Power Flow Calculations for Small Distribution

Networks under Time-Dependent and Uncertain

Input Data
Andrea Mazza,
Gianfranco Chicco

Emmanouil Bakirtzis,
Anastasios Bakirtzis

Antonio De Bonis,
Joo P. S. Catalo

Politecnico di Torino
Torino, Italy
gianfranco.chicco@polito.it

Aristotle Univ. Thessaloniki

Thessaloniki, Greece
bakiana@eng.auth.gr

Univ. Beira Interior, Covilha, INESC-ID

and IST, Univ. Lisbon, Lisbon, Portugal
catalao@ubi.pt

AbstractThe advances in distribution system automation,

smart metering and exploitation of microgrids call for the
adoption of more flexible options for power flow calculation.
This paper illustrates the structure of a tool implemented to deal
with time-dependent and uncertain data, as well as changing
network structures during time. The focus is then set on
including data uncertainty in probabilistic power flow
calculations extended over a time period, in which the changing
load and generation patterns are generally represented by
correlated random variables. Exemplificative results are shown
for a case study application.
Index Termsdistribution network, uncertainty, probabilistic
power flow, correlations.

I.
INTRODUCTION
The current evolution of electrical distribution systems and
microgrids, with the integration of distributed energy
resources (DER), smart metering and enhanced distribution
automation is providing radical changes on the overall
planning and operation of these systems [1,2]. The methods
for distribution system analysis are following these changes by
incorporating new models of the system components and new
findings for the solution procedures. The main novelties come
from the applications to small (and weak) electricity networks,
for which the additions of specific DER components for
distributed generation, demand response or distributed storage
may change even significantly the planning perspectives and
the operation modes.
Deterministic and probabilistic power flows are the basic
tools to carry out the network calculations. For these tools,
some of the main advances currently under study or
implementation refer to:
The application of tools for integrated analysis of
transmission and distribution systems (or of Medium
Voltage and Low Voltage distribution systems);
The analysis of radial and weakly-meshed networks with
multiple supply points, including the supply from external
systems and the individual, aggregated or scattered local
generators.

978-1-4799-3656-4/14/$31.00 2014 IEEE

The possibility of operating with different network

structures (radial, weakly-meshed, or meshed), changing
the network structure during time if needed (e.g., for
reliability purposes) and invoking at each time the
appropriate power flow solver.
The possibility of operating with time-variable load and
generation patterns as input data, with various types of
definition of the patterns (at regular time steps or with
irregular definition of the points in time) and automatic
calculation of the values for the selected time step.
The execution of power flow calculations with
incorporation of different types of controls, either
centralized or distributed at the local generators.
The consideration of the uncertainty on the input data, with
appropriate representation of the correlations among the
random variables and the execution of probabilistic power
flow calculations with correlated random variables for
groups of loads and/or generations.
These aspects have been taken into account in the
implementation of a specific calculation tool called DERMAT
(power flow with Distributed Energy Sources in Matlab
version), aimed at creating an extended framework of analysis
to deal with electrical systems in separate territories of limited
extension such as islands.
This paper illustrates the structure of the DERMAT tool
and the steps followed for the development of the basic
routines for deterministic and probabilistic power flow
calculations. Section II illustrates the general framework.
Section III deals with the specific aspect of including data
uncertainty in probabilistic power flow analysis extended on a
time period with changing load and generation patterns with
correlated random variables. Section IV shows the results of a
case study application. Section V summarizes the conclusions.
II.

STRUCTURE OF THE DERMAT TOOL

A. Calculation modules and interdependencies

The implementation of the DERMAT tool has been
designed to perform power flow analysis and to be open for
the integration of further modules (Fig. 1).

