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Fast monte carlo simulation of dynamic power systems under continuous random disturbances
Qiu, Yiwei1; Lin, Jin1; Chen, Xiaoshuang1; Liu, Feng1; Song, Yonghua1,2
2020-08-02
Conference NameIEEE PES General Meeting 2020
Source PublicationIEEE Power and Energy Society General Meeting
Volume2020-August
Conference DateMonday, August 3 – Thursday, August 6, 2020
Conference PlaceVirtual Event
Abstract

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of random variables that do not vary with time to ensure accuracy. Monte Carlo simulation (MCs) is a nonintrusive method to evaluate such impact that can be performed on commercial power system simulation software and is easy for power utilities to use, but is computationally cumbersome. Fast samplings methods such as Latin hypercube sampling (LHS) have been introduced to speed up sampling random variables, but yet cannot be applied to sample continuous disturbances. To overcome this limitation, this paper proposes a fast MCs method that enables the LHS to speed up sampling continuous disturbances, which is based on the Itô process model of the disturbances and the approximation of the Itô process by functions of independent normal random variables. A case study of the IEEE 39-Bus System shows that the proposed method is 47.6 and 6.7 times faster to converge compared to the traditional MCs in evaluating the expectation and variance of the system dynamic response.

KeywordContinuous Random Disturbance Itô Process Karhunen-loève Expansion Latin Hypercube Sampling Monte Carlo Simulation Stochastic Differential Equations
DOI10.1109/PESGM41954.2020.9281729
URLView the original
Indexed ByCPCI-S
Language英語English
WOS Research AreaEnergy & Fuels ; Engineering
WOS SubjectEnergy & Fuels ; Engineering, Electrical & Electronic
WOS IDWOS:000679246601095
Scopus ID2-s2.0-85099166090
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Document TypeConference paper
CollectionDEPARTMENT OF ELECTRICAL AND COMPUTER ENGINEERING
Affiliation1.Tsinghua University, State Key Laboratory of Control and Simulation of Power Systems and Generation Equipment, Department of Electrical Engineering, Beijing, 100084, China
2.The University of Macau, Department of Electrical and Computer Engineering, 999078, Macao
Recommended Citation
GB/T 7714
Qiu, Yiwei,Lin, Jin,Chen, Xiaoshuang,et al. Fast monte carlo simulation of dynamic power systems under continuous random disturbances[C], 2020.
APA Qiu, Yiwei., Lin, Jin., Chen, Xiaoshuang., Liu, Feng., & Song, Yonghua (2020). Fast monte carlo simulation of dynamic power systems under continuous random disturbances. IEEE Power and Energy Society General Meeting, 2020-August.
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