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The '''Holomorphic Embedding Load-flow Method''' ('''HELM'''){{nnbsp}}<ref group="note">HELM is a trademark of Gridquant Inc.</ref>
The HELM load
{{cite patent
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| invent1 = Antonio Trias
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{{cite patent
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| number = 7979239
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| gdate = 2011-07-12
| invent1 = Antonio Trias
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The method is founded on advanced concepts and results from [[complex analysis]], such as [[Holomorphic function|holomorphicity]], the theory of [[algebraic curve]]s, and [[analytic continuation]]. However, the numerical implementation is rather straightforward as it uses standard linear algebra and the [[Padé approximant|Padé approximation]]. Additionally, since the limiting part of the computation is the factorization of the admittance matrix and this is done only once, its performance is competitive with established fast-decoupled loadflows. The method is currently implemented into industrial-strength real-time and off-line packaged [[Energy management system|EMS]] applications.
== Background ==
The [[power-flow study|load-flow]] calculation is one of the most fundamental components in the analysis of power systems and is the cornerstone for almost all other tools used in [[power system simulation]] and [[Energy management system|management]]. The load-flow equations can be written in the following general form:▼
▲cornerstone for almost all other tools used in [[power system simulation]] and [[Energy management system|management]]. The load-flow equations can be written in the following general form:
{{NumBlk|:|<math>\sum_k Y_{ik} V_k + Y_i^{\text{sh}} V_i = \frac{S_i^*}{V_i^*}</math>|{{EquationRef|1}}}}
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constant-power loads and generators.
To solve this non-linear system of algebraic equations, traditional load-flow algorithms were developed based on three iterative techniques: the [[Gauss–Seidel method]],<ref>J. B. Ward and H. W. Hale, "Digital Computer Solution of Power-Flow Problems," ''Power Apparatus and Systems, Part III. Transactions of the American Institute of Electrical Engineers'', vol.75, no.3, pp.398–404, Jan. 1956.
*
* Hale, H. W.; Goodrich, R. W.; "Digital Computation or Power Flow - Some New Aspects," ''Power Apparatus and Systems, Part III. Transactions of the American Institute of Electrical Engineers'', vol.78, no.3, pp.919–923, April 1959.</ref>
which has poor convergence properties but very little memory requirements and is straightforward to implement; the full [[Newton–Raphson method]]<ref>
*
which has fast (quadratic) iterative convergence properties, but it is computationally costly; and the Fast Decoupled Load-Flow (FDLF) method,<ref name="FDLF">B. Stott and O. Alsac, "Fast Decoupled Load Flow," ''IEEE Transactions on Power Apparatus and Systems'', vol. PAS-93, no.3, pp.
▲* Hale, H. W.; Goodrich, R. W.; , "Digital Computation or Power Flow - Some New Aspects," ''Power Apparatus and Systems, Part III. Transactions of the American Institute of Electrical Engineers'', vol.78, no.3, pp.919-923, April 1959.</ref>
''complex'' variables. See for instance [[Newton's method#Complex functions]].</ref> As a result, no matter how close the chosen initial point of the iterations (seed) is to the correct solution, there is always some non-zero chance of straying off to a different solution. These fundamental problems of iterative loadflows have been extensively documented.<ref>R. Klump and T. Overbye, “A new method for finding low-voltage power flow solutions", ''in IEEE 2000 Power Engineering Society Summer Meeting,'', Vol. 1, pp. 593–597, 2000.▼
*
▲<ref name="FDLF">B. Stott and O. Alsac, "Fast Decoupled Load Flow," ''IEEE Transactions on Power Apparatus and Systems'', vol. PAS-93, no.3, pp.859-869, May 1974.</ref>