Specific data structures contain the input data organized in

such a way to facilitate the transfer of the data among the
different procedures. In particular, the data structures contain:
the names of the input and output files;
the identifiers referring to the types of nodes;
the node data structure;
the branch data structure;
the data of the profiles describing the variation in time of
the active power;
the data of the profiles describing the variation in time of
the reactive power to active power ratio;
the identifiers of the types of meteorological variables
considered;
the identifiers of the types of probability distributions
considered;
the entries of the correlation matrices for groups of input
data defined their joint probability distributions;
the flags, typically binary values indicating whether or not
a procedure is executed, or integer numbers containing
some general parameters needed during the execution of
the tools;
the results of the power flow calculations for the noderelated quantities;
the results of the power flow calculations for the branchrelated quantities;
the results of the power flow calculations for the systemrelated quantities.
The module Main analysis with load profiles (Fig. 2) is
the central module of DERMAT. It contains the links to the
data input and output and to the dedicated computational
modules, and it manages the main cycle with time variation.
The probabilistic power flow run with the Monte Carlo
method is included in the module as an external cycle to
perform the multiple executions needed to create the statistics
of the relevant output variables.
A dedicated procedure (Create pattern) is used to form
the time-variable patterns of the input variables, passing from
possible data inputs defined with different regular or irregular
time steps to patterns defined with the regular time step
predefined for the analysis [3]. For the purpose of consistent
representation, the data input points can be connected in a
stepwise way or with interpolations, depending on the type of
information referring to the corresponding pattern.
The function Network analysis (Fig. 3) verifies the type of
configuration of the network and calls the appropriate
function for power flow solution and short circuit current
calculation. There is an optional possibility of calling the
function Power flow time output for saving the power flow
output in a file. Owing to the many executions of the power
flow required to calculate the results at different points in
time and even more with the repeated calculations in the
probabilistic power flow context, this option is activated only
on the users demand. The power flow calculation methods
supported are:
- Backward/Forward Sweep (BFS) for radial networks;
- BFS for weakly meshed networks [4];
- Newton-Raphson AC power flow for meshed networks.
The choice of the power flow solver at each time step of
the solution procedure can be by-passed when the network
structure is known and does not change during time.
However, this choice gives the computational tool higher
flexibility of adapting the calculations to the changing
conditions that may occur during time.

Main analysis with load profiles

Check radial network

Create pattern

other modules
Network analysis

Backward Forward Sweep solver

for radial networks

Short circuit currents

Power flow time output

Backward Forward Sweep solver

for weakly meshed networks

Newton Raphson solver

Fig. 1. Structure of the DERMAT tool.

Start

Read data input

Create the matrices describing the

evolution in time of the inputs
call function Create pattern
New Monte Carlo
execution
Cycle with time variation (given time step n)
Initialization
n=0

Construct the data input for network analysis

n=n+1

Call function Network analysis

Call function Short circuit currents

n < last time step?

Yes

No

Yes

End of the Monte

Carlo executions?

No

Compute the global quantities

Call function Power flow time output

End

Fig. 2. Structure of the module Main analysis with load profiles.

This kind of flexibility is of interest for the application of

smart grid concepts to distribution systems and microgrids in
which the network configuration can be subject to changes
due to the effect of specific control actions. If the network
structure does not change, in order to reduce the number of
iterations the node complex voltages obtained in the solution
at a given time step are used to initialize the voltages at the
following time step.
The function Network analysis has been implemented to
handle cases with multiple slack nodes, in such a way to be
ready to deal with permanent or temporary intentional
islanding of the network by assigning the role of slack node to
at least one generation node per island, provided that
predefined synchronization points are defined to reconnect
each island to the network.

 X1X 2

Start

X 2 X1
RX =

Check whether or not the configuration is

radial and prepare the network arrays:
call function Check radial network

call function BFS radial

call function BFS weakly meshed
call function Newton Raphson solver

(optional) Call function Power flow results

End

Fig. 3. Structure of the function Network analysis.

III. UNCERTAINTY REPRESENTATIONS

In the DERMAT tool, uncertainty is taken into account in
two ways, by (i) considering a number of entries as
independent random variables, and (ii) assuming the existence
of some correlations among certain groups of variables.
A. Correlated random variables from Normal probability
distributions
The classical way of handling correlations considers
Normal probability distributions [5]. In this case, taking N
correlated random variables Z1, , ZN included in the vector
z, these variables are described through their mean values,
represented by the vector Z = Z i ,..., Z N , and the
correlation coefficient matrix

Z 2Z1
RZ =

Z N 1Z1
Z N Z1

Z1Z2
1
:
..

.. Z1Z N 1
.. Z 2Z N 1
:
:
..
1

X N 1 X1
X N X1

Construct the data input for power flow analysis

Select and run the power flow solver:

radial network

weakly-meshed network

meshed network

1
:
..

Z1Z N
Z 2Z N
:

(1)

Z N 1Z N

Z N Z 2 .. Z N Z N 1
1
The Cholesky factorization is then used to express the
correlation coefficient matrix as the product
(2)
R Z = L Z LTZ
where the superscript T denotes matrix transposition.
The generation of the correlated variables starts with the
extraction of N independent standard Normal random
variables, included in a vector g. The correlated Normal
variables are found by calculating the product z = L Z g .
B. Correlated random variables from other probability
distributions
If the probability distributions of the variables of interest
are not Normal, the above procedure has to be modified to
make it possible to handle any type of probability
distribution. At the beginning of the analysis, the N correlated
random variables X1, , XN (whose probability distributions
may be different from each other) are included in the vector x
and are assumed to have mean values X = X i ,..., X N and
correlation coefficient matrix

