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Novel Techniques for Continuation Method to Calculate the Limit-induced Bifurcation of the Power Flow Equation

Guo-Yun Caoa; Chen Chena a Department of Electrical Engineering, Shanghai Jiao Tong University, Shanghai, China Online publication date: 28 June 2010

To cite this Article Cao, Guo-Yun and Chen, Chen(2010) 'Novel Techniques for Continuation Method to Calculate the

Limit-induced Bifurcation of the Power Flow Equation', Electric Power Components and Systems, 38: 9, 1061 1075 To link to this Article: DOI: 10.1080/15325001003649435 URL: http://dx.doi.org/10.1080/15325001003649435

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Electric Power Components and Systems, 38:10611075, 2010 Copyright Taylor & Francis Group, LLC ISSN: 1532-5008 print/1532-5016 online DOI: 10.1080/15325001003649435

Novel Techniques for Continuation Method to Calculate the Limit-induced Bifurcation of the Power Flow Equation

GUO-YUN CAO 1 and CHEN CHEN 1

1

Abstract This article proposes an improved continuation method to calculate the limit-induced bifurcation associated with the power ow equation due to the encounter with reactive power limits by generators. One of the distinguishing features is that the maximum loadability characteristics of limit-induced bifurcation are used for identication so that the computation efforts can be minimized. Another distinctive characteristic of the method is that, to ensure accuracy, the tangent vector of the continuation power ow equation at the reactive power limit encountering point is used to differentiate between limit-induced bifurcation and saddle-node bifurcation, as the latter also represents maximum loadability. The proposed method also adopts the conventional schemes of secant prediction, arc-length correction, and a new stepsize control, i.e., the convergence-dependent step-size control. Numerical results of the IEEE 118-bus system are used to illustrate the improvements of the proposed continuation method in comparison with the existing one. Keywords continuation method, convergence-dependent step-size control, maximum loadability, power ow equation, reactive power limit, saddle-node and limit-induced bifurcations, voltage stability

1. Introduction

Voltage stability has become a main concern for secure operation of stressed power systems in recent years [14]. Theoretical studies showed that the small-disturbance stability analysis of power system voltage stability can be based on the power ow (PF) equation [58]. Among them, saddle-node bifurcation (SNB) and limit-induced bifurcation (LIB) associated with the PF equation are two kinds of mechanisms that lead to voltage collapse [3, 4, 9, 10]. Numerical methods for bifurcation analysis have been proposed and used to analyze and compute these two kinds of local bifurcations. Roughly speaking, these computational methods can be classied into the following categories. 1) Direct method: The principle of this method is that the conditions for the bifurcations are formulated as a set of non-linear algebraic equations. These algebraic equations can then be solved by iteration methods, such as the Newton method, and thus, the bifurcation is obtained. Based on this idea, the point of collapse

Received 29 August 2009; accepted 16 December 2009. Address correspondence to Dr. Guo-yun Cao, Department of Electrical Engineering, 800 Dongchuan Road, Shanghai Jiao Tong University, Shanghai, 200240, China. E-mail: eecao@ sjtu.edu.cn

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method to calculate the SNB in AC/DC power systems was investigated in [11, 12]. 2) Optimization method: The principle of this method is that the conditions for the bifurcations are included as a constraint of an optimization problem in an either explicit or implicit way, and then the bifurcation can be obtained by solving the optimization problems [13, 14]. 3) Continuation method: The idea of this method is that the equilibrium of the PF equation is rst calculated as the bifurcation parameter varies, thus obtaining the equilibrium curve. Generally, only a sequence of discrete points on the equilibrium curve, where the parameter is equal to some discrete values, can be obtained. Then between each two successive points, it is necessary to detect whether some kind of bifurcation occurs or not and to locate it within pre-specied accuracy if there is one. Usually the continuation method uses the schemes of predictor, corrector, and step-size control to trace the equilibrium curve [1526].

