Bifurcation Theory Applied To The Analysis of Power Systems
Bifurcation Theory Applied To The Analysis of Power Systems
1. Introduction
Power systems blackouts have received a great attention in the last few years,
due to the increasing amount of incidents occurred in many countries around the
world (see for example [17, 20, 3, 27] and references therein). For different reasons
many systems are forced to operate near to their stability limits and thus they are
vulnerable to perturbations of the operating conditions. When these limits are ex-
ceeded, the system can exhibit undesired transient responses with the impossibility
to retain a stable voltage profile. This phenomenon is known as voltage collapse.
Factors that influence it are increments in the load consumption that reach the
limits of the network or the generation capacity, actions of badly tuned controllers,
tripping of lines and generators, among others [6].
Power system networks are one of the more complex and difficult systems to
model. The first problem is the size, just imagine a large-scale network composed
by hundreds of generators connected by thousands of transmission lines and buses,
along with probably hundreds of load centers, as it is easy to find in almost every
country. A second problem is its complex nature. Physical variables with very
different time scales (the electrical variables are sometimes extremely faster than
the mechanical states of the generators), devices modelled by continuous dynamics
(generators, loads, etc.) combined with discrete events (faults, controllers, etc.),
Key words and phrases. nonlinear systems, power systems, voltage collapse, numerical analy-
sis, bifurcations, chaos.
This work was partially supported by UNS (PGI 24/K041), CONICET (PIP5032) and AN-
PCyT (PICT-06-00828).
1
2 G. REVEL, D. M. ALONSO AND J. L. MOIOLA
a consequence the stable operating point disappears if the reactive power demand is
increased and then the voltage on the load suddenly drops to zero (voltage collapse).
This simple model has been widely studied using different sets of parameter values
(e.g. [29, 26, 16, 4]). For example, Wang et al. [29] have shown that this system
can develop a voltage collapse following a cascade of period doubling bifurcations.
Later, Budd and Wilson [4] have found a Bogdanov-Takens bifurcation point when
considering two parameter variations.
In this paper, the 3-bus power system model is revisited. An overview of bifurca-
tions when varying one and two parameters is presented. It is shown that in a one
parameter bifurcation analysis, saddle-node and Hopf bifurcations of equilibria are
the mechanisms by means an operating point can disappear or become unstable,
respectively. In addition, the periodic orbit born at the Hopf bifurcation under-
goes a cascade of period doubling bifurcations leading to a chaotic attractor. It is
shown that the cascade follows the theory proposed by Feigenbaum [8, 9]. When
considering variations of two parameters, a Bogdanov-Takens codimension two bi-
furcation point is detected for positive values of the active and reactive power of
the load. Even though the unfolding of this bifurcation seems not to affect a priori
the operating point of the system, the appearance of additional global phenomena
can influence the behavior over regions of practical importance.
This paper is organized as follows. In section 2 the model of the power system
is described. One and two parameter bifurcation analysis are developed in sections
3 and 4, respectively. Finally, in section 5 some concluding remarks are presented.
other hand, the generator has constant voltage magnitude Em but the angle δm
varies according to the so-called swing equation
M δ̈m + dm δ̇m = Pm − Pe , (2.1)
where M is the inertia of the rotor, dm is the damping coefficient, Pm is the
mechanical power supplied to the generator and Pe is the electric power supplied
by the generator to the network (including the loss in Ym ) given by
Pe = −Em Ym [Em sin(θm ) + V sin(δ − δm + θm )]. (2.2)
Replacing (2.2) in (2.1), the dynamics of the generator is reproduced by the classical
model of a voltage generator (also known as constant voltage behind reactance [24])
δ̇m = ω (2.3)
1 2
ω̇ = −dm ω + Pm + Em Ym sin(θm ) + Em V Ym sin(δ − δm + θm ) .(2.4)
M
The load bus, with voltage magnitude V and phase δ, consists of an induction
motor, a generic load P-Q and a capacitor C. The dynamics of this part is derived
from a power balance at the bus. Considering an empirical model for the induction
motor [28] and a static load P-Q, the power consumption results
where T , kpw , kpv , kqw , kqv and kqv2 are constants of the motor, P0 , Q0 and P1 ,
Q1 are the static active and reactive power drained by the motor and by the load
P-Q, respectively. In terms of bus voltages and lines admittances, the active and
reactive power supplied to the load are
′ ′ ′
P (δm , δ, V ) = −E0 Y0 V sin(δ + θ0 ) − Em Ym V sin(δ − δm + θm )
h ′ ′
i
+V 2 Y0 sin(θ0 ) + Ym sin(θm ) , (2.5)
′ ′ ′
Q (δm , δ, V ) = E0 Y0 V cos(δ + θ0 ) + Em Ym V cos(δ − δm + θm )
h ′ ′
i
−V 2 Y0 cos(θ0 ) + Ym cos(θm ) , (2.6)
′ ′ ′
where E0 , Y0 and θ0 are obtained from a Thevenin equivalent of the circuit towards
the infinite bus including the capacitor C, and their expressions are
′ E0 ′ ′ CY0−1 sin (θ0 )
E0 = , Y0 = Y0 Γ, θ0 = θ0 + tan−1 ,
Γ 1 − CY0−1 cos (θ0 )
q
with Γ = 1 + C 2 Y0−2 − 2CY0−1 cos (θ0 ).
