Paper accepted for presentation at 2003 IEEE Bologna Power Tech Conference, June 23th-26th, Bologna, Italy

Probabilistic Techniques for

Three-phase Load Flow Analysis
P. Caramia, IEEE Member G. Carpinelli, IEEE Member V. Di Vito P. Varilone, IEEE Member

Abstract-- Some techniques are presented to obtain the In this paper, several techniques are compared for
probability density functions of phase-voltages in an unbalanced calculating the phase- voltage and unbalance factor probability
three-phase power system. The techniques are based on the density functions and, therefore, their percentiles. The
Monte Carlo simulation applied to the non linear and linear probabilistic techniques are:
three-phase load flow equations, on convolution process and on
the Pearson distributions. These methods are compared in terms non linear Monte Carlo simulation;
of time execution and accuracy in the evaluation of phase-voltage linear Monte Carlo simulation;
and unbalance factor probability density functions and in convolution process;
th
particular regarding their 95 percentiles, being these quantities Pearsons distributions.
the statistical measures of greatest interest in many International The first technique applies Monte Carlo simulation to the
Standards for Power Quality. Several numerical applications are non linear Three-phase Load Flow equations. The second
presented and discussed with reference to the three phase technique applies Monte Carlo simulation to the non linear
unbalanced IEEE 13-bus distribution test system.
equation system linearized around the expected value region.
Index Terms: Three-phase load flow - Unbalances Probabilistic
The third technique is based on a convolution process applied
approaches after the previous linearization. The last technique is based on
the use of Pearson distribution functions [7], that are used to
approximate the phase-voltage or unbalance factor probability
I. INTRODUCTION density functions of interest.
In the last part of the paper the implementation and practical
As known, the unbalances in power systems are not always application of all the techniques are discussed, comparing them
negligible, as in the case of single-phase AC traction plants, on the unbalanced IEEE 13-bus distribution test system [2].
electrical furnaces and long untransposed lines [1]; moreover,
several distribution systems are known to have unbalanced II. PROBABILISTIC THREE-PHASE LOAD FLOW
lines and line sections carrying a mixture of single, double or
three-phase loads [2]. The Three-phase Load Flow equations here considered are
In such systems, unavoidable uncertainties affect the input expressed as [1]:
data of the modeling for the evaluation of the unbalances; ( P ) sp = P (U, )
these uncertainties are mainly due to time variations of phase- (1)
load demands and of network configurations. (Q) sp = Q(U, )
The variations have a random character and the only way can (P )
gen
sp
= Pgen (U, ) (2)
describe the behaviour of such characteristics is in statistical
terms. (U gen ) = U gen (U, )
sp

Probabilistic modeling for the evaluation of the unbalances
proposed to date provides for the evaluation of the voltage
unbalances with Monte Carlo simulation procedures [3] or
with simplified methods [4]; these last methods allow to
strongly reduce the computational efforts in evaluating mean
value and covariance matrix, but they do not allow to
determine the true analytical form of the phase-voltage or
unbalance factor probability density functions.
Nowadays, however, the interest of Standards is devoted to
the percentile evaluation [5, 6]; in the European Standard EN
50160 [6], for example, the 95th probability weekly value of
the unbalance factor should not exceed the specified limit.
Therefore, the knowledge of the whole probability density
functions is mandatory for Standard application.
Pierluigi Caramia, Vittorio Di Vito and Pietro Varilone are with the
Department of Industrial Engineering of the University of Cassino, Cassino
(FR), Italy Guido Carpinelli is with the Department of Electrical Engineering
of the University of Napoli Federico II, Napoli (Italy) , (e-mail:
caramia@unicas.it, v.divito@unicas.it, varilone@unicas.it,
carpinelli@unicas.it)
where in the case of probabilistic three phase load flow:
(P )sp , (Q )sp input random vectors of active and reactive
powers specified at each of the three phases
of load and generator terminal busbars,
(P )
gen
sp
input random vector of three phase active
power specified at each internal generator
busbar without the slack,
(U )
gen
sp
input random vector of voltage regulator law
specified at each terminal generator busbar,
U, state random vectors of phase-voltage
magnitudes and arguments.
The equations (1) represent the phase power balance
equations (active and reactive) at load and generator terminal
busbars while the equations (2) represent the active power and
voltage regulation balance equations at generator busbars.
Voltage regulators and Q-limits of generators can be included.
Equations (1) and (2) constitute a system of non linear
algebraic equations; it can be expressed in compact form as:

