Uncertainty Analysis of Large-scale Power Systems Using Collocation

Abstract

Collocation algorithms for efficiently solving stochastic differential equations arising from modeling uncertainty in large-scale systems are presented. The resulting solutions are integrated to compute statistical moments, from which sensitivity can be inferred, and interpolated to propagate PDF’s. We give a detailed exposition of this approach, focusing on the dimension-adaptive algorithm of [10]. We give applications on a double pendulum, an integrated shipboard power system, and a pulse power system.