.. X1 X N 1
.. X 2 X N 1
:
:
..
1

X1X N
X2X N
:

(3)

X N 1 X N

X N X 2 .. X N X N 1
1
For the purpose of handling correlations, the central part
of the procedure remains the one described above, using the
random variables with Normal distribution and the Cholesky
transformation. To generalise the procedure, there are two
important steps to be added:
Step 1 At the beginning of the procedure indicated in
Section III.A, a mechanism has to be introduced to pass from
the correlation coefficient matrix R X (for the initial
probability distributions) to R Z (for the corresponding
Normal probability distributions). A dedicated mechanism
has been recently illustrated in [6]. This mechanism starts
from the definition of the correlation coefficient for the
original distribution
E X iX j Xi X j
XiX j =
(4)

Xi X j

where the expected value of the product is written in the

integral form, expressed by starting from the representation of
the variables in their joint Normal probability distribution

E XiX j

(Zi2 2 Zi Z j Zi Z j + Z 2j )

2 1 Z2 Z
+ +
i j

e
1
1
FX (FZ (Z i )) FX FZ Z j
dZ i dZ j
=

2 1 Z2i Z j

( ( ))

(5)
The term E X i X j is an implicit function of the
correlation
coefficient
Z i Z j . Let
us
call
it
Zi Z j = E X i X j and construct the function
Zi Z j X i X j
f Zi Z j =
(6)

) {
( ) (

{
}

Xi X j

The symmetrical matrix R Z is constructed component by

component. For each pair of random variables X i , X j taken
from the initial probability distributions, the correlation
coefficient Z i Z j is calculated by solving numerically the
equation
X i X j f Zi Z j = 0
(7)

by using for instance a bisection method as suggested in [6].

The overall solution process is relatively slow and can be run
offline. For this purpose, the tool prepared in DERMAT for
probabilistic power flow solution assumes the matrix R Z as
input (i.e., considering that the entries of the matrix R Z have
been calculated in a pre-processing phase), together with the
parameters of the initial distributions of the random variables
that will be used in the next step.
Step 2 At the end of the procedure indicated in Section
III.A, each random variable Z i that belongs to the vector z
referring to a Normal probability distribution has to be
transformed into a random variable X i referring to the initial
probability distribution of the same variable [7]. This step is
executed by considering that the value of the cumulative
distribution function (CDF) does not change for the two

probability distributions, that is, the CDF FZ (.) for the

standard Normal distribution and the CDF FX (.) for the
initial probability distribution are equal, FX ( X i ) = FZ (Z i) .
The random variable X i is then found by first calculating the
CDF value FZ (Z i) from the instance Z i , then obtaining the
random variable X i from the inverse transformation
X i = FX1 (FZ (Z i )) . If the random variable X i has been
defined in standard form, it is necessary to apply the
appropriate scale factor to obtain its final value.
IV.

CASE STUDY APPLICATION

A. Data input with correlated random variables

The usage of correlated loads is illustrated with reference
to the three-feeder network [8] in the configuration shown in
Fig. 4. In particular, in the central feeder the loads at nodes 8,
9 and 12 are represented by means of Weibull probability
distributions (with scale parameter a and shape parameter b,
and corresponding mean value and standard deviation , as
indicated in Table I for a single time period). These three
probability distributions are considered to be correlated with
each other. The correlation is assessed by considering a
number of points (minutes) taken simultaneously for the three
loads in the time period of interest. For example, let us
consider a load pattern represented at time step of 15 minutes.
In order to search for the correlation coefficients, let us
consider a number of reference points taken every minute at
7 min with respect to the central time instant, with data
belonging to 6 comparable days, for a total of 90 reference
points for each pattern (Fig. 5). The correlation coefficients
included in the matrix R X resulting for these patterns are
X 8 X 9 = X 9 X 8 = 0.2894, X 8 X 12 = X 12 X 8 = 0.5807, and

X 12 X 9 = X 9 X 12 = 0.1066.
The other load (at node 10) is assumed to follow a Beta
distribution not correlated with the other ones. In the other
feeders, all loads are assumed to be uncorrelated with each
other. Due to the structure of the system, the solution of the
central feeder is independent of what happens in the other two
feeders. The variation in time of the mean values of the
probability distributions at nodes 8, 9 and 12 in shown in Fig.
6. For the sake of simplicity, and without loss of generality,
the correlation coefficients among the pairs of nodes (8-9, 812 and 9-12) are kept constant and equal to the values
indicated in the next section.
S2

S1

S3

13

10 14
4

5 11
6

12
16

TABLE I
PARAMETERS OF THE WEIBULL DISTRIBUTIONS AT NODES 8, 9 AND 12.
node number

a [pu]

