Improving Reliability and Performance

of Electric Power Grids by Using High

Performance Computing
High Performance Computation Conference
October 22-24 2008

Eugene A. Feinberg
Department of Applied Mathematics & Statistics
Stony Brook University
 Overview
 Importance of electric power systems
(EPS)
 Use mathematics and computations in
EPS operations
 Solutions via High Performance
Computing (HPC)
 Conclusions
 Importance of
Electric Power Systems (EPS)
What is EPS?
 A system dedicated to the business of electric power:
 Generation (Production)
 Transmission (Transportation)
 Distribution (Retailing)

 A “Mission Critical System” that provides a vital

service to the society &, as such, should be operated
with the goal of achieving:
 Highest reliability standards
 Minimum environmental impacts
 Lowest operation costs
US National Power Grid

Data Source: FERC

EPS Functions

Although not normally owned or controlled by the power

utility, consumption devices are part of the EPS & need to be
modeled in EPS analysis.
Power Generation
 Power Generation
 Takes place in geographically dispersed power plants
 Power plants normally house multiple generating
units
 Generating units can operate based on different:
 Energy Sources
 Energy Conversion processes
 Units can be at different states (on/off)
Energy Sources
 Hydrocarbons (oil, coal, natural gas, etc.)
 Water
 Nuclear
 Wind
 Solar
 Tides
 Chemical
 etc
 Energy Converters
 Conversion processes in a thermal power plant:
 Burners: Chemical energy ⇒ Thermal energy
 Boilers: Thermal energy ⇒ Mechanical energy
 Wind Turbines: Kinetic energy (KE) ⇒ Mechanical energy
 Rotating machines: KE ⇒ Electrical energy
 With today’s technology, overall conversion efficiency
of a thermal power plant can approach 33%
 Power Transmission
 Transmission networks
are needed to :
 Connect generating

plants to
consumption points
 Create large power

pools for increased

reliability
Power Transmission Equipment
 Transformers
 Step-up transformers
 Voltage Regulators
 Phase Shifters
 Step-down Transformers
 Transmission Lines & Cables
 Circuit Breakers & Disconnects
 Etc.
Power Distribution
 Receives electrical energy from the HV/MV (High
Voltage/Medium Voltage) levels at bulk power
delivery points
 Supplies energy to customers:
 At standard voltage levels
 Single phase and/or three-phase
 Is made up of the following main equipment:
 Distribution transformers (DXF)
 Feeder sections (including underground cables)
 Switches, fuses, reclosures
 Automatic load transfers
 Etc.
Power Distribution
 EPS Operation Goals
 Power Balance: Generation must remain
balanced with demand
 Generation Capacity (t)≥Total Generation (t)
 Total Generation (t) = Total Demand (t)
 System Security: Equipment power flows
must not exceed equipment ratings, under
normal or a single outage condition:
max
|Pj (t)| ≤ Pj (t)
 Power Quality Considerations
Frequency Regulation: System frequency, must
remain within its operational range

Voltage Regulation: Bus voltages must remain

within their operational limits
Challenges for Power System
Operations

 Goal: meet the continually changing

load demand for both active and
reactive power while the desired system
frequency and voltage profile are
maintained. This should be done in the
cost-efficient way
 From time to time blackouts happen.
 Major Blackouts in the Past 30
Years
Northeast USA
Blackout
Sweden London
Voltage France Blackout
Collapse Voltage Columbia
80% of Mexico Italy Blackout
France Collapse Blackout Malaysia…
Blackout ….
Moscow
Blackout

1978 1983 1987 1996 2003 2005 2007

Weather Dependence
 Electric loads fluctuate and depend on
several factors including time and
weather.
 Peak load usually happen in the
afternoon during heat waves.
 Equipment also depend on weather
characteristics such as ambient
temperature and winds
Complex Electricity Markets

 In the last decades, with deregulation

and introduction of competition, a new
challenge has emerged for power
market participants.
 Price volatility
Major Decision Making Processes
for EPS
 State Estimation
 Estimate the steady states condition of EPS using
online measured values
 Forecasting
 Load, price, capacity, equipment states, rating, reliability
analysis, etc.
 Control and Planning
 Short term, medium term, long term
 Economic dispatch, optimal flow problem, energy trading,
maintenance, area planning, capital expenditure, etc.