Then the balance between the supplied power (P, Q) and the drained power
(Pload , Qload ) at the load bus results in
P (δm , δ, V ) = P0 + kpw δ̇ + kpv (V + T V̇ ) + P1 , (2.7)
2
Q (δm , δ, V ) = Q0 + kqw δ̇ + kqv V + kqv2 V + Q1. (2.8)
From (2.8)
1
δ̇ = −kqv2 V 2 − kqv V − Q0 − Q1 + Q (δm , δ, V ) . (2.9)
kqw
Substituting (2.9) into (2.7) and solving for V̇ , results
1
V̇ = kpw kqv2 V 2 + (kpw kqv − kqw kpv )V (2.10)
T kqw kpv
+ kqw [P (δm , δ, V ) − P0 − P1 ] − kpw [Q (δm , δ, V ) − Q0 − Q1 ]} .
Equations (2.3–2.4) and (2.9–2.10) with P (·) and Q (·) given by (2.5) and (2.6),
respectively, describe the dynamics of the 3-bus system model in terms of the state
variables δm , ω, δ, and V . The free parameters used in the bifurcation analysis
are Q1 and P1 , i.e. the reactive and active power drained by the static P-Q load.
Therefore the model has the form
ẋ = f (x, λ) (2.11)
T T
where x = [δm , ω, δ, V ] is the state vector and λ = [Q1 , P1 ] is the parameter
vector. The values of the fixed parameters used in the following numerical study
are obtained from [29]: M = 0.01464, C = 3.5, Em = 1.05, Y0 = 3.33, θ0 = θm = 0,
kpw = 0.4, kpv = 0.3, kqw = −0.03, kqv = −2.8, kqv2 = 2.1, T = 8.5, P0 = 0.6,
Q0 = 1.3, E0 = 1, Ym = 5.0, Pm = 1.0 and dm = 0.05. All the constants are
normalized according to a given basis (“per-unit” representation), except for the
angles which are given in degrees.
bifurcation. The equilibrium changes the stability and a limit cycle (oscillation) is
created in its neighborhood. Further details on the analysis of different bifurcations
can be seen, for example in [10] and [14].
In the following one parameter bifurcation analysis, the load reactive power Q1
is the free parameter while the active power is fixed at P1 = 0. The analysis is
performed numerically with the continuation package AUTO [7]. In this setting
the equilibrium curve is computed as the main bifurcation parameter is varied and,
simultaneously, bifurcation conditions are checked. Figure 2 shows the resulting
bifurcation diagram. The curve is denoted as a solid line when the equilibrium
is stable and dashed when it is unstable. The value of the state variable V at
equilibrium is shown in the ordinate axis. In addition, the minimum value of the
amplitude of the periodic orbit born at the Hopf bifurcation is plotted. Filled
circles mean stable periodic orbits and empty circles denote unstable ones.
Beginning from the left in Fig. 2, there are two equilibrium points, one stable
(where the system may operate) and the other unstable. The stable one becomes
unstable at a supercritical Hopf bifurcation (H− ) for Q1 = 2.9802182780 lead-
ing to the appearance of a stable limit cycle. For increasing values of Q1 , both
equilibria approach each other and coalesce in a saddle-node bifurcation (SN1) for
Q1 = 3.0257810109. If the reactive power of the load Q1 is increased beyond this
value, the system does not have an operating point, and voltage collapse occurs.
