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Power Flow Tracing in Complex Networks

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New Horizons in Fundamental Physics

Abstract

The increasing share of decentralized renewable power generation represents a challenge to the current and future energy system. Providing a geographical smoothing effect, long-range power transmission plays a key role for the system integration of these fluctuating resources. However, the build-up and operation of the necessary network infrastructure incur costs which have to be allocated to the users of the system. Flow tracing techniques, which attribute the power flow on a transmission line to the geographical location of its generation and consumption, represent a valuable tool set to design fair usage and thus cost allocation schemes for transmission investments. In this article, we introduce a general formulation of the flow tracing method and apply it to a simplified model of a highly renewable European electricity system. We review a statistical usage measure which allows to integrate network usage information for longer time series, and illustrate this measure using an analytical test case.

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Acknowledgments

Mirko Schäfer gratefully acknowledges support from Stiftung Polytechnische Gesellschaft Frankfurt am Main. Sabrina Hempel and Jonas Hörsch acknowledge support from the German Federal Ministry of Education and Research under grant no. 03SF0472C.

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Appendix

Appendix

Consider a network consisting of three connected nodes with

$$\begin{aligned} P_{1}&= P_{1}^{+}> P_{2} = P_{2}^{+} > 0~,\nonumber \\ P_{3}&= -P_{3}^{-} < 0~, \end{aligned}$$
(40)

and unit reactance for all links. It holds \(P_{1}^{+}+P_{2}^{+}=P_{3}^{-}\). The power flows are given by

$$\begin{aligned} F_{1\rightarrow 2}&= \frac{1}{3}\left( P_{1}^{+} - P_{2}^{+}\right) ~,\nonumber \\ F_{1\rightarrow 3}&= \frac{1}{3}\left( P_{1}^{+} + P_{3}^{-}\right) ~,\nonumber \\ F_{2\rightarrow 3}&= \frac{1}{3}\left( P_{2}^{+} + P_{3}^{-}\right) ~.\nonumber \\ \end{aligned}$$
(41)

For some source colouring \(\{q_{1\alpha }^{+},q_{2\alpha }^{+}\}\) we obtain via the flow tracing algorithm

$$\begin{aligned} F_{1\rightarrow 2}^{\alpha }&= q_{1\alpha }^{+}\frac{1}{3}\left( P_{1}^{+}-P_{2}^{+}\right) ~,\nonumber \\ F_{1\rightarrow 3}^{\alpha }&=q_{1\alpha }^{+}\frac{1}{3}\left( P_{1}^{+} + P_{3}^{-}\right) ~,\nonumber \\ F_{2\rightarrow 3}^{\alpha }&=q_{2\alpha }F_{2\rightarrow 3} = q_{2\alpha }^{+}P_{2}^{+} + q_{1\alpha }^{+}F_{1\rightarrow 2} = q_{2\alpha }^{+}P_{2}^{+} + q_{1\alpha }^{+}\frac{1}{3}\left( P_{1}^{+}-P_{2}^{+}\right) \nonumber \\&= \frac{1}{3}\left( \left( 3q_{2\alpha }^{+}-2q_{1\alpha }^{+}\right) P_{2}^{+}+q_{1\alpha }^{+}P_{3}^{-}\right) ~. \end{aligned}$$
(42)

Here we have used \(P_{1}^{+}+P_{2}^{+}=P_{3}^{-}\). For the sink it holds

$$\begin{aligned} q_{3\alpha }P_{3}^{-}&= F_{1\rightarrow 3}^{\alpha } + F_{2\rightarrow 3}^{\alpha }\nonumber \\&= q_{1\alpha }^{+}\frac{1}{3}\left( P_{1}^{+} + P_{3}^{-}\right) +q_{2\alpha }^{+}P_{2}^{+} + q_{\alpha 1}^{+}\frac{1}{3}\left( P_{1}^{+}-P_{2}^{+}\right) \nonumber \\&= q_{1\alpha }^{+}P_{1}^{+} + q_{2\alpha }^{+}P_{2}^{+}~. \end{aligned}$$
(43)

Since there is only one sink in this network this is a necessary result.

