1

welcome
1. P. Sauer and M. Pai, Power System Steady-State Stability and the Load Flow Jacobian, IEEE
Transactions on Power Systems, Vol. 5, No. 4, Nov. 1990
2. V. Ajjarapu and C. Christy, The Continuation Power Flow: A Tool for Steady-State Voltage
Stability Analysis, IEEE Transactions on Power Systems, Vol. 7, No. 1, Feb., 1992.
3. S. Greene, I. Dobson, and F. Alvarado, Sensitivity of the Loading Margin to Voltage Collapse
with Respect to Arbitrary Parameters, IEEE Transactions on Power Systems, Vol. 12, No. 1,
Feb. 1997, pp. 232-240.
4. S. Greene, I. Dobson, and F. Alvarado, Contingency Ranking for Voltage Collapse via
Sensitivities from a Single Nose Curve, IEEE Transactions on Power Systems, Vol. 14, No. 1,
Feb. 1999, pp. 262-272.
2
Voltage Security
Voltage security is the ability of the system to maintain
adequate and controllable voltage levels at all system load buses.
The main concern is that voltage levels outside of a specified
range can affect the operation of the customers loads.

Voltage security may be divided into two main problems:
1. Low voltage: voltage level is outside of pre-defined range.
2. Voltage instability: an uncontrolled voltage decline.

You should know that
low voltage does not necessarily imply voltage instability
no low voltage does not necessarily imply voltage stability
voltage instability does necessarily imply low voltage
3
There have been several individuals that have significantly
progressed the field of voltage security. These include:

Ajjarapu from ISU

Van Cutsem: See the book by Van Cutsem and Vournas.

Alvarado, Dobson, Canizares, & Greene:
There are a couple other texts that provide good treatments of
the subject:
Carson Taylor: Power System Voltage Stability
Prabha Kundur: Power System Stability & Control
Resources
4
Our treatment of voltage security will proceed as follows:
Voltage instability in a simple system
Voltage instability in a large system
Brief treatment of bifurcation analysis
Continuation power flow (path following) methods
Sensitivity methods
5
Voltage stability in a simple system
Consider the per-phase equivalent of a very simple three
phase power system given below:
Z=R+jX
I
V
1

V
2

S
12

Node 1
Node 2
+
_
_
+
V
1

V
2

S
D
=-S
12

6
jB G Y jX R Z = + =
) sin( | || | ) cos( | || | | |
) sin( | || | ) cos( | || | | |
2 1 2 1 2 1 2 1
2
1 12
2 1 2 1 2 1 2 1
2
1 12
u u u u
u u u u
=
+ =
G V V B V V B V Q
B V V G V V G V P
12 12 12
jQ P S + =
Let G=0. Then.
) cos( | || | | |
) sin( | || |
2 1 2 1
2
1 12
2 1 2 1 12
u u
u u
=
=
B V V B V Q
B V V P
Note B>0
7
Now we can get S
D
=P
D
+jQ
D
=-(P
21
+jQ
21
) by

exchanging the 1 and 2 subscripts in the previous equations.
negating
) cos( | || | | |
) cos( | || | | |
) sin( | || |
) sin( | || |
2 1 2 1
2
2
1 2 2 1
2
2 21
2 1 2 1
1 2 2 1 21
u u
u u
u u
u u
+ =
+ = =
=
= =
B V V B V
B V V B V Q Q
B V V
B V V P P
D
D
Define u
12
=u
1
- u
2
12 2 1
2
2
12 2 1
cos | || | | |
sin | || |
u
u
B V V B V Q
B V V P
D
D
+ =
=
8
Define: | is the power factor angle of the load, i.e.,
I V Z Z =
2
|
Then we can also express S
D
as:
) tan 1 (
)
cos
sin
1 ( cos | || |
) sin (cos | || |
| || |
2
2
2
*
2
|
|
|
|
| |
|
j P
j I V
j I V
e I V I V S
D
j
D
+ =
+ =
+ =
= =
Define o=tan|. Then
) 1 ( | j P jQ P S
D D D D
+ = + =
Note that phi, and
therefore beta, is
positive for lagging,
negative for leading.
9
So we have developed the following equations.
12 2 1
2
2
12 2 1
cos | || | | |
sin | || |
u
u
B V V B V Q
B V V P
D
D
+ =
=
) 1 ( | j P jQ P S
D D D D
+ = + =
Equating the expressions for P
D
and for Q
D
, we have:
12 2 1
sin | || | u B V V P
D
=
12 2 1
2
2
12 2 1
2
2
cos | || | | |
cos | || | | |
u |
u |
B V V B V P
B V V B V P Q
D
D D
= +
+ = =
Square both equations and add them to get..
10
2 2
2
2
1
2 2
2
2
12
2
12
2 2 2
2
2
1
2 2
2
2
| | | | ) | | (
) cos (sin | | | | ) | | (
B V V B V P P
B V V B V P P
D D
D D
= + +
+ = + +
|
u u |
Manipulation yields:
( ) | | 0 1 | | | |
2
| |
2
2
2
2
2
2
1
2
2
2
= + +
(

