Reliability Evaluation of Distributed Integrated
Energy Systems via Markov Chain Monte Carlo
Yuxiong Huang
Department of Electrical Engineering
Xi’an Jiaotong University
Xi’an, China
hyx.xj@stu.xjtu.edu.cn
Abstract—Distributed integrated energy system (DIES) is
conductive to alleviate the energy shortage and environment
pollution. As a basis for planning and operation, reliability
evaluation is important for the development of DIES. Firstly, this
paper established a reliability evaluation model of DIES based on
an energy hub model, which can describe the complex
interconnection between different power supply subsystems.
Then, the impacts of dynamic behavior of thermostatically
controlled load on the reliability evaluation of DIES is analyzed
based on an electric water heater (EWH) model. And the
reliability evaluation of DIES is carried out based on a Markov
chain Monte Carlo (MCMC) simulation. The feasibility of the
proposed method is validated by extensive case studies.
Keywords—Gistributed integrated energy system energyhub in [1]. The concept of energy hub is introduced to describe the
Markov chain Monte Carlo simulation reliability evaluation
I. INTRODUCTION
Energy is the basis of human survive and development.
However, with the pressures e.g. energy shortage and
environmental degradation, how to improve the energy
efficiency and promote the development and utilization of
renewable energy on the basis of existing energy structures has
become a hot topic in the energy field. In this context, the
concept of integrated energy system came up, which takes the
power system as the core and includes different forms of
energy like gas, heat and cold. And the integrated energy
system which focuses more on distributed energy terminals and
their coupling relationship between different energy supply
subsystems is called as distributed integrated energy system
(DIES) [1].
The concept of DIES breaks the traditional design of
energy supply in which the scheduling and operation of energy
supply subsystems are independent with each other, and
coordinate and optimize different energy supply subsystems in
a whole, which is helpful for improving the energy efficiency
and the integration of renewable energy [2]. Because of the
advantages mentioned above, the development of DIES has
received a wide attention in the international context. The
European Union as the first area to put forward the concept of
DIES, a series of internationally influential projects which
related to DIES e.g. Intelligent Energy has been implemented.
And the United States proposed a development plan for DIES
in 2001. However, the current domestic research in China is
still in its infancy.
Supported by the National Key R&D Program of China
(2016YFB0901900), National Natural Science Foundation of China
(51607136), the State Key Laboratory of Electrical Insulation and Power
Equipment (EIPE16308).
‹,(((
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Gengfeng Li
Department of Electrical Engineering
Xi’an Jiaotong University
Xi’an, China
gengfengli@xjtu.edu.cn
The research on DIES has made some preliminary
achievements in its concept of operation control and economic
analysis. The general models of components in DIES e.g.
storage devices are studied in [3]. In [4], the robustness
optimization method of integrated energy system considering
wind uncertainty is studied. The multi-energy flow analysis
model of DIES in constructed in [5-6], and an energy flow
algorithm is proposed for the DIES which includes three
energy supply subsystems with electricity, gas and heat.
However, there are less researches on the reliability evaluation
of DIES.
The current research status and the future research direction
of DIES reliability evaluation are summarized and forecasted
feature of multi-energy coupling in DIES, and the reliability
evaluation of DIES with energy storage is analyzed using an
analytic method in [7]. In [8], a DIES reliability evaluation
method based on intelligent agent communication is introduced.
And [9-10] analyzed the dynamic behavior of thermal load.
The studies mentioned above have laid a good foundation for
the reliability evaluation of DIES. However, the effects of
dynamic behavior of thermostatically controlled loads e.g.
cooling and heating loads on reliability evaluation of DIES
have not been well studied.
In this paper, an reliability evaluation model of DIES is
established based on an energy hub model. The effects of
dynamic behavior of thermostatically controlled load on the
reliability evaluation of DIES is analyzed based on an electric
water heater (EWH) model which acts as a typical
thermostatically controlled load. And the reliability evaluation
of DIES is carried out using a Markov chain Monte Carlo
(MCMC) simulation [11], and the reliability indices of DIES
are calculated to quantitatively evaluate its reliability. Finally
extensive case studies are conducted to verify the feasibility of
the proposed reliability evaluation method.
II. RELIABILITY EVALUATION MODEL OF DIES
A. Energy Hub Model of DIES
There are many energy conversion devices in DIES to
achieve the conversion between different forms of energy. To
describe the energy conversion relationships in DIES concisely,
the energy hub model of DIES is introduced in this paper. As
shown in Fig. 1, there is an energy hub model of DIES with
three energy supply subsystems include electricity, gas and any time based on the linear energy balance method [12-14].
heat, which includes all possible conversion relationships. The water temperature TT (t ) of EWH can be described by:

