Correlated Failures of Power Systems: Analysis of the Nordic Grid

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Correlated Failures of Power Systems: Analysis of the Nordic Grid Martin Andreasson, Saurabh Amin, Galina Schwartz, Karl H. Johansson, Henrik Sandberg, Shankar S. Sastry ACCESS Linnaeus Centre, KTH TRUST Center, UC Berkeley April 11, 211 - FDSCPS Workshop

Bergen (3) Stavanger Bergum HOLLAND (132) B Kassø Audorf Brunsbüttel Emden Brokdorf Rjukan Kristiansand DC A Tjele Flensburg Hamb.IS Trondheim (4) Kiel GERMANY (2) (1) DC DC (6) Tunnsjødal OSLO Nea Hasle Ringhals DC Rostock Güstrow (5) Järpströmmen Borgvik Røssåga Storfinnf. Salten Ajaure Skogsäter West Coast cross-section Göteborg Helsingborg Linnvasselv KØBEN- HAVN Perleberg Pasewalk Barsebäck Kruseberg Lubmin Nässjö Ofoten Karlshamn Dunowo DC POLAND Tromsø Norrköping Ustka Narvik Tornehamn Grundfors Sundsvall Zydowo Zarnowiec Letsi Cross-section no. 2 Enköping DC DC Stornorrfors STOCKHOLM Oskarshamn Cross-section no. 4 Gdansk Tuovila Olkiluoto Alta RAC Petäjäskoski Cross-section no. 1 RDC Seinäjoki Ulvila Rauma Pikkarala Ventusneva Lieto Kaliningrad Utsjoki Ivalo Keminmaa Alajärvi Kangasala Hikiä Hyvinkää LITHUANIA Vajukoski Toivila Inkoo Elk Riga Pirttikoski Pyhänselkä Kaunas Bialystok P1 Petäjävesi Vuolijoki Koria Nurmijärvi HELSINKI ESTONIA Alapitkä Yllikkälä Loviisa Tartu Huutokoski Kymi LATVIA Ross Krivoporolsk Vyborg Kingisepp Narva Vilnius Lida Ignalina Velikor Correlated failures in power systems New technology and software advancements pose new threats to power systems (e.g. PMUs, FACTS, WAMS) Failures due to software or hardware faults are more likely to be more correlated than other failures Current reliability criteria, such as the N 1 criterion assume independent failures and do not work well for correlated failures How does increased correlation between faults affect losses, and how can these be measured? DENMARK NORWAY (22) (11) SWEDEN (22) (22) (22) FINLAND

DC power flow model Power injections P are given by: P = V 2 A T BAθ =: L B θ P R n is a vector of power injections θ is a vector of phase angles V is the bus voltage A R m n is the node-edge incidence matrix of the graph corresponding to the power system B = diag(b 1,..., b n ) R m m is a matrix of edge admittances L B R n n is the weighted Laplacian of the power system, with weight matrix V 2 B v j P ij =V 2 b ij (θ j θ i ) v i

Load shedding Load shed defined as: S := P load P demand load where P load is the total power load of the load nodes, and is the total power demand P demand load The load shed represents the gap between power supply and demand, and is used as a last resort to maintain stability in the power system In normal operation, the load shed S =

Optimal load shedding By using the DC-model, the problem of minimizing the load shed problem can be cast as a linear program 1 : min s.t. Load shed Physical constraints min θ s.t. c T θ Cθ d [ ] min 1 L B θ θ P V 2 max line BA P line V 2 max BA P g max L s.t. B θ L B A P load demand A θ max 1 θ max 1 1 Abur, Gomez. Power System State Estimation: Theory and Implementation. Dekker, Abingdon, 24

Connection to the N 1 criterion Definition A power system is N 1 reliable if for all single disconnections of power lines, it holds that S = The N 1 criterion is a widely used deterministic reliability criterion The N 1 criterion does not allow measuring the size of the losses There is an implicit assumption that 2 or more failures are very unlikely