Nevertheless, voltage collapse may be found below this point due to a more complex
phenomenon [29] described next.
The cycle born at the Hopf bifurcation (H− ) undergoes a cascade of period
doubling bifurcations, i.e. the period of the orbit is doubled repeatedly. This sin-
gularity can not be detected from a local analysis around the equilibrium point.
Nevertheless, local bifurcations of limit cycles can be detected analyzing the eigen-
values of the associated Poincaré map. When a single eigenvalue crosses the unit
circle through 1 or −1, a saddle-node or a period doubling bifurcation of limit cy-
cles arises, respectively. When a pair of eigenvalues cross the unit circle at e±j2π/k
with k 6= 0, 1, ...4 †, the cycle evidences a Neimark-Sacker or secondary Hopf bifur-
cation, leading to quasiperiodic motions. In the 3-bus power system under study,
the first period doubling bifurcation (PD1) occurs at Q1 = 2.9889650564. At this
point, a stable period-two cycle is created, coexisting with the original period-one
cycle, now unstable. This cycle becomes unstable at PD2 and a period-four cycle
arises. The beginning of the cascade is shown in Fig. 3 which is the blow-up of the
rectangle of Fig. 2 (the corresponding values of Q1 can be obtained from Table 1).
This process continues for increasing values of Q1 and leads to a chaotic attractor.
A projection of this attractor for Q1 = 2.989790 is depicted in Fig. 4.
†
This condition avoids more complex scenarios known as strong resonances (see, for example
[14], for details on this topic).
0.9
0.85
0.8
0.75
−0.2
−0.1
δ 0 −1
0.1 −0.5
0
0.2 0.5 ω
1
The attractor, and the associated unstable orbits, collide with the saddle equi-
librium point for Q1 ≃ 2.996 and they are destroyed due to boundary crisis bifur-
cations. Therefore when the chaotic attractor coalesces, the system does not have
any stable attractor and the voltage collapse occurs, more precisely after a long
chaotic transient the voltage drops to zero suddenly.
3.1. Analysis of the period doubling route to chaos. For unimodal maps, the
values of the parameter where the period doubling bifurcations occur are related
by a universal constant due to M. J. Feigenbaum [8, 9] given by:
rn+1 − rn
δF = lim = 4.6692016091..., (3.2)
n→∞ rn+2 − rn+1
where rj are the parameter values corresponding to the period doubling bifurca-
tions. These results may be approximately applied to ordinary differential equa-
tions if the associated Lorenz’s map is unimodal [25].
Extending this idea to the power system model, the Lorenz’s map is obtained
numerically by plotting the successive local maxima of the state variable δm when
the system is in chaotic regime. The plot, shown in Fig. 5, is very close to a one
dimensional curve and can be approximated by an unimodal map. Then, successive
approximations to Feigenbaum’s universal constant (for n finite) can be computed
using
rn+1 − rn
δF n =
rn+2 − rn+1
and the values of Q1 given in Table 1. The resulting approximations are given
in Table 2. Notice that the estimation approaches δF = 4.6692016091... as n is
increased. Thus, knowing the values of Q1 for the first period doubling bifurcations
(i.e. PD1, PD2, PD3, etc.) the occurrence of the remaining bifurcation points can
be approximately predicted using δF . For example, PD8 can be predicted using
δF , PD6 and PD7 from Table 1, the result is PD8 ≃ 2.9895860121. Although from
a practical point of view this is not important, the parameter value corresponding
to the chaotic regime can be obtained approximately by applying recursively the
relationship, resulting Q1 ≃ 2.9898860226.
where µ1 and µ2 are the main bifurcation parameters and s = ±1. The unfolding
of this bifurcation for s = 1 is shown in Fig. 6 (the case s = −1 is very similar
and can be seen in [14]). In region 1 there are no equilibria and crossing the curve
SN1 towards region 2, two unstable equilibria are created due to a saddle-node
bifurcation. Then the unstable node undergoes a subcritical Hopf bifurcation at
the curve H+ and becomes stable surrounded by an unstable limit cycle in region 3.
This cycle is destroyed at the homoclinic bifurcation curve Hom. The stable node
and unstable saddle equilibria of region 4 collapse at the saddle-node bifurcation
curve SN2.
