A quasi-monte carlo method based power system reliability evaluation

Yushen Hou*, Xiuli Wang, Jie Liu, Jingli Guo, Lun Tang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


In allusion to slow error convergence of Monte Carlo method used in power system reliability evaluation, the quasi-Monte Carlo method sampled by low discrepancy sequence is applied in reliability evaluation. The principle of quasi-Monte Carlo method is presented and compared with Monte Carlo method in error analysis. Further, the construction of Sobollow discrepancy sequence is described. A quasi-Monte Carlo reliability calculation model, in which the Sobolsequence are taken as the sampling points, is established and combined with importance sampling method. For the three-machine system and RTS-79 the standard non-sequential Monte Carlo simulation and Sobolsequence quasi-Monte Carlo simulation are performed respectively to calculate reliability indices EDNS and LOLP, and the error convergence curves are compared. Comparison results show that when quasi-Monte Carlo method is applied in reliability calculation, the error convergence of indices EDNS and LOLP is faster. The proposed method can be regarded as a new thinking for power system reliability calculation.

Original languageEnglish
Pages (from-to)744-750
Number of pages7
JournalDianwang Jishu/Power System Technology
Issue number3
Publication statusPublished - 5 Mar 2015


  • Low discrepancy sequence
  • Monte Carlo
  • Quasi Monte Carlo
  • Reliability evaluation


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