Model of the Nordic power grid We derive a static model of the Nordic HV power grid 47 buses, 717 power lines Topology available from public sources Line admittances estimated by line length Generation capacities and line capacities are collected from public sources Demand data estimated from census data Production node Demand node 4 kv power line 3 kv power line 22 kv power line 132 kv power line

Problem formulation Failures are modeled as a binary random variable X : X i = line i is connected X i = 1 line i is disconnected (B ii = ) Note that the line admittances B X = B(I diag(x )) are random variables, hence the load shed S(X ) = min θ {c(x ) T θ C(X )θ d} is also a random variable Problem Keep X = E[X ] constant, and vary σ X = E[(X X ) T (X X )] How does the distribution of S(X ) depend on the correlation of the failures X?

Monte Carlo sampling algorithm for different covariances do for i=1:number of samples do Draw a sample X from the Bernoulli RV X with given mean and covariance, then compute: end for end for S( X ) = min θ {c T θ C( X )θ d} The sampled mean converges asymptotically to the actual mean, in particular given ɛ >, δ >, there exists a number of samples N 1 s.t.: δɛ 2 Pr[ Ŝ N S ɛ] δ where ŜN, S are the sampled and the actual mean of S

Simulation results Consider a model where neighboring lines are more likely to fail simultaneously Let the covariance between power lines be nonzero iff they are incident Run the Monte Carlo simulation for N = 1 samples Production node Demand node 4 kv power line 3 kv power line 22 kv power line 132 kv power line

Sampled load shed distributions The load shed distribution for the uncorrelated case, σ X = It is observed that the load shed distribution can be well approximated with a Weibull distribution

Sampled load shed distributions 1 x 1 3 σ= 1 x 1 3 σ=.4 1 x 1 3 σ=.8 Relative probability.8.6.4.2 Relative probability.8.6.4.2 Relative probability.8.6.4.2 5 1 1 x σ=.12 1 3 5 1 1 x σ=.16 1 3 5 1 Relative probability.8.6.4.2 Relative probability.8.6.4.2 5 1 5 1 As correlations increase, Pr(X = ) decreases The tails of the load shed distribution get fatter as correlations increase

Fitted Weibull distributions for different correlations 1 x 1 3.9.8.7 σ= σ=.4 σ=.8 σ=.12 σ=.16 Probability.6.5.4.3.2.1 5 1 15 2 25 3 When comparing the distributions side-by-side the differences are evident

Mean and standard deviation as a function of correlation Load shed 14 13 mean(s) std(s) 12 11 1 9 8 7 6 5.2.4.6.8.1.12.14.16 Correlation Both the mean and the vaiance of S increase with correlations

Conclusions Traditional reliability criteria such as the N 1 criterion are not sufficient when the failure distributions are correlated N 2 may not be computationally or economically feasible. There is need for new measures of reliability Monte Carlo study is used for analyzing power system reliability, in particular under correlated failures Increased correlation between power line failures can increase the expected cost of system operation, as well as the variance, leading to higher risks Analytical studies are needed to provide further insight in the consequences of correlated failures

Thank you!

Correlation between power lines connected to PMU nodes Let:the failures between power lines connected to PMUs be correlated

1 x 1 3 σ= 1 x 1 3 σ=.4 Relative probability.8.6.4.2 Relative probability.8.6.4.2 5 1 5 1 1 x 1 3 σ=.8 1 x 1 3 σ=.12 Relative probability.8.6.4.2 Relative probability.8.6.4.2 5 1 5 1 1 x 1 3 σ=.16 Relative probability.8.6.4.2 5 1 As correlations increase, the expected load shed increases. The tails of the load shed get fatter with correlations

1 x 1 3.9.8.7 σ= σ=.4 σ=.8 σ=.12 σ=.16 Probability.6.5.4.3.2.1 5 1 15 2 25 3 When comparing the distributions side-by-side the differences are evident

8 7 X * σ X * 6 5 X,σX 4 3 2 1.2.4.6.8.1.12.14.16 σ ij Both the mean and the vaiance of S increase with correlations