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Note that continuation method has a good balance among the reliability, accuracy, and efciency needed by an algorithm; thus, it is widely used in power system voltage stability analysis. It is known that the reactive power has an important inuence on voltage stability; also, generators with a voltage controller are fast and important reactive power sources. Voltage instability may then arise when the reactive power maximum limit is encountered by the generator (referred to as the limit point hereafter in this article), and its occurrence of voltage instability in this case is called an LIB [4, 9]. In [25, 26] predictor and corrector schemes were proposed to calculate the limit points in succession and identify the LIB. The main idea of [25, 26] was that the tangent vector to the equilibrium curve of the PF equation is rst calculated, and then the step-size based on the tangent vector is used to identify the next generator that will rst meet its reactive power limit. Some problems might arise with the above prediction scheme. For example, if there are some generators meeting their reactive power limits almost at the same time, then the obtained step-size will be much smaller. Another problem is that this scheme cannot ensure that the prediction always identied the correct generator, as indicated by [26]. Thus, whether or not the generators in the system encounter their limits should still be examined after solving the next point on the P-V curve. Also, the condition for an LIB is derived in [26] and, to use it to check whether a limit point is an LIB or not, two tangent vectors are calculated at each limit point for two PF equations that are related to the ones before and after the limit encountered, respectively. For the analysis and computation of an LIB of a PF equation due to an encounter with reactive power limits by generators, [9] was the rst to address the mechanism of voltage collapse due to such an encounter, and the author related the collapse to transcritical bifurcation. In [25], the predictor-corrector scheme was proposed to calculate the limit points in succession; however, it did not provide a clear judgment as to whether or not a limit point is the voltage collapse point. The differences of the limit points on the upper branch, tip, and lower branch of the P-V curves were described in [26], and, hence, a criterion to identify the LIB was proposed, thus improving the scheme. First, this article describes how the LIB is a maximum loadability of the power system based on the SNB phenomenon of the PF equation and discusses the differences between the SNB and LIB. Then an improved continuation method is proposed to calculate the LIB and differentiate it from the SNB. The advantages of the method are that the obtained

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result is accurate, the associated computation is simpler, and fewer computational efforts are needed than the existent one [26]. This article does not address any more complex phenomena, such as chaos in the power system dynamics [27, 28], rather it focuses on the analysis and computation of the local bifurcations associated with the PF equation. The article is organized as follows. Section 2 analyzes the similarity and differences between the SNB and LIB of PF equations. The proposed continuation method is described in Section 3, and numerical case studies on the IEEE 118-bus system are presented in Section 4. Conclusions are drawn in Section 5.

Consider the following PF equation that is dependent on a scalar bifurcation parameter: f.x; / D 0; x 2 Rn ;

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(1)

where x is the state variable for the equation, usually representing the unknown voltage magnitudes and phase angles at the buses of the power system network, and is the bifurcation parameter that represents the load and generation variations. Generally, it appears in the PF equation in the following way: PG D PG0 C PS ; PL D PL0 C PD ; QL D QL0 C QD ; where PG , PL , and QL are the active power of the generation and the active and reactive power of the load, respectively. Their initial values are PG0 , PL0 , and QL0 , and the direction of load and generation variations is represented by PS , QD , and QD , respectively. Voltage instability may result from the SNB where the PF Jacobian is singular as the system becomes stressed. This bifurcation is shown in Figure 1(a), and it divides the P-V curves into the upper and lower branches, which are depicted by the solid and dashed lines, respectively. They represent the voltage stability and instability conditions, respectively. Obviously, the SNB represents a maximum loadability constrained by the PF equation. When the reactive power limits of generators are taken into consideration, two different situations for the limit encountered arise. One is that the limit point is the intersection of both the upper branches of the P-V curves associated with the PF equations before and after the limit encountered. Such a limit point is called an ordinary limit point, where it remains voltage stable; see Figure 1(b). The other is that the limit point is the intersection of the upper and lower branch of the P-V curves associated with the above two PF equations, respectively. This intersection is the so-called LIB shown in Figure 1(c). It can be seen that it also represents a maximum loadability, as the bifurcation parameter begins to decrease its value along the lower branch of the incoming P-V curve. Note that there may be more than one generator reaching their reactive power limits at the LIB. Thus, both the SNB and the LIB can be identied by monitoring the parameter value to check whether it experiences a maximum during the tracing of the P-V curve. Such identication just needs the computation of comparison, which is simple and efcient. The following difference between the SNB and LIB can be used to differentiate them. (2)