Solutions for some of these problems are difficult and require

intensive computations
 Solutions via
High Performance Computing
(HPC)
Why we need HPC?
 Challenges lead to several mathematical
problems whose exact solutions are
intractable
 HPC provides tools for the solutions of
reasonable approximations in required time
 HPC is important for difficult scientific and
engineering problems that can be solved by
parallel computing.
 EPS provide several such problems.
 Monte Carlo simulation is one of the mathematical
methods that allows parallel algorithms.
Simulation
 Instead of simulating N scenarios on a
sequential machine, it is possible to simulate
N/M scenarios on each of M parallel
processors.
 In addition to direct simulation, Monte Carlo
simulation methods are used in contemporary
optimization techniques:
 Reinforcement Learning (neuro dynamic
programming, approximate dynamic programming)
 Cross-Entropy Methods
 Problems of EPS using HPC:
State Estimation
 Provide reliable estimates of the quantities required
for monitoring and control of the EPS
 a set of measurements obtained is centrally
processed by a state estimator
 State Estimation model:

 z –measurement vector
 x –true state vector
 h –nonlinear vector functions
 w –measurement error vector
 Problems of EPS using HPC:
State Estimation
 Challenges
 Higher frequency -- shorten the time interval
between consecutive state estimations to allow a
closer monitoring of the system evolution
particularly in emergency situations in which the
system state changes rapidly
 Larger size -- enlarge the supervised network by
extending state estimation to low voltage sub
networks
Problems of EPS using HPC:
Forecasting
 Load and Price Forecasting
 Solutions use optimization methods
 Depend on the weather
 Require HPC in real time if there are unforeseen
events (failures, sudden changes in the weather)
 Require HPC for simulation-based optimization
 Require weather forecasts. HPC is used for
weather forecasting. Challenging problem: wind
forecasting.
Problems of EPS using HPC:
Forecasting
 Reliability Analysis
 assess the ability of a multi-area power system
satisfy the demand
 adequately satisfy the customer load requirements
 Perform a chronological hourly simulation of the system
based on the Monte Carlo simulation
 Compare the hourly load demand in each area to the
total available generation in the area
 Areas with excess capacity will provide emergency
assistance to those areas that are deficient, subject to
the transfer limits between the areas.
Problems of EPS using HPC:
Forecasting
 Optimization techniques in forecasting
 Non-linear programming
 Dynamic programming
 Difficulties: Curse of dimension
 Solutions
 Decomposition techniques
 Utilization of parallel computers
 Problems of EPS using HPC:
Control and Planning
 Optimal Flow
 Goal: To obtain complete
voltage angle and magnitude
information for each bus in a
power system for specified
load and generator real
power and voltage conditions
 Can be expressed as a
classical mathematical
program
 x and u represents
respectively the states and
controls variables
Problems of EPS using HPC:
Control and Planning
 Optimal Flow
 Most of the constraints represents the operational
constraints or the automatic response of the
power system
 Most of the objective functions represents
economical or security aims
 These functions are nonlinear
 Typical problems involve around 2000 equality
constraints and 4000 inequality constraints.
 Efficient way of dealing with high dimensionality of
the problem is by Decomposition Techniques on
HPC
Problems of EPS using HPC:
Control and Planning
 Economic Dispatch
 To find a set of active power delivered by the
committed generators to satisfy the required
demand at any time subject to the unit technical
limits and at the lowest production cost.
 Important to solve this problem as quickly and
accurately as possible.
 Techniques
 Stochastic dynamic programming
 Computational requirements are usually high
 Implementation of parallel computing overcomes
this difficulty
Conclusions
 EPS are vitally important for our society
 EPS are complex systems and their
efficient control, management, and
development depend on solutions of
many difficult mathematical problems
 HPC is a natural tool to solve of these
problems
Thank you.