As an analytical test case for the link ownership measure we consider this three-node example with the choice

$$\begin{aligned} P_{1}^{+}(x)&= x~,\nonumber \\ P_{2}^{+}(x)&=1-x~,\nonumber \\ P_{3}^{-}(x)&=P_{1}^{+}(x) + P_{2}^{+}(x) =1~. \end{aligned}$$
(44)

Here x is a random variable drawn from the uniform distribution on \([0,\sigma ]\), with \(\sigma \ge 0.5\) as a parameter. The flow on the link between node 1 and 2 is given by

$$\begin{aligned} F_{1\rightarrow 2} = \left\{ \begin{array}{lrccl}0 \quad &{} 0 &{}\le &{} x &{} \le 0.5\\ \frac{1}{3}\left( P_{1}^{+}-P_{2}^{+} \right) = \frac{1}{3}\left( 2x-1 \right) \quad &{} 0.5 &{}< &{}x &{}\le \sigma \end{array}\right. ~, \end{aligned}$$
(45)

and

$$\begin{aligned} F_{2\rightarrow 1} = \left\{ \begin{array}{lrccl} \frac{1}{3}\left( P_{2}^{+}-P_{1}^{+} \right) = \frac{1}{3}\left( 1-2x \right) \quad &{} 0 &{}\le &{} x &{} \le 0.5\\ 0 \quad &{} 0.5 &{}< &{}x &{}\le \sigma \end{array}\right. ~. \end{aligned}$$
(46)

The probability distribution of x is given by

$$\begin{aligned} p(x) = \left\{ \begin{array}{lrccl} 0 \quad &{} x &{} < &{} 0\\ \frac{1}{\sigma } \quad &{} 0 &{}\le &{} x &{} \le \sigma \\ 0 \quad &{} x &{} > &{} \sigma \end{array}\right. ~. \end{aligned}$$
(47)

The undirected flow \(f=F_{1\rightarrow 2}+F_{2\rightarrow 1}\) is a random variable \(f=g(x)\), with the function g(x) determined by Eqs. (46) and (47). The distribution function P(f) of f is given by

$$\begin{aligned} P(f) = \int _{0}^{f}\mathrm{{d}}f' p(f') = \int _{g^{-1}[0,f]}p(x)\mathrm{{d}}x~. \end{aligned}$$
(48)

Note that as long the random variable x is in the interval [0, 0.5), there is only a flow \(F_{2\rightarrow 1}\), with the maximum value \(F_{2\rightarrow 1}=1/3\) for \(x=0\). If x is larger than 0.5, we obtain a flow \(F_{1\rightarrow 2}\) with a maximum value

$$\begin{aligned} f_{\sigma }=\frac{1}{3}\left( 2\sigma -1\right) ~. \end{aligned}$$
(49)

It is easy to see that

$$\begin{aligned} g^{-1}[0,f] = \left\{ \begin{array}{lrcl} \left[ x(f),1-x(f)\right] \quad &{} f &{} < &{} f_{\sigma }\\ \left[ x(f),\sigma \right] \quad &{} f &{}\ge &{} f_{\sigma } \end{array}\right. ~, \end{aligned}$$
(50)

where

$$\begin{aligned} x(f)=\frac{1}{2}\left( 1-3f\right) \end{aligned}$$
(51)

is the inverse of g(x) defined on the interval [0, 0.5). We thus obtain

$$\begin{aligned} P(f) = \frac{1}{\sigma }\left\{ \begin{array}{lrcl} 1-2x(f) \quad &{} f &{} \le &{} f_{\sigma }\\ \sigma -x(f) \quad &{} f &{} > &{} f_{\sigma } \end{array}\right. ~, \end{aligned}$$
(52)

and with \(p(f)=P'(f)\)

$$\begin{aligned} p(f) = \left\{ \begin{array}{lrcl} \frac{3}{\sigma } \quad &{} f &{} \le &{} f_{\sigma }\\ \frac{3}{2\sigma } \quad &{} f &{}> &{} f_{\sigma } \end{array}\right. ~, \end{aligned}$$
(53)

where we have used the specific form of x(f). Another way to calculate p(f) without the detour using the distribution function is via

$$\begin{aligned} p(f)=\int dx \,\delta \left[ g(x)-f\right] p(x)~, \end{aligned}$$
(54)

which yields the same result as above.