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(a)

(b)

(c) Figure 1. P-V curve at a load bus for different situations: (a) no limit encountered, (b) ordinary limit point, and (c) limit-induced bifurcation.

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That is, the PF Jacobian is singular at a SNB; thus, the tangent vector to the equilibrium curve of the PF equation at the SNB will have a zero value for the parameter element, while this is not the case for LIB. More details will be discussed in the following section.

3. Proposed Method

3.1. Selection for the Schemes of Prediction, Correction, and Step-size Control

In the continuation method, the bifurcation parameter in Eq. (1) is also taken as a variable, and the values of the state variables and parameter at each point of the equilibrium curve are calculated by the correction. So, y D .x; / can be dened in Eq. (1), and it becomes:

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f.y/ D 0; y 2 RnC1 :

(3)

The geometrical system in Eq. (3) denes a one-dimensional manifold (hyper-curve) M in space RnC1 . To trace this curve, the schemes of prediction, correction, and step-size control are used repeatedly to generate a sequence of points on the curve. In this article, the following schemes are chosen, which are discussed as follows. 1) Prediction of the next point. Assume that a point yj in the sequence has been obtained. Then the approximate value yj C1 for the next point can be obtained by Q the prediction: yj C1 D yj C hj vj ; Q (4)

where hj and vj are the step-size and the normalized vector for the current prediction supposed to be the j th step, respectively. The tangent prediction implies that vj is the tangent vector of curve M at point yj ; i.e., it satises Avj D 0; (5)

where A is the Jacobian of the derivative of f in Eq. (3) with respect to y at point yj . Another prediction scheme is the secant scheme, where the normalized vector in Eq. (4) is determined by vj D yj kyj yj yj

1 1k

(6)

where k k is the Euclidean norm of the vector. Note that the secant prediction needs two previous points on the curve, while the tangent prediction needs to solve Eq. (5). Thus, the second point may be predicted from the initial operation point y0 D .x0 ; 0 / by tangent prediction and other points by secant prediction in the continuation method. Generally, the PF Jacobian at the initial operation point will not be singular, and Appendix A proposes a method to solve for the tangent vector v0 at the initial point in this case. It needs one decomposition of the rectangular matrix A by LU factorization with column pivoting and one back-substitution for an upper triangular matrix.

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2) Arc-length scheme of correction to the accurate point. Having predicted the approximate value for the next point, this point should be calculated within a pre-specied accuracy. To this purpose an equation is added to Eq. (3) to obtain ( f.y/ D 0 ; (7) gj .y/ D 0 where j in gj .y/ represents the current correction. Now by applying Newton method to Eq. (7), where the initial guess is supplied by the predicted value yj C1 , the next point yj C1 can be obtained; see Q Figure 1(a). Several schemes can be used to formulate gj .y/. To ensure the robustness of the correction, the following is selected:

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gj .y/ D ky

yj k 2

.hj /2 :

(8)