0-7803-7967-5/03/$17.00 2003 IEEE

gS(X) = Yb, (3)
being Yb the input random vector and X the state random
vector.
Starting from the equation system (3) a probabilistic analysis
of an unbalanced power system is performed in the following
by:
non linear Monte Carlo simulation (NLMC);
linear Monte Carlo simulation (LMC);
convolution process (CP);
Pearsons distributions (PD).
These techniques permit the determination of the probability
density functions (pdfs) of the state random variables from the
knowledge of pdfs of the input random variables.
Once the state variables have been calculated, the complete
state of the power system is known and all other quantities
which depend on the state variables can be determined.
II.1 Non Linear Monte Carlo Simulation
The NLMC procedure consists in solving the three-phase
load flow equations several times, each time assuming as Yb-
vector elements one set of the input random variables
generated according to their assigned probability density
functions.
The process is repeated a sufficient number of times to
obtain an adequate accuracy in the estimate of the output
random variable probability density functions. A useful
stopping criterion can be based on the use of a coefficient of
variation tolerance [8].
II.2 Linear Monte Carlo Simulation
The linear technique consists in solving, in each step of a
classical Monte Carlo simulation process, a linear equation
system instead of the non linear equation system (3), with
obvious saving in terms of computational efforts. This
technique requires two pre-simulation steps in order to find the
best linear system to be included in the MC simulation.
In the LMC technique, the first step consists in solving a
deterministic three-phase load flow using as input data the
mean values (Yb) of the input random vector probability
density functions. Once the state vector solution X0 is known,
in the second pre-simulation step the three-phase load flow
equations are linearized around this point as follows:
X X0 + A [Yb - (Yb)] (4)
being the matrix A the inverse of the Jacobian matrix
evaluated in X0.
The linear relations (4) are included in the Monte Carlo
simulation to calculate approximate probability density
functions of the output X vector components starting from the
pdfs of the input Yb vector components.
It should be noted that since the three-phase load flow
equations are linearized around an expected value region (the
point X0), any movement away from this region produces an
error; the errors could increase with the variance of the input
random vector components, with entity linked to the non linear
behaviour of the equation system.
For linear Monte Carlo simulation, the closed form relations
which link the state vector X to any one dependent variable of
interest can be included. For example, the link:
(5)
D = g ( X)
I
between the state vector X and the unbalance factor vector D
can be considered to obtain also the statistical characterisation
of these important dependent variables1.
II.3 Convolution Process
The convolution process technique requires a three step
procedure.
The first two steps are identical to the pre-simulation steps
performed in the LMC simulation of Section II.2; these steps
are finalized to obtain a linear form of the three-phase load
flow equations so that each output random variable is
expressed as a linear combination of the input random
variables. The third step only consists in the convolution
process applied to the linear equations (4) in the form:
f(Xi) = X0i + f(zi1) * f(zi2) * *f(zin) (6)
where:
f represents the probability density function;
X0i represents the ith term of the vector X0;
* represents the convolution;
zij represents the (i,j) term Aij[Ybj (Ybj)];
Aij represents the (i,j) terms of the matrix A;
Ybj represents the jth term of the vector Yb.
The equation (6) can be evaluated using numerical methods
based on Laplace transforms or more efficiently in terms of
execution time and precision, transforming the equations into
the frequency-domain using Fast Fourier Transform [9].
As known, the computational effort depends on the number
of input data normally distributed; in fact all normally
distributed functions can be easily grouped in one unique
normal equivalent since only the expected value and
covariance matrix are required to define this function.
Therefore, equation (6) contains discrete or other pdfs and this
