Newton Raphson Method

By G. Huang C. Singh

Newton Raphson Method

f1 ( x) f 2 ( x) f ( x) = =y f n ( x)

and

x are vectors of dimension n; f ( x)

0 = y f ( x)

is a vector of n functions.

ELEN 460

Newton Raphson Method

Add D x to both sides, where D is an

n n matrix

D x = D x + y f ( x) x = x + D [ y f ( x)] x(i + 1) = x(i ) + D 1[ y f ( x)]

1

ELEN 460

Newton Raphson Method

For Linear Function,

f ( x) = A x
1

A is an

nn

matrix

x(i + 1) = x(i ) + D [ y A x(i )] = D ( D A) x(i ) + D y

1

which is the same as Gauss/Jacobi method

ELEN 460

Newton Raphson Method

Taylors Series
Expansion of

f ( x)

about a point

x0

(Single variable function)

1 '' 1 ''' 2 f ( x) = f ( x0 ) + f ( x0 )( x x0 ) + f ( x0 )( x x0 ) + f ( x0 )( x x0 ) 3 + 2! 3!
'

If

x0 = 0

,it is called Maclaurins Theorem.

ELEN 460

Newton Raphson Method

In Newton Raphson method,

specified based on Taylors series

y = f ( x0 ) +

df | x = x0 ( x x0 ) + dx

Ignore higher order terms,

df x = x0 + [ | x = x0 ]1[( y f ( x0 )] dx x(i + 1) = x(i ) + J 1 (i )[( y f [ x(i )]]

ELEN 460

Newton Raphson Method

f1 x 1 f 2 df | x = x ( i ) = x1 J (i ) = dx f n x1 f1 x2 f 2 x2 f n x2 f1 xn f 2 xn f n xn x = x (i )

This is called Jacobian matrix

ELEN 460

Newton Raphson Method

Alternatively,

J (i ) x(i ) = y (i ) when x(i ) = x(i + 1) x(i )

(1) (2)

(3) y (i ) = y f ( x(i )) Compute y (i ) from (3) J (i ) x(i ) by Gauss elimination from (1) x(i + 1) from (2)
ELEN 460

Newton Raphson Method

P2 P Pn y= = Q Q 2 Qn

Power Flow by Newton - Raphson

x= | V

Assume bus 1 as swing bus

P2 ( x) P( x) Pn ( x) f ( x) = = Q( x) Q 2 ( x) Qn ( x)
ELEN 460

Newton Raphson Method

Power Flow by Newton Raphson
Terms of Jacobian

J 11

J 12

P2 ( x) 2 Pn ( x) 2 J = Q2 ( x) 2 Qn ( x) 2

J 21

P2 ( x) n Pn ( x) n Q2 ( x) n Qn ( x) n

| | | | | |

P2 ( x) | V2 | Pn ( x) | V2 | Q2 ( x) | V2 | Qn ( x) | V2 |

J 22

P2 ( x) | Vn | Pn ( x) | Vn | Q2 ( x) | Vn | Qn ( x) | Vn |
9

ELEN 460

Newton Raphson Method

Power Flow by Newton Raphson
For a voltage controlled bus k, | Vk | is known and Qk is not needed. So we omit Qk from Q , | Vk | from | V | vector. The row corresponding to Qk and the column corresponding to | Vk | are omitted. Using equations

I = YV

Si = Vi I i* = Vi ( yijV j )*
j =1

We have the power balance equations as follows: n

k =1 n

Pi ( x) =| Vi | | Vk || Yik | cos( i k ik )

Qi ( x) =| Vi | | Vk || Yik | sin( i k ik )
k =1
ELEN 460

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Newton Raphson Method

Power Flow by Newton Raphson
For i j

J11ij = J12ij = J 21ij = J 22ij =

Pi ( x) =| Vi || V j || Yij | sin( i j ij ) j Pi ( x) =| Vi || Yij | cos( i j ij ) |Vj | Qi ( x) = | Vi || V j || Yij | cos( i j ij ) j Qi ( x) =| Vi || Yij | sin( i j ij ) |Vj |

Also,

J11ij =

Pi ( x) =| Vi || V j || Yij | (sin ij cos ij cos ij sin ij ) j

ELEN 460

=| Vi || V j | (Gij sin ij Bij cos ij )

11

Newton Raphson Method

Power Flow by Newton Raphson
For i = j
n Pi ( x) = | Vi | | Vk || Yik | sin( i k ik ) = i k =1, k i n Pi ( x) = = 2 | Vi || Yii | cos ii + | Vk || Yik | cos( i k ik ) | Vi | k =1, k i n Qi ( x) = =| Vi | | Vk || Yik | cos( i k ik ) i k =1, k i n Qi ( x) = = 2 | Vi || Yii | sin ii + | Vk || Yik | sin( i k ik ) | Vi | k =1, k i

J11ii J12ii J 21ii J 22ii

ELEN 460

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Newton Raphson Method

Power Flow by Newton Raphson
Procedure: 1.

P(i ) P P ( x(i )) y (i ) = = ( ) ( ( )) Q i Q Q x i
Compute Jacobian

2. 3.