For the flow tracing we use nodal colouring, that is \(\alpha \in \{1,2\}\) and \(q_{i\alpha }=\delta _{i\alpha }\) . For the determination of the link ownership measure we observe that for \(f\le f_{\sigma }\) the flow over the link between node 1 and 2 goes in either direction with equal probability, whereas for \(f> f_{\sigma }\) the flow always goes from node 2 to node 1. We thus have

$$\begin{aligned} h_{1}(f) = \left\{ \begin{array}{lrcl} \frac{1}{2} \quad &{} f &{} \le &{} f_{\sigma }\\ 0 \quad &{} f &{}> &{} f_{\sigma } \end{array}\right. \end{aligned}$$
(55)

and

$$\begin{aligned} h_{2}(f) = \left\{ \begin{array}{lrcl} \frac{1}{2} \quad &{} f &{} \le &{} f_{\sigma }\\ 1 \quad &{} f &{}> &{} f_{\sigma } \end{array}\right. ~. \end{aligned}$$
(56)

The weight \(w_{1}(K)\) on this link is then given by

$$\begin{aligned} w_{1}(K)&=\frac{1}{1-P(K)}\int _{K}^{F_{\max }}\mathrm{{d}}f\,p(f)h_{1}(f)\nonumber \\&= \frac{\sigma }{2x(K)-(1-\sigma )}\int _{K}^{F_{\sigma }}\mathrm{{d}}f\,\frac{3}{\sigma }\cdot \frac{1}{2}\nonumber \\&= \frac{3\left( F_{\sigma }-K\right) }{2\left( 2x(K)-(1-\sigma )\right) }~. \end{aligned}$$
(57)

Here we used \(h_{1}(f>f_{q})=0\). Substituting \(f_{\sigma }\) and some rearranging yields

$$\begin{aligned} w_{1}(K)=1-\frac{x(K)}{2x(K)-(1-\sigma )}~. \end{aligned}$$
(58)

The part \(K_{1}\) of the capacity \(F_{\max }=1/3\) used by node 1 then finally is obtained via the integral

$$\begin{aligned} K_{1}=\int _{0}^{F_{\max }}\mathrm{{d}}K\,w_{1}(K)=\int _{0}^{f_{\sigma }}\mathrm{{d}}K\left( 1-\frac{x(K)}{2x(K)-(1-\sigma )}\right) ~. \end{aligned}$$
(59)

This can be rewritten as

$$\begin{aligned} K_{1}=f_{\sigma }-\frac{2}{3}\int _{1-\sigma }^{1/2}\mathrm{{d}}x\,\frac{x}{2x-(1-\sigma )}~, \end{aligned}$$
(60)

which can be solved as

$$\begin{aligned} K_{1}=\frac{1}{6}\left[ 2\sigma -1+\left( 1-\sigma \right) \ln \left[ \frac{1-\sigma }{\sigma }\right] \right) ~. \end{aligned}$$
(61)

Note that this gives \(K_{1}=0\) for \(\sigma =0\), and \(K_{1}=1/6=F_{\max }/2\) for \(\sigma =1\).

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Schäfer, M., Hempel, S., Hörsch, J., Tranberg, B., Schramm, S., Greiner, M. (2017). Power Flow Tracing in Complex Networks. In: Schramm, S., Schäfer, M. (eds) New Horizons in Fundamental Physics. FIAS Interdisciplinary Science Series. Springer, Cham. https://doi.org/10.1007/978-3-319-44165-8_26

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