normal equivalent, with obvious computational advantages.
The evaluation of the probability density functions of the
dependent variables such as the active and reactive line powers
or the unbalance factors with the convolution process requires
the linearization of the non linear link (5) between state
variable vector X and dependent variable vector D.
To do this, we can evaluate the vector D0 such that:
D0 = g ( X o ) . (7)
I
Linearizing relations (5) around the point X0 it results:
D D0 + B (X- X0), (8)
where :
g ( X) g ( X)
B= I I
U
X=X
0
1
It should be noted that some single-phase load flow algorithms also linearise
the relations (5) to obtain sensitivity coefficients relating the elements of
vector D with the elements of vector X.
 Similarly to (4), the relations (8) express each random III. NUMERICAL COMPARISON AND DISCUSSION
element of the vector D as a linear combination of the random
elements of the state vector X. A convolution process similar The techniques shown in Section II are applied to evaluate
to the one given by (6) can be applied to the relations (8) in the phase-voltage, unbalance factor and line power probability
order to obtain approximate probability density functions of density functions of the unbalanced IEEE 13-bus distribution
unbalance factors. test system shown in fig. 1 [2].
This system contains a mixture of single, double and three
II.4 Pearsons Distributions phase lines and loads, making it suitable for comparing the
proposed techniques.
The Pearson distributions technique consists in The complete network data and parameters can be found in
approximating the pdfs of the variables of interest with [2]; to simplify the analysis, the transformer in fig. 1 has been
probability density functions whose analytical expressions are considered without variable taps.
univocally determined once only the first four moments of the Several tests are performed, considering increasing values of
pdfs to be approximated are known. In this way, the problem the input random variables variances and correlations; also the
of obtaining the whole output random variable pdfs is case of multi-modal distributions is considered. All the loads
confined to the problem of obtaining only their first four have been considered PQ-type, characterized by pdfs whose
moments. mean values are reported in Tab. I.
This technique is based on the following three steps:
1. the non linear equation system (3) is linearized around an 650
expected value region, so expressing each random element
of the state vector as a linear combination of the elements
of the input random vector (eq. 4) once again; 646 645 632 633 634
2. the first four moments of the probability density functions
of the output random variables are evaluated with well
known closed form relations which properly use the linear
links obtained in 1;
3. the probability density functions of the random variables of
611 684 692 675
interest (phase-voltages, unbalance factors and so on) are 671
approximated applying the so called Pearson distributions.
The Pearson distributions are a family of pdfs which have
been demonstrated to represent a very high number of pdfs
observed in measurements and as output of analytical
approaches. They are univocally defined on the basis of the 652 680
first four moments of the probability density function to be
approximated. Fig. 1. Test system [2]
The Pearson approach is based on the observation that
several important probability density functions satisfy the Tab. I Active and reactive phase-power mean values
following differential equation [7]: Node Pa Qa Pb Qb Pc Qc
[kW] [kVAr] [kW] [kVAr] [kW] [kVAr]
671 393.5 225 418 239 443.5 254
d (x + a) 692 168.37 149.55
log[f ( x )] = , (9)
dx b 0 + b1 x + b 2 x 2 675 485 190 68 60 290 212
611 165.54 77.9
652 123.38 82.9
where, if 2, 3, 4 (taking the mean as origin) are the central 645 170 125
646 240.66 138.12
moments of the probability density function g(x) to be 634 160 110 120 90 120 90
approximated, it results:
( 4 2 4 3 23 ) Next the following cases are discussed:
b0 = 2
A Case A (Reference Case): the pdfs of input random active
( + 3 22 ) (10) and reactive powers are all uncorrelated Gaussian, with
b1 = a = 3 4 10% standard deviation;
A
Case B: as in Case A, but with standard deviations
(2 2 4 3 32 6 32 )
b2 = increased 300%, in order to emphasize the dispersion
A sensitivity;
