Holomorphic Embedding Load-flow method: Difference between revisions

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The '''Holomorphic Embedding Load-flow Method (HELM<ref group="note">HELM is a trademark of Gridquant Inc.</ref>)''' is a solution method for the [[Power_flow_study|power flow]] equations of electrical power systems. Its main features are that it is
[[Direct_method_(computational_mathematics)|direct]] (that is, non-iterative) and that it mathematically guarantees a consistent
selection of the correct operative branch of the multivalued problem, also signalling the condition of voltage collapse when there is no solution. These properties are relevant not only for the reliability of existing off-line and real-time applications, but also because they enable new types of analytical tools that would be impossible to build with existing iterative load flows (due to their convergence problems). An example of this would be decision-support tools providing validated action plans in real time.
 
The HELM load flow algorithm was invented by Antonio Trias and has been granted two US Patents.<ref>
<ref name=undefined />
 
The '''Holomorphic Embedding Load-flow Method (HELM<ref group="note">HELM is a trademark of Gridquant Inc.</ref>)''' is a solution method
for the [[Power_flow_study|power flow]] equations of electrical power
systems. Its main features are that it is
[[Direct_method_(computational_mathematics)|direct]] (that is,
non-iterative) and that it mathematically guarantees a consistent
selection of the correct operative branch of the multivalued problem,
also signalling the condition of voltage collapse when there is no
solution. These properties are relevant not only for the reliability
of existing off-line and real-time applications, but also because they
enable new types of analytical tools that would be impossible to build
with existing iterative load flows (due to their convergence
problems). An example of this would be decision-support tools
providing validated action plans in real time.
 
The HELM load flow algorithm was invented by Antonio Trias and has
been granted two US Patents<ref>
{{cite patent
| country = US
Line 33 ⟶ 19:
| gdate = 2011-07-12
| invent1 = Antonio Trias
}}</ref>. A detailed description was presented at the 2012 IEEE PES General Meeting, and published in <ref name="helmpaper">A. Trias, "The Holomorphic Embedding Load Flow Method", ''IEEE Power and Energy Society General Meeting 2011'', 22-26 July 2012.</ref>.
The method is founded on advanced concepts and results from Complex Analysis, such as holomorphicity, the theory of Algebraic Curves, and Analytical Continuation. However, the numerical implementation is rather straightforward as it uses standard linear algebra and 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 EMS applications.
Meeting, and published in <ref name="helmpaper">A. Trias, "The Holomorphic Embedding
Load Flow Method", ''IEEE Power and Energy Society General Meeting 2011'', 22-26 July 2012.</ref>.
The method is founded on advanced
concepts and results from Complex Analysis, such as holomorphicity, the
theory of Algebraic Curves, and Analytical Continuation. However, the
numerical implementation is rather straightforward as it uses standard
linear algebra and 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 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|power system simulation]] and [[Energy_management_system|management]]. The load-flow equations can be written in the following general form:
fundamental components in the analysis of power systems and is the
cornerstone for almost all other tools used in
[[Power_system_simulation|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}}}}
Line 78 ⟶ 49:
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.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
, which is
''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
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
<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.
* J. S. Thorp and S. A. Naqavi, "Load flow fractals", ''in Proceedings of the 28th IEEE Conference on Decision and Control, Vol. 2, pp. 1822--1827, 1989.
Line 117 ⟶ 58:
* 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. 237--240, 2000.
</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], 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
illustration for the two-bus model is provided in
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.
<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
corresponds to the correct operative solution, when it exists; and it signals the non-existence of the solution when the conditions are such that there is no solution (voltage collapse). Additionally, the method is competitive with the FDNR method in terms of computational cost. It brings a solid mathematical treatment of the load-flow problem that provides new insights not previously available with the iterative numerical methods.
deterministic and unambiguous: it guarantees that the solution always
corresponds to the correct operative solution, when it exists; and it
signals the non-existence of the solution when the conditions are such
that there is no solution (voltage collapse). Additionally, the method
is competitive with the FDNR method in terms of computational cost. It
brings a solid mathematical treatment of the load-flow problem that
provides new insights not previously available with the iterative
numerical methods.
 
== Methodology and Applications ==
Line 195 ⟶ 121:
{{Reflist}}
 
== ExternalSee linksalso ==
* [[Power_flow_study|Power flow study]]
* [[Power_system_simulation|Power system simulation]]
Line 202 ⟶ 128:
{{DEFAULTSORT:Power Flow Study}}
 
{{Uncat|date=September 2012}}
== Reformulated all the heading section and added reference to the peer-review HELM article in order to establish the notability requirement. ==
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