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Affine Arithmetic-Based Methods for Uncertain Power System Analysis PDF

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AFFINE ARITHMETIC- BASED METHODS FOR UNCERTAIN POWER SYSTEM ANALYSIS AFFINE ARITHMETIC- BASED METHODS FOR UNCERTAIN POWER SYSTEM ANALYSIS ALFREDOVACCARO ANTONIOPEPICIELLO Elsevier Radarweg29,POBox211,1000AEAmsterdam,Netherlands TheBoulevard,LangfordLane,Kidlington,OxfordOX51GB,UnitedKingdom 50HampshireStreet,5thFloor,Cambridge,MA02139,UnitedStates Copyright©2022ElsevierInc.Allrightsreserved. MATLAB®isatrademarkofTheMathWorks,Inc.andisusedwithpermission. TheMathWorksdoesnotwarranttheaccuracyofthetextorexercisesinthisbook. Thisbook’suseordiscussionofMATLAB®softwareorrelatedproductsdoesnotconstitute endorsementorsponsorshipbyTheMathWorksofaparticularpedagogicalapproachorparticular useoftheMATLAB®software. Nopartofthispublicationmaybereproducedortransmittedinanyformorbyanymeans, electronicormechanical,includingphotocopying,recording,oranyinformationstorageand retrievalsystem,withoutpermissioninwritingfromthepublisher.Detailsonhowtoseek permission,furtherinformationaboutthePublisher’spermissionspoliciesandourarrangements withorganizationssuchastheCopyrightClearanceCenterandtheCopyrightLicensingAgency, canbefoundatourwebsite:www.elsevier.com/permissions. Thisbookandtheindividualcontributionscontainedinitareprotectedundercopyrightbythe Publisher(otherthanasmaybenotedherein). Notices Knowledgeandbestpracticeinthisfieldareconstantlychanging.Asnewresearchandexperience broadenourunderstanding,changesinresearchmethods,professionalpractices,ormedical treatmentmaybecomenecessary. Practitionersandresearchersmustalwaysrelyontheirownexperienceandknowledgein evaluatingandusinganyinformation,methods,compounds,orexperimentsdescribedherein.In usingsuchinformationormethodstheyshouldbemindfuloftheirownsafetyandthesafetyof others,includingpartiesforwhomtheyhaveaprofessionalresponsibility. Tothefullestextentofthelaw,neitherthePublishernortheauthors,contributors,oreditors, assumeanyliabilityforanyinjuryand/ordamagetopersonsorpropertyasamatterofproducts liability,negligenceorotherwise,orfromanyuseoroperationofanymethods,products, instructions,orideascontainedinthematerialherein. ISBN:978-0-323-90502-2 ForinformationonallElsevierpublications visitourwebsiteathttps://www.elsevier.com/books-and-journals Publisher:CharlotteCockle AcquisitionsEditor:GrahamNisbet EditorialProjectManager:SaraValentino ProductionProjectManager:ManjuThirumalaivasan Designer:MarkRogers TypesetbyVTeX Contents Preface xi Acknowledgments xiii 1. Uncertaintymanagementinpowersystems 1 1.1. Samplingmethods 2 1.2. Analyticalmethods 3 1.3. Approximatemethods 3 1.4. Non-probabilisticmethods 4 References 6 2. Elementsofreliablecomputing 9 2.1. Intervalarithmetic 9 2.2. Affinearithmetic 10 2.3. SolvinguncertainequationsbyAA 14 2.4. Reliablesolutionofnon-linearequations 16 2.5. Reliablesolutionsofconstrainedoptimizationproblems 18 References 22 3. Uncertainpowerflowanalysis 23 3.1. Problemformulation 24 3.2. Affinearithmeticbasedsolutionofthepowerflowequations 25 3.3. Numericalresults 29 3.4. Robustformulationofthepowerflowequations 39 3.5. Casestudy 42 References 47 4. Uncertainoptimalpowerflowanalysis 49 4.1. Mathematicalbackground 49 4.2. Numericalresults 55 4.3. Robustformulationofoptimalpowerflowproblems 58 4.4. Casestudy 62 4.5. Remarks 63 References 63 vii viii Contents 5. UnifiedAA-basedsolutionofuncertainPFandOPFproblems 65 5.1. Theoreticalframework 65 5.2. Applications 70 5.3. Numericalresults 72 5.4. Computationalrequirements 79 5.5. Remarks 79 References 79 6. Uncertainpowersystemreliabilityanalysis 81 6.1. MarkovChains 82 6.2. UncertainMarkovChainsanalysisbyAA 85 6.3. Casestudies 88 References 91 7. Uncertainanalysisofmulti-energysystems 93 7.1. Optimalschedulingofanenergyhub 94 7.2. Casestudy 98 References 104 8. Enablingmethodologiesforreducingthecomputationalburden inAA-basedcomputing 105 8.1. PFanalysis 105 8.2. OPFanalysis 106 8.3. AA-basedcomputing 106 8.4. Numericalresults 108 8.5. Remarks 122 References 122 9. Uncertainvoltagestabilityanalysisbyaffinearithmetic 123 9.1. AA-basedcalculationofPVcurves 128 9.2. Numericalresults 129 9.3. Remarks 133 References 133 10.Reliablemicrogridsschedulinginthepresenceofdata uncertainties 135 10.1. Deterministicoptimization 136 10.2. Robustoptimization 138 Contents ix 10.3. Affinearithmetic-basedoptimization 138 10.4. Numericalresultsanddiscussion 140 10.5. Remarks 143 References 143 Index 145 In memory of my Father (Alfredo Vaccaro) To my family (Antonio Pepiciello) Preface Reliable power system operation requires complex numerical analyses aimed at studying and improving the security and resiliency of electrical grids. Many mathematicaltools can support powersystem operators in ad- dressing this challenging issue, such as power flow and optimal power flow analyses, static/dynamic security assessment, and power system reliability analysis. The conventional formalization of these problems is based on the assumption that the input data are specified by deterministic parameters, whichshouldbedefinedbytheanalysteitherfromasnapshotofthepower systemorinferredonthebasisofsomeassumptionsontheanalyzedsystem. Consequently, the solutions computed by solving these deterministic problems are rigorously valid only for the considered power system state, which represents a limited set of system conditions. Thus, when the input data are uncertain, numerous scenarios need to be evaluated in the task of computing robust problem solutions. To address this problem, this Book introduces the basic elements of Affine Arithmetic-based computing, outlining its important role in uncer- tain power system analysis. Affine Arithmetic is an enhanced model for reliable computing in which the input data and the problem variables are represented by affine combinationsofprimitivenoisesymbols,whicharesymbolicvariablesrep- resenting the independent uncertainty sources affecting the input data (i.e. exogenous uncertainties), or approximation errors generated during the computations (i.e. endogenous uncertainties). After introducing the mathematical foundations of Affine Arithmetic, its deployment in solving the most fundamental power system operation problems is presented and discussed. In these contexts the adoption of Affine Arithmetic-based computing allows formalizing the power system state equations in a more convenient formalism compared to the con- ventional and widely used formulation adopted in interval-based Newton methods. Thanks to this feature a reliable estimation of the solutions hull canbereliablyestimatedbyconsideringtheparameteruncertaintycorrela- tions and the cumulative effect of all the uncertainty sources. These results can be generalized in the task of solving a generic mathe- maticalprogrammingproblemunderuncertainty,whichcanbeformalized by an equivalent deterministic problem, defining a coherent set of min- imization, equality, and inequality affine arithmetic-based operators. This xi

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