Dimension-adaptive sparse grid interpolation for uncertainty quantification in modern power systems: probabilistic power flow

J. Tang, F. Ni, P. Ferdinanda , M. Antonello

Research output: Contribution to journalArticleAcademicpeer-review

75 Citations (Scopus)


In this paper, the authors firstly present the theoretical foundation of a state-of-the-art uncertainty quantification method, the dimension-adaptive sparse grid interpolation (DASGI), for introducing it into the applications of probabilistic power flow (PPF), specifically as discussed herein. It is well-known that numerous sources of uncertainty are being brought into the present-day electrical grid, by large-scale integration of renewable, thus volatile, generation, e.g., wind power, and by unprecedented load behaviors. In presence of these added uncertainties, it is imperative to change traditional deterministic power flow (DPF) calculation to take them into account in the routine operation and planning. However, the PPF analysis is still quite challenging due to two features of the uncertainty in modern power systems: high dimensionality and presence of stochastic interdependence. Both are traditionally addressed by the Monte Carlo simulation (MCS) at the cost of cumbersome computation; in this paper instead, they are tackled with the joint application of the DASGI and Copula theory (especially advantageous for constructing nonlinear dependence among various uncertainty sources), in order to accomplish the dependent high-dimensional PPF analysis in an accurate and faster manner. Based on the theory of DASGI, its combination with Copula and the DPF for the PPF is also introduced systematically in this work. Finally, the feasibility and the effectiveness of this methodology are validated by the test results of two standard IEEE test cases.
Original languageEnglish
Pages (from-to)907 - 919
Number of pages13
JournalIEEE Transactions on Power Systems
Issue number1
Publication statusPublished - 2016


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