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RungeKutta (fourth-order):
x(t +t ) = x(t ) +t
_
1
6
k
1
+
1
3
k
2
+
1
3
k
3
+
1
6
k
4
_
(C.4)
k
1
= f (x(t ), t )
k
2
= f
_
x(t ) +
t
2
k
1
, x(t ) +
t
2
_
k
3
= f
_
x(t ) +
t
2
k
2
, x(t ) +
t
2
_
k
4
= f (x(t ) +t k
3
, x(t ) +t )
(C.5)
AdamsBashforth (third-order):
x(t +t ) = x(t ) +t
_
23
12
f (x(t ), t )
16
12
f (x(t t ), t t )
+
5
12
f (x(t 2t ), t 2t )
_
(C.6)
AdamsMoulton (fourth-order):
x(t +t ) = x(t ) +t
_
9
24
f (x(t +t ), t +t ) +
19
24
f (x(t ), t )
5
24
f (x(t t ), t t ) +
1
24
f (x(t 2t ), t 2t )
_
(C.7)
The method proposed by Gear is based on the equation:
x(t +t ) =
k
i=0
i
x(t +(1 i)t ) (C.8)
This method was modied by Shichman for circuit simulation using a variable time
step. The Gear second-order method is:
x(t +t ) =
4
3
x(t )
1
3
x(t t ) +
2t
3
f (x(t +t ), t +t ) (C.9)
Numerical integration can be considered a sampled approximation of continu-
ous integration, as depicted in Figure C.1. The properties of the sample-and-hold
(reconstruction) determine the characteristics of the numerical integration formula.
Due to the phase and magnitude errors in the process, compensation can be applied
to generate a new integration formula. Consideration of numerical integration from a
sample data viewpoint leads to the following tunable integration formula [4]:
y
n+1
= y
n
+t (f
n+1
+(1 )f
n
) (C.10)
where is the gain parameter, is the phase parameter and y
n+1
represents the
y value at t +t .
Numerical integration 353
s
1
s
Zero-order
hold
1
s
Continuous
Discrete approximation
x (s)
x (s)
x(Z) x(S ) x(S) x(Z)
1e
st
.
x (s) x (s)
.
x(t)
.
x(t +t) x(t +t) x(nt +t)
.
. .
.
x (nt)
.
Sample Reconstruction Compensation Sample Integration
e
st
Figure C.1 Numerical integration from the sampled data viewpoint
Table C.1 Classical integration formulae as special cases of the
tunable integrator
Integration Rule Formula
0 Forward Euler y
n+1
= y
n
+tf
n
1
2
Trapezoidal y
n+1
= y
n
+
t
2
_
f
n+1
+f
n
_
1 Backward Euler y
n+1
= y
n
+tf
n+1
3
2
AdamsBashforth 2
nd
order y
n+1
= y
n
+
t
2
_
3f
n+1
f
n
_
Tunable y
n+1
= y
n
+t
_
f
n+1
+(1 )f
n
_
If = 1 and = (1 + )/2 then the trapezoidal rule with damping is obtained
[5]. The selection of integer multiples of half for the phase parameter produces the
classical integration formulae shown in Table C.1. These formulae are actually the
same integrator, differing only in the amount of phase shift of the integrand.
With respect to the differential equation:
y
n+1
= f (y, t ) (C.11)
Table C.2 shows the various integration rules in the form of an integrator and
differentiator.
Using numerical integration substitution for the differential equations of an induc-
tor and a capacitor gives the Norton equivalent values shown in Tables C.3 and C.4
respectively.
354 Power systems electromagnetic transients simulation
Table C.2 Integrator formulae
Integration
rule
Integrator Differentiator
Trapezoidal
rule
y
n+1
= y
n
+
t
2
_
f
n+1
+f
n
_
f
n+1
f
n
+
2
t
_
y
n+1
y
n
_
Forward
Euler
y
n+1
= y
n
+tf
n
f
n+1
1
t
_
y
n+2
y
n+1
_
Backward
Euler
y
n+1
= y
n
+tf
n+1
f
n+1
1
t
_
y
n+1
y
n
_
Gear 2
nd
order
y
n+1
=
4
3
y
n
1
3
y
n1
+
2t
3
f
n+1
f
n+1
1
t
_
3
2
y
n+1
2y
n
+
1
2
y
n1
_
Tunable y
n+1
= y
n
+t
_
f
n+1
+(1 )f
n
_
f
n+1
(1 )
f
n
+
1
t
_
y
n+1
y
n
_
Table C.3 Linear inductor
Integration Rule G
eff
I
History
Trapezoidal
t
2L
i
n
+
t
2L
v
n
Backward Euler
t
L
i
n
Forward Euler
1
i
n
+
t
L
v
n
Gear 2
nd
order
2t
3L
4
3
i
n
1
3
i
n1
Tunable
t
L
i
n
+
t
L
(1 )v
n
C.2 Truncation error of integration formulae
The exact expression of y
n+1
in a Taylor series is:
y
n+1
= y
n
+t
dy
n
dt
+
t
2
2
d
2
y
n
dt
2
+
t
3
3!