+ |
|
B
P
V V
B
P
V
D D
Note that this is a quadratic in |V
2
|
2
. As such, it has the solution:
2 / 1
2
1
4
1
2
1
2
2
| |
4
| |
2
| |
| |
(

|
.
|

\
|
+ = V
B
P
B
P V
B
P V
V
D D D
|
|
11
Lets assume that the sending end voltage is |V
1
|=1.0 pu
and B=2 pu. Then our previous equation becomes:
| |
2
) 2 ( 1 1
| |
2 / 1
2
2
| | +
=
D D D
P P P
V
You can make
the P-V plot using
the following
matlab code.
% pf = 0.97 lagging
beta=0.25
pdn=[0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.78];
v2n=sqrt((1-beta.*pdn - sqrt(1-pdn.*(pdn+2*beta)))/2);
pdp=[0.78 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0];
v2p=sqrt((1-beta.*pdp + sqrt(1-pdp.*(pdp+2*beta)))/2);
pd1=[pdn pdp];
v21=[v2n v2p];
% pf = 1.0
beta=0
pdn=[0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 0.99];
v2n=sqrt((1-beta.*pdn - sqrt(1-pdn.*(pdn+2*beta)))/2);
pdp=[0.99 0.9 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0];
v2p=sqrt((1-beta.*pdp + sqrt(1-pdp.*(pdp+2*beta)))/2);
pd2=[pdn pdp];
v22=[v2n v2p];
% pf = .97 leading
beta=-0.25
pdn=[0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3];
v2n=sqrt((1-beta.*pdn - sqrt(1-pdn.*(pdn+2*beta)))/2);
pdp=[1.3 1.2 1.1 1.0 0.9 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0];
v2p=sqrt((1-beta.*pdp + sqrt(1-pdp.*(pdp+2*beta)))/2);
pd3=[pdn pdp];
v23=[v2n v2p];

plot(pd1,v21,pd2,v22,pd3,v23)
12
Plots of the previous equation for different power factors
Real power loading, P
D

|V
2
|
13
Some comments regarding the PV curves:
Each curve has a maximum load. This value is typically
called the maximum system load or the system loadability.
If the load is increased beyond the loadability, the voltages will
decline uncontrollably.
For a value of load below the loadability, there are two
voltage solutions. The upper one corresponds to one that can be
reached in practice. The lower one is correct mathematically, but I
do not know of a way to reach these points in practice.
In the lagging or unity power factor condition, it is clear that the
voltage decreases as the load power increases until the loadability.
In this case, the voltage instability phenomena is detectable, i.e.,
operator will be aware that voltages are declining before the
loadability is exceeded.
In the leading case, one observes that the voltage is flat, or perhaps
even increasing a little, until just before the loadability. Thus, in
the leading condition, voltage instability is not very detectable.
The leading condition occurs during high transfer conditions when the
load is light or when the load is highly compensated.
14
QV Curves
12 2 1
2
2
12 2 1
cos | || | | |
sin | || |
u
u
B V V B V Q
B V V P
D
D
+ =
=
We consider our simple (lossless) system again, with the equations
Now, again assume that V
1
=1.0, and for a given value of P
D

and V
2
, compute u
12
from the first equation, and then Q from the
second equation. Repeat for various values of V
2
to obtain a QV
curve for the specified real load P
D
.
v1=1.0;
b=1.0;

pd1=0.1
v2=[1.1,1.05,1.0,.95,.90,.85,.80,.75,.70,.65,.60,.55,.50,.45,.40,.35,.30,.25,.20,.15];
sintheta=pd1./(b*v1.*v2);
theta=asin(sintheta);
qd1=-v2.^2/b+v1*b*v2.*cos(theta);

plot(qd1,v2);
You can make the P-V plot using
the following matlab code.
The curve on the next page illustrates.
15
Q-V Curve
Q
D

|V
2
|
16
Homework
1. Draw the PV-curve for the following cases, and for each, determine the loadability.
a. B=2, |V1|=1.0, pf=0.97 lagging
b. B=2, |V1|=1.0, pf=0.95 lagging
c. B=2, |V1|=1.06, pf=0.97 lagging
d. B=10, |V1|=1.0, pf=0.97 lagging
Identify the effect on loadability of power factor, sending-end voltage, and line reactance.
2. Draw the QV-curves for the following cases, and for each, determine the maximum Q
D
.
a. B=1, |V1|=1.0, P
D
=0.1
b. B=1, |V1|=1.0, P
D
=0.2
c. B=1, |V1|=1.06, P
D
=0.1
d. B=2, |V1|=1.0, P
D
=0.1
Identify the effect on maximum Q
D
of real power demand, sending-end voltage, and line
reactance.
17
Some comments regarding the QV Curves
In practice, these curves may be drawn with a power flow program
by
1. modeling at the target bus a synchronous condenser (a
generator with P=0) having very wide reactive limits
2. Setting |V| to a desired value
3. Solving the power flow.
4. Reading the Q of the generator.
5. Repeat 2-4 for a range of voltages.
QV curves have one advantage over PV curves:
They are easier to obtain if you only have a power flow (standard
power flows will not solve near or below the nose of PV curves
but they will solve completely around the nose of QV curves.)
18
Voltage instability in a large system:
Influential factors:
Load modeling
Reactive power limits on generators
Loss of a circuit
Availability of switchable shunt devices
1. Voltage instability occurs when the reactive power supply
cannot meet the reactive power demand of the network.
Transmission line loading is too high
Reactive sources (generators) are too far from load centers
Generator terminal voltages are too low.
Insufficient load reactive compensation
2. Reactive power cannot be moved very far in a network
(vars do not travel!).
Two important ideas on which understanding of the above
influences rest:
Implication: The SYSTEM can have a var surplus but experience
voltage instability if a local area has a var deficiency.
19
Load modeling
In analyzing voltage instability, it is necessary to consider the network
under various voltage profiles.

