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 journalArticle

Abstract

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
Volume39
Issue number3
DOIs
Publication statusPublished - 5 Mar 2015

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Monte Carlo methods
Importance sampling
Error analysis
Computer systems
Sampling
Monte Carlo simulation

Keywords

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

Cite this

Hou, Y., Wang, X., Liu, J., Guo, J., & Tang, L. (2015). A quasi-monte carlo method based power system reliability evaluation. Dianwang Jishu/Power System Technology, 39(3), 744-750. https://doi.org/10.13335/j.1000-3673.pst.2015.03.024
Hou, Yushen ; Wang, Xiuli ; Liu, Jie ; Guo, Jingli ; Tang, Lun. / A quasi-monte carlo method based power system reliability evaluation. In: Dianwang Jishu/Power System Technology. 2015 ; Vol. 39, No. 3. pp. 744-750.
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Hou, Y, Wang, X, Liu, J, Guo, J & Tang, L 2015, 'A quasi-monte carlo method based power system reliability evaluation', Dianwang Jishu/Power System Technology, vol. 39, no. 3, pp. 744-750. https://doi.org/10.13335/j.1000-3673.pst.2015.03.024

A quasi-monte carlo method based power system reliability evaluation. / Hou, Yushen; Wang, Xiuli; Liu, Jie; Guo, Jingli; Tang, Lun.

In: Dianwang Jishu/Power System Technology, Vol. 39, No. 3, 05.03.2015, p. 744-750.

Research output: Contribution to journalArticle

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AU - Hou, Yushen

AU - Wang, Xiuli

AU - Liu, Jie

AU - Guo, Jingli

AU - Tang, Lun

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AB - 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.

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KW - Quasi Monte Carlo

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Hou Y, Wang X, Liu J, Guo J, Tang L. A quasi-monte carlo method based power system reliability evaluation. Dianwang Jishu/Power System Technology. 2015 Mar 5;39(3):744-750. https://doi.org/10.13335/j.1000-3673.pst.2015.03.024