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ECE 476

POWER SYSTEM ANALYSIS


Lecture 12
Power Flow

Professor Tom Overbye


Department of Electrical and
Computer Engineering

Announcements
Homework

5 is due now
Homework 6 is 2.38, 6.8, 6.23, 6.28; you should do it
before the exam but need not turn it in.
First exam is 10/9 in class; closed book, closed notes, one
note sheet and calculators allowed
Abbott power plant and substation field trip, Tuesday
10/14 starting at 12:30pm. Well meet at corner of Gregory
and Oak streets.
Be reading Chapter 6; exam covers up through Section
6.4; we do not explicitly cover 6.1.

Newton-Raphson Algorithm
The

second major power flow solution method is


the Newton-Raphson algorithm
Key idea behind Newton-Raphson is to use
sequential linearization
General form of problem: Find an x such that
f ( x ) 0

Newton-Raphson Method (scalar)


1. For each guess of x , x

(v)

, define

x ( v ) x - x ( v )
2. Represent f ( x ) by a Taylor series about f ( x )
(v)
df
(
x
) (v)
(v)
f ( x ) f ( x )
x
dx
2

1 d f (x

2 dx 2

(v)

(v) 2

higher order terms

Newton-Raphson Method, contd


3. Approximate f ( x ) by neglecting all terms
except the first two
(v )
df
(
x
) (v)
(v )
f ( x ) 0 f ( x )
x
dx

4. Use this linear approximation to solve for x ( v )


(v)

df ( x )
(v)
x

f (x )

dx

5. Solve for a new estimate of x


(v )

( v 1)

(v)

(v)
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Newton-Raphson Example
Use Newton-Raphson to solve f ( x) x 2 - 2 0
The equation we must iteratively solve is
x

(v )

(v )

( v 1)

( v 1)

(v)

df ( x )
(v)

f
(
x
)

dx

(v) 2

(( x ) - 2)
( v )
2x
x

(v)

(v)

(v)

1
(v ) 2
2 x (v ) (( x ) - 2)
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Newton-Raphson Example, contd


x

( v 1)

(v)

1
(v) 2
((
x
) - 2)
2 x (v )

Guess x (0) 1. Iteratively solving we get


v
0
1

x(v )
1
1.5

f ( x(v) )
1
0.25

x ( v )
0.5
0.08333

1.41667

6.953 103

2.454 103

1.41422

6.024 106
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Sequential Linear Approximations

Function is f(x) = x2 - 2 = 0.
Solutions are points where
f(x) intersects f(x) = 0 axis

At each
iteration the
N-R method
uses a linear
approximation
to determine
the next value
for x
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Newton-Raphson Comments
When

close to the solution the error decreases quite quickly -method has quadratic convergence
f(x(v)) is known as the mismatch, which we would like to drive to
zero
Stopping criteria is when f(x(v)) <
Results are dependent upon the initial guess. What if we had
guessed x(0) = 0, or x (0) = -1?
A solutions region of attraction (ROA) is the set of initial guesses
that converge to the particular solution. The ROA is often hard to
determine

Multi-Variable Newton-Raphson
Next we generalize to the case where x is an ndimension vector, and f (x) is an n-dimension function
x1
x
2

x
M

x
n

f1 ( x)
f 2 ( x)

f n ( x)

f (x)

Again define the solution x so f ( x ) 0 and


x x x
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Multi-Variable Case, contd


The Taylor series expansion is written for each fi (x)
f1 (x)
f1 ( x)
f1 (x ) f1 ( x)
x1
x2 K
x1
x2
f1 (x)
xn higher order terms
xn
M
f n (x)
f n (x)
f n (x ) f n (x)
x1
x2 K
x1
x2
f n (x)
xn higher order terms
xn