▲, which is based on Newton-Raphson, but greatly reduces its computational cost by means of a decoupling approximation that is valid in most transmission networks. Many other incremental improvements exist; however, the underlying technique in all of them is still an iterative solver, either of Gauss-Seidel or of Newton type. There are two fundamental problems with all iterative schemes of this type. On the one hand, there is no guarantee that the iteration will always converge to a solution; on the other, since the system has multiple solutions,<ref group="note" name="multsol">It is a well-known fact that the load flow equations for a power system have multiple solutions. For a network with {{math|<var>N</var>}} non-swing buses, the system may have up to {{math|2<sup><var>N</var></sup>}} possible solutions, but only one is actually possible in the real electrical system. This fact is used in stability studies, see for instance: Y. Tamura, H. Mori, and S. Iwamoto,"Relationship Between Voltage Instability and Multiple Load Flow Solutions in Electric Power Systems", '' IEEE Transactions on Power Apparatus and Systems'', vol. PAS-102 , no.5, pp.1115-1125, 1983.</ref> it is not possible to control which solution will be selected. As the power system approaches the point of voltage collapse, spurious solutions get closer to the correct one, and the iterative scheme may be easily attracted to one of them because of the phenomenon of Newton fractals: when the Newton method is applied to complex functions, the basins of attraction for the various solutions show fractal behavior.<ref group="note">This is a general phenomenon affecting the Newton-Raphson method when applied to equations in
▲''complex'' variables. See for instance [[Newton's method#Complex functions]].</ref> As a result, no matter how close the chosen initial point of the iterations (seed) is to the correct solution, there is always some non-zero chance of straying off to a different solution. These fundamental problems of iterative loadflows have been extensively documented
* S. A. Naqavi, ''Fractals in power system load flows'', Cornell University, August 1994.
* J. S. Thorp, and S. A. Naqavi, S.A., "Load-flow fractals draw clues to erratic behaviour", IEEE Computer Applications in Power, Vol. 10, No. 1, pp.
* H. Mori, "Chaotic behavior of the Newton-Raphson method with the optimal multiplier for ill-conditioned power systems", in ''The 2000 IEEE International Symposium on Circuits and Systems'' (ISCAS 2000 Geneva), Vol. 4, pp.
</ref> A simple illustration for the two-bus model is provided in<ref>[http://www.elequant.com/products/agora/demo/iterativeloadflow/ Problems with Iterative Load Flow] {{Webarchive|url=https://web.archive.org/web/20100104180641/http://www.elequant.com/products/agora/demo/iterativeloadflow/ |date=2010-01-04 }}, Elequant, 2010.</ref> Although there exist [[Homotopy|homotopic]] [[Numerical continuation|continuation]] techniques that alleviate the problem to some degree,<ref>V. Ajjarapu and C. Christy, "The continuation power flow: A tool for steady state voltage▼
stability analysis", ''IEEE Trans. on Power Systems'', vol.7, no.1, pp.
▲illustration for the two-bus model is provided in<ref>[http://www.elequant.com/products/agora/demo/iterativeloadflow/ Problems with Iterative Load Flow], Elequant, 2010.</ref> Although there exist [[Homotopy|homotopic]] [[Numerical continuation|continuation]] techniques that alleviate the problem to some degree,<ref>V. Ajjarapu and C. Christy, "The continuation power flow: A tool for steady state voltage
▲stability analysis", ''IEEE Trans. on Power Systems'', vol.7, no.1, pp. 416-423, Feb 1992.</ref> the fractal nature of the basins of attraction precludes a 100% reliable method for all electrical scenarios.
The key differential advantage of the HELM is that it is fully deterministic and unambiguous: it guarantees that the solution always
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== Methodology and applications ==
HELM is grounded on a rigorous mathematical theory, and in practical terms it could be summarized as follows:
# Define a specific (holomorphic) embedding for the equations in terms of a complex parameter {{math|<var>s</var>}}, such that for {{math|<var>s</var>{{=}}0}} the system has an obvious correct solution, and for {{math|<var>s</var>{{=}}1}} one recovers the original problem.
# Given this holomorphic embedding, it is now possible to compute univocally [[power series]] for voltages as analytic functions of {{math|<var>s</var>}}. The correct load-flow solution at {{math|<var>s</var>{{=}}1}} will be obtained by analytic continuation of the known correct solution at {{math|<var>s</var>{{=}}0}}.
# Perform the analytic continuation using algebraic approximants, which in this case are guaranteed to either converge to the solution if it exists, or not converge if the solution does not exist (voltage collapse).