dTT
Power supply
P-G P-H
Power load
k a(TT (t )  Ta (t ))  ce q(t )(Td  Tin )  PWH (3)
dt
G-E G-H
Gas supply Gas load where: k is the tank thermal capacity, r is the thermal
H-P H-G resistance of tank walls, Ta (t ) is the ambient temperature at
Heat supply Heat load time t , ce is the specific heat constant for water, q(t ) is the
hot water rate of extraction at time t , Td and Tin are the
Fig. 1. Schematic diagram of energy hub model of DIES
desired outlet water temperature and the inlet water
The energy hub model of DIES in Fig. 1 can be divided temperature, respectively, PWH is the power rating of the
into three parts: inputs, coupling devices and loads. The heating element.
coupling matrix C is defined to describe the relationship
The desirable performance of EWH can be indicated by a
between them. And the relationship between inputs and loads
temperature bandwidth as follows:
can be represent as (1):
Tmin d TT (t ) d Tmax (4)
& &
L C ˜ I where: Tmax and Tmin are the upper and lower limits of
ª LP º ª cPP cHP º
cGP ªIP º temperature, defined as the set-point of the thermostat,
«L » «c » (1)
« G» cGG cHG » ˜ «« I G »»
« PG
respectively. The heater will be turned off when the
temperature reaches the upper bound, and it will be turned on
«¬ LH »¼ «¬c PH
cGH c HH »¼ «¬ I H »¼
when the temperature reaches the lower bound.
& & The dynamic behavior of thermostatically controlled load
where L is the load vector and I is the input vector, and will affect the calculation of the reliability index such as
subscripts P , G and H represent power, gas, heat, System Average Interruption Frequency Index (SAIFI), System
respectively. As for the elements in matrix C , taking cGP as Average Interruption Duration Index (SAIDI), Expected
an example, if cGP equals to 0.1 which means 10% gas supply Energy Not Supplied (EENS) and Average Service
converts to heat and is used to satisfy the heat load. Unavailability Index (ASUI) [9].

It is also necessary to define the maximum transmission C. Reliability Evaluation of DIES

capacity matrix δ , which represents the maximum
transmission capacity from inputs to loads, and the
transmission capacities between different forms of energy input
and load are determined by the conversion capacities of energy
converters. And the maximum transmission capacities between
same type of energy input and load, since they are directly
connected by the transmission lines, they can be seen as infinite.
ªG PP G GP G HP º
«G
δ « PG G GG G HG »»
«¬G PH G GH G HH »¼
B. Electric Water Heater Model
DIES with electricity, gas, cold, heat and other different
forms of load, including large thermostatically controlled load
which has obvious dynamic behavior. For power load, once the
power supply does not meet the load demand, that is a power
outage. However, for thermostatically controlled load, take the
heating load as an example, when the heat supply is interrupted,
the load side of the temperature gradually decreased, and only
when the temperature is lower than the acceptable limit can it
be seen as an outage.
In this paper, taking the EWH load as an example, the
effects of dynamic behavior of thermostatically controlled load
on reliability evaluation of DIES is studied. First, the EWH
model is established, and the water temperature is modeled at
The effects of reliability of distribution network on the
input side of DIES on reliability evaluation of DIES are
considered in this paper. And other energy supply networks are
considered completely reliable. Therefore, firstly, the reliability
of distribution network that DIES is connected to should be
evaluated to obtain the reliability index of distribution network
node, and then evaluate the reliability of DIES based on
MCMC method and calculate the reliability index.The Monte
Carlo simulation method is widely used to evaluate the
(2) reliability of the distribution system. This method has been
described in detail in [15], which is briefly described here.
Distribution system reliability assessment algorithm is divided
into two steps:
a. component modeling and state sampling.
b. system status assessment and reliability index calculation.
The two-state model [16] is adopted in this paper. In the
two-state model, components have both operating and fault
states, and the component failure rate and repair rate are
considered exponential distribution. The time to failure (TTF)
and the time to repair (TTR) can be calculated as follows:
1
TTF  ln E1 (5)
O
1
TTR  ln E 2 (6)
P

