The restructuring of the electric energy market and the proliferation of intermittent renewable-energy based power generation have introduced serious challenges to power system operation emanating from the uncertainties introduced to the system variables (electricity prices, congestion levels etc.). In order to economically operate the system and efficiently run the energy market, a statistical analysis of the system variables under uncertainty is needed. Such statistical analysis can be performed through an estimation of the statistical moments of these variables. In this thesis, the Point Estimate Methods (PEMs) are applied to the optimal power flow (OPF) problem to estimate the statistical moments of the locational marginal prices (LMPs) and total generation cost under system uncertainty. An extensive mathematical examination and risk analysis of existing PEMs are performed and a new PEM scheme is introduced. The applied PEMs consist of two schemes introduced by H.P. Hong, namely, the 2n and 2n+1 schemes, and a proposed combination between Hong's and M. E Harr's schemes. The accuracy of the applied PEMs in estimating the statistical moments of system LMPs is illustrated and the performance of the suggested combination of Harr's and Hong's PEMs is shown. Moreover, the risks of the application of Hong's 2n scheme to the OPF problem are discussed by showing that it can potentially yield inaccurate LMP estimates or run into unfeasibility of the OPF problem. In addition, a new PEM configuration is also introduced. This configuration is derived from a PEM introduced by E. Rosenblueth. It can accommodate asymmetry and correlation of input random variables in a more computationally efficient manner than its Rosenblueth's counterpart. / Master of Science

Electric vehicles (EVs) are increasing in popularity and play an important role in decarbonizing the transport sector. However, a growing EV fleet can cause problems for power grids as the grids are not initially designed for EV charging. The potential of a power grid to accommodate EV loads can be assessed through hosting capacity (HC) analysis. The HC is grid specific and varies, therefore it is necessary to conduct analysis that reflects local conditions and covers uncertainties and correlations over time. This theses aims to investigate the HC for EVs in existing residential power grids, and to gain a better understanding of how it varies based on how the EVs are implemented and charged. The work is in collaboration with a distribution system operator (DSO) and is based on two case studies using real-life data reflecting conditions in Swedish grids. Combinations of different HC assessment methods have been used and the HC is evaluated based on cable loading, transformer loading and voltage deviation. Additionally, the study investigated three distinct charging strategies: charging on arrival, evenly spread charging over whole connection period, and charging at the lowest spot price.  The results show that decisions on acceptable voltage deviation limit can have a large influence on the HC as well as the charging strategy used. A charging strategy based on energy prices resulted in the lowest HC, as numerous EVs charging simultaneously caused high power peaks during low spot price periods. Charging on arrival was the second worst strategy, as the peak power coincided with household demand. The best strategy was to evenly spread out the charging, resulting in fewer violations for 100% EV implementation compared to the other two strategies for 25% EV implementation.  The findings underscore the necessity for coordinated charging controls for EV fleets or diversified power tariffs to balance power on a large scale in order to use the grids efficiently.

Electric vehicles (EVs) are increasing in popularity and play an important role in decarbonizing the transport sector. However, a growing EV fleet can cause problems for power grids as the grids are not initially designed for EV charging. The potential of a power grid to accommodate EV loads can be assessed through hosting capacity (HC) analysis. The HC is grid specific and varies, therefore it is necessary to conduct analysis that reflects local conditions and covers uncertainties and correlations over time. This theses aims to investigate the HC for EVs in existing residential power grids, and to gain a better understanding of how it varies based on how the EVs are implemented and charged. The work is in collaboration with a distribution system operator (DSO) and is based on two case studies using real-life data reflecting conditions in Swedish grids. Combinations of different HC assessment methods have been used and the HC is evaluated based on cable loading, transformer loading and voltage deviation. Additionally, the study investigated three distinct charging strategies: charging on arrival, evenly spread charging over whole connection period, and charging at the lowest spot price.  The results show that decisions on acceptable voltage deviation limit can have a large influence on the HC as well as the charging strategy used. A charging strategy based on energy prices resulted in the lowest HC, as numerous EVs charging simultaneously caused high power peaks during low spot price periods. Charging on arrival was the second worst strategy, as the peak power coincided with household demand. The best strategy was to evenly spread out the charging, resulting in fewer violations for 100% EV implementation compared to the other two strategies for 25% EV implementation.  The findings underscore the necessity for coordinated charging controls for EV fleets or diversified power tariffs to balance power on a large scale in order to use the grids efficiently.

