lose
their stability through period-doubling, and two stable 1/6 sub-
harmonics appear, one near each of the nonsymmetric 1/3 sub-
harmonics. Higher subharmonics are hard (and computationally
expensive) to trace numerically; we have found subharmonics
of order 1/12 and higher at isolated parameter values but have
not traced branches of these solutions. Fig. 3 was created by the
method described in [8].
The phase portrait of a symmetric 1/3 subharmonic is shown
in Fig. 4. It can be seen that the solution is -symmetric for
108 IEEE TRANSACTIONS ON POWER DELIVERY, VOL. 16, NO. 1, JANUARY 2001

Fig. 5. Phase portrait—nonsymmetric 1/3 subharmonic, R = 0 1078

.
:
Fig. 7. Fast Fourier transform—symmetric 1/3 subharmonic, R =
0:1131
.

Fig. 6. Phase portrait—1/6 subharmonic, R = 0 1009

.
:

. The Fast Fourier Transform (FFT) of the symmetric Fig. 8. Fast Fourier transform—nonsymmetric 1/3 subharmonic,
solution is shown in Fig. 7. As expected, only odd harmonics R = 0 1078
.
:

can be seen.
The phase portrait of a nonsymmetric 1/3 subharmonic is
shown in Fig. 5. The lack of symmetry is apparent in this figure.
The FFT of the nonsymmetric solution is shown in Fig. 8. Even
harmonics are obvious in the power spectrum.
Fig. 6 shows the phase portrait after the nonsymmetric 1/3
subharmonic has gone through period doubling. The FFT
(Fig. 9) reveals that a 1/6 subharmonic has appeared.
As is decreased still further, a sequence of period dou-
bling bifurcations takes place. These period-doublings were ob-
served by looking at Poincaré maps of the steady state solutions,
with the sampling period of the map being set to , the pe-
riod of the forcing. A subharmonic of order at least 1/12 was
observed for . At (Fig. 10) it be-
comes difficult to see whether the attracting solution is periodic
with very high period or is a nonperiodic attractor. To overcome
this problem the Lyapunov exponents were calculated using the
method described in [14]. The first three Lyapunov exponents
are: , , 0.42. These (nondimensional) Fig. 9. Fast Fourier transform—1/6 subharmonic, R = 0 1009
.
:
BEN-TAL et al.: BANDED CHAOS IN POWER SYSTEMS 109

Fig. 10. Poincaré map (9:5 < t [sec] < 79 6),

: the attractor at Fig. 12. Poincaré map (9:5 < t [sec] < 79:6). A solution started near the
= 0 0990
. “ghost” of the banded attractor is eventually attracted to a fundamental solution,
= 0:09015
.
R :
R

For example: banded chaos in one-dimensional maps, in a

forced damped pendulum, in a magnetic oscillator and in a
gear-meshing vibration was found in [12], [15]–[17] respec-
tively. This phenomenon was called “band chaotic attractor” in
[12], “small chaotic attractor” in [16] and “ -band attractor”
in [17]. In the examples above, the disjoint pieces of the
chaotic attractor merge to form one single larger attractor
as the bifurcation parameter varies. In our case, however,
the banded attractor seems to disappear without merging by
. Fig. 12 shows an orbit which spends a long
time near the “ghost” of the banded attractor seen for slightly
larger but which is eventually attracted to a fundamental
solution lying near the center of the figure.

V. SUMMARY
A route to banded chaos in a ferroresonant circuit has been
Fig. 11. Poincaré map (9:5 < t [sec] < 318 3), the attractor at
: R = described. It has been shown that odd subharmonics undergo
0 0902
:
.
a symmetry breaking bifurcation first, and then a sequence of
period doubling bifurcations takes place. At the end of this
quantities indicate that the dynamics on this attractor is chaotic cascade, an attractor with a banded structure and a positive
[14]. Lyapunov exponent appears. The banded attractor eventually
Some of the other features normally associated with disappears, but solutions can still spend a long time near the
period-doubling cascades have also been seen in our system. “ghost” of the attractor before being attracted to a different
For instance, a window of 1/9 subharmonics was observed solution (a fundamental solution in the case shown).
near . This corresponds to the period three A window of 1/9 subharmonics has been found. This
window seen in the standard discussions of period doubling corresponds to the period three window normally associated
in one-dimensional maps [12]. Windows such as this have with period doubling cascades.
been seen in other studies of ferroresonance [6], [7]. The
1/9 subharmonic also has a (possibly complete) sequence of APPENDIX
period-doubling bifurcations.
By the system has a very complicated Parameters of the system:
attractor (Fig. 11). Note the band-like structure of the attractor,
which is strongly reminiscent of the original 1/3 subharmonic
when viewed in phase space. The first three Lyapunov expo-
nents for this attractor are: , , 0.41
and indicate that the dynamics on this attractor is chaotic.
This type of attractor was called pseudo-periodic in [8]. Other
studies have found attractors with a similarly banded structure.
110
ACKNOWLEDGMENT
The author would like to acknowledge the Centre for High
Performance Computing at the University of Auckland where
many of the calculations were done.
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Alona Ben-Tal received her M.Sc. in mechanical engineering from the Tech-
nion, Israel. She worked at the Israel Electric Corporation as a Researcher during
1994–1997 and is currently working on her Ph.D. at the University of Auckland.
Vivien Kirk received her M.Sc. in physics from the University of Auckland
and Ph.D. in applied mathematics from Cambridge University. She is currently
a Lecturer in the Mathematics Department at the University of Auckland.
Graeme Wake received his M.Sc., Ph.D. and D.Sc. degrees in mathematics
from Victoria University of Wellington. He is currently Professor of Applied
Mathematics at the University of Canterbury, Dean of Postgraduate studies at
the University and Co-Director of the AgResearch (NZ) Mathematical Biology
Unit.