J11 (i ) J12 (i ) (i ) P(i ) = J (i ) J (i ) V i Q i ( ) ( ) 22 21 (i + 1) (i ) (i ) = + V (i + 1) V (i ) V (i )

4. Compute

Go back to 1 and repeat until power mismatch y (i ) is less than specified.

ELEN 460

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Newton Raphson Method

3 Bus Example

Bus 1 is swing bus Bus 2 is load bus Bus 3 P V bus( Also generator bus or voltage controlled bus)

ELEN 460

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Newton Raphson Method

3 Bus Example Solution: At bus 2, power injected into bus 2: S 2 = 2.5 + j 0.8 Bus 3: P3 = 2.0

Ybus

j10 j15 j 25 = j 10 j 22 j 12 j12 j 27 j15

ELEN 460

15

Newton Raphson Method

3 Bus Example Applying the following equations:

I = YV

Si = V I = Vi ( yijV j )*
* i i j =1

We obtain the Power Flow Equations to be solved:

( PG1 2) + jQG1 = V1 ( j 25V j10V j15V )

* 1 * 2 * 3

2.5 + j 0.8 = V2 ( j 22V2* j10V1* j12V3* ) 2 + jQG 3 = V3 ( j 27V3* j12V2* j15V1* )

ELEN 460

16

Newton Raphson Method

3 Bus Example
P2 2 P3 2 Q 2 2 P2 3 P3 3 Q2 3 P2 | V2 | (i ) P (i ) 2 2 P3 = P (i ) i ( ) 3 3 | V2 | Q2 (i ) | V2 | (i ) Q2 | V2 |

2 (0) 0 (0) = 0 3 1 | V2 | (0)

ELEN 460

17

Newton Raphson Method

3 Bus Example For the iteration,
P2 =| V2 | | Vk || Y2 k | cos( 2 k 2 k )
k =1 3 3

Q2 =| V2 | | Vk || Y2 k | sin( 2 k 2 k )
k =1 3

P3 =| V3 | | Vk || Y3k | cos( 3 k 3k )

Substitution or from slide 16:

P2 = 10V2 cos( 2 90o ) + 13.2V2 cos( 2 3 90o ) P3 = 16.5 cos( 3 90o ) + 13.2V2 cos( 3 2 90o ) Q2 = 10V2 sin( 2 90o ) + 22V22 + 13.2V2 sin( 2 3 90o )
ELEN 460

k =1

18

Newton Raphson Method

3 Bus Example
P2 = 10V2 sin( 2 90 o ) 13.2V2 sin( 2 3 90 o ) 2 P2 = 13.2V2 sin( 2 3 90 o ) 3

The Jacobian can be obtained by partial derivatives, e.g,

P2 = 10V2 cos( 2 90 o ) + 13.2 cos( 2 3 90 o ) | V2 | P3 = 13.2V2 sin( 3 2 90 o ) 2 P3 = 16.5 sin( 3 90 o ) 13.2V2 sin( 3 2 90 o ) 3 P3 = 13.2 cos( 3 2 90 o ) | V2 | Q2 = 10V2 cos( 2 90 o ) + 13.2V2 cos( 2 3 90 o ) 2 Q2 = 13.2V2 cos( 2 3 90o ) 3 Q2 = 10 sin( 2 90o ) + 44V2 + 13.2 sin( 2 3 90o ) | V2 |
ELEN 460

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Newton Raphson Method

3 Bus Example Using Equations for P2 , P3 and Q2
P2 (0) 0 P ( 0) = 0 3 1.2 Q2 (0)

P2 (i ) 2.5 0 2.5 y = P (i ) = 2.0 0 = 2 . 0 3 Q (i ) 0.8 (1.2) 2.0 2

0 23.2 13.2 J (0) = 13 . 2 29 . 7 0 0 20.8 0 J (0) x = y

ELEN 460

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Newton Raphson Method

3 Bus Example
2 (0) 5.3259 = 1.4952 x(0) = ( 0 ) 3 0.096154 V2 (0) 2 (1) 0 + (5.3259) 5.3259 = 0 + 1.4952 = 1.4952 x(1) = ( 1 ) 3 1.096154 1 + 0.096154 V2 (1)
Find new values of P2 , P3 and Q2 ,and J Find y and find new x

ELEN 460

21

Newton Raphson Method

Decoupled Load Flow Examine Equation for J12ij (Reason for this approximation)
o If i j and resistance = 0, i.e, ij = 90 , J12ij = 0 o J = 90 , J 21ij = 0 For 21ij , If i j and ij

For J11ij and J 22ij , this does not apply.

So as approximation, we can set

J12 + J 21 = 0

J11 (i ) (i ) = P(i ) J 22 (i ) | V | (i ) = Q(i ) So we can find (i ) and | V (i ) | from these equations

ELEN 460

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Newton Raphson Method

Decoupled Load Flow If i j and Vi V j 1.0
J11ij =| Yij | sin( ij ) = Bij J 22ij =| Yij | sin( ij ) = Bij
So J11 and J
22

are the imaginary part of Ybus matrix

Explain observations regarding coupling of real power to reactive power to voltage magnitude.

and

Please read example 10.6 and 10.7 of your book.

ELEN 460

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