This singularity has been reported in [4] for the 3-bus model but for a different
set of parameters. Notice that in [4] the Bogdanov-Takens bifurcation occurs for a
negative value of P1 . This point a priori seems to not have physical importance,
but the emanating branches play a very important role in the system behavior for
positive values of active power. In our investigation, the Bogdanov-Takens point is
detected for positive values of P1 (BT point at Q1 = 3.030710 and P1 = 0.1524893)
but the bifurcation curves associated to the unfolding evolve toward negative values
of P1 as shown in Fig. 7.
Let us describe in detail the bifurcation diagram of Fig. 7. The curves associated
to the Bogdanov-Takens singularity are: the two branches of static saddle-node bi-
furcations (SN1 and SN2), the subcritical Hopf bifurcation (H+ ) and the homoclinic
bifurcation (Hom). These curves are shown in the expanded view of the rectangle
of Fig. 7 and correspond to those predicted in the unfolding of Fig. 6. The curves
PD1 and H− are not directly related to this unfolding and deserve a particular
description. The subcritical Hopf bifurcation curve emanating from the BT singu-
larity becomes supercritical (H− ) at a generalized Hopf bifurcation. A cyclic fold
curve arises at this codimension-two point (for simplicity it is not included in the
diagram since it coalesces almost immediately with the homoclinic curve). It is
important to mention that the generalized Hopf point occurs near the intersection
of Hopf and homoclinic curves and the continuation task is very difficult to carry
out in the neighborhood of this point. Nevertheless, partial numerical results seem
to indicate that there exists a point on the homoclinic curve (Hom) where global
complex phenomenon arises. This phenomenon requires the elements found around
it: a homoclinic curve, a cyclic fold curve and a period doubling cascade. Thus,
it could explain the collapse (or birth) of the period doubling bifurcation curve
(PD1) on the homoclinic curve. Remember that PD1 is the first period doubling
bifurcation in the cascade. Moreover, it could predict the collapse (or birth) of
the period doubling cascade (see the mechanism in [18] and references therein).
The analysis of this point is beyond the scope of this paper but, from a practical
point of view, it is important since it is an organizing center of global dynamics
that may affect operating regions. The dynamical phenomena displayed on Figs.
2 and 3 correspond to that obtained when varying Q1 considering P1 = 0, i.e. a
0.2
SN2
0.17
SN2
BT
0.15
BT
0.15
Hom
P1 H+
0.1 Hom
+ SN1
H
0.13
3.0275 3.0297 3.032
0.05
H−
SN1
PD1 Hom
0
2.975 2.99 3.005 3.02 3.035
Q1
5. Conclusions
In this paper an overview of representative one and two parameter bifurcation
diagrams for a 3-bus power system model has been presented. The one parameter
analysis has been performed varying the reactive power of the load Q1 with the
active power fixed at P1 = 0. Saddle-node, Hopf and period doubling bifurcations
have been detected. It has been shown that the cascade of period doubling bifurca-
tions follows the Feigenbaum’s theory and the value of Q1 where the attractor exists
has been predicted using Feigenbaum’s constant. A two parameter bifurcation di-
agram has been obtained varying Q1 and P1 . A Bogdanov-Takens bifurcation for
positive values of both parameters has been detected. In addition, evidence on the
existence of an organizing center of global dynamics involving interactions between
period doubling bifurcations and homoclinic orbits is discussed. Although the an-
alyzed model is a simplified version of a real system, the mechanisms leading to
voltage collapse can be used to alert against its occurrence in higher dimensional
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1, 2, 3
Gustavo Revel
Instituto de Investigaciones en Ingenierı́a Eléctrica (UNS–CONICET)
Depto. de Ing. Eléctrica y de Computadoras,
Universidad Nacional del Sur,
Avda. Alem 1253, B8000CPB
Bahı́a Blanca, Argentina.
[email protected]
Diego M. Alonso
Instituto de Investigaciones en Ingenierı́a Eléctrica (UNS–CONICET)
Depto. de Ing. Eléctrica y de Computadoras,
Universidad Nacional del Sur,
Avda. Alem 1253, B8000CPB
Bahı́a Blanca, Argentina.
[email protected]
Jorge L. Moiola
Instituto de Investigaciones en Ingenierı́a Eléctrica (UNS–CONICET)
Depto. de Ing. Eléctrica y de Computadoras,
Universidad Nacional del Sur,
Avda. Alem 1253, B8000CPB
Bahı́a Blanca, Argentina.
[email protected]