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where: O and P are the average failure rate and repair rate of a where: O is the probability that the energy supply path is in
component, respectively. E1 and E 2 are uniform random the operation state, F is the probability that the energy supply
number between [0, 1]. path is in a failure state. The state transition probability matrix
of system can be further determined [9].
System state consists of all components’ state. A system
state evaluation algorithm combined with the zone partitioning And for a state, the system can supply the maximum load
and minimal path search is used in this paper, and detailed value APJ is:
introduction on this algorithm can be seen in [15].
APJ LJ  ¦ 9 DJ GDJ (9)
For the DIES model shown in Fig. 1, there are three energy D zJ
supply paths for each type of load, and each supply path has
two states of operation or failure. The energy supply for each where: J and D both represent the energy type.
form load has eight Markov states. Assuming that only one
The Reliability evaluation of DIES based on the MCMC
supply path can be changed at the same time, there is only one
method. During the simulation process, the energy supply
path’s state is different between the two Markov states that
states are in the order of time, and different energy supply state
may be converted to each other. For the power load, the energy
spaces are independent of each other during the simulation.
supply state space shown in Figure 2. In Fig. 2, 9 indicates the The MCMC method considers the relationship between states,
state of the energy supply path, and 'Ҁ' and '™' indicates the that is, the next state of the system is related only to the current
operating state and the fault state, respectively. state, and the simulation process is carried out on an equal
period of time, which facilitates the process of describing the
6WDWH
temperature change of the thermostatically controlled load. It is
9 PP ĸ generally assumed that all the components in the system are in
P PP 9 GP ĸ P HP the operating state as the initial state of the system.
9 HP ĸ In summary, the reliability evaluation flowchart of DIES is
P GP shown in Fig. 7, and the steps are summarized as follows:
O O GP O HP
PP
a. Based on the sequential Monte Carlo method, the reliability
6WDWH 6WDWH 6WDWH
9 PP × 9 PP ĸ 9 PP ĸ evaluation of distribution network is carried out to obtain
the reliability index of distribution network node.
P HP
9 GP ĸ P PP 9 GP × P GP 9 GP ĸ b. Determine the DIES’s Markov state space, and determine
9 HP ĸ 9 HP ĸ 9 HP × the energy that the system can supply for each kind of load
P GP P HP P PP in each state, and determine the state transition probability
O GP O HP O PP matrix.
6WDWH 6WDWH 6WDWH
9 PP × O PP 9 PP ĸ O GP 9 PP × c. Based on the MCMC method, the reliability evaluation of
DIES is carried out to get DIES energy supply state
9 GP × 9 GP × 9 GP ĸ O HP samples. During the simulation, DIES’s power input state
9 HP ĸ 9 HP × 9 HP × will change according to the failure rate of the distribution
network node that DIES is connected to.
P HP P PP P GP
O PP d. Based on the energy supply state samples obtained in step c,
6WDWH the reliability index of DIES can be calculated.

O HP
9 PP × Evaluate the reliability of distribution network that DIES is
O GP
9 GP × connected to

9 HP × T = 0, determine the Markov state of the DIES and

determine the energy that can be supplied in each state

Fig. 2. State space of power supply Determine the transfer rate between the various states

In this paper, the two-state model, namely, operation and Determine the initial state and generate a random number to
fault, is used for the energy supply path in DIES. The determine the state of the next time period
probability that the energy supply path is in the operation state
For the heat load, determine the initial temperature and
and the fault state are: T=T+∆t
calculate the temperature for the next time period
P
O (7) No
P O Reach the last time?

Yes
O
F (8) Calculate the reliability index of DIES
P O
Fig. 3. Flowchart of reliability evaluation of DIES

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 III. CASE STUDIES TABLE II. AVERAGE LOADS IN DIES
Power load (MW) Gas load (MW) Heat load (MW)
A. Introduction to the test system Type 1 10 8 5
The test system’s structure is shown in Fig. 4, where the Type 2 7 13 7.5
distribution network test system using RBTS Bus 2 system [17].
And node 7 and node 15 of Bus 2 system are connected with B. Reliability evaluation results of DIES
DIESs, respectively. DIES’s structure is shown in Fig. 1. And
the DIESs are divided into type 1 and type 2. The DIES’s Tab. III shows the reliability index of node 7 and node 15
system parameters of type 1 are derived from reference [9], and in Bus 2 system, where O is the failure rate and r is mean
the system parameters of DIES of type 2 are obtained by time per failure. We can conclude that node 7 is more reliable
reasonable assumptions. than node 15.

