Monte Carlo in Power System
Monte Carlo in Power System
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© Research India Publications. http://www.ripublication.com
Anuradha Deshpande
Associate professor, Department of Electrical Engineering, Faculty of Technology and Engineering,
M. S. University of Baroda, Vadodara, 390001, India.
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conditional simulations of more frequent intermediate failure In power system, number of components are more and
events. The inefficiency of Monte Carlo simulation in sometimes failure of component depends on other failure
simulating rare failure events is overcome by breaking the events. For that binominal distribution is used which associated
problem into estimating a sequence of conditional probabilities, with the combinational problems. Binominal distribution
which reduces Computational burden by extracting the subset represented by expression (P + Q)n. If component has n trials
of system states with significant contribution to reliability with r success or (n - r) failure then probability can be evaluated
indices”. For very reliable system, González-Fernández et al. from,
[6] consider the method which combines the concepts of Cross-
𝑛!
Entropy and Importance Sampling to obtain an optimal 𝑃𝑟 = 𝑃𝑟 𝑄𝑛−𝑟
distortion for the probabilistic parameters of system 𝑟!(𝑛−𝑟)!
components. The state probabilities are, thus, “properly
distorted so that important failure events are sampled more to 𝑃𝑟 = 𝑛𝐶𝑟 𝑃𝑟 𝑄𝑛−𝑟 (3)
deal with large and complex power systems”.
In above equation, P (Availability of component) and Q
In bulk power system the number of possible outage states are (Unavailability of component) remain constant and n must be
extremely large. Billinton and Zhang [7] proposed approach of fixed number of trial.
the “state extension algorithm which extend the knowledge of
2.2 MCS method
the investigated system states to collectively include the effects
of a large number of the investigated system states. The This method is class of computational algorithm which relies
algorithm provides more accurate adequacy indices without on repeated random sampling to evaluate numerical results. In
investigating extensive system contingencies and therefore this method random numbers are generated by the random
without significantly increasing the required computational number generators in digital computer with uniform random
effort”. Sometimes bulk system has several outages for that, number found in interval of (0,1). These numbers are tested for
Nahman [8] proposed a method for “Modeling simultaneous component random behaviour and failure sequences are
multiple station originated and common cause transmission generated from failure event of component. These sequences
line outages for bulk-power system reliability analysis. The are helpful to estimate the failure probability near true value.
failure-event vs system-element outage correlation-matrix is 2.2.1 Generation of Random Number
defined and used for system outage Modeling”. P. Hu et al. [9]
and Parvini et al. [10] represent the impact of renewable Random numbers are essential in simulation technique. They
sources in assessment of operational reliability of power system are variables which values are uniformly distributed in range of
and analyse the effect of energy storage system for reliability (0,1). Expression for congruential generators is shown below in
improvement of the system. which the previous value Xi used to evaluated sequence of new
number Xi+1.
2 METHODOLOGY
Xi+1 = AXi + C (mod B) (4)
For reliability assessment mainly two approaches are used 1)
Analytical (probabilistic) 2) Failure sequences in MCS method. Where B (modulus), C (increment) and A (multiplier) are non
Probabilistic method represents reliability of system in terms of negative numbers such that A, C, X0 < B and A ≠ 0. Sequence
probability. Which is evaluated from data of components Xi+1 stars with value X0 known as seed. Meaning of modulo
availability and unavailability. MCS method estimate the notation given as,
failure probability of system component from failure sequences
Xi+1 = (AXi + C) – B, for 0 < Xi+1 < B (5)
using simulated samples. From failure probability, success
probability of system can be obtained which represents the Then sequence is produced automatically and repeats itself till
system reliability. the step value is equal to a value not greater than B. After
2.1 Analytical method obtaining sequence of random numbers Xi, a uniform random
number Ui in the interval (0,1) can be found as,
In this method, every component has at least two outcomes
from which one considered as successive outcomes and another Xi
considered as failure outcomes. From this probability of
𝑈𝑖 = (6)
B
component given as below.
2.2.2 Sequence Simulation of Two Component System
𝑁𝑜. 𝑜𝑓 𝑠𝑢𝑐𝑐𝑒𝑠𝑠
𝑝(𝑠𝑢𝑐𝑐𝑒𝑠𝑠) = 𝑃 = Consider a system with two identical components and one
𝑁𝑜. 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
component is essential for success of system. If both
𝑁𝑜. 𝑜𝑓 𝑓𝑎𝑖𝑙𝑢𝑟𝑒 components are in failure, only that state cause the system
𝑝(𝑓𝑎𝑖𝑙𝑢𝑟𝑒) = 𝑄 = failure. For this example, let the availability is 0.8 and
𝑁𝑜. 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
unavailability is 0.2 for both component. In practice this data
(1) can be obtained from experimental testing of individual
And, P + Q = 1 (2) component. Then analytically failure probability of system is
given as,
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Probability of system failure = 0.2 x 0.2 = 0.04 Where Si = sequence number at j trial, Iij = number of
cumulative overlapping failure, NMCSij = simulation trials. From
Now this probability can be obtained from failure sequences by Fig.2, implies that as the number of trials increases the
simulation. For that one simulated sequence is shown in Fig.1 sequences oscillates near the true value which is matching wit
in which ‘o’ represent component found in failure state at a analytical probability 0.04. The results continue to oscillate
trial. even after a large number of trials. sometimes oscillating above,
sometimes below and sometimes around the true value. So,
from this concept probability of system failure can be
estimated.