Voltage stability depends on the level of current drawn by the loads.

The level of current drawn by the loads can depend on the voltage seen
by the loads.

Therefore, voltage instability analysis requires a model of how the
load responds to load variations.

Thus, load modeling is very influential in voltage instability analysis.
20
Exponential load model
A typical load model for a load at a bus is the exponential model:
| o
|
|
.
|

\
|
=
|
|
.
|

\
|
=
0
0
0
0

V
V
Q Q
V
V
P P
where the subscript 0 indicates the initial operating conditions.
The exponents o and | are specific to the type of load, e.g.,
o |
Incandescent lamps 1.54 -
Room air conditioner 0.50 2.5
Furnace fan 0.08 1.6
Battery charger 2.59 4.06
Electronic compact florescent 1.0 0.40
Conventional florescent 2.07 3.21
21
Polynomial load model
The ZIP model is a special case of the more general exponential model,
given by a sum of 3 exponential models with specified subscripts:
(
(

+ +
|
|
.
|

\
|
=
(
(

+ +
|
|
.
|

\
|
=
3
0
2
2
0
1 0 3
0
2
2
0
1 0
q
V
V
q
V
V
q Q Q p
V
V
p
V
V
p P P
where again the subscript 0 indicates the initial operating conditions.
0 . 1
3 2 1
= + + p p p
So this model is composed of three components:

constant impedance component (p
1
, q
1
)
constant current component (p
2
, q
2
)
constant power component (p
3,
, q
3
)

0 . 1
3 2 1
= + + q q q
Usually, values p
2
and q
2
are the largest.
22
Understanding the effect of each component on voltage instability
depends on understanding two ideas:

1. Voltage instability is alleviated when the demand reduces. This
is because I reduces and I
2
X reactive losses in the circuits reduce.

2. Since voltage instability causes voltage decline, alleviation of
voltage instability results if demand reduces with voltage decline.
This gives the key to understanding the effect of load modeling.
constant impedance load (p
1
) is GOOD since demand
reduces with square of voltage.
constant current load (p
2
) is OK since demand reduces
with voltage.
Constant power load (p
3
) is BAD since demand does
not change as voltage declines.
Effect of Load modeling
23
The effects of voltage variation on loads, and thus of loads on
voltage instability, cannot be fully captured using exponential or
polynomial load models because of the following three aspects.

Induction motor stalling/tripping
Thermostatic load recovery
Load tap changers
Some considerations in load modeling
24
Heating load is the most common type of thermostatic load, and it is
one for which we are all quite familiar. Although much heating is
done with natural gas as the primary fuel, heating systems always
contain some electric components as well, e.g., the fans.

When voltage drops, thermostatic loads initially decrease in power
consumption. But after voltages remain low for a few minutes, the
load regulation devices (thermostats) will start the loads or will
maintain them for longer periods so that more of them are on at the
same time. This is referred to as thermostatic load recovery, and it
tends to exacerbate voltage problems at the high voltage level.
Thermostatic load recovery
25
Three phase induction motors comprise a significant portion of
the total load and so its response to voltage variation is important,
especially since it has a rather unique response.

Consider the steady-state induction motor per-phase equivalent
model.
Induction motor stalling/tripping
Za=R1+jX1
Zb=
Rc//jXm
X2
R
2
+R
2
(1-s)/s
=R2 / s
V1
I2
26
The current is given by:
Induction motor stalling/tripping
2 2
2
' ) / ' (
'
jX s R Z
V
I
th
th
+ +
=
where
b a
b
th
Z Z
Z
V V
+
=
1
and
b a
b a
b a th
Z Z
Z Z
Z Z Z
+
= = //
Under normal conditions, the slip is typically very small. In this case,
R
2
/s >> R
2
, and I
2
is small.

But as voltage V
1
decreases, the electromagnetic torque developed decreases
as well, the motor slows down. Ultimately, the motor may stall. In this case,
s=1, causing R
2
/s = R
2
. Thus, one sees that the current I
2
is much larger
for stalled conditions than for normal conditions. Because of X
1
and X
2
of
the induction motor, the large stall current represents a large reactive load.

Large motors have undervoltage tripping to guard against this, but smaller
motors may not.
27
Tap changers:
Load tap changers (LTC, OLTC, ULTC, TCUL) are transformers that
connect the transmission or subtransmission systems to the distribution
systems. They are typically equipped with regulation capability that
allow them to control the voltage on the low side so that voltage
deviation on the high side is not seen on the low side.
V
1

V
1
/t
In per unit, we say that the tap is t:1, where
t may range from 0.85-1.15 pu
a single step may be about 0.005 pu (5/8%=0.00625 is very common)
a change of one step typically requires about 5 seconds.
there is a deadband of 2-3 times the tap step to prevent excessive tap change.
t:1
HV side
LV side
V
1
and t are
given in pu.
Under low voltage conditions at the high side, the LTC will decrease t
in order to try and increase V
1
/t.
28
Tap changers:
Thus, as long as the LTC is regulating (not at a limit), a voltage
decline on the high side does not result in voltage decline at the
load, in the steady-state, so that even if the load is constant Z,
it appears to the high side as if it is constant power. So a simple
load model for voltage instability analysis is constant power!