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Multi-Variable Case, contd


This can be written more compactly in matrix form
f1 (x)
x
1

f1 (x)
f 2 (x)
f (x)
2

f (x )
x1

M
M
f ( x )
n
f (x)
n
x1

f1 (x)
L
x2
f 2 (x)
L
x2
O
O
f n (x)
L
x2

f1 (x)
xn

f 2 (x)
xn

M
f n (x)

xn

x1
x
2
M
x
n

higher order terms


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Jacobian Matrix
The n by n matrix of partial derivatives is known
as the Jacobian matrix, J (x)
f1 (x)
x
1

f1 (x)
L
x2

f 2 (x)
J (x) x1

f (x)
n
x1

f 2 (x)
L
x2

O
O
f n (x)
L
x2

f1 (x)
xn

f 2 (x)
xn

M
f n (x)

xn
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Multi-Variable N-R Procedure


Derivation of N-R method is similar to the scalar case
f (x ) f (x) J (x) x higher order terms
f (x ) 0 f (x) J ( x)x
x

J ( x) f ( x)

x( v 1) x( v ) x( v )
x( v 1) x( v ) J (x( v ) ) 1 f (x( v ) )
Iterate until f (x(v ) )

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Multi-Variable Example
x1
Solve for x = such that f ( x) 0 where
x 2
f1 (x) 2 x12 x22 8 0
f 2 (x) x12 x22 x1 x2 4 0
First symbolically determine the Jacobian
J (x) =

f1 (x)
x
1
f 2 (x)
x1

f1 (x)
x2

f 2 ( x)
x2
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Multi-variable Example, contd

4 x1

J (x) =
2 x1 x2
Then
4 x1
x1

x 2 x x
2

1
2
Arbitrarily guess x
x

(1)

(0)

2 x2
x1 2 x2
2 x2
x1 2 x2

f 1 ( x)
f 2 (x)

1

1
1

1 4 2 5

1 3
1
3

2.1
1.3
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Multi-variable Example, contd


8.40 2.60
1.8284

2.51

x
5.50 0.50

1.45 1.2122

Each iteration we check f (x) to see if it is below our


(2)

2.1

1.3

specified tolerance
f (x

(2)

0.1556

0.0900

If = 0.2 then we would be done. Otherwise we'd


continue iterating.
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Power System Planning: MISO

Source: Midwest ISO MTEP08 Report

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MISO Generation Queue

Source: Midwest ISO MTEP08 Report

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MISO Conceptual EHV Overlay

Black lines are DC, blue lines are 765kV, red are 500 kV
Source: Midwest ISO MTEP08 Report

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Illinois EHV Overlay

Source: Midwest ISO MTEP08 Report

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Transmission Siting Example

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Madison Transmission Siting Example:


Lots of Support and Opposition

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NR Application to Power Flow


We first need to rewrite complex power equations
as equations with real coefficients
Si

*
Vi I i

Vi

YikVk

Vi

k 1

These can be derived by defining

k 1

* *
YikVk

Yik @ Gik jBik


Vi @ Vi e ji Vi i

ik @ i k
Recall e j cos j sin
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Real Power Balance Equations


n

k 1

k 1

Si Pi jQi Vi Yik*Vk* Vi Vk e jik (Gik jBik )

Vi Vk

k 1

(cos ik j sin ik )(Gik jBik )

Resolving into the real and imaginary parts


Pi
Qi

Vi Vk (Gik cosik Bik sinik ) PGi PDi

k 1
n

Vi Vk (Gik sin ik Bik cosik ) QGi QDi

k 1

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Newton-Raphson Power Flow


In the Newton-Raphson power flow we use Newton's
method to determine the voltage magnitude and angle
at each bus in the power system.
We need to solve the power balance equations
Pi
Qi

Vi

Vk (Gik cos ik Bik sin ik ) PGi PDi

Vi

Vk (Gik sin ik Bik cos ik ) QGi QDi

k 1
n
k 1

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Power Flow Variables


Assume the slack bus is the first bus (with a fixed
voltage angle/magnitude). We then need to determine
the voltage angle/magnitude at the other buses.
2
M

n
x
V 2

V
n

P2 (x) PG 2 PD 2

Pn (x) PGn PDn


f (x)

Q (x) QG 2 QD 2
2

Qn (x) QGn QDn


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N-R Power Flow Solution


The power flow is solved using the same procedure
discussed last time:
Set v 0; make an initial guess of x, x( v )
While f (x(v ) ) Do
( v 1)