Geometrically, gj .y/ represents a circle whose center is at point yj and radius is step-size hj ; see Figure 1(a). This is the arc-length correction. For ease of reference, the three successive points yj 1 , yj , and yj C1 on the equilibrium curve will be called the previous, current, and corrected (next) points, respectively, hereafter. 3) Step-size control. Obviously, the step-size hj used in the prediction will have an important inuence on the convergence of the correction. To obtain a good balance between the reliability and efciency of a continuation method, some kind of step-size control strategy needs to be incorporated in the method, especially when the generator reactive power limit needs to be taken into consideration. A rule-based step-size control was proposed and used to trace the equilibrium curve without taking the generator reactive power limit into consideration in [19]. It is based on the decomposition of the equilibrium curve into three segments with different characteristics. Then the prediction error or the gradient of the curve, which express the different segments, are used to adapt the step-size control during the continuation. However, as there is no clear knowledge on the division of an equilibrium curve for a general power system beforehand, it is difcult to specify the criterion constant used for step-size control, particularly when limit point needs to be taken into consideration. A new step-size control scheme is adopted, i.e., the convergence-dependent step-size control, where the step-size is determined based on the convergence of the correction. For example, if the correction needs one iteration to converge to the solution, then the step-size can be increased for the next prediction and correction; if two to four iterations are needed, the step-size can be kept unchanged; if ve to eight iterations are needed, the step-size may need to be decreased for the next prediction and correction; if the correction does not converge after eight iterations, the step-size should be decreased and the prediction (Eq. (4)) and correction (Eq. (7)) redone to obtain the corrected one. It can be seen that the step-size control is readily implemented and adaptive during the tracing of the P-V curves. Note that the step-size needs to be conned between the pre-specied minimum and maximum values for balance of the efciency and reliability.

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The previously selected schemes of prediction, correction, and step-size control are now applied to trace the PF equation equilibrium curve and calculate the SNB or LIB. In order to take the generator reactive power limit into consideration, the reactive power outputs at each point are calculated for those PV buses specied generators. If, at a point, there are no generators exceeding their reactive power limits, then the continuation is able to continue. On the contrary, if there are some generators whose reactive power outputs exceed the maximum limits (these generators will be referred to as the identied generators or PV buses hereafter), then the PF equation f.y/ D 0 in Eq. (7) must be changed in the following way and the correction redone by use of the corrected point yj C1 , which was just obtained as the initial guess; see Figures 1(b) and 1(c). Q The change of the PF equation in Eq. (7) is that all identied PV buses will be changed into PQ buses; thus, the following equations are added to the PF equation f.y/ D 0 in Eq. (7): QG;i D Qlim;i ; (9)

where i represents all the identied generators. Also, the voltages at all these PV buses will become unknown variables accordingly. For ease of reference, their voltages when they are specied as PV buses are referred to as the pre-specied voltages hereafter. Note that the total number of the identied generators will need to be conned to be equal to a pre-specied number, for example, two to three to obtain a balance between the efciency and reliability before the PF is changed based on Eq. (9). Therefore, if the total number exceeds the pre-specied number, the step-size will be decreased and the prediction and correction redone. Generally, the above techniques will be capable of handling both cases shown in Figures 1(a) and 1(b) before the continuation comes close to the LIB, and for both cases, the parameter value at the corrected point will be larger than that at the current point. Also, the voltage magnitudes at all identied PV buses will be equal to or smaller than those pre-specied voltages. Now suppose the continuation is approaching closer to an LIB. As a result, there arise two possible situations for the arc-length correction scheme. One is that the correction converges to point A shown in Figure 2(b), where the voltage at one of the identied PV buses is greater than its originally pre-specied value. The other situation is that the correction converges to point B shown in Figure 2(b), from which the bifurcation parameter will begin to decrease. Both situations shown in Figure 2(b) will be handled in the following way. For the rst situation, decrease the step-size and redo the prediction and correction until there is only one identied PV bus or more than one such bus at the newly corrected point. (If there is more than one such bus, the newly corrected point is obtained by using a pre-dened minimum value for the step-size, e.g., 10 4 .) Moreover, it can be supposed that the voltage at one of these identied PV buses is still greater than the pre-specied value. Otherwise, the continuation method is continued. For ease of reference, the newly corrected point is still noted as A, shown in Figure 2(b). Similarly, for the second situation, the same work is done as in the rst situation decreasing the step-size and redoing the prediction and correctionto obtain the newly corrected point so that there is only one or more than one identied generators reaching their reactive power limits at the corrected point. (If there is more than one, the corrected point is obtained by using the minimum step-size.) Still, without loss of generality, it is