2.3 System Reliability
For power system reliability evaluation, obtain the failure
probability of system components using above concept with
possible outage combination. Then the failure probability of
power system is given as,
𝑄 = ∑𝑗 [𝑃(𝐵𝑗) 𝑃1𝑗]
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Plant No. of Capacity Unavailability Three phase Power system network of Fig.4 is modeled in
schematic of Pspice which is shown in Fig.5, in which plant 1
Units (MW)
has total generation capacity of 80 MW with four generating
1 4 20 0.01 units and plant 2 has 60 MW with two generating units. Total
generation of system is 140 MW and system peak load is 110
2 2 30 0.05 MW.
Line R X B/2 Unavailability The proposed system model analyses with MCS in Pspice and
failure sequences are obtained from MCS histogram for Outage
1 0.0912 0.4800 0.0282 0.00363667 elements. Samples generated from histogram for outage
condition of generation plant 1 is shown in Fig.6. for every state
2 0.0800 0.5000 0.0212 0.00454545 two sequences are considered and each sequence starts with
new seed generated randomly. Number of failures are obtained
3 0.0798 0.4200 0.0275 0.00341297 from probability distribution of samples from histogram.
In simulation, total 17 outage states are considered which are
For above system network results of analytical approach shown mentioned in analytical result. From which the result of outage
in table 1. There are 17 states of outage condition on network state at plant 1 (one unit in outage), plant 2 (two units in outage)
as Bj. Probability of outage element obtain from binominal and transmission line L3 shown in Fig.6,7, and 8 respectively.
distribution. Pj is failure probability of outage element and its Similarly, sequences of remaining states are obtained.
summation is the failure probability of system.
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Simulated sequences oscillated around the true value and shown in table 4. G1 is generating unit of plant1, G2 is
failure probability of element estimated. Form Fig.6,7 and 8, generating unit of plant2 and L1, L2 and L3 are transmission
the results are in error with less number of trials. This error line. Here, general outages of power system are considered.
decreases as the number of trial increases. These results of Each state elements are on outage except that remaining
probability compared with the analytical results which are elements are considered as fully reliable.
G1
0.04
Cumulative probability of system failure
0.035
0.03
0.025
0.02
0.015
0.01
0.005
0
100 200 300 400 500 600 700 800 900 1000
NO. of Trials
Sequence 1 Sequence 2
G2, G2
Cumulative probability of system failure
0.007
0.006
0.005
0.004
0.003
0.002
0.001
0
1000 2000 3000 4000 5000 6000 7000 8000 9000 10000
NO. of Trials
Sequence 1 Sequence 2
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L3
NO. of Trials
Sequence Sequence2
Simulated sequences oscillated around the true value and Each state elements are on outage except that remaining
failure probability of element estimated. Form Fig.6,7 and 8, elements are considered as fully reliable.
the results are in error with less number of trials. This error
decreases as the number of trial increases. These results of From table 4, we can see that generating units has high failure
probability level compared to transmission line failure
probability compared with the analytical results which are
probability. Results estimated from MCS technique are nearly
shown in table 4. G1 is generating unit of plant1, G2 is
similar with analytical results. From that the failure probability
generating unit of plant2 and L1, L2 and L3 are transmission
of system is obtained using eq. (8) and from that the reliability
line. Here, general outages of power system are considered. of system is obtained using eq. (9) which is quite similar with
analytical result.
Table 4: Comparison of Analytical and MCS result
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REFERENCES
[4] Kai Hou, Hongjie Jia, Xue Li, Xiandong Xu, Yunfei
Mu, Tao Jiang and Xiaodan Yu, “Impact-increment
based decoupled reliability assessment approach for
composite generation and transmission systems” in IET
Generation, Transmission & Distribution, vol. 12, no. 3,
pp. 586-595, 2018.
[5] Hua, B., Bie, Z., Au, S.K., et al.: ‘Extracting rare failure
events in composite system reliability evaluation via
subset simulation’, IEEE Trans. Power Syst., 2015, 30,
(2), pp. 753–762.
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