La gestion prévisionnelle des réseaux de distribution imposée par les codes de réseaux européens nécessite une connaissance approfondie de leur comportement et implique de prendre en compte la volatilité des énergies renouvelables et les capacités de prévision à l’horizon J-1 de la consommation et de la production. En effet, les valeurs déterministes les plus probables des prévisions ne sont plus suffisantes pour pouvoir prédire et gérer à l’avance un réseau. Une modélisation et une optimisation stochastiques permettent un choix, au plus juste, de paramètres de contrôle.La thèse se concentre la prise en compte, dans la modélisation et l’optimisation, des incertitudes des réseaux de distribution. Une modélisation stochastique de réseau est proposée, elle intègre les incertitudes liées au régleur en charge et aux prévisions de consommation et de production. Les contrôleurs des générateurs, le régleur en charge et les gradins de condensateurs permettent de limiter les fluctuations des tensions des nœuds et de la puissance réactive à l’interface et de respecter les exigences contractuelles. Industriellement, les contrôleurs des générateurs sont caractérisés par des lois de commande linéaires ou linéaires par morceaux. En effectuant des hypothèses sur la nature stochastique des données, on peut montrer que les tensions aux nœuds sont des variables gaussiennes ou des sommes de variables gaussiennes par morceaux. Une optimisation stochastique basée sur ces modèles permet de choisir les paramètres des contrôleurs qui minimisent les risques de surtension et des efforts de générateurs, sans avoir à mettre en œuvre des méthodes coûteuses en temps de calcul de type Monte Carlo / The voltage profiles inside the network and power flows at the transport-distribution interface are modified under the massive insertion of renewable sources in distribution grids. The system’s uncertainties cannot be handled by local controllers which parameters are tuned at the actuator installation stage. A solution, widely accepted in the literature, consists of achieving a centralized optimization of the actuators references (distributed generators reactive powers, reference voltage of the On Load Tap Changer, capacitor banks reactive power). Within this framework, a supervisor computes all references at the same time and delivers the references to each actuators, which requires an efficient and reliable communication system.The main contribution of the thesis is to design an alternative approach which keeps the local control structures which settings will be updated on an hourly basis. The optimization relies on a stochastic representation of the grid that accounts for the On Load Tap Changer uncertainties and day ahead forecasts of the productions and consumptions. It is shown that every variable of the system can be represented by Gaussian or sum of truncated Gaussian variables. A stochastic optimization allows to select the controllers settings that minimize overvoltages and control efforts, without using time-consuming algorithms such as Monte-Carlo methods. This work will demonstrate that an appropriate management of uncertainties spares unnecessary and costly oversizing

Orientador: Ruben Augusto Romero Lazaro / Resumo: Este trabalho apresenta uma proposta baseada na meta-heurística Busca Tabu, chamada de Busca Tabu Reformulada para resolver o problema de operação ótima dos sistemas de distribuição, utilizando uma estratégia integrada de reconfiguração e alocação de bancos de capacitores fixos e chaveados para obter a topologia radial que apresente o menor custo de operação. Para encontrar a topologia radial inicial foi aplicado o algoritmo de Prim, em que foi obtida uma solução reconfigurada, e essa solução encontrada foi submetida à uma heurística para alocação de capacitores fixos e chaveados. A proposta de solução inicial é submetida ao algoritmo de Busca Tabu Reformulada que utiliza uma vizinhança que considera como solução vizinha uma topologia vizinha da topologia radial corrente e com a proposta de alocação de bancos de capacitores modificada. Como proposta da metodologia Busca Tabu Reformulada o procedimento é repetido até um critério de parada definido. Todos os programas foram escritos em linguagem FORTRAN 77. Os algoritmos propostos foram testados com os sistemas de 33, 70, 84 e 136 barras. / Abstract: This paper presents a proposal based on the Tabu Search metaheuristic called Tabu Search Reformulated to solve the problem of optimal operation of the distribution systems, using an integrated strategy of reconfiguration and allocation of fixed and switched capacitor banks to obtain the radial topology which presents the lowest operating