(v)

x
x J (x
v
v 1
End While

( v ) 1

) f (x

(v)

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Power Flow Jacobian Matrix


The most difficult part of the algorithm is determining
and inverting the n by n Jacobian matrix, J (x)
f1 (x)
x
1

f1 (x)
L
x2

f1 (x)
xn

f 2 (x)
J (x) x1

f (x)
n
x1

f 2 (x)
L
x2

f 2 (x)
xn

M
f n (x)

xn

O
O
f n (x)
L
x2

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Power Flow Jacobian Matrix, contd


Jacobian elements are calculated by differentiating
each function, fi ( x), with respect to each variable.
For example, if fi (x) is the bus i real power equation
fi ( x)
fi ( x)

Vi

Vk (Gik cos ik Bik sin ik ) PGi PDi

Vi

Vk (Gik sin ik Bik cos ik )

k 1
n
k 1
k i

fi ( x)
Vi V j (Gik sin ik Bik cos ik ) ( j i )
j

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Two Bus Newton-Raphson Example


For the two bus power system shown below, use the
Newton-Raphson power flow to determine the
voltage magnitude and angle at bus two. Assume
that bus one is the slack and SBase =100MVA.
Line Z = 0.1j

One

1.000 pu

Two

0 MW
0 MVR

2
x
V2

Ybus

1.000 pu
200 MW
100 MVR

j10 j10

j
10

j
10

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Two Bus Example, contd


General power balance equations
Pi
Qi

Vi Vk (Gik cosik Bik sin ik ) PGi PDi

k 1
n

Vi Vk (Gik sin ik Bik cosik ) QGi QDi

k 1

Bus two power balance equations


V2 V1 (10sin 2 ) 2.0 0
2

V2 V1 ( 10cos 2 ) V2 (10) 1.0 0


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Two Bus Example, contd


P2 (x) V2 (10sin 2 ) 2.0 0
2

Q2 (x) V2 (10 cos 2 ) V2 (10) 1.0 0


Now calculate the power flow Jacobian
P2 (x)

2

J ( x)

Q 2 (x)

2

P2 (x)
V 2

Q 2 ( x)
V 2

10 V2 cos 2

10 V2 sin 2

10sin 2

10 cos 2 20 V2
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Two Bus Example, First Iteration


Set v 0, guess x

(0)

0

1

Calculate
f(x

(0)

V2 (10sin 2 ) 2.0

2.0

1.0

V2 (10 cos 2 ) V2 (10) 1.0


10sin 2
10 V2 cos 2

10 0
(0)
J (x )

10
V
sin

10
cos

20
V
0
10

2
2
2
2

Solve x

(1)

0 10 0 2.0


1.0

1
0
10

0.2
0.9

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Two Bus Example, Next Iterations


0.9 (10sin( 0.2)) 2.0

(1)

0.212

2
0.279
0.9(10cos( 0.2)) 0.9 10 1.0

8.82 1.986
1.788 8.199

f(x )

J (x(1) )
x

(2)

f(x

(2)

0.2
0.9

8.82 1.986
0.212

1.788 8.199

0.279

0.0145
0.236

(3)
x

0.0190
0.8554

0.0000906
f(x )

0.0001175
(3)

Done!

0.233

0.8586

V2 0.8554 13.52
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Two Bus Solved Values


Once the voltage angle and magnitude at bus 2 are
known we can calculate all the other system values,
such as the line flows and the generator reactive
power output
200.0 MW
168.3 MVR

One

-200.0 MW
-100.0 MVR

Line Z = 0.1j

1.000 pu
200.0 MW
168.3 MVR

Two

0.855 pu -13.522 Deg


200 MW
100 MVR

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Two Bus Case Low Voltage Solution


This case actually has two solutions! The second
"low voltage" is found by using a low initial guess.
Set v 0, guess x

(0)

0.25

Calculate
f(x

(0)

J (x

V2 (10sin 2 ) 2.0

(0)

0.875

V2 (10cos 2 ) V2 (10) 1.0


10 V2 cos 2
10sin 2

2.5 0

10 V2 sin 2 10 cos 2 20 V2
0

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Low Voltage Solution, cont'd


