Given the continued integration of intermittent renewable generators in electrical power grids, connection overloads are of increasing concern for grid operators. The risk of an overload due to injection variability can be described mathematically as a barrier crossing probability of a function of a multidimensional stochastic process. Crude Monte Carlo is a well-known technique to estimate probabilities, but it may be computationally too intensive in this case as typical modern power grids rarely exhibit connection overloads. In this paper we derive an approximate rate function for the overload probability using results from large deviations theory. Based on this large deviations approximation, we design a rare event simulation technique called splitting to estimate overload probabilities more efficiently than Crude Monte Carlo simulation. We show on example power grids with up to eleven stochastic power injections that for a fixed accuracy Crude Monte Carlo would require tens to millions as many samples than the proposed splitting technique required. We investigate the balance between accuracy and workload of three numerical approximations of the importance function. We justify the workload increase of large deviations based splitting compared to a naive one based on merely the Euclidean distance to the rare event set: for a fixed accuracy naive splitting requires over 60 times as much CPU time as large deviation based splitting. In these examples naive splitting — unlike large deviations based splitting — requires even more CPU time than CMC simulation, illustrating its pitfall.
Additional Metadata
Keywords Reliability, power grids, importance splitting, rare event, Monte Carlo, large deviations theory
THEME Energy (theme 4)
Publisher A.C.M.
Persistent URL dx.doi.org/10.1145/2875342
Journal ACM Transactions on Modeling and Computer Simulation
Project Rare events: Asymptotics, Algorithms, Applications
Note Accepted up to a major revision, already submitted here just before Wander Wadman leaves CWI (July 1 2015)
Grant This work was funded by the The Netherlands Organisation for Scientific Research (NWO); grant id nwo/639.033.413 - Rare events: Asymptotics, Algorithms, Applications
Citation
Wadman, W.S, Crommelin, D.T, & Zwart, A.P. (2016). A large deviation based splitting estimation of power flow reliability. ACM Transactions on Modeling and Computer Simulation, 26(4). doi:10.1145/2875342