cost. To find the initial radial topology the Prim algorithm was applied, in which a reconfigured solution was obtained, and this solution was submitted to a heuristic for the allocation of fixed and switched capacitors. The initial solution proposal is submitted to the Reformulated Tabu Search algorithm that uses a neighborhood that considers as neighbor solution a neighboring topology of the current radial topology and with the proposed allocation of modified capacitor banks. As a proposal of the Tabu Search Reformulated methodology, the procedure is repeated up to a defined stop criterion. All the programs were written in FORTRAN 77 language. The proposed algorithms were tested with the 33, 70, 84 and 136-node systems. / Mestre

Orientador: Rubén Augusto Romero Lázaro / Resumo: Os sistemas elétricos do futuro próximo terão um comportamento dinâmico porque grandes fontes renováveis de geração, principalmente geração eólica e solar, serão construídas nos sistemas de potência de vários países do mundo incluindo o Brasil. A incerteza introduzida pelas fontes renováveis de energia é um problema que deve ser solucionado. Para resolver o problema da incerteza é necessário criar uma rede mais flexível. A alocação de armazenadores de energia no sistema de potência será necessária para lidar com as novas incertezas e para manter o funcionamento adequado do sistema. Adicionalmente, o sistema de transmissão deve-se tornar muito mais ativo através do uso de novas tecnologias flexíveis que permitirão ter um controle ótimo do sistema. As novas tecnologias incluem Sistemas Flexíveis de Transmissão em Corrente Alternada (FACTS), sistemas de transmissão de corrente continua (HVDC) e outras tecnologias que permitirão controlar as direções dos fluxos de potência sem alterar a geração ou demanda do sistema. Portanto, nesta tese são estudadas diferentes representações matemáticas para os problemas de fluxo de potência ótimo (FPO), planejamento da transmissão de longo prazo (PERT) e alocação de fontes de reativos (AFR) usando as equações de fluxo de potência de corrente alternada (CA). Adicionalmente, são propostas novas formulações para representar os problemas de fluxo de potência ótimo multiperíodo para sistemas de transmissão ativos que incluem FACTS, sistemas HVDC e ... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The future power systems will have a dynamic behaviour due to a significant amount of renewable generation, especially wind and solar generation, will be installed in the power systems of many countries in the world including Brazil.The uncertainty introduced by the renewable energy resources is a problem that has to be solved. The development of a flexible network is necessary to solve the aforementioned problem. The installation of energy storage in the power system will be necessary to manage the new uncertainties and to maintain the adequate system’s operation. Additionally, the transmission system will become more active though new flexible technologies, which allows having an optimal control of the power system. The new technologies include Flexible AC Transmission System (FACTS), High Voltage Direct current (HVDC) transmission systems and other technologies, which allow controlling the power flow direction without changing the power injections of generation or demand. Therefore, in this thesis are studied different mathematical formulations using the AC power flow equations for the optimal power flow (OPF) problem, the transmission expansion planning (TEP) problem and the reactive power planning (RPP) problem. Furthermore, two additional contributions have been made. The first contribution is the development of new mathematical formulations for the multiperiod optimal power flow for active transmission systems that includes FACTS, HVDC and batteries. The second contrib... (Complete abstract click electronic access below) / Doutor

[pt] No atual modelo econômico do setor elétrico, é necessário identificar os agentes beneficiados pelos serviços ancilares à transmissão de potência de forma a alocar adequadamente os custos de investimento, de operação e manutenção do equipamento necessário para a prestação do serviço. Entre os serviços ancilares, destaca-se o suporte de potência reativa para a regulação de tensão. Este trabalho apresenta um método baseado nos multiplicadores de Lagrange de um problema de otimização associado ao cálculo das medidas corretivas necessárias para lidar com níveis de tensão inadequados. Dois critérios de otimização são definidos: mínimo corte de carga e mínima alocação de potência reativa. Os multiplicadores de Lagrange definem a responsabilidade de cada barra quando ocorrem violações de