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(a)

(b) Figure 2. Tangent line: (a) at ordinary limit point and (b) at LIB.

assumed that the bifurcation parameter will begin to decrease from the corrected point, noted as B shown in Figure 2(b). Note that from the viewpoint of numerical computation, the occurrence of more than one PV bus identied by using the minimum step-size stated above can indicate that there are some generators meeting their reactive power limits at the same time. 3.3. LIB Location

Now we know that there is a limit point in the neighborhood of the newly corrected point, and this limit point might be an LIB, which should be checked. For this purpose, the limit point is rst calculated. It can be obtained by applying the scheme of correction to the following equation: ( f.y/ D 0 ; (10) QG D Qlim where f.y/ D 0 is the PF before the above-identied limit points encountered; i.e., it will not be changed based on Eq. (9), even if some generators have exceeded their reactive power limits. QG D Qlim implies that gj .y/ D 0 be substituted in Eq. (7) by making the reactive power output of one identied generator equal to its maximum limit. In a word

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system, Eq. (10) is obtained by changing one of the identied PV buses into a so-called PQV bus [29], i.e., the active and reactive powers and the voltage magnitude is specied for such a bus. Note that only one identied PV bus was selected (even if there is more than one) to change into a PQV bus, while other identied PV buses remain unchanged, as Eq. (10) has the same number of unknown variables y as that of the equations it contains. After obtaining the limit point by using the Newton method for Eq. (10), all identied PV buses are changed into PQ buses based on Eq. (9) to obtain a new continuation PF equation with the same form as Eq. (3) and to calculate a tangent vector at the limit point for the new equation. Also, the tangent line can be drawn to the P-V curve for the new equation at the limit point on the P-V plane; see Figures 2(a) and 2(b). Obviously, the tangent line is the projection of the tangent vector onto the P-V plane. From Figure 2, schemes can be developed to determine whether or not the limit point is an LIB. A particular case is that the zero of parameter element in the tangent vector implies that the limit point is the intersection of the upper branch with the SNB associated with the PF equation after the limit is encountered; see Figure 3(a). It also appears to be an LIB as the intersection is usually transverse; thus, the qualitative property around the limit point will have an abrupt change. Also, the condition for the zero parameter element in the tangent vector is discussed in Appendix A. Otherwise, the following value can be calculated: vt;i = t ; (11)

where t is the parameter element in the vector, and vt;i is the voltage element in the vector corresponding to the identied PV bus that was selected in Eq. (10). Now, if the value calculated by Eq. (11) is positive, then the limit point is an LIB; otherwise, it is not an LIB but an ordinary limit point, which is the case shown in Figure 3(b). If an LIB is obtained, then all points after it will be on the lower branch of the equilibrium curve, and the continuation can be stopped if needed. On the contrary, the tangent vector at the LIB just obtained can be used to predict the next point if the points on the lower branch still need to be calculated. Note that only one computation of the tangent vector (except the one needed to calculate the second point on the equilibrium curve) at a limit point is needed to check whether it is an LIB in the whole continuation procedure.

Figure 3. Limit encountered: (a) instability due to LIB at SNB and (b) instability due to SNB near SNB.

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4.1. Accuracy of the Proposed Method