d
3
y
n
dt
3
+O(t
4
) (C.12)
1
Forward Euler does not contain a derivative term at t
k
+t hence difcult to apply
Numerical integration 355
Table C.4 Linear capacitor
Integration rule G
eff
I
History
Trapezoidal
2C
t
2C
t
v
n
i
n
Backward Euler
C
t
C
t
v
n
Gear 2
nd
order
3C
2t
2C
t
v
n
+
C
2t
v
n1
Tunable
C
t
(1 y)
y
i
n
C
+
v
n
where O(t
4
) represents fourth and higher order terms. The derivative at n +1 can
also be expressed as a Taylor series, i.e.
dy
n+1
dt
=
dy
n
dt
+t
d
2
y
n
dt
2
+
t
2
2
d
3
y
n
dt
3
+O(t
4
) (C.13)
If equation C.12 is used in the trapezoidal rule then the trapezoidal estimate is:
y
n+1
= y
n
+
t
2
_
dy
n
dt
+
dy
n+1
dt
_
= y
n
+
t
2
dy
n
dt
+
t
2
_
dy
n
dt
+t
d
2
y
n
dt
2
+
t
2
2
d
3
y
n
dt
3
+O(t
4
)
_
= y
n
+t
dy
n
dt
+
t
2
2
d
2
y
n
dt
2
+
t
3
4
d
3
y
n
dt
3
+
t
2
O(t
4
) (C.14)
The error caused in going from y
n
to y
n+1
is:
n+1
= y
n+1
y
n+1
=
t
3
6
d
3
y
n
dt
3
t
3
4
d
3
y
n
dt
3
t
2
O(t
4
)
=
t
3
12
d
3
y
n
dt
3
t
2
O(t
4
) =
t
3
12
d
3
y
dt
3
where t
n
t
n+1
.
The resulting error arises because the trapezoidal formula represents a truncation
of an exact Taylor series expansion, hence the term truncation error.
To illustrate this, consider a simple RC circuit where the voltage across the resistor
is of interest, i.e.
v
R
(t ) = RC
dv
C
(t )
dt
= RC
d(v
S
(t ) Ri
R
(t ))
dt
(C.15)
356 Power systems electromagnetic transients simulation
Table C.5 Comparison of numerical integration algorithms
(T = /10)
Step Exact F. Euler B. Euler Trapezoidal Gear second-order
1 45.2419 45.0000 45.4545 45.2381
2 40.9365 40.5000 41.3223 40.9297 40.9273
3 37.0409 36.4500 37.5657 37.0316 37.0211
4 33.5160 32.8050 34.1507 33.5048 33.4866
5 30.3265 29.5245 31.0461 30.3139 30.2891
Table C.6 Comparison of numerical integration algorithms (T = )
Step Exact F. Euler B. Euler Trapezoidal Gear second-order
1 18.3940 0.0000 25.0000 16.6667 18.3940
2 6.7668 0.0000 12.5000 5.5556 4.7152
3 2.4894 0.0000 6.2500 1.8519 0.0933
4 0.9158 0.0000 3.1250 0.6173 0.8684
5 0.3369 0.0000 1.5625 0.2058 0.7134
If the applied voltage is a step function at t = 0 then dv
S
(t )/dt = 0 and equation C.15
becomes:
v
R
(t ) = RC
dv
R
(t )
dt
=
dv
R
(t )
dt
(C.16)
The results for step lengths of /10 and (v
s
= 50 V) are shown in Tables C.5 and C.6
respectively. Gear second-order is a two-step method and hence the value at T is
required as initial condition.