[pu]

[pu]

8
9
12

4.106
5.296
4.633

21.765
10.338
13.278

4.0057
5.0450
4.4563

0.2287
0.5882
0.4096

B. Determination of the correlation coefficients of the

Normal probability distribution
A representative case of the terms appearing in the
numerical solution of the equation (7) for the determination of
the coefficients of the correlation matrix R Z for the entries at
the nodes 8, 9 and 12 is shown here. Fig. 7 illustrates the
results of the double integral E X i X j in (5) for different
values of the correlation coefficient Zi Z j under test, and
Fig. 8 presents the corresponding values of the function
f Zi Z j appearing in equation (7). The monotonic evolution
of this function enables using the bisection method to obtain
the solutions. Hence, each correlation coefficient Z i Z j is the
value found at the intersection of the function f Zi Z j with
the horizontal axis. The resulting matrix R Z is:
1
0.2961 0.5893
(8)
1
0.1092
R Z = 0.2961

0.5893 0.1092
1
In this case, the results are relatively similar to the initial
ones, due to the fact that the Weibull probability distribution
fitting the initial data is not so different from a Normal
distribution having the same mean value and standard
deviation. In any case, the results have highlighted the
solution process. From the calculations, the numerical
evaluation of the double integral has presented some
criticalities when the correlation coefficient Z i Z j is very
close to unity, as in this case the lower side of Eq. (5)
approaches zero.

C. Probabilistic power flow results with correlated loads

The probabilistic power flow is solved by using the Monte
Carlo method with 1000 executions at each time step. Fig. 9
shows the variation of the node voltages in one of the Monte
Carlo executions. Each line shows the voltage profile
corresponding to the execution at the time interval of analysis
of 15 minutes. For the voltage reaching the lowest values (at
node 10), Fig. 10 shows the mean value and the standard
deviation bands resulting from the Monte Carlo executions,
taking into account the correlations among the loads.
Furthermore, Fig. 11 shows the corresponding values for the
voltage at node 12 with correlated load.

15

Fig. 4. Operational radial configuration for the three-feeder system (the

dashed lines are the open branches).
active power (pu)

5
4
3

node 8
node 9
node 12
node 10

2
1
0
0

Fig. 5. Reference points for the loads at nodes 8, 9 and 12.

12

time (hours)

16

20

24

Fig. 6. Variation in time of the mean values of the Weibull probability

distributions at nodes 8, 9 and 12 and of the Beta probability distribution at
node 10.

CDF

1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0

node 12
node 10
node 9
node 8

0.86

Fig. 7. Results of the calculation of the double integral in (5) for the
determination of the correlation coefficients among nodes 8, 9 and 12 with
Normal distribution.

Fig. 8. Variation of the function f Z Z

i j
referring to nodes 8, 9 and 12.

) for the correlation matrix entries

Fig. 9. Voltages at the nodes of the central feeder in the same Monte Carlo
execution.

0.88

0.9

0.92

0.94

voltage (pu)

0.96

0.98

Fig. 12. CDFs of the voltage at nodes 8, 9, 10 and 12.

V. CONCLUSIONS
This paper has presented the structure of the computational
tool prepared to solve the network equations in a deterministic
and in a probabilistic framework, in the latter case considering
the correlation among groups of random variables. The
procedure needs a pre-processing module to obtain the
correlation matrix of the equivalent Normal distributions.
With this tool, it is possible to calculate the power flows
including the effects of correlations among loads or generation
from DER, such as wind/photovoltaic systems located in close
sites in which the power production can be correlated, e.g.,
through meteorological variables. The computational modules
built for power flow calculations in steady-state operation are
being linked with other modules for the analysis of transient
conditions, power quality, reliability and security.
ACKNOWLEDGMENT
The research leading to these results has received funding
from the European Union Seventh Framework Programme
FP7/2007-2013 under grant agreement no. 309048, project
SiNGULAR (Smart and Sustainable Insular Electricity Grids
Under Large-Scale Renewable Integration). Joo Catalo also
thanks FCT-Portugal and COMPETE for projects FCOMP-010124-FEDER-020282 (Ref. PTDC/EEA-EEL/118519/2010)
and PEst-OE/EEI/LA0021/2013.
REFERENCES
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[2]
Fig. 10. Average value and standard deviation bands of the voltage at node
10.

[3]

[4]

[5]

Fig. 11. Average value and standard deviation bands of the voltage at node
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A synthesis of the results of the probabilistic power flow

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node voltages at the 15-minute period starting at hour 19. For
example, it is possible to notice that the voltage at node 10 has
22.2% probability of falling below the value 0.9 pu. The other
voltages belong to acceptable ranges.

[6]

[7]
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