There are two qualifications to using such a simple model:
1. Fast voltage dips are seen at the low side (since LTC
action typically requires minutes), and if the dip is low enough,
induction motors may trip, resulting in an immediate decrease in
load power.
2. Once the LTC hits its limit (minimum t), then the low side
voltage begins to decline, and it becomes necessary to model
the load voltage sensitivity.
29
Generator capability curve:
P
Q
Field current limit due to field heating,
enforced by overexcitation limiter on I
f
.
Armature current limit due to
armature heating, enforced by
operator control of P and I
f
.
Limit due to steady-state instability (small
internal voltage E gives small |E||V|Bsino), and
due to stator end-region heating from induced
eddy currents.
Q
max

Q
min

Typical
approximation
used in power
flow programs.
30
Effect of generator reactive power limits:
1. Voltage instability is typically preceded by generators hitting their upper reactive
limit, so modeling Q
max
is very important to analysis of voltage instability.
2. Most power flow programs represent generator Q
max
as fixed. However, this
is an approximation, and one that should be recognized. In reality, Q
max
is not fixed.
The reactive capability diagram shows quite clearly that Q
max
is a function of P and
becomes more restrictive as P increases. A first-order improvement to fixed Q
max

is to model Q
max
as a function of P.
3. Q
max
is set according to the Over-eXcitation Limiter (OXL). The field circuit has a
rated steady-state field current I
f-max
, set by field circuit heating limitations. Since
heating is proportional to , we see that smaller overloads can be tolerated
for longer times.
Therefore, most modern OXLs are set with a time-inverse characteristic:
4. As soon as the OXL acts to limit I
f
, then no
further increase in reactive power is possible.
When drawing PV or QV curves, the
action of a generator hitting Q
max,
will
manifest itself as a sharp discontinuity
in the curve.
}
time
overload
2
dt I
f
Overload time (sec)
I
f

I
rated

1.0
2.0
120
10
OXL characteristic
31
P
(demand)
|V|
No reactive
limits modeled
One generator hits reactive limit
o
Note: Georgia Power Co. models its loadability
limit at point x, not point o.
Effect of OXL action on PV curve:
32
Loss of a circuit
I/2
I/2
I
P
P
Compare reactive losses with and without second circuit
Q
loss
=(I/2)
2
X+ (I/2)
2
X=I
2
X/2
Assume both circuits have reactance of X.
Q
loss
=I
2
X
Implication: Loss of a circuit will always increase reactive losses
in the network. This effect is compounded by the fact
that losing a circuit also means losing its line charging
capacitance.
X
X
33
Kundur, on pp. 979-990, has an excellent example which illustrates
many of the aforementioned effects. The illustration was done using
a long-term time domain simulation program (Eurostag).
34
Influence of switched shunt capacitors
I
P
I
P
P
(demand)
|V|
With capacitor Without
capacitor
35
But, shunt compensation has some drawbacks:

It produces reactive power in proportion to the square of the
the voltage, therefore when voltages drop, so does the reactive
power supplied by the capacitor.

It has a maximum compensation level beyond which stable
operation is not possible (See pg. 972 of Kundur, and next slide).
(A synchronous condenser and an SVC do not have these 2 drawbacks)
It results in a flatter PV curve and therefore makes voltage
instability less detectable. Therefore, as the load grows in areas
lacking generation, more and more shunt compensation is used to
keep voltages in normal operating ranges. By so doing, normal
operating points progressively approach loadability.
36
200
400 600 800 1000 1200 1400 1600
Capacitive Mvars
0.6
0.8
1.0
1.2
|V
2
|
V
1
=1.0
V
2

P
L

Q
L
=0
QV-curves drawn
using synchronous
condensor approach.
300 Mvar
450 Mvar 675 Mvar
950 Mvar
Each QV curve/Capacitor characteristic
intersection shows the operating point. Note
that for the first three operating points, a
small increase in Q-comp (indicated by
arrows) results in voltage increase, but for
the last operating point (950), more Q-comp
results in a voltage decrease.
S=|V
2
|
2
B*S
base

with |V
2
|=1.0
37
Bifurcation analysis (ref: A. Gaponov-Grekhov, Nonlinearities in action and
also Van Cutsem & Vournas, Voltage stability of electric power systems.)
Consider representing the dynamics of the power system as:
) , , ( 0
) , , (
p y x G
p y x F x
=
=

A differential-algebraic system (DAS):

Here x represents state variables of the system (e.g., rotor angles, rotor
speed, etc), y represents the algebraic variables (bus voltage magnitudes
& voltage angles), and p represents the real and reactive power injections
at each bus. The function F represents the differential equations for the
generators, and the function G represents the power flow equations.
A bifurcation, for a dynamic system, is an acquisition of a new
quality by the motion the dynamic system, caused by small changes
in its parameters. A power system that has experienced a bifurcation
will generally have corresponding motion that is undesirable.
Eqts. 1
38
There are at least two types of bifurcation:
Hopf: two eigenvalues become purely imaginary:
a birth of oscillatory or periodic motion.
Saddle node: a disappearance of an equilibrium state.
The stable operating equilibrium coalesces with an unstable
equilibrium and disappears. The dynamic consequence of a
generic saddle node bifurcation is:
a monotonic decline in system variables.