The proposed method has been implemented in MATLAB (The MathWorks, Natick, Massachusetts, USA) and successfully applied to numerically analyze several power system examples. For comparative studies, the numerical results are reported by applying the proposed method in the IEEE 118-bus system [30], which is a benchmark system studied by the methods in [25, 26]. Its accuracy is rst demonstrated. The contingency of load and generation increase from its initial operation condition [30] is studied in the following way. The values of PS , QD , and QD in Eq. (2) representing the direction of load and generation increase are equal to the initial operation values of PG0 , PL0 , and QL0 , respectively. Thus, the parameter increases its value from zero. The P-V curves at buses 10 and 8 obtained by the proposed method are shown in Figure 4, where the upper and lower branches are represented by solid and dashed lines, respectively. Note that these curves agree with those in [26]. So, the proposed method can trace the equilibrium curve of the PF equation when the generator reactive power limits are taken into consideration. Obviously, there is a maximum value for the bifurcation parameter, which is at the right-most point of the equilibrium curve, and it must be determined whether it is an LIB or SNB. Then four successive points around the maximum point, which are the corrected point by the method, are listed in Table 1, where the rst column represents the number of these points in the sequence of the points, the second column lists the parameter values, and the last column lists the identied buses where the generators reactive power outputs exceed or are equal to their limits as the exact value for each limit point has not been calculated until now. It can obviously be seen that there is a maximum value for the parameter between points 30 and 31 as the parameter value begins to decrease after point 31; also, between points 30 and 31, generator 10 meets its reactive power limit.

Techniques to Calculate Limit-induced Bifurcation Table 1 Successive points around the maximum point No. 28 29 30 31 Parameter value 0.98753 1.08091 1.10562 1.10206 Identied PV buses 65 46 4 10

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Based on the proposed technique, it can be determined whether or not the limit point encountered by generator 10 is an LIB. Table 2 shows the computation results needed for the determination. Note that the computation is executed after the method identied that the bifurcation parameter experienced a maximum value. From these results, it can be observed that the parameter value at this limit point becomes the maximum among those listed in Table 1. Furthermore, the value calculated by Eq. (11) is 2.86237/1; thus, it can be determined that the limit point is an LIB. In [26], the same studies have been reported, where the load and generation increases are expressed by PG D PG0 ; PL D PL0 ; QL D QL0 : That is, the bifurcation parameter increases from 1, and the calculated LIB is 2.1007. The value calculated by the proposed method will be equal to 1 C 1:10991 if the increase of load and generation expressed by Eq. (2) takes the same form as Eq. (12). Thus, the proposed method will give a more accurate result as the LIB represents the maximum loadability; in other words the method calculates the LIB without any loss of accuracy. 4.2. Efciency of the Proposed Method (12)

The efciency of the proposed continuation method is now compared with other existent ones. First, the computation times needed by the two cases of the proposed method for the above studies, denoted as Case I and II, are listed in Table 3. The two cases correspond that the maximum number of the identied PV generator discussed in Section 3.2, prespecied as 2 and 3, respectively; all other constants pre-specied in the continuation method are the same. These main constants are as follows: the initial step-size used is 0.5, the minimum and maximum step-sizes are conned between 0.001 and 0.8. There must be Table 2 Results of LIB location Parameter value 1.10991 Voltage element at bus 10 in the tangent vector 2.86237 Parameter element in the tangent vector 1

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G.-Y. Cao and C. Chen Table 3 Computation times for the proposed method Computation time (sec) Minimum Proposed method (Case I) Proposed method (Case II) 1.282 1.183 Maximum 1.306 1.293 Average 1.292 1.225