F1 26 29 32
23 TABLE III. RELIABILITY INDEX OF NODE 7 AND NODE 15
24 25 27 28 30 33
31 DIES
˄Type 1˅ Node O (times / year) r (hours / time)
7 0.139504 5.00377
DIES 15 0.252155 12.9578
LP1 LP2 LP3 LP4 LP5 LP6 LP7
(Type 2)
F2 34 36
35 37 The reliability evaluation results of DIESs at node 7 and
LP8 LP9 node 15 are shown in Tab. IV, Tab. V and Tab. VI,
F3 38 40 43 46 respectively.
41 44 47
39 42 45 Compared the reliability indices in Tab. IV and the indices
in Tab. V, because both DIESs are connected to the same node
in distribution network, the differences are due to the different
DIES
LP10 LP11 LP12 LP13 LP14
LP15 (Type 2) component parameters of DIES. It is easy to find that the
F4 48 51 54 56 reliability indices of power supply of type 1 DIES at node 7 is
49
50
52
53
55 57
58
poor than the type 2 at node 7, but the reliability index of gas
supply of type 2 DIES at node 7 is poor than the type 2 at node
7. Note that the maximum transmission capacity matrix in the
LP16 LP17 LP20 LP21
two DIES system parameters can be found that when a kind of
LP18 LP19 LP22
load in DIES can be satisfied by other types of loads, the
reliability of this type of load will be significantly improved,
Fig. 4. Schematic diagram of test system
that is, the degree of coupling between the various forms of
energy directly affect the reliability level of energy supply and
The maximum transmission capacity GDJ (MW) of DIES, the reliability level of energy supply will be improved with the
the failure rate ODJ (times / year) and repair rate PDJ (times / increase of coupling degree.
year) of each energy supply path are shown in Tab. I. And the And compared the reliability indices in Tab. V and the
DJ indicates the path from input ID to load LJ . indices in Tab. VI, the effects of reliability of distribution
network on DIESs’ reliability can be seen. Although node 7 is
more reliable than node 15, the differences of reliability indices
TABLE I. COMPONENT PARAMETERS OF DIES
between type 2 DIES at node 7 and type 2 DIES at node 15 are
DJ quite small. This is because the reliability of the distribution
Type network is significantly higher than that of the DIESs.
PP PG PH GP GG GH HP HG HH
We can conclude that the reliability of type 1 DIES at node
1 2 1 2 6 0.5 0.333
GDJ 7 is better than the other two since its coupling degree of type 1
2 3.5 2 1.5 4 0.5 1 between different energy supply subsystems is higher than the
1 1 5 5 5 1 5 5 5 1 type 2.
ODJ
2 0.8 3.5 4 3.5 0.8 5 4 5 0.8
TABLE IV. RELIABILITY INDEX OF TYPE 1 DIES AT NODE 7
1 730 365 365 365 121 365 365 365 121
PDJ SAIFI SAIDI
2 500 300 300 300 150 300 300 300 150 EENS
(times / (hours / ASUI
(MWh)
year) year)
Power supply 1.07233 12.8537 90.2165 0.00146731
Taking chronological load curve model as the load model.
The average loads are shown in Tab. II. And the units of each Gas supply 0.119 2.11967 8.59167 0.000241971
form of energy are converted to MW.
Heat supply 0.0133333 0.205 0.00782196 2.34018e-05

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traditional methods, a EWH model as a typical thermostatically
controlled load is introduced to analyze the effects of dynamic
behavior of thermal load on the reliability evaluation of DIES.
Then, a MCMC simulation is adopted to evaluate the reliability
of DIES, which takes the effects of reliability of distribution
network into account. Finally, the feasibility of the evaluation
method proposed in this paper is verified by case studies. The
results show that the proposed method can effectively evaluate
the reliability of DIES.

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