with A = 10 4 2 1232 1832 . Case C: as in Case A, but with the active and reactive
In [7] the procedure to obtain the explicit expression of the power pdfs at busbars 675 (phases 1 and 3), 671 (phase 2),
function which approximates the probability density function 652 and 634 (phase 2) bi-modals, in order to emphasize the
of interest is shown. multi-modal distribution sensitivity;
Case D: as in Case C but with standard deviations
increased 300% and high correlation coefficients (increased
 to 0.8), in order to emphasize both multi-modal
distribution, dispersion and correlation sensitivity.
The bi-modal pdfs are obtained by distributing the input
active and reactive load power values in two points with the
same probability; the mean values of the power bi-modal
distributions are the same as in case A.
It should be noted that the convolution process is not
necessary in the cases A, B and C, where the input pdfs are
Gaussian. However, it has also been applied in these cases in
order to obtain a complete comparison among all the proposed
techniques.
Applying all the methods of Sect. II, besides the probability
density functions of phase-voltage, power flows and unbalance
factors, the following statistical measures have been
calculated:
expected value;
standard deviation;
95th percentile.
With reference to Case A, the Tab. II shows the mean errors
on the expected value, standard deviation and 95th percentile
of phase-voltage magnitudes (V), line active (P) and reactive
(Q) powers and unbalance factors (Kd), calculated with all the
considered methods.
The mean errors are defined as:
N SM NLMC,i SM L,i
i =1 SM NLMC,i
(SM) = , (11)
N
where SM NLMC,i , SM L,i are the value of the generic statistical
measure (SM = expected value, percentile, etc.) of each output
random variable calculated via non linear Monte Carlo
simulation (assumed as exact value) and via one of the other
methods, respectively; N is the number of system busbars.
From the analysis of Tab. II it follows that:
the LMC and PD techniques are affected by negligible
errors, in the case of both state and dependent variables;
the CP is affected by acceptable errors only in the case of
voltage magnitudes.
As an example of whole probability density functions in the
case of mono-modal distributions, in fig. 2 the probability
density functions obtained with all the techniques considered
in Section II are shown. The probability density functions are
the ones of the voltage magnitude at busbar 675 with phase 1
and 2 and of the unbalance factor at busbar 675.
With reference to the execution time, assuming the non
linear Monte Carlo simulation time equal to 1 p.u., using a PC
Pentium III 800 MHz it resulted that the time taken:
for the linear Monte Carlo was 0.0047 p.u.;
for the convolution process approach was 0.0004 p.u.;
for the Pearson approach. was 0.0003 p.u..
It should be stressed that the above time must be handled
with care because the algorithms and the software have not
been optimized for computational speed.
In Tab. III the mean errors on the interest quantities for case
B are reported.
From the analysis of Tab. III is noted a negligible influence
of variance; in the case of LMC and PD techniques the errors
are increased but yet negligible.
In Tab. IV the mean errors on the interest quantities for case
C are reported.
From the analysis of Tab. IV a no negligible influence of bi-
modal distributions generally arises; in particular, the results of
CP are affected by very significant errors.
As an example of whole probability density functions in the
case of bi-modal distributions, in fig. 3 the probability density
functions obtained with all the techniques considered in
Section II are shown. The probability density functions are the
ones of the voltage magnitude at busbar 675 with phase 1 and
of the unbalance factor at busbar 675.
In Tab. V the mean errors on the interest quantities for case
D are reported.
From the analysis of Tab. V it follows that:
the LMC and PD are affected by acceptable errors in the
case of voltage magnitude and active power evaluation;
the LMC and PD are affected by not always negligible
errors in the case of reactive power and unbalance factor
evaluation;
the CP is generally affected by significant errors.
IV. CONCLUSIONS
In this paper some probabilistic techniques are proposed in
order to take into account the uncertainties which affect the