For the trapezoidal rule the ratio (1 t /(2))/ (1 +t /(2)) remains less than
1, so that the solution does tend to zero for any time step size. However for t > 2
it does so in an oscillatory manner and convergence may be very slow.
C.3 Stability of integration methods
Truncation error is a localised property (i.e. local to the present time point and time
step) whereas stability is a global property related to the growth or decay of errors
introduced at each time point and propagated to successive time points. Stability
depends on both the method and the problem.
Since general stability analysis is difcult the normal approach is to compare the
stability of different methods for a single test equation, such as:
y = f (y, t ) = y (C.17)
Numerical integration 357
Table C.7 Stability region
Integration rule Formula Region of stability
Trapezoidal v
R
(t +t ) =
(1 t /(2))
(1 +t /(2))
v
R
(t ) 0 <
t
Forward Euler v
R
(t +t ) = (1 t /) v
R
(t ) 0 <
t
< 2
Backward Euler v
R
(t +t ) =
v
R
(t )
(1 +t /)
t
Gear 2
nd
order v
R
(t +t ) =
4
3
v
R
(t )
v
R
(t t )
3 (1 +2t /(3))
t
15
22.18
23.14
d
V
set
P
set
Manapouri-1014 0.037 1.0 pu 200.0 MW
Manapouri-2014 0.074 1.0 pu 200.0 MW
Roxburgh-1011 0.062 1.0 pu Slack
F
Manapouri-220
Manpouri-1014 Roxburgh-1011
Roxburgh-220
Roxburgh-011
Invercargill-220
Manapouri-2014
= mutually
coupled line
Tiwai-220
Tiwai-033
24-pulse 500 MW rectifier
Invercargill-033
Figure D.5 Lower South Island of New Zealand test system
364 Power systems electromagnetic transients simulation
Table D.7 Transformer information for the Lower South Island test system
Pri. busbar Sec. busbar Pri. con. Sec. con. R
l
(pu) X
l
(pu) Tap (pu)
Manapouri-220 Manapouri-1014 Star-g Delta 0.0006 0.02690 0.025 pri.
Manapouri-220 Manapouri-2014 Star-g Delta 0.0006 0.05360 0.025 pri.
Roxburgh-220 Roxburgh-1011 Star-g Delta 0.0006 0.03816 0.025 pri.
Invercargill-033 Invercargill-220 Star-g Delta 0.0006 0.10290 0.025 pri.
Roxburgh-011 Roxburgh-220 Star-g Delta 0.0006 0.03816 0.025 pri.
Tiwai-220 Tiwai-033 Star-g Star-g 0.0006 0.02083
Table D.8 System loads for Lower South Island test system
(MW, MVar)
Busbar P
a
Q
a
P
b
Q
b
P
c
Q
c
Invercargill-033 45.00 12.00 45.00 12.00 45.00 12.00
Roxburgh-011 30.00 18.00 30.00 18.00 30.00 18.00
Table D.9 Filters at the Tiwai-033 busbar
Connection R () L (mH) C (F)
Star-g 0.606 19.30 21.00
Star-g 0.424 9.63 21.50
Star-g 2.340 17.20 3.49
Star-g 1.660 14.40 5.80
In Table D.5 the number of circuits is indicated by (Nc) and the conductor coordi-
nates by (Cx) and (Cy) relative to the origin, which is in the middle of the tower and
12.5 m above the ground. The towers are symmetrical around the vertical axis hence
only one side needs specifying. The number of earth-wires is indicated by (Ne) and
their coordinates by (Ex) and (Ey). The line to line busbar voltage is given in kV by
the last three digits of the busbar name. The power base is 100 MVA and the system
frequency is 50 Hz. The lters at the Tiwai-033 busbar consist of three banks of series
RLC branches connected in star-ground.
The rating of the rectier installation at the Tiwai-033 busbar is approxi-
mately 480 MW and 130 MVAr. The rectier has been represented by a 24-pulse
installation connected in parallel on the d.c. side, by small linking reactors
Test systems data 365
(R = 1 , L = 1 H) to an ideal current source (80 kA). The converters are diode
rectiers and the transformer specications are given in Table D.3.
D.3 Reference
1 SZECHTMAN, M., WESS, T. and THIO, C.V.: First benchmark model for HVdc
control studies, ELECTRA, 1991, 135, pp. 5575