1

0 2.5 0
2
Solve x

0 5
0.875
0.25

1.42
1.462

(2)
(2)
(3)
f (x )
x
x

0.534
0.2336

(1)

0.8
0.075

0.921

0.220

Low voltage solution


200.0 MW
831.7 MVR

One

-200.0 MW
-100.0 MVR

Line Z = 0.1j

1.000 pu
200.0 MW
831.7 MVR

Two

0.261 pu -49.914 Deg


200 MW
100 MVR
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Two Bus Region of Convergence


Slide shows the region of convergence for different initial
guesses of bus 2 angle (x-axis) and magnitude (y-axis)
Red region
converges
to the high
voltage
solution,
while the
yellow region
converges
to the low
voltage
solution
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PV Buses
Since

the voltage magnitude at PV buses is fixed


there is no need to explicitly include these voltages
in x or write the reactive power balance equations

the reactive power output of the generator varies to


maintain the fixed terminal voltage (within limits)
optionally these variations/equations can be included by
just writing the explicit voltage constraint for the
generator bus
|Vi | Vi setpoint = 0

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Three Bus PV Case Example


For this three bus case we have
2
x 3

V2

P2 (x) PG 2 PD 2
f (x) P3 (x) PG 3 PD3 0

Q2 (x) QD 2
Line Z = 0.1j

0.941 pu
One
170.0 MW
68.2 MVR

1.000 pu

Line Z = 0.1j

Three

Two

Line Z = 0.1j

-7.469 Deg
200 MW
100 MVR

1.000 pu
30 MW
63 MVR

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Modeling Voltage Dependent Load


So far we've assumed that the load is independent of
the bus voltage (i.e., constant power). However, the
power flow can be easily extended to include voltage
depedence with both the real and reactive load. This
is done by making PDi and Q Di a function of Vi :
n

Vi

Vk (Gik cos ik Bik sin ik ) PGi PDi ( Vi ) 0

Vi

Vk (Gik sin ik Bik cos ik ) QGi QDi ( Vi ) 0

k 1
n
k 1

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Voltage Dependent Load Example


In previous two bus example now assume the load is
constant impedance, so
P2 (x) V2 (10sin 2 ) 2.0 V2

Q2 (x) V2 (10 cos 2 ) V2 (10) 1.0 V2 0


Now calculate the power flow Jacobian
10 V2 cos 2
J ( x)
10 V2 sin 2

10sin 2 4.0 V2

10 cos 2 20 V2 2.0 V2

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Voltage Dependent Load, cont'd


Again set v 0, guess x

(0)

0

1

Calculate
f(x

(0)

V2 (10sin 2 ) 2.0 V2
2

V2 (10 cos 2 ) V2 (10) 1.0 V2


10 4
(0)
J (x )

0
12

Solve x

(1)

0 10 4

12
1
0

2.0
1.0

2.0

1.0

0.1667

0.9167

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Voltage Dependent Load, cont'd


With constant impedance load the MW/Mvar load at
bus 2 varies with the square of the bus 2 voltage
magnitude. This if the voltage level is less than 1.0,
the load is lower than 200/100 MW/Mvar
160.0 MW
120.0 MVR

One

-160.0 MW
-80.0 MVR

Line Z = 0.1j

1.000 pu
160.0 MW
120.0 MVR

Two

0.894 pu
-10.304 Deg
160 MW
80 MVR

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Solving Large Power Systems


The

most difficult computational task is inverting the


Jacobian matrix

inverting a full matrix is an order n3 operation, meaning the


amount of computation increases with the cube of the size
size
this amount of computation can be decreased substantially
by recognizing that since the Ybus is a sparse matrix, the
Jacobian is also a sparse matrix
using sparse matrix methods results in a computational
order of about n1.5.
this is a substantial savings when solving systems with tens
of thousands of buses
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Newton-Raphson Power Flow


Advantages

fast convergence as long as initial guess is close to solution


large region of convergence

Disadvantages

each iteration takes much longer than a Gauss-Seidel iteration


more complicated to code, particularly when implementing
sparse matrix algorithms

Newton-Raphson

algorithm is very common in power flow

analysis

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