So we think it is the saddle node bifurcation that causes
voltage instability.
Types of bifurcations
39
The Jacobian matrix of eqts. 1 is
(

=
Y
Y
X
X
G
F
G
F
J
The unreduced Jacobian:
and it is referred to as the unreduced Jacobian of the DAS, where
(

A
A
=
(

A
y
x
J
x
0

Eqt. 2
40
We may reduce eq. 2 by eliminating the variable Ay
(

A
A
(

=
(

A
y
x
G
F
G
F x
Y
Y
X
X
0

The reduced Jacobian:

This means we need to force the top right hand submatrix to 0, which we can
do by multiplying the bottom row by -F
Y
G
Y
-1
and then adding to the top row.
(

A
A
(

=
(

A

y
x
G
G
G G F F
x
Y
X
X Y Y X
0
0
1

This results in:

| | x G G F F x
X Y Y X
A = A
1

So that the reduced Jacobian matrix is a Schurs complement:

X Y Y X
G G F F A
1
=
41
Implications:
1. If G
Y
is nonsingular, then singularity of A implies singularity of J
so that we may analyze eigenvalues of A to ascertain stability.
2. The fact that G
Y
may be nonsingular, yet A singular, means that
load flow convergence is not a sufficient condition for voltage
stability.
Stability:
Fact:The conditions for a saddle node bifurcation are
1. Equilibrium:

2. Singularity of the unreduced Jacobian
det(J)=0.
) , , ( 0
) , , (
p y x G
p y x F x
=
=
(

=
Y
Y
X
X
G
F
G
F
J
Fact: The determinant of a Schurs complement times the determinant of
G
Y
gives the determinant of the original matrix: det(J)=det(A)*det(G
Y
)
if G
Y
is nonsingular.
Implication: The stability of an equilibrium point of the DAS depends on
the eigenvalues of the unreduced Jacobian J. The system will experience a
SNB as parameter p increases when J has a zero eigenvalue.
42
Singularity of load flow Jacobian:
So voltage instability analysis using only a load flow Jacobian may
yield optimistic results when compared to results from analysis of A,
that is, stable points may not be really stable.

However, I believe that it is true that unstable points identified using
the load flow Jacobian will be really unstable (Schurs complement
does not support this, however, because it is only valid if G
Y
is
nonsingular).

Note: Sauer and Pai, 1990, provide an in-depth analysis of the relation
between singularity of G
Y
and singularity of J, and shows some special
cases for which singularity of G
Y
implies singularity of J.

43
Singularity of load flow Jacobian:
So we will assume that load flow Jacobian analysis provides an upper
bound on stability.

Fact: The bifurcation point of the load flow Jacobian corresponds to
the turn-around point (i.e., the nose point) of a P-V or Q-V curve
drawn using a power flow program.
This can be proven using an optimization approach.
See pp. 218-220 of the text by Van Cutsem and Vournas.
We have previously denoted the power flow equations as G(x,y,p)=0,
but now we denote them as G(y,p)=0, without the dependence on the
state variables x (which relate to the machine modeling and include,
minimally, o and e of each machine).
44
So we turn our effort to identifying the saddle node bifurcation
(SNB) for the power flow Jacobian matrix.

The Jacobian can reach an SNB in many ways. For example,
increase the impedance in a key tie line
increase the generation level at a generator with weak transmission, while
decreasing generation at all other generators.
increase the load at a single bus
increase the load at all buses.
In all cases, we are looking for the nose point of the
V- curve ( is the parameter that is being increased.)

Most applications focus on the last method (increase load at all buses).
Key questions here are:
direction of increase: are bus loads increased proportionally, or in some other way?
dispatch policy: how do the generators pick up the load increase ?

We will assume proportional load increase with governor load flow
(generators pick up in proportion to their rating)

|V|

45

|V|

Define: critical point - the operating conditions, characterized
by a certain value of , beyond which operation is not
acceptable.
Question 1:
What can cause the critical point to differ
from the SNB point ?
Question 2:
How can knowledge of the critical point provide a security
measure?
Question 3:
Does the P-V curve provide a forecast of the system trajectory ?
46
Solution approaches to finding
*
, the value of corresponding to SNB.
Approach 1: Search for
*
using some iterative search procedure.
1. i=1
2. Using
(i)
, solve power flow using Newton-Raphson.
Here, we iteratively solve G(y,p)=0. At each step,
we must solve for Ay in the eqt: G
Y
Ay = Ap
3. If solved,

(i+1)=

(i)
+A .
i=i+1
go to 2
else if not solved,

*=

(i+1)

endif
4. End
But big problem: as gets close to
*
, G
Y
becomes ill-conditioned.
This means that step 2 is no longer feasible.
47
Approach 2: Use the continuation power flow (CPF).
Predictor step
Corrector step
Pass
*
?
Select
continuation
parameter
Stop
No.
Yes.
48
The predictor step:
) , ( 0 p y G =
The power flow equations are functions of the bus voltages and
bus angles and the bus injections:
Augment the power flow equations so that they are functions of
(dependence on p is carried through the dependence on ).
) , ( 0 y G =
Now recognize that
(