36 and 31 repetitions of prediction and correction in the continuation process for these two cases to obtain the LIB. All of the computations are the same; i.e., the load and generation increase from the initial operation conditions in the unied way expressed by Eq. (2). The MATLAB program requires different times for each execution; thus, each calculation is executed ten times, and the minimum, maximum, and average time needed are recorded. All of these computations are run on an IBM compatible computer with an Intel Core DUO E6300 1.86-GHz CPU and 1.00-GB RAM. It took 3.1 sec to calculate the LIB from the same initial operation condition of the studied system in [26], where the MATLAB program was run on a computer with Pentium III (450-MHz CPU); therefore, a direct comparison cannot be made with the proposed method for the computation time, as they are run on computers with different performances. However, the following comparisons on computational costs can be made between these two methods. First note that there were 30 limit points encountered until the LIB was obtained, so 60 computations of tangent vectors were necessary to obtain the LIB, as two tangent vectors were needed at each limit point in [26]. Also, one or two iterations were needed for the corrector to converge to the equilibrium on the P-V curve in the same reference. Suppose that the computation effort for a tangent vector is almost the same as that for an iteration in the corrector as both computations are concerned with the numerical solution of the linear system; thus, a considerable number of computations can be saved if the proposed method is used as two tangent vector computations are totally needed. Obviously, the more limit points encountered by the continuation for a general power system, the more computation efforts can be saved. Second, [26] used the tangent prediction. By using this prediction (not the secant prediction used by the proposed method), and if the maximum loadability characteristic of LIB is exploited, then only one tangent vector is needed by prediction for each limit point; thus, half of the computations for the tangent vectors can be saved for the same reference. This is because the proposed method does not need to calculate the tangent vector for the PF equation, which is associated to the one before the limit is encountered. A few more topics on the LIB due to the limit encounter in power systems will now be addressed. First, the reactive power limits of the generators are kept as xed values in this article. However, the more accurate model of such a limit is the reactive power capability curve used for generator modeling. In principle, the proposed techniques are applicable under such conditions, where the complexity is that it costs more to check whether or not a generator operation is within the capability curve. Second, the voltage collapse may result from the activation of the on-load tap changer on the transformer. Generally, the change of the tap position is handled in the same manner as in the conventional PF. In more detail, the admittance of the network and,

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accordingly, the PF Jacobian is rst changed based on the new position of the tap changer; the resultant PF equation is then solved by the iteration method where the initial value is taken as the previous PF equation solution. If the convergence is obtained, then the power system is thought to be voltage stable. Otherwise, the system is thought to lose the equilibrium that will lead to voltage collapse. Generally, the short- and long-term time domain simulation is performed to validate the result. Note that, although there is also a loss of equilibrium associated with such discrete (discontinuous) controller, it is not a local bifurcation phenomenon but a kind of global bifurcation, while both the SNB and LIB are the local bifurcations.

5. Conclusions

This article has rst demonstrated that the LIB, due to the reactive power limit encountered by the generator, is the maximum loadability based on the SNB phenomenon of the PF equation, and then presented an improved continuation method to calculate the LIB. In more detail, the maximum loadability characteristics of the LIB are used for its identication, and the tangent vector at the limit point is used for its location and distinction from the SNB. The main advantages of these techniques are that the obtained result is accurate, and the associated computations are simpler and cost effective by comparison with the existent ones. These techniques with convergence-dependent stepsize control are implemented to obtain the improved method; thus, the equilibrium curve for the PF equation can be traced and the SNB and LIB can be calculated in a unied way. The effectiveness of the proposed method is illustrated in its numerical applications in the IEEE 118-bus system.

Acknowledgment

We wish to thank the anonymous referees for the comments and suggestions.

References

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Appendix

To solve Eq. (5) for vj , A is rst decomposed by LU factorization with column pivoting, i.e., PA D LU; (A1)

where P is a permutation matrix, L is a unit lower triangular matrix, and U is an upper triangular matrix. Moreover, the former two are square matrices, and the latter is an n .n C 1/ matrix. Now select the 1 n columns of U as a square and upper triangular matrix a and its last column as a vector b, and solve the following triangular linear equation for z: az D b:

Downloaded By: [Shanghai Jiaotong University] At: 07:24 3 August 2010

(A2)

Finally, append 1 to the row vector zT , normalize and transpose it to obtain the tangent vector vj ; thus, vj D normalize.zT ; 1/T can be obtained. By its substitution in Eq. (5), it can be proven that it will satisfy Eq. (5). Note that the tangent vector has a positive value for its parameter element; thus, the parameter will increase based on the prediction in Eq. (4). In the above calculation, the triangular matrix a needs to be invertible. On the contrary, if it is singular, it can be concluded that the PF Jacobian is singular, and the parameter element in the tangent vector should be equal to zero. The singularity can be decided by the value of the last diagonal element in a. If it is very small, for example 10 6 , then it is singular.

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