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== Holomorphic embedding ==
For the purposes of the discussion, we will omit the treatment of controls, but the method can accommodate all types of controls. For the constraint equations imposed by these controls, an appropriate holomorphic embedding must be also defined.
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{{NumBlk|:|<math>\sum_k Y_{ik} V_k(s) + Y_i^{\text{sh}} V_i(s) = s\frac{S_i^*}{V_i ^*(s^*)}</math>|{{EquationRef|1}}}}
With this choice, at {{math|<var>s</var>{{=}}0}} the right hand side terms become zero, (provided that the denominator is not zero), this corresponds to the case where all the injections are zero and this case has a well known and simple operational solution: all voltages are equal and all flow intensities are zero. Therefore, this choice for the embedding provides at s=0 a well known operational solution.
Now using classical techniques for [[variable elimination]] in polynomial systems<ref>B. Sturmfels, "Solving Systems of Polynomial Equations”, CBMS Regional Conference Series in Mathematics 97, AMS, 2002.</ref> (results from the theory of [[Resultants]] and [[Gröbner basis#Elimination|Gröbner basis]] it can be proven that equations ({{EquationNote|1}}) do in fact define {{math|<var>V(s)</var>}} as holomorphic functions. More significantly, they define {{math|<var>V(s)</var>}} as [[algebraic curves]]. It is this specific fact, which becomes true because the embedding is holomorphic that guarantees the uniqueness of the result. The solution at {{math|<var>s</var>{{=}}0}} determines uniquely the solution everywhere (except on a finite number of branch cuts), thus getting rid of the multi-valuedness of the load-flow problem.
The technique to obtain the coefficients for the power series expansion (on {{math|<var>s</var>{{=}}0}}) of voltages {{math|<var>V</var>}} is quite straightforward, once one realizes that equations ({{EquationNote|2}}) can be used to obtain them order after order. Consider the power series expansion for <math>\textstyle V(s)=\sum_{n = 0}^\infty a[n] s^n</math> and <math>\textstyle 1/V(s)=\sum_{n = 0}^\infty b[n] s^n</math>. By substitution into equations ({{EquationNote|1}}) and identifying terms at each order in {{math|<var>s<sup>n</sup></var>}}, one obtains:
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Once the power series at {{math|<var>s</var>{{=}}0}} are calculated to the desired order, the problem of calculating them at {{math|<var>s</var>{{=}}1}} becomes one of [[analytic continuation]]. It should be strongly remarked that this does not have anything in common with the techniques of [[Homotopy#Applications|homotopic continuation]]. Homotopy is powerful since it only makes use of the concept of continuity and thus it is applicable to general smooth nonlinear systems, but on the other hand it does not always provide a reliable method to approximate the functions (as it relies on iterative schemes such as Newton-Raphson).
It can be proven<ref>L. Ahlfors, ''Complex analysis (3rd ed.)'', McGraw Hill, 1979.</ref> that algebraic curves are complete [[global analytic function]]s, that is, knowledge of the power series expansion at one point (the so-called germ of the function) uniquely determines the function everywhere on the [[complex plane]], except on a finite number of [[Branch point#Branch cuts|branch cuts]].
* G. A. Baker Jr and P. Graves-Morris, ''Padé Approximants'' (Encyclopedia of Mathematics and its Applications), Cambridge University Press, Second Ed. 2010, p. 326-330.</ref> states that the diagonal and supra-diagonal Padé (or equivalently, the [[continued fraction]] approximants to the power series) converge to the maximal analytic continuation. The zeros and poles of the approximants remarkably accumulate on the set of [[Branch point#Branch cuts|branch cuts]] having minimal capacity.
These properties confer the load-flow method with the ability to unequivocally detect the condition of voltage collapse: the algebraic approximations are guaranteed to either converge to the solution if it exists, or not converge if the solution does not exist.
== See also ==
* [[Power
* [[Power system simulation]]
* [[Unit commitment problem in electrical power production]]
== Notes ==
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{{Reflist}}
[[Category:Power engineering]]
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