=
V
y
u
so that ) , , ( 0 u V G =
If we want to compute the change in the power flow equations dG
due to small changes in the variables u, V, and ,
that move us closer to the loadability point
as we move from one solution i to another close solution i+1, then
dG= G(u
(i)
,V
(i)
,
(i)
)- G(u
(i+1)
,V
(i+1)
,
(i+1)
) = 0 0 = 0
pp
0

49
0 = + + =

u
u
d
d
G d
V d
V d
G d
d
d
G d
G d
BUT, we have added one unknown, , to the power flow problem without adding a
corresponding equation, i.e., in G(u,V,)=0, there are are N equations but N+1
variables, so that in eq. 3, the matrix [G
u
G
V
, G

], has N rows (the number of eqts

being differentiated) and N+1 columns (the number of variables for which each eqt is
differentiated). So we need another equation in order to solve this. What to do ?
Eq. 3

u
u
d
d
G d
V d
V d
G d
d
d
G d
G d + + =
Here, each set of partial derivatives are evaluated at a particular set of operating
conditions. If the power flow equations are linear with the 3 sets of variables in the
region between the old solution and the (close) new one, the following is satisfied:
| | 0 =
(
(
(

u
u
d
V d
d
G G G
V
50
The answer to this can be found by identifying how we will be using using the
solution to eqt. 3. Note the solution corresponding to the new point is:
(
(
(

+
(
(
(

=
(
(
(

+
+
+
'
'
'
) (
) (
) (
) , 1 (
) , 1 (
) , 1 (

u
d
V d
d
V V
i
i
i
p i
p i
p i
If we define o to be the step size, then we can rewrite this as
(
(
(

+
(
(
(

=
(
(
(

+
+
+

u
o

u
d
V d
d
V V
i
i
i
p i
p i
p i
) (
) (
) (
) 1 (
) , 1 (
) , 1 (
(
(
(

=
(
(
(

u
o

u
d
V d
d
d
V d
d
'
'
'
where
Here the p indicates
that this is the
predicted point.
51
We call the update vector (with the differentials) the
tangent vector, denoted by t.
This vector provides the direction to move in order
to find a new solution (i+1,p) from the old one (i).
We can think of this in terms of the following picture..
(
(
(

u
d
dV
d
t
52
|V|

Tangent vector
53
So we can set one of the tangent vector elements to
any value we like, then compute the other elements.
This provides us with our other equation.
For example, consider a 2-dimensional vector.
Direction
= 30
o

x
1

x
2

x
2
=x
1
tan(30) so:

- the direction is specified by
selecting x
1
=1, x
2
=0.5774,
- the direction is specified by
selecting x
1
=0.5, x
2
=0.2246.
Note: In specifying a direction using an n-dimensional vector, only n-1 of the
elements are constrained - one element can be chosen to be any value we like.
54
Suppose that we set the k-th parameter in the tangent vector
to be 1.0. Then our equation given as eq. 3 can be augmented
to become:
(

=
(
(
(

1
0

u
u
d
dV
d
G
e
G G
k
V
where
To select , we would have:
k

] 0 ... 0 1 0 ... 0 0 [

=
k
e
] 1 ... 0 0 0 ... 0 0 [
=
k
e
55
The parameter for which we select k is called the continuation
parameter, and it can be any load level (or group of load levels),
or it can be a voltage magnitude. Initially, when the solution is
far from the nose, the continuation parameter is typically .
(
(
(

+
(
(
(

=
(
(
(

+
+
+

u
o

u
d
dV
d
V V
i
i
i
p i
p i
p i
) (
) (
) (
) , 1 (
) , 1 (
) , 1 (
The parameter o is called the step size, and it can be selected
using various techniques. The simplest of these is to just
set it to a constant.
t y y
i p i

) ( ) , 1 (
o + =
+
56
Note, however, that the predicted point will satisfy the
power flow equations only if the power flow equations are
linear, which they are not.

So our point needs correction. This leads to the corrector step.

There are two different approaches for performing the
corrector step.
Approach a: Perpendicular intersection method.
Approach b: Parameterization method
Corrector step
57
Approach a: perpendicular intersection

Here, we find the intersection between the power flow
equations (the PV curve) and a plane that is perpendicular to
the tangent vector.
|V|

{ } 0
) , 1 ( ) 1 (
=
+ +
t y y
p i i

o t
) , ( 0
) 1 (

+
=
i
y G
y
(i+1)

y
(i+1,p)

y
(i)

Solve simultaneously,
for y
(i+1)

Use Newton-Raphson to solve the above (requires only 1-3 iterations since we have
good starting point). If no convergence, cut step size (o) by half and repeat.
The last equation says the inner
(dot) product of 2 vectors is zero.
58
Approach b: Parameterization

Here, the corrector step is performed by fixing the continuation
parameter and then solving the power flow equations.
|V|

o t
y
(i+1)

y
(i+1,p)

y
(i)

0
) (
) 1 (
) 1 (
=
(
(

+
+
q

i
k
i
y
y G
Here, y
k
(i+1)
is the continuation parameter; it corresponds to the k-th element in the tangent
vector. The parameter q is the value to which y
k
is set, which would be the value found in
the predictor step. Again, you can solve this using Newton-Raphson. If no convergence,
cut step size (o) by half and repeat.
Solve simultaneously,
for y
(i+1)