tensão no sistema. O método permite não só identificar as barras beneficiadas pelo equipamento de compensação de potência reativa como também alocar os custos entre elas. É priorizada a confiabilidade do sistema, analisando as contingências possíveis e considerando suas respectivas probabilidades de ocorrência. O programa computacional NH2, desenvolvido pelo CEPEL, é a ferramenta básica para o desenvolvimento deste trabalho. O método é aplicado, a título de ilustração, ao sistema IEEE - RTS de 24 barras e ao sistema da Área Rio. Os resultados obtidos são comparados com um método já existente, que define fatores de alocação de custos medindo os benefícios às barras devido ao suporte de potência reativa. Esta comparação, benefício x responsabilidade, e a própria teoria dos dois métodos, mostram que o método proposto identifica mais adequadamente as barras e os respectivos fatores para a repartição dos custos. / [en] It is important to identify the agents that take advantage of the ancillary services for system operation in the nowadays electricity market. The actual economic design requires that the costs of investment, operation and maintenance of the necessary equipment should be properly allocated between these agents. Among the ancillary services, the reactive power support for voltage regulation is quite important. It is presented a method that identifies the buses that take advantage of the reactive power equipment and allocates the costs between each one of them. The power system reliability is taken into account. The analysis considers possible contingencies and their respective probability of occurrence. The computer program NH2, developed by CEPEL, is the main tool for the development of this work. The method is based on the Lagrangian multipliers of an optimal power flow problem (OPF) associated to corrective measures necessary to deal with voltage violations. Two different objective functions are used: minimum load shedding and minimum reactive power injection. The Lagrangian multipliers define the responsibility of each bus when system voltage violations occur. For the purpose of illustration, the method is applied on the 24 bus IEEE Reliability Test System and on Área Rio system. Results are compared with those produced by other existing method that defines cost allocation factors measuring the benefit due the reactive support. This comparison, benefit x responsibility, and the theory used by both methods, show that the proposed method identifies more appropriately the buses and the corresponding factors to allocate the costs.

[pt] O estudo de fenômenos transitórios em sistemas hidráulicos está presente em diversos ramos da engenharia, encontra-se na área de hidrelétricas e na indústria do petróleo. O presente trabalho apresenta uma análise comparativa deste fenômeno utilizando três abordagens de modelagem distintas: o clássico método das características, a técnica de grafos de ligação e o tratamento através do fluxo de potência. No caso do método das características emprega-se o procedimento proposto por Streeter. Na modelagem através de grafo de ligação adota-se a analogia generalizada entre os sistemas fluido, mecânico e elétrico. Na representação pelo fluxo de potência acopla-se módulos previamente desenvolvidos considerando as relações de causa e efeito entre os componentes de um sistema. Todos os métodos foram implementados em Matlab e foram testados e comparados a partir de simulações em dois sistemas simples compostos de um reservatório, linha fluida e válvula. Os resultados obtidos através da metodologia de fluxo de potência aproximam-se dos encontrados pelas abordagens tradicionais. / [en] The study of transitory phenomena in hydraulic systems is present in several branches of the engineering, in the hydroelectric power stations area and in the petroleum industry. The present work introduce a comparative analysis of this phenomenon using three approaches of distinct modeling: the classic characteristics method, the technique of bond graphs and the treatment through the power flow. In the case of characteristics method is used the procedure proposed by Streeter. In the modeling through bond graphs is adopted the generalized analogy among the fluid, mechanic and electric systems. In the representation by power flow modules previously developed are coupled considering the cause and effect relationships between components of one system. All methods were implemented in Matlab and were tested and compared from simulations in two simple systems composed of a reservoir, fluid lines and valve. The results obtained through the methodology of power flow are near of the discoveries by the traditional approaches.