input data of modeling for the evaluation of phase-voltages and
unbalance factors in unbalanced three-phase power systems.
The techniques refer to the Monte Carlo simulation applied
to non linear three-phase load flow equations and to simplified
approaches based on a linear model (linear Monte Carlo
simulation, convolution process and Pearsons distribution
technique).
The accuracy of the techniques has been tested on a three
phase unbalanced IEEE distribution test system.
The numerical applications have shown that in the examined
cases the linear Monte Carlo simulation and the Pearson
distribution technique are generally affected by not great
errors, except when the load pdfs are bi-modals. The
convolution process is generally affected by no negligible
errors.
It should be noted that nowadays massive computation is
becoming accessible with the new machines and
configurations (parallel/distributed processing environment) so
that the computational efforts required by non linear Monte
Carlo simulations do not appear an insuperable handicap as in
the past. Moreover, for reducing the computational efforts
saving the result accuracy variance reduction techniques could
be applied.
V. REFERENCES
[1] P. J. Arrillaga, C.P. Harnold, B.J. Harker: Computer Analysis of Power
Systems, J. Wiley, New York, 1990.
[2] IEEE Task Force on Harmonics Modeling and Simulation: Modeling
and Simulation of the Propagation of Harmonics in Electric Power
Networks Part I and II, IEEE Trans. On Power Delivery, Vol. 11, No
1, 1996, pp. 452-474.
[3] Y. Wang, L. Pierrat: Simulation of Three-phase Voltage Unbalances
 Using Correlated Gaussian Random Variables, 5th Int. Conference
PMAPS97, Vancouver, Canada, 1997, pp. 515-520.
[4] P. Caramia, G. Carpinelli, P. Varilone, P. Verde: Probabilistic Three-
Phase Load Flow Electrical Power and Energy Systems, Vol. 21,
1999, pp. 55-69.
[5] A. Robert: Supply Quality Issues at the Interface between Power
System and Industrial Consumers, Int. Conference ICHQP98, Athens,
Greece, 1998, pp. 182,189.
[6] EN Standard 50160: Voltage Characteristics of Electricity Supplied by
Public Distribution Systems, European Standard, CLC, BTTF 68-6,
1994.
[7] A. Stuart, K. Ord: Kendalls Advanced Theory of Statistics Sixth
Edition, Volume I, Distribution Theory E. Arnold Editor, London,
1994, pp. 215-223.
[8] V. F. Pereira, N. J. Balu: Composite Generation/Transmission
Reliability Evaluation Proc. of the IEEE, Vol. 80, No. 4, April 1992,
pp. 470-491.
[9] R. N. Allan, A. M. Leite da Silva, R. C. Burchett: Evaluation Methods
and Accuracy in Probabilistic Load Flow Solutions IEEE
Transactions on Power Apparatus and Systems, Vol. PAS 100, No.
5, May 1981.
VI. BIOGRAPHIES
Pierluigi Caramia was born in Naples, Italy, in 1963. He received his
degree in Electrical Engineering from the Universit degli Studi di Cassino,
Italy, in 1991. Currently, he is Associate Professor of Electrical Power
Systems at Universit degli Studi di Cassino. His research interest concerns
mainly power electronics in power systems.
Guido Carpinelli was born in Naples, Italy, in 1953. He received his
degree in Electrical Engineering from the Universit degli Studi di Napoli in
1978. He became Full Professor in Industrial Energy Systems in 1990 at
Universit degli Studi di Cassino , Italy; currently, he is full professor at
Universit degli Studi di Napoli, Italy. His research interest concerns electrical
power systems. Guido Carpinelli is a member of IEEE, component of the
IEEE Task Force on Probabilistic Aspects of Power System Harmonics and
member of CIGRE WG 36.07.
Vittorio Di Vito was born in Formia (LT), Italy, in 1972. He received is
master degree in Electrical Engineering from the Universit degli Studi di
Cassino in 2001 and currently is Ph.D. student in Electrical Engineering at
Universit degli Studi di Cassino. His research interest is the power systems
analysis.
Pietro Varilone was born in Atina (FR), Italy, in 1966. He received his
master degree in Electrical Engineering from the Universit degli Studi di
Cassino in 1995 and his Ph.D. in Conversion of Electric Energy from the
Seconda Universit degli studi di Napoli in 1999. Currently, he is an Assistant
Professor in Electrical Power System at Universit degli Studi di Cassino. His
research interest includes power system analysis and power electronics. Pietro
Varilone is a member of IEEE.