Vertical corrections
correspond to a
load-continuation
parameter, horizontal
to a voltage correction.
59
Detection of critical point:
We will know that we have surpassed the critical
point when the sign of d in the tangent vector
becomes negative, because it is at this point where
the loading reaches a maximum point and begins
to decrease.
|V|

x
increasing
decreasing
60
Selection of continuation parameter:
(
(
(

+
(
(
(

=
(
(
(

+
+
+

u
o

u
d
dV
d
V V
i
i
i
p i
p i
p i
) (
) (
) (
) , 1 (
) , 1 (
) , 1 (
Typically, y
k

is going to be
one of these.
The continuation parameter is selected from among
and the state variables in y according to the one that is
changing the most with . This will be the parameter that
has the largest element in the tangent vector.
relatively unstressed conditions (far from nose): generally
relatively stressed conditions (close to nose): generally the
voltage magnitude of the weakest bus, as it changes a great
deal as is changed, when we are close to
*
.
61
Selection of continuation parameter:
The continuation parameter is selected from among
and the state variables in y according to the one that is
changing the most with . This will be the parameter that
has the largest element in the tangent vector.
relatively unstressed conditions (far from nose): generally ,
for parameterization, it looks like:
|V|

y
(i+1)

y
(i+1,p)

y
(i)

Here, is fixed.
62
relatively stressed conditions (close to nose): generally the
voltage magnitude of the weakest bus. Here, the voltage being
plotted is chosen as the continuation parameter.
|V|

y
(i+1)

y
(i+1,p)

y
(i)

Here, |V| is fixed.
Essentially, a variable is fixed as a parameter (the voltage), and
the parameter () is treated as a variable. This process of selecting
a variable to fix is sometimes called the parameterization step.
-Scott Greene, Ph.D. dissertation, 1998.
63
A central question:

How does the continuation technique alleviate the ill-
conditioning problem experienced by a regular power flow ?
Refer to the solutions procedures for the two corrector approaches.
{ } 0
) , 1 ( ) 1 (
=
+ +
t y y
p i i

) , ( 0
) 1 (

+
=
i
y G
Perpendicular interesection
Solve simultaneously,
for y
(i+1)

0
) (
) 1 (
) 1 (
=
(
(

+
+
q

i
k
i
y
y G
Parameterization
Solve simultaneously,
for y
(i+1)

In both cases, we use Newton-Raphson to solve, so we need to obtain the
Jacobian. But the Jacobian is slightly different than in normal power flow.
64
The Jacobian of the power flow equations is just G
y
, but the
Jacobian of the equations in the two corrector approaches will
have an extra row and column.
(
(

k
k
x
x
y
y
C
G
C
G
Here, C is the additional equation, and x
k
is the selected
continuation parameter.
This addition of a row and column to the Jacobian has the
effect of improving the conditioning so that the previously
singular points can in fact be obtained. In other words, the
additional row and column provides that this Jacobian is
nonsingular at
*
where the standard Jacobian is singular.
65
Known codes for continuation methods:
1. Claudio Canizarres at University of Waterloo: C-code
See http://www.power.uwaterloo.ca/~claudio/claudio.html
UWPFLOW is a research tool that has been designed to calculate local bifurcations related to system
limits or singularities in the system Jacobian. The program also generates a series of output files that
allow further analyses, such as tangent vectors, left and right eigenvectors at a singular bifurcation
point, Jacobians, power flow solutions at different loading levels, voltage stability indices, etc
2. I have Matlab code that does it from Scott Greene.
3. Venkataramana Ajjarapu (ISU): Fortran code
66
Calculation of sensitivities for voltage instability analysis
What is a sensitivity ?

It is the derivative of an equation with respect to a variable.
It shows how parameter 1 changes with parameter 2.

It is: exact when parameter 2 depends linearly on parameter 1.
It is approximate when parameter 2 depends nonlinearly on parameter 1,

but it is quite accurate if it is only
used close to where it is calculated.
67
Consider the system characterized by G(y). Then
is the sensitivity of the equation G with respect to y,
evaluated at y
*
.
*
y
y
G
c
c
G(y)
y
y
*

Slope is cG/cy
evaluated at y
*
.
y
Its usefulness is that once it is calculated, it can be used to
QUICKLY evaluate f(y) from G(y)~G(y
*
)+ (cG/cy|
y*
)Ay,
BUT ONLY AS LONG AS y IS CLOSE TO y*.
Ay
68
Consider parameter p: we desire to obtain the sensitivity of
G(y,p) to p. Typical parameters p would be a bus load, a bus
power factor, or a generation level.

Very important to distinguish between
voltage sensitivities

voltage instability sensitivities
What is the difference between them in terms of
what they mean ?
how to compute them ?
69
Sensitivities for bus voltage
These we compute at the current operating condition.

For a given continuation parameter, they can be obtained
from the first predictor step in the continuation power flow.
|V|

Current
operating point
(
(
(

u
d
dV
d
t
Recall that this provides us with
the tangent vector, given by:
The tangent vector is the vector of
sensitivities with respect to a small
change in , so the portion of the vector
designated as dV is exactly the voltage
sensitivities.
70
Sensitivities for voltage instability
Here, it is important to realize that the measure of voltage instability,
the loading margin, depends on an operating condition
different from the present operating condition.
The implication is that we must look at sensitivities
of the loading margin, not of the voltage.
|V|

Current
operating point
So we want the sensitivities
evaluated at this point, i.e.,
the SNB point.
Loading margin
71
Let S be the vector of real and reactive load powers,
and k be the direction of load increase.
k S S
0
+ =
Also, define L as the loading margin (a scalar), so that
the load powers resulting in the SNB point are given by:
Derivation of loading margin sensitivities at SNB point.
We desire to find the sensitivity of the loading margin L to a
change in the parameter p. We denote this sensitivity by L
p
.
k S S L
0
+ =
72
Consider the system characterized by

G(y,S, p) = 0

Assumption: the system has a SNB at (y
*
,S
*
, p
*
), i.e., :

1. G(y
*
,S
*
, p
*
) = 0 (an equilibrium point)

2. G
y
(y
*
,S
*
, p
*
) is singular (zero eigenvalue), and
w is a left eigenvector of G
y
(y
*
,S
*
, p
*
), corresponding
to the zero eigenvalue so that (by definition of the left
eigenvector)
w
T
G
y
(y
*
,S
*
, p
*
) =0 w
T
=0
Note that G
y
(y
*
,S
*
, p
*
), being singular, cannot be inverted, but
but we can compute it (G
y
y
*
,S
*
, p
*
) and its eigenvectors.

3. w
T
G
S
(y
*
,S
*
, p
*
) = 0
We want the sensitivity of
the loading margin to p.
73
The points (y,S, p) satisfying numbers 1 and 2 correspond to SNB
points,

and we can obtain a curve of such points by
varying p about its nominal value p
*
.

Linearization of this curve about the SNB point results in
0
* *
*
= A + A + A p G S G y G
p S y
where the notation |
*
indicates the derivatives are evaluated at the SNB point.
Pre-multiplication by the left eigenvector w results in:
0
*
*
*
= A + A + A p G w S G w y G w
p
T
S
T
y
T
By #2 on the previous slide, the first term in the above is zero. So...
74
0
* *
= A + A p G w S G w
p
T
S
T
p G w k G w L p G w k L G w
p
T T
p
T T
A = A = A + A
*
*
*
*
0

k L S
k S S
A = A
+ = L
0
k G w
G w
p
L
L
S
T
p
T
p
*
*
*

=
A
A
=
Now recall the relation of the load powers to the loading margin.
Substituting this expression for the load powers into eqt. *,
Eqt. *
And the loading margin sensitivity to parameter p is:
So p may be, for example,
real power load at a bus (to
detect the most effective load
shedding) or reactive power
at a bus (to determine where
To site a shunt cap).
75
Some comments about computing L
p

The left eigenvector w must be computed for the
Jacobian G
y
evaluated at the SNB point.

You only need to compute w and G
S
once, independent of
how many sensitivities you need. Methods to compute the left eigenvector
w include QR or inverse iteration.

The vector of derivatives with respect to the parameter p, which is G
p,
is
typically sparse. For example, if you want to compute the sensitivity to a
bus power, then there would be only 1 non-zero entry in G
p
.

The matrix of derivatives with respect to the load powers, G
S
, using constant
power load models, is a diagonal matrix with ones in the rows corresponding
to load buses. This is because a particular load variable would ONLY occur
in the equation corresponding to the bus where it is located, and for these
equations, these variables appear linearly with 1 as coefficient.
k G w
G w
L
S
T
p
T
p
*
*
*

=
76
Some comments about extensions
Multiple sensitivities may be computed using G
p
(a matrix) instead of G
p
(a vector).
In this case, the result is a vector.
A sensitivity to a line outage may be obtained by letting p contain elements
corresponding to the outaged line parameters.
k G w
G w
L
S
T
p
T
p
*
*
*

=
Getting multiple sensitivities can be especially attractive when we want to find
the sensitivity to several simultaneous changes. One good example is to find the
sensitivity to changes in multiple loads.

A special case of this is to find the sensitivity to changes at ALL loads, which is
very typical, given a particular loading direction k . Then

=
i
p i
i
L k L
*
loads all
77
Some comments about extensions
A sensitivity to a line outage may be obtained by letting p contain elements
corresponding to the outaged line parameters: R (series conductance), X (series
reactance), and B (line charging). Then use the multiple parameter approach.
k G w
G w
L
S
T
p
T
p
*
*
*

=
p L L
p
A = A
*
Zpq=R + jX
p q
jB
jB
Here, Ap = [R X B]
T
.

Note that Ap is NOT SMALL ! Therefore AL may have considerable error.
For that reason, this one needs to be careful about using this approach to
compute the actual loading margins following contingencies.

However, it certainly can be used for RANKING contingencies. One might
consider having a quick approximation and a long exact risk calculation.
78
Greene, et al., also propose a quadratic sensitivity which requires
calculation of a second order term L
pp
. This is used together
with the linear sensitivity according to
Some comments about alternatives
Invariant Subspace Parametic Sensitivity (ISPS) by Ajjarapu.
Advantages:
based on differential-algebraic model
provides sensitivities at ANY point on the P-V curve
2
*
*
) (
2
1
p L p L L
pp p
A + A = A
It requires significantly more computation but can provide greater
accuracy over a larger range of Ap.