O objetivo deste trabalho é apresentar uma nova abordagem para obtenção de configurações para sistemas de distribuição de energia elétrica com o intuito de minimizar o valor de perdas ativas sem violar as restrições operacionais. Para isso, considera-se que os sistemas de distribuição estão operando em regime permanente e que suas fases estão equilibradas e simétricas, podendo o sistema ser representado por um diagrama unifilar. A reconfiguração é feita de forma a redistribuir os fluxos de corrente nas linhas, transferindo cargas entre os alimentadores e melhorando o perfil de tensão ao longo do sistema. O problema de reconfiguração do sistema pode ser formulado como um problema de programação não-linear inteiro misto. Devido à explosão combinatorial inerente a este tipo de problema, a resolução do mesmo por técnicas de otimização clássicas torna-se pouco atraente, dando espaço para técnicas heurísticas e metaheurísticas. Essas outras, mesmo não garantindo o ótimo global, são capazes de encontrar boas soluções em um espaço de tempo relativamente curto. Para a resolução do problema de reconfiguração, utilizou-se uma nova metodologia baseada no comportamento de colônias de formigas em busca de alimento na natureza. Nesta, formigas artificiais (agentes) exploram o meio ambiente (sistema de distribuição) e trocam informações para tentar encontrar a topologia que apresente os menores valores de perdas ativas. Para o cálculo das perdas, este trabalho também apresenta uma nova abordagem para resolução do problema de fluxo de potência (FP) em sistemas de distribuição radial. O fluxo de potência é uma ferramenta básica utilizada pelos centros de controle para determinar os estados e condições operacionais desses sistemas de potência. Basicamente, as metodologias empregadas para o cálculo do fluxo de potência são baseadas nos métodos clássicos de Newton ou Gauss. Mas em sistemas de distribuição de energia, devido a particularidades inerentes a estes, como a alta relação entre resistência e reatância das linhas (r/x) e a operação radial, estes métodos apresentam problemas de convergência e se tornam ineficientes na maioria das vezes. A abordagem consiste na associação dos métodos da função penalidade e de Newton. O mal-condicionamento da matriz Jacobiana de Newton é resolvido pela associação com o método da função penalidade. São apresentados testes realizados em sistemas de 5 barras, 16 barras, 33 barras, 69 barras e 136 barras para avaliar a potencialidade das técnicas propostas. Os resultados são considerados bons ou muito bons quando comparado com as técnicas existentes atualmente. / The objective of this work is to present a novel methodology for obtaining new configurations of the distribution system in order to minimize the active power losses without violating operational constraints. For this, it is considered that any distribution system is operating in a steady state and that it is balanced, therefore it can be represented by a one-line diagram. The reconfiguration is done in order to redistribute de current flows on the distribution power lines, transferring loads among the feeders and improving the voltage profile along the system. Such problem can be formulated as a mixed integer nonlinear programming problem. Due to its inherent combinatorial characteristic and since its solution by classic optimization techniques is not appealing, heuristic and metaheuristic techniques are thus better suited for its solution. Although these latter do not guarantee a global optimum, they are able to find good solutions in a relatively short time. The solution of the reconfiguration problem in this approach makes use of a novel methodology based on ant colony behavior, when these search for victuals in nature. In this technique, the artificial ants (agents) explore the environment (distribution system) and exchange information among them in order to find the topology that provides the smallest active losses. For the active losses calculation, this work also presents a novel approach for the solution of the power flow problem for radial distribution systems. The solution of the power flow problem is used by system operators in order to determine the state and operational conditions of power systems. Basically, the most common techniques used in the power flow solution are based on either Newton\'s or Gauss\' approaches. However, due to particular characteristics of distribution systems such as the high ratio of r/x and the radial topology, these methods present convergence problems and are not efficient in most of the cases. Thus, this novel technique consists in associating Newton\'s and the penalty function approaches. The matter of the ill-conditioned Jacobian matrix in Newton\'s method is overcome with the penalty function method. Some tests performed in different systems are then presented in order to assess the effectiveness of both proposed techniques.

O objetivo do presente trabalho é a investigação e o desenvolvimento de estratégias de otimização contínua e discreta para problemas de Fluxo de Potência Ótimo (FPO), onde existe a necessidade de se considerar as variáveis de controle associadas aos taps de transformadores em-fase e chaveamentos de bancos de capacitores e reatores shunt como variáveis discretas e existe a necessidade da limitação, e/ou até mesmo a minimização do número de ações de controle. Neste trabalho, o problema de FPO será abordado por meio de três estratégias. Na primeira proposta, o problema de FPO é modelado como um problema de Programação Não Linear com Variáveis Contínuas e Discretas (PNLCD) para a minimização de perdas ativas na transmissão; são propostas três abordagens utilizando funções de discretização para o tratamento das variáveis discretas. Na segunda proposta, considera-se que o problema de FPO, com os taps de transformadores discretos e bancos de capacitores e reatores shunts fixos, possui uma limitação no número de ações de controles; variáveis binárias associadas ao número de ações de controles são tratadas por uma função quadrática. Na terceira proposta, o problema de FPO é modelado como um problema de Otimização Multiobjetivo. O método da soma ponderada e o método &#949-restrito são utilizados para modificar os problemas multiobjetivos propostos em problemas mono-objetivos. As variáveis binárias associadas às ações de controles são tratadas por duas funções, uma sigmoidal e uma polinomial. Para verificar a eficácia e a robustez dos modelos e algoritmos desenvolvidos serão realizados testes com os sistemas elétricos IEEE de 14, 30, 57, 118 e 300 barras. Todos os algoritmos e modelos foram implementados em General Algebraic Modeling System (GAMS) e os solvers CONOPT, IPOPT, KNITRO e DICOPT foram utilizados na resolução dos problemas. Os resultados obtidos confirmam que as estratégias de discretização são eficientes e as propostas de modelagem para variáveis binárias permitem encontrar soluções factíveis para os problemas envolvendo as ações de controles enquanto os solvers DICOPT e KNITRO utilizados para modelar variáveis binárias não encontram soluções. / The aims of this study are the investigation and the development of continuous and discrete optimization strategies to Optimal Power Flow (OPF) problems, where the control variables are the tap ratios of on-load tap changing (OLTC) transformers and shunt susceptances of switchable capacitors and reactors banks. These controls are discrete variables and a need for the limitation and/or even the minimization of the number of control adjustments is required. In this work, three strategies for solving the OPF problem have been deviced. In the first strategy, the OPF problem is modeled as a nonlinear programming problem with continuous and discrete variables for active power losses minimization; Three approaches using discretization functions for handling discrete variables have been investigated. In the second proposal, the OPF problem with discrete OLTC transformers and continuous shunt susceptances of switchable capacitors and reactors banks has a limitation on the number of control adjustments; binary variables associated with control adjustments are handled by a quadratic function. In the third proposal, the OPF problem is modeled as a multiobjective optimization problem. The weighting method and the &#949-constraint method are used to modify the proposed multiobjective problems onto single-objective problems. The binary variables associated with the controls are handled by sigmoidal and polynomial functions. The efficiency and robustness of the models and algorithms are shown for IEEE benchmark test-systems with up to 300 buses. All algorithms and models were implemented in GAMS modeling language and the results are obtained by means of CONOPT, IPOPT, KNITRO and DICOPT solvers. The results confirm that the discretization strategies are efficient and the proposed modeling for binary variables allows finding feasible solutions to problems involving the of controls while DICOPT and KNITRO solvers used to handle binary variables fail to find solutions.