Tab. II Case A: Mean errors on voltage magnitude, active and reactive powers and unbalance factors (reference case)
Mean Errors
Linear Monte Carlo Convolution process Pearson approach
% % % % % % % % %
() (pc95) () () (pc95) () () (pc95) ()
V 0.004 0.011 0.058 0.053 0.056 0.803 0.008 0.009 0.226
P 0.035 0.066 0.053 0.020 9.901 10.189 0.030 0.137 0.688
Q 0.098 2.144 0.050 0.508 235.534 64.985 0.108 2.652 0.131
Kd 0.144 0.245 0.131 9.250 24.788 110.780 0.134 0.194 0.959

Tab. III Case B: Mean errors on voltage magnitude, active and reactive powers and unbalance factors (sensitivity to standard deviation)
Mean Errors
Linear Monte Carlo Convolution process Pearson approach
% % % % % % % % %
() (pc95) () () (pc95) () () (pc95) ()
V 0.035 0.080 0.639 0.155 0.155 1.246 0.035 0.060 0.827
P 0.329 1.169 0.269 0.078 33.904 37.942 0.290 0.914 0.775
Q 0.832 1.759 0.263 1.576 58.011 64.996 0.770 1.495 0.303
Kd 0.571 0.880 1.115 30.659 33.201 129.676 0.652 1.069 1.194

Tab. IV Case C: Mean errors on voltage magnitude, active and reactive powers and unbalance factors (sensitivity to bi-modal distributions)
Mean Errors
Linear Monte Carlo Convolution process Pearson approach
% % % % % % % % %
() (pc95) () () (pc95) () () (pc95) ()
V 0.158 0.158 1.623 0.235 3.022 103.430 8.377 0.058 283.303
P 2.390 8.230 0.197 0.208 88.600 78.447 12.735 7.201 17.321
Q 4.300 88.703 0.383 2.295 169.482 270.048 25.202 26.448 16.807
Kd 5.290 3.548 10.795 21.915 247.744 1045.735 6.060 3.394 11.020

Tab. V Case D: Mean errors on voltage magnitude, active and reactive powers and unbalance factors (sensitivity to standard deviation and correlation)
Mean Errors
Linear Monte Carlo Convolution process Pearson approach
% % % % % % % % %
() (pc95) () () (pc95) () () (pc95) ()
V 0.117 0.239 1.953 0.087 1.115 40.180 0.052 0.072 0.919
P 1.023 4.073 0.326 0.106 47.000 41.902 1.086 4.639 1.237
Q 3.352 10.667 0.378 1.867 137.212 79.872 2.477 9.515 1.083
Kd 3.062 9.029 14.580 26.320 35.655 120.695 3.020 8.700 13.696
 (a) (b)
Fig. 2. Case A: Probability density functions of the voltage magnitude of the phases 1 and 2 at busbar 675 (a) and of the unbalance factor at busbar 675 (b)

(a) (b)
Fig. 3. Case D: Probability density functions of the voltage magnitude of the phase 1 at busbar 675 (a